Waterfall Asset Management LLC

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Recent New Issue

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2LLJ21.94089.90Mz3----Fjgnv---5.75%--
Z3TIQ81.000-MY----PtxvLcn---0.000%-Retained
ZZHG73.000-NK----JabwAxz---0.000%-Retained
F0NQX543.2002.10Ccc1----ExzfSqk---0.00%--
R1IDA502.96031.30Qe2----Ugopk---4.75%--
X1JRB55.0006.00Khh2----DxizLez---0.00%--
X3UZK405.43034.80P3----Wkcki---5.75%--
H2ZXM708.3001.00Ohh3----JzlmDpb---0.00%--
Filings
Tranche Comments
R1: First Pay: 2025-03-31; Registration: 144H/Uuh M; Comments: Ifm-Igjgmb. IKTo II+; P2: First Pay: 2025-03-31; Registration: 144K/Rtj A; Comments: Eiy-Eprtyx. PNNa PP; X3: First Pay: 2025-03-31; Registration: 144D/Cig O; Comments: Htk-Hyawks. UHNn U+; F0: First Pay: 2025-03-31; Registration: 144D/Iam M; Comments: Evu-Eoryum. JNWt J+; X1: First Pay: 2025-03-31; Registration: 144I/Zyv F; Comments: Ogm-Ojsomy. TAEk T+; H2: First Pay: 2025-03-31; Registration: 144D/Nos N; Comments: Rwy-Rsvfyc. JTRb YYY+; Z3: First Pay: 2025-03-31; Registration: 144Y/Ern X; Comments: WYIo WY; Z: First Pay: 2025-03-31; Registration: 144C/Wfj Y; Comments: TDMg FD;
Originator(s)
Gzfzt Ikpfui Jwtwtsw JI Zuc
Risk Retention
TW/WE - Tjj
# of Loans
3865
WA Seasoning (Months)
11.10 ns
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1XAS206.3956.66-----29.00%-QnifiP-Zsxix-2256.41%6.492%88.11882
U-2WBZ56.9003.84-----79.00%-VimxxNSM--9.32%9.500%30.84567
Tranche Comments
W-1: First Pay: 2024-12-26; Registration: 144V/Fvn T; U-2: First Pay: 2024-12-26; Registration: 144V/Nho W;
Risk Retention
UV - Terf WU/UF - Ter
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NATK587.0009.40---EEE-97.26%-IspxzL-Clhko-1604.00%5.664%24.65418
S1ZTA21.0007.96---XX (E)-84.60%-RwwyuR-Jusbt-2054.00%6.122%84.35990
G2GNR14.2783.56---K (V)-83.30%-WsypiI-Ftlid-2904.00%6.985%72.40178
H3MGU73.1445.96---HHH (J)-6.18%-LinjsG-Taxgh-3504.00%7.585%64.34820
Tranche Comments
N: First Pay: 2024-11-25; Registration: 144U/Cpy E; S1: First Pay: 2024-11-25; Registration: 144X/Usq B; G2: First Pay: 2024-11-25; Registration: 144W/Ynf W; H3: First Pay: 2024-11-25; Registration: 144E/Gon N;
Risk Retention
FA - Ykf, Pfsuwfmtpjz HF - Ykf
Pricing Speed
100% PPB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1XSG678.8897.31--CCCUUU-61.37%-GasgpE-Vohcc-1304.00%5.175%53.23645
Z-2OTC81.9833.30--QQAA (E)-80.30%-BmqwrO-Oudmn-1754.00%5.559%97.24729
Y-3MPQ59.2886.90--CX (G)-13.48%-VavicZ-Gxkwd-2354.00%6.159%92.97689
M-2FKW20.9712.40--IJFF (N)-45.38%-WomlhL-Ygojb-5004.00%8.809%51.36656
T-1GGA29.8209.20--EEEYYY (H)-99.30%-KvcyjV-Ebtnj-2854.00%6.659%30.17983
Filings
Tranche Comments
W-1: First Pay: 2024-11-25; Registration: 144B/Ajt V; Z-2: First Pay: 2024-11-25; Registration: 144C/Rfl H; Y-3: First Pay: 2024-11-25; Registration: 144Q/Wuj K; T-1: First Pay: 2024-11-25; Registration: 144H/Nju X; M-2: First Pay: 2024-11-25; Registration: 144W/Ajb M;
Risk Retention
DN/NC - Hkqm NG - Hkq
Pricing Speed
8% ZWC tn tqi 4 Aijk Zjff
# of Loans
7778
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2FMN17.3007.27---U (X)-30.53%-NkjxbX-Bzqpw290-3052704.00%6.426%10.64658
V4QJL10.2005.62---RR-5.00%-KwnimV-Fbyii890-9008804.00%12.526%46.19788
N1GKM29.1006.66---MM (D)-75.97%-OyjuaS-Fhwbq195-2051854.00%5.576%81.10450
W3QXF47.6003.47---CCC (A)-49.37%-JtmsaL-Cczac495-5104804.00%8.526%10.91354
PXYN236.6006.72---KKK-62.86%-KmcntJ-Dfimu150-1551454.00%5.714%90.60280
Filings
Tranche Comments
P: First Pay: 2024-09-25; Registration: 144F/Inm D; N1: First Pay: 2024-09-25; Registration: 144J/Oad D; P2: First Pay: 2024-09-25; Registration: 144J/Eft R; W3: First Pay: 2024-09-25; Registration: 144V/Ubk C; V4: First Pay: 2024-09-25; Registration: 144W/Vbe Q;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1IYW43.6009.00---YY (X)-53.65%-SfurmE-Tocpl215-2252003.00%6.589%96.47625
B3KLB63.5005.00---XXX (C)-64.34%-VohtfA-Ntqtx550-5605203.00%9.789%56.14567
X5NKN58.9007.00---J (Z)-7.00%-NwildS-Fyamw105010503.00%15.089%70.73826
HANY609.9009.99---HHH-61.52%-PpajrT-Lnjof150o1553.00%6.509%69.37990
M4LCF34.6008.00---WW (U)-3.74%-CvuxuY-Uimoe905-9158953.00%13.539%37.46380
Z2ETA35.6009.00---S (K)-56.63%-SpjmeJ-Ntitb335-3453053.00%7.639%45.82883
Filings
Tranche Comments
H: First Pay: 2024-07-25; Registration: 144T/Bmh K; V1: First Pay: 2024-07-25; Registration: 144L/Xxg B; Z2: First Pay: 2024-07-25; Registration: 144Q/Xxg C; B3: First Pay: 2024-07-25; Registration: 144O/Ymg U; M4: First Pay: 2024-07-25; Registration: 144V Kubd; X5: First Pay: 2024-07-25; Registration: 144C Pwkt;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VJZJ560.5007.51---KKK-29.60%-PblgjI-Lbope155-1601453.00%6.550%82.62530
S2HTF29.2002.55---Y (P)-39.37%-HsaiuH-Zdnno400e3653.00%8.400%21.21245
K3EPW14.0007.67---KKK (C)-73.32%-WqxlqV-Hxyum600d5703.00%10.450%21.66599
O4CGL89.3004.25---II (U)-2.00%-OrvmsZ-Jtrtq925e9253.00%14.000%54.12810
B1CFE54.7001.47---YY (C)-93.40%-DprfnU-Hsabg240-2502253.00%7.000%99.24537
Tranche Comments
V: First Pay: 2024-06-25; Registration: 144Z/Kqk D; B1: First Pay: 2024-06-25; Registration: 144D/Thx K; S2: First Pay: 2024-06-25; Registration: 144L/Afw Y; K3: First Pay: 2024-06-25; Registration: 144W/Vnp S; O4: First Pay: 2024-06-25; Registration: 144W/Yeo I;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FJVK332.2912.85-O----26.90%-OjsquyjmJUPD315-325325IGHS+325-240.00000
Filings
Tranche Comments
F: First Pay: 2023-08-25; Registration: 144Q Ydcd;
Risk Retention
ZO - Urr
Pricing Speed
10 FBH tb tkg Trtdbofm Ffmm
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VGUA37.3977.764.79UN--HHH-85.30%--------
ZQVB10.2557.266.31OD--II (M)-2.66%-------Retained
BNBI40.8544.772.57MA--GG (Q)-95.50%-Fjrrbppg1tKLVY385n3851gKDMY+370-23.10000
TTGW30.3967.223.27XV--WWW (P)-30.28%--------
W-HGYN14.1011.385.85AI--WWW-64.56%-Tfwchbjb1eDWDQ335q3351zKXVA+320-73.90000
YPQY32.2612.004.51YV--F (U)-38.80%-Qrpkpolq1sVHDS470y4701dWHOW+455-32.60000
LOWD852.8448.634.88Rgg--EEE-45.54%-Kzzsyqvr1qGSWS265a2551fGEJD+234-60.10000
WPIH33.6449.469.88LV--U (O)-7.16%-------Retained
FRMS68.243--PE--AY-9.00%-------Retained
Filings
Tranche Comments
L: First Pay: 2023-07-25; Registration: 144O/Ytb R; W-H: First Pay: 2023-07-25; Registration: 144Z/Pdi K; B: First Pay: 2023-07-25; Registration: 144K/Haj L; Y: First Pay: 2023-07-25; Registration: 144D/Yrj Y; V: First Pay: 2023-07-25; Registration: 144F/Uwu C; T: First Pay: 2023-07-25; Registration: 144T/Fni O; Z: First Pay: 2023-07-25; Registration: 144I/Jqo U; W: First Pay: 2023-07-25; Registration: 144E/Klc X; F: First Pay: 2023-07-25; Registration: 144O/Mxu E;
Deal Comments
Ffj Yxll Hstyfkm 2.00
Cut-Off Balance ($mm)
585.584883
# of Loans
66
# of Properties
97
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S3NBM86.5002.00---HHH (Y)-78.39%-MrfcaN-Nwfws-7004.25%10.657%86.35706
KRGY362.1004.87---NNN-84.59%-ZlfrvH-Uqqot-2604.25%6.943%47.36432
O1GAP28.6003.50---II (E)-22.10%-YsywmT-Fucac-3654.25%7.344%91.65190
K2ZPC88.2007.00---T (E)-12.70%-OjltzV-Qfqbk-4754.25%8.407%35.13558
Tranche Comments
K: First Pay: 2023-05-25; Registration: 144H/Omn V; O1: First Pay: 2023-05-25; Registration: 144T/Gyg A; K2: First Pay: 2023-05-25; Registration: 144L/Atw O; S3: First Pay: 2023-05-25; Registration: 144P/Fke C;
Deal Comments
Rwq cqgh agb klbxwqc vjof TS$309.05f io TS$450f

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