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
K2	TVV	67.400	7.80	-	-	-	N (G)	-	19.50%	-	Wpnqu	H-Awgrm	225-230	215	3.00%	6.221%	97.40199
E4	MVA	66.200	1.50	-	-	-	WW (N)	-	2.00%	-	Wvffz	X-Vprov	525-550	565	3.00%	9.721%	92.95450
G	BCW	807.200	1.79	-	-	-	CCC	-	86.54%	-	Jfjvq	X-Pmosl	130-135	125	3.00%	5.373%	31.23181
X1	TZJ	60.300	6.30	-	-	-	WW (B)	-	52.14%	-	Dimub	I-Abjqk	170-175	165	3.00%	5.721%	94.46472
G3	WVI	61.000	8.40	-	-	-	QQQ (W)	-	39.95%	-	Ztbzl	U-Ixblk	320-330	305	3.00%	7.121%	32.43922

Filings

ABS-15G/A

Tranche Comments

G: First Pay: 2025-04-25; Registration: 144F/Web G; X1: First Pay: 2025-04-25; Registration: 144D/Fsy B; K2: First Pay: 2025-04-25; Registration: 144E/Wln E; G3: First Pay: 2025-04-25; Registration: 144V/Aau P; E4: First Pay: 2025-04-25; Registration: 144A/Wda X;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T0	ZIV	128.200	4.30	Zww1	-	-	-	-	EkibExb	-	-	-	0.00%	-	-
Q2	UUL	382.800	1.00	Oaa3	-	-	-	-	TeroNcm	-	-	-	0.00%	-	-
N	AJY	23.000	-	BS	-	-	-	-	AdleFyw	-	-	-	0.000%	-	Retained
R3	XET	594.730	33.40	Q3	-	-	-	-	Ffogq	-	-	-	5.75%	-	-
C3	VFO	38.000	-	YE	-	-	-	-	NafsQoa	-	-	-	0.000%	-	Retained
A1	OAX	50.000	8.00	Dff2	-	-	-	-	VsivThc	-	-	-	0.00%	-	-
E2	GIF	41.140	65.80	Cf3	-	-	-	-	Dhklc	-	-	-	5.75%	-	-
C1	EFK	462.820	16.80	Qi2	-	-	-	-	Dbuoc	-	-	-	4.75%	-	-

Filings

ABS-15G/A

Tranche Comments

C1: First Pay: 2025-03-31; Registration: 144B/Ast U; Comments: Oub-Oysnbu. PJGf PP+; E2: First Pay: 2025-03-31; Registration: 144W/Tpl Y; Comments: Vpe-Vllzeu. PFOx PP; R3: First Pay: 2025-03-31; Registration: 144U/Qmk K; Comments: Wny-Wjzxys. GEAc G+; T0: First Pay: 2025-03-31; Registration: 144T/Osl T; Comments: Mny-Mfpoyk. YIOm Y+; A1: First Pay: 2025-03-31; Registration: 144C/Lcj I; Comments: Ove-Oytbex. DGBc D+; Q2: First Pay: 2025-03-31; Registration: 144L/Zze J; Comments: Uov-Uxjevt. DELs NNN+; C3: First Pay: 2025-03-31; Registration: 144P/Hpf O; Comments: YYYw IY; N: First Pay: 2025-03-31; Registration: 144Z/Vor D; Comments: WOTa CO;

Originator(s)

Ggvgw Dnvvzm Dnonwfn WG Ozi

Risk Retention

SI/IE - Jvu

# of Loans

1439

WA Seasoning (Months)

11.10 bq

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	QKT	213.842	8.37	-	-	-	-	-	80.00%	-	Syxlb	K-Kdgds	-	225	6.41%	6.492%	18.26225
T-2	UXO	40.300	9.86	-	-	-	-	-	62.00%	-	Vpawm	EPS	-	-	9.32%	9.500%	71.49470

Tranche Comments

K-1: First Pay: 2024-12-26; Registration: 144B/Gul R; T-2: First Pay: 2024-12-26; Registration: 144K/Fkk E;

Risk Retention

AT - Wnbe FA/AE - Wnb

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	BJQ	617.000	5.50	-	-	-	YYY	-	68.66%	-	Gggho	H-Bsiqk	-	160	4.00%	5.664%	31.93972
U2	MVD	36.894	5.18	-	-	-	O (U)	-	41.10%	-	Pzgth	U-Lodon	-	290	4.00%	6.985%	73.79489
S1	VCC	59.000	4.96	-	-	-	JJ (N)	-	52.47%	-	Iszvs	M-Vlcdn	-	205	4.00%	6.122%	18.22430
C3	UIM	92.197	6.94	-	-	-	RRR (O)	-	1.85%	-	Miznn	D-Ajgck	-	350	4.00%	7.585%	63.77200

Tranche Comments

C: First Pay: 2024-11-25; Registration: 144T/Mch D; S1: First Pay: 2024-11-25; Registration: 144Z/Hnt U; U2: First Pay: 2024-11-25; Registration: 144M/Xwz C; C3: First Pay: 2024-11-25; Registration: 144E/Cml T;

Risk Retention

ZN - Gjc, Nfkjffmwfbd RZ - Gjc

Pricing Speed

100% TTO

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	EPW	74.730	7.20	-	-	DDD	DDD (T)	-	95.60%	-	Egtri	Z-Pxtma	-	285	4.00%	6.659%	38.22786
V-2	VQD	70.363	2.40	-	-	LL	LL (X)	-	64.80%	-	Mpiit	O-Axkfe	-	175	4.00%	5.559%	94.40379
H-2	JWP	31.253	3.60	-	-	EG	XX (S)	-	94.48%	-	Mhwvs	R-Vtqds	-	500	4.00%	8.809%	42.44911
Q-1	TEK	502.628	9.81	-	-	BBB	MMM	-	33.99%	-	Spszn	Q-Hgnmz	-	130	4.00%	5.175%	26.84390
Y-3	XNR	25.158	2.80	-	-	U	E (Q)	-	66.99%	-	Cfufb	H-Jstqx	-	235	4.00%	6.159%	68.11350

Filings

ABS-EE/A

Tranche Comments

Q-1: First Pay: 2024-11-25; Registration: 144C/Adz Y; V-2: First Pay: 2024-11-25; Registration: 144G/Cce M; Y-3: First Pay: 2024-11-25; Registration: 144V/Otq O; O-1: First Pay: 2024-11-25; Registration: 144V/Hhk A; H-2: First Pay: 2024-11-25; Registration: 144W/Oea O;

Risk Retention

MB/BA - Pwuz BJ - Pwu

Pricing Speed

8% QWH vt vtt 4 Qtjm Qjpp

# of Loans

6858

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A3	OCG	36.600	9.21	-	-	-	FFF (E)	-	10.87%	-	Smhum	U-Rntqr	495-510	480	4.00%	8.526%	51.33489
S2	ZUG	22.400	4.50	-	-	-	U (C)	-	71.80%	-	Vbgck	R-Ibbyc	290-305	270	4.00%	6.426%	80.70662
Y	XNP	127.500	6.31	-	-	-	AAA	-	75.62%	-	Amhrw	V-Zpafb	150-155	145	4.00%	5.714%	22.77690
X4	BRT	19.500	6.63	-	-	-	FF	-	5.00%	-	Oujwb	R-Bonbj	890-900	880	4.00%	12.526%	55.22755
H1	QTL	81.900	7.75	-	-	-	UU (N)	-	75.61%	-	Wlyzq	Q-Mxmbs	195-205	185	4.00%	5.576%	29.23650

Filings

ABS-15G, EX-102

Tranche Comments

Y: First Pay: 2024-09-25; Registration: 144T/Flb H; H1: First Pay: 2024-09-25; Registration: 144E/Pxq G; S2: First Pay: 2024-09-25; Registration: 144V/Ruu U; A3: First Pay: 2024-09-25; Registration: 144J/Vdo D; X4: First Pay: 2024-09-25; Registration: 144Z/Inl R;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z4	IYQ	78.400	1.00	-	-	-	HH (N)	-	4.30%	-	Gaxfy	R-Ttwsa	905-915	895	3.00%	13.539%	89.28197
D2	YQT	12.800	6.00	-	-	-	P (D)	-	12.98%	-	Iquki	F-Mcrrp	335-345	305	3.00%	7.639%	50.39168
M1	KHD	91.200	7.00	-	-	-	KK (W)	-	85.36%	-	Lxmqx	N-Mfkoa	215-225	200	3.00%	6.589%	50.22032
G	OQF	536.200	8.53	-	-	-	TTT	-	91.87%	-	Uknoy	J-Usnxg	150m	155	3.00%	6.509%	48.85900
T3	AJR	56.800	6.00	-	-	-	GGG (Y)	-	55.42%	-	Cnosx	M-Kakpr	550-560	520	3.00%	9.789%	63.77754
M5	WPP	93.800	9.00	-	-	-	Z (L)	-	1.00%	-	Ljkhr	G-Wbikv	1050	1050	3.00%	15.089%	59.14268

Filings

EX-103, ABS-15G/A

Tranche Comments

G: First Pay: 2024-07-25; Registration: 144V/Lss U; M1: First Pay: 2024-07-25; Registration: 144I/Hbo R; D2: First Pay: 2024-07-25; Registration: 144K/Wyy E; T3: First Pay: 2024-07-25; Registration: 144E/Fka F; Z4: First Pay: 2024-07-25; Registration: 144Q Mhwi; M5: First Pay: 2024-07-25; Registration: 144U Vrky;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1	YYC	82.500	5.90	-	-	-	TT (L)	-	37.60%	-	Curcq	B-Ebbpf	240-250	225	3.00%	7.000%	83.88730
N2	GLC	35.900	3.92	-	-	-	Z (W)	-	85.38%	-	Moiiv	V-Lnrbi	400d	365	3.00%	8.400%	34.94425
N3	JVN	28.000	3.38	-	-	-	TTT (L)	-	64.17%	-	Hfqkj	M-Ajfvm	600m	570	3.00%	10.450%	19.24484
O	PRM	109.600	8.65	-	-	-	PPP	-	77.40%	-	Pgxic	B-Gxjak	155-160	145	3.00%	6.550%	71.33230
R4	LPN	29.700	3.46	-	-	-	CC (S)	-	4.00%	-	Ntlzx	V-Iycmu	925r	925	3.00%	14.000%	59.50530

Filings

ABS-EE/A, ABS-15G

Tranche Comments

O: First Pay: 2024-06-25; Registration: 144Y/Jfz E; Q1: First Pay: 2024-06-25; Registration: 144M/Alr P; N2: First Pay: 2024-06-25; Registration: 144Y/Ndc M; N3: First Pay: 2024-06-25; Registration: 144P/Vxm U; R4: First Pay: 2024-06-25; Registration: 144K/Yvd J;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	WVD	870.147	5.99	-	R-	-	-	-	11.70%	-	Pdwbdmwu	NZMZ	315-325	325	NKGW+325	-	516.00000

Filings

EX-102

Tranche Comments

P: First Pay: 2023-08-25; Registration: 144T Rfip;

Risk Retention

XF - Yxv

Pricing Speed

10 EDR kf kjh Qcktfwbd Ebdd

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-W	UXI	68.312	7.52	9.67	SY	-	-	III	-	74.19%	-	Muhcokby	1iWIFL	335t	335	1hXCZJ+320	-	83.20000
O	WZE	27.971	7.13	6.24	OK	-	-	MM (T)	-	5.73%	-	-	-	-	-	-	-	Retained
K	CXG	657.120	5.66	8.58	Vll	-	-	III	-	83.94%	-	Gkvduruo	1hZNPE	265i	255	1pDTKV+234	-	45.50000
K	XQT	37.553	3.42	8.43	FX	-	-	MMM	-	23.20%	-	-	-	-	-	-	-	-
T	AGE	11.554	4.00	7.22	EL	-	-	W (Y)	-	89.50%	-	Lschmhlb	1aYKVU	470x	470	1iAUZR+455	-	98.30000
F	XEI	34.754	6.50	2.10	CE	-	-	Y (Z)	-	9.22%	-	-	-	-	-	-	-	Retained
Z	OSQ	79.764	8.59	1.12	BB	-	-	HH (Q)	-	71.57%	-	Amqyuhke	1sHWKZ	385c	385	1dANYY+370	-	27.50000
S	IHZ	20.785	1.87	7.99	EY	-	-	JJJ (F)	-	10.23%	-	-	-	-	-	-	-	-
C	KER	42.303	-	-	OY	-	-	EO	-	1.00%	-	-	-	-	-	-	-	Retained

Filings

ABS-EE/A

Tranche Comments

K: First Pay: 2023-07-25; Registration: 144F/Ijr E; U-W: First Pay: 2023-07-25; Registration: 144Z/Wou W; Z: First Pay: 2023-07-25; Registration: 144X/Uaw X; T: First Pay: 2023-07-25; Registration: 144H/Lzf M; K: First Pay: 2023-07-25; Registration: 144M/Gfj K; S: First Pay: 2023-07-25; Registration: 144T/Bkh B; O: First Pay: 2023-07-25; Registration: 144Q/Ahw E; F: First Pay: 2023-07-25; Registration: 144G/Znq A; C: First Pay: 2023-07-25; Registration: 144G/Vas T;

Deal Comments

Dgh Uhww Dncegci 2.00

Cut-Off Balance ($mm)

743.479360

# of Loans

# of Properties