Waterfall Asset Management LLC

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1 to 8 of 8

New Issue Deal Count

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G3	PMY	84.000	7.60	-	-	-	RRR (N)	-	18.52%	-	Thger	W-Fczap	320-330	305	3.00%	7.121%	68.20015
D	USN	175.600	9.73	-	-	-	ZZZ	-	64.98%	-	Wotkx	Q-Lbgrw	130-135	125	3.00%	5.373%	40.69276
P1	EQT	27.100	5.60	-	-	-	SS (I)	-	27.50%	-	Jjkng	X-Faxng	170-175	165	3.00%	5.721%	55.95301
M4	PML	41.800	7.20	-	-	-	EE (Q)	-	9.00%	-	Vvfnv	P-Ikiaa	525-550	565	3.00%	9.721%	27.11636
T2	HNX	87.800	9.80	-	-	-	K (O)	-	99.87%	-	Yuvcw	O-Gxfut	225-230	215	3.00%	6.221%	77.44790

Filings

EX-103

Tranche Comments

D: First Pay: 2025-04-25; Registration: 144E/Lov E; P1: First Pay: 2025-04-25; Registration: 144T/Plt U; T2: First Pay: 2025-04-25; Registration: 144O/Bdi B; G3: First Pay: 2025-04-25; Registration: 144A/Eku T; M4: First Pay: 2025-04-25; Registration: 144V/Bwg T;

Refinancing

Yes

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2	QYL	80.110	46.20	Ho3	-	-	-	-	Jwimk	-	-	-	5.75%	-	-
D3	NND	922.580	31.40	Z3	-	-	-	-	Mzoik	-	-	-	5.75%	-	-
R1	ZUB	72.000	6.00	Mii2	-	-	-	-	XjqqJyk	-	-	-	0.00%	-	-
I1	TRM	551.920	69.20	Kp2	-	-	-	-	Zhamj	-	-	-	4.75%	-	-
H0	IMG	295.300	9.40	Jzz1	-	-	-	-	UgwcQsa	-	-	-	0.00%	-	-
M3	TAT	47.000	-	EF	-	-	-	-	YxkaFwi	-	-	-	0.000%	-	Retained
F2	UOI	581.800	5.00	Wzz3	-	-	-	-	KwgrVjh	-	-	-	0.00%	-	-
I	EXG	53.000	-	JA	-	-	-	-	SfqkExv	-	-	-	0.000%	-	Retained

Filings

ABS-15G/A

Tranche Comments

I1: First Pay: 2025-03-31; Registration: 144I/Cdj U; Comments: Svt-Skrvtw. OUIj OO+; J2: First Pay: 2025-03-31; Registration: 144D/Kkd I; Comments: Zmv-Zwuhvi. LXId LL; D3: First Pay: 2025-03-31; Registration: 144E/Rvp T; Comments: Wqj-Wriajq. BEYx B+; H0: First Pay: 2025-03-31; Registration: 144V/Yrl D; Comments: Xxf-Xfwjfe. DHYa D+; R1: First Pay: 2025-03-31; Registration: 144H/Ept Q; Comments: Fgb-Fqwjbc. LDAm L+; F2: First Pay: 2025-03-31; Registration: 144F/Zvx V; Comments: Cnw-Cvtiwl. EFPo CCC+; M3: First Pay: 2025-03-31; Registration: 144K/Iuh W; Comments: TJSd DJ; I: First Pay: 2025-03-31; Registration: 144Z/Psd D; Comments: WBKf SB;

Originator(s)

Mrbrm Dnkbwc Efhfmvf VU Jwr

Risk Retention

NQ/QP - Hwr

# of Loans

9311

WA Seasoning (Months)

11.10 sh

Refinancing

Yes

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	JQK	85.900	5.86	-	-	-	-	-	33.00%	-	Bkqpa	ATI	-	-	9.32%	9.500%	47.23353
R-1	HEM	857.129	9.64	-	-	-	-	-	54.00%	-	Rgocp	E-Fthzn	-	225	6.41%	6.492%	47.73288

Tranche Comments

R-1: First Pay: 2024-12-26; Registration: 144B/Blo W; S-2: First Pay: 2024-12-26; Registration: 144H/Wxd M;

Risk Retention

LV - Hqlt EL/LX - Hql

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z3	ETI	38.609	5.88	-	-	-	CCC (C)	-	3.70%	-	Ekfnj	M-Ckhdy	-	350	4.00%	7.585%	85.58070
S2	XIW	50.363	9.54	-	-	-	U (M)	-	46.30%	-	Jgwfk	D-Aatok	-	290	4.00%	6.985%	98.44829
S	XOE	410.000	7.80	-	-	-	III	-	76.39%	-	Fzvcr	X-Rgmxx	-	160	4.00%	5.664%	60.32263
Z1	JPE	19.000	5.18	-	-	-	UU (Y)	-	67.27%	-	Yqili	P-Tyygb	-	205	4.00%	6.122%	29.78130

Tranche Comments

S: First Pay: 2024-11-25; Registration: 144X/Bya O; Z1: First Pay: 2024-11-25; Registration: 144V/Rpu V; S2: First Pay: 2024-11-25; Registration: 144Y/Gke Z; Z3: First Pay: 2024-11-25; Registration: 144H/Wrz H;

Risk Retention

XD - Lck, Djjsbjojpjx ZX - Lck

Pricing Speed

100% OOO

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-3	CLM	86.438	5.50	-	-	O	O (U)	-	83.35%	-	Fvyln	M-Rtzim	-	235	4.00%	6.159%	54.62109
U-1	RVQ	949.123	8.97	-	-	LLL	LLL	-	95.90%	-	Dzfyk	W-Oixku	-	130	4.00%	5.175%	87.75390
S-2	XHI	67.453	4.10	-	-	EE	QQ (M)	-	59.70%	-	Dfbbq	B-Ofike	-	175	4.00%	5.559%	58.91208
H-1	RIN	39.920	3.50	-	-	OOO	AAA (S)	-	25.30%	-	Kfkki	H-Sctyy	-	285	4.00%	6.659%	30.54074
D-2	TQI	60.953	6.60	-	-	BD	AA (D)	-	22.10%	-	Ivupq	R-Agpun	-	500	4.00%	8.809%	17.58833

Filings

ABS-EE/A

Tranche Comments

U-1: First Pay: 2024-11-25; Registration: 144N/Wtw R; S-2: First Pay: 2024-11-25; Registration: 144G/Nsa D; E-3: First Pay: 2024-11-25; Registration: 144N/Vqe K; H-1: First Pay: 2024-11-25; Registration: 144M/Hle R; D-2: First Pay: 2024-11-25; Registration: 144H/Ves A;

Risk Retention

XI/IK - Oxih IY - Oxi

Pricing Speed

8% TAC tu tws 4 Bsuz Tuee

# of Loans

8402

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S2	ZMO	43.700	2.97	-	-	-	V (D)	-	41.34%	-	Ephzq	B-Cijdp	290-305	270	4.00%	6.426%	49.20001
A1	VNL	67.600	4.34	-	-	-	HH (C)	-	15.13%	-	Dyuiz	P-Xmage	195-205	185	4.00%	5.576%	49.61780
K3	PFV	71.700	5.18	-	-	-	RRR (J)	-	81.81%	-	Kjmxr	H-Oimuw	495-510	480	4.00%	8.526%	62.39287
E4	RRH	71.600	4.71	-	-	-	PP	-	7.00%	-	Dguns	S-Kiktf	890-900	880	4.00%	12.526%	31.92527
V	CQL	887.900	1.96	-	-	-	OOO	-	75.66%	-	Gghii	E-Gukal	150-155	145	4.00%	5.714%	56.55940

Filings

ABS-EE, ABS-EE/A

Tranche Comments

V: First Pay: 2024-09-25; Registration: 144C/Ftc J; A1: First Pay: 2024-09-25; Registration: 144B/Poa O; S2: First Pay: 2024-09-25; Registration: 144P/Mzg G; K3: First Pay: 2024-09-25; Registration: 144Z/Fjr U; E4: First Pay: 2024-09-25; Registration: 144Y/Rhu V;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V2	EOE	73.200	9.00	-	-	-	C (Z)	-	81.56%	-	Koopd	Q-Ekzcm	335-345	305	3.00%	7.639%	51.51558
L	KJJ	208.300	7.76	-	-	-	TTT	-	23.65%	-	Srrnl	B-Btjao	150b	155	3.00%	6.509%	64.74180
C1	YVE	78.300	2.00	-	-	-	SS (G)	-	28.23%	-	Xnfea	X-Kjlqy	215-225	200	3.00%	6.589%	51.56318
Z4	CMH	45.200	2.00	-	-	-	NN (Z)	-	3.92%	-	Xqbpn	L-Tkilv	905-915	895	3.00%	13.539%	96.36059
J3	FFL	77.100	4.00	-	-	-	WWW (N)	-	91.64%	-	Ywlag	Y-Lwulx	550-560	520	3.00%	9.789%	48.51073
X5	CCY	39.500	3.00	-	-	-	Q (J)	-	1.00%	-	Rptsq	S-Ruzqj	1050	1050	3.00%	15.089%	19.31197

Filings

ABS-15G, ABS-EE

Tranche Comments

L: First Pay: 2024-07-25; Registration: 144I/Vhn D; C1: First Pay: 2024-07-25; Registration: 144J/Gpu D; V2: First Pay: 2024-07-25; Registration: 144M/Esp G; J3: First Pay: 2024-07-25; Registration: 144G/Cse I; Z4: First Pay: 2024-07-25; Registration: 144A Weir; X5: First Pay: 2024-07-25; Registration: 144Q Bxtn;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I3	RSJ	59.000	1.97	-	-	-	KKK (T)	-	22.33%	-	Oobef	Y-Gagbj	600t	570	3.00%	10.450%	11.81855
U4	XBE	56.500	2.26	-	-	-	CC (W)	-	6.00%	-	Ciwwv	R-Tpfnx	925n	925	3.00%	14.000%	54.87810
W1	EHZ	18.700	5.68	-	-	-	SS (E)	-	98.50%	-	Piwcn	Y-Sncdy	240-250	225	3.00%	7.000%	53.23686
V	QHW	413.300	9.89	-	-	-	DDD	-	92.90%	-	Dobfk	J-Glbjq	155-160	145	3.00%	6.550%	66.84330
S2	KXY	35.600	2.99	-	-	-	O (S)	-	27.69%	-	Ikkor	U-Qabip	400x	365	3.00%	8.400%	16.76328

Filings

ABS-15G/A, ABS-EE

Tranche Comments

V: First Pay: 2024-06-25; Registration: 144H/Krj W; W1: First Pay: 2024-06-25; Registration: 144E/Kqq U; S2: First Pay: 2024-06-25; Registration: 144X/Ccc T; I3: First Pay: 2024-06-25; Registration: 144P/Ejb L; U4: First Pay: 2024-06-25; Registration: 144L/Jcz K;

Refinancing

Yes

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	MRW	555.172	8.89	-	J-	-	-	-	88.80%	-	Echyvylf	QGIF	315-325	325	AQFO+325	-	995.00000

Filings

EX-103

Tranche Comments

M: First Pay: 2023-08-25; Registration: 144D Rhik;

Risk Retention

MB - Pud

Pricing Speed

10 ZAQ ks koq Bfkpsriz Zizz

Waterfall Asset Management LLC

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	UCB	34.696	5.78	7.81	MS	-	-	OOO (Z)	-	23.29%	-	-	-	-	-	-	-	-
Y	UAI	27.431	4.51	9.77	UK	-	-	ZZZ	-	60.30%	-	-	-	-	-	-	-	-
V	RHW	23.248	8.96	3.91	TE	-	-	Z (F)	-	7.38%	-	-	-	-	-	-	-	Retained
W-G	PZH	34.613	6.91	6.18	AY	-	-	XXX	-	63.17%	-	Yyrjpkug	1lHKWS	335t	335	1iUCOZ+320	-	85.30000
Y	FHU	69.961	5.20	7.12	ON	-	-	DD (F)	-	16.57%	-	Khuwriyr	1jWXZU	385c	385	1eBVLG+370	-	95.50000
R	PQO	73.802	2.76	6.63	XN	-	-	TT (T)	-	6.27%	-	-	-	-	-	-	-	Retained
K	HNR	98.537	-	-	QI	-	-	NK	-	2.00%	-	-	-	-	-	-	-	Retained
U	FBG	747.521	4.41	2.26	Fyy	-	-	LLL	-	29.45%	-	Jhrmkkph	1bVZFB	265c	255	1mDYFV+234	-	70.70000
E	ZNR	18.909	7.00	8.39	TO	-	-	B (K)	-	21.40%	-	Mxwbtmyf	1cNHXZ	470b	470	1dGZLY+455	-	92.10000

Filings

ABS-EE

Tranche Comments

U: First Pay: 2023-07-25; Registration: 144H/Oap C; W-G: First Pay: 2023-07-25; Registration: 144V/Tyd C; Y: First Pay: 2023-07-25; Registration: 144P/Bcm R; E: First Pay: 2023-07-25; Registration: 144H/Moe Y; Y: First Pay: 2023-07-25; Registration: 144K/Wtv W; U: First Pay: 2023-07-25; Registration: 144Y/Iff H; R: First Pay: 2023-07-25; Registration: 144G/Ztv F; V: First Pay: 2023-07-25; Registration: 144K/Enq B; K: First Pay: 2023-07-25; Registration: 144U/Zxg J;

Deal Comments

Hhu Ncjj Xqtahyw 2.00

Cut-Off Balance ($mm)

604.315077

# of Loans

# of Properties