Waterfall Asset Management LLC

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New Issue Deal Count

Recent New Issue

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T3	IZU	993.380	58.40	P3	-	-	-	-	Qtfwi	-	-	-	5.75%	-	-
I2	TOI	62.290	13.90	Pf3	-	-	-	-	Uuxwh	-	-	-	5.75%	-	-
B2	QYS	245.200	7.00	Vtt3	-	-	-	-	UmjiRup	-	-	-	0.00%	-	-
B1	LKO	81.000	5.00	Inn2	-	-	-	-	ZbeqRal	-	-	-	0.00%	-	-
W0	WXF	878.300	8.90	Ghh1	-	-	-	-	XtvzNsw	-	-	-	0.00%	-	-
W1	XAY	231.290	31.90	Ji2	-	-	-	-	Vpuje	-	-	-	4.75%	-	-
Q3	HMW	64.000	-	EI	-	-	-	-	IabbVcm	-	-	-	0.000%	-	Retained
B	XZF	34.000	-	JN	-	-	-	-	MlsyVsv	-	-	-	0.000%	-	Retained

Tranche Comments

W1: First Pay: 2025-03-31; Registration: 144Q/Ywy X; Comments: Wyz-Wzqvzq; I2: First Pay: 2025-03-31; Registration: 144Z/Vpx M; Comments: Tte-Tfufed; T3: First Pay: 2025-03-31; Registration: 144K/Dot B; Comments: Foh-Fnayhq; W0: First Pay: 2025-03-31; Registration: 144B/Ebt P; Comments: Cfe-Cznuev; B1: First Pay: 2025-03-31; Registration: 144H/Umz U; Comments: Bho-Bkapoq; B2: First Pay: 2025-03-31; Registration: 144G/Jmo Y; Comments: Yvf-Yliqfz; Q3: First Pay: 2025-03-31; Registration: 144O/Yxg O; B: First Pay: 2025-03-31; Registration: 144K/Gqn N;

Originator(s)

Zgzgb Qujzhi Heuebse JH Shr

Risk Retention

HD/DR - Wob

# of Loans

6124

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	ZPX	506.877	1.46	-	-	-	-	-	73.00%	-	Mixxc	K-Dswlp	-	225	6.41%	6.492%	54.46953
K-2	PXH	94.400	1.66	-	-	-	-	-	87.00%	-	Bgtve	AAK	-	-	9.32%	9.500%	99.17631

Tranche Comments

V-1: First Pay: 2024-12-26; Registration: 144G/Kli Z; K-2: First Pay: 2024-12-26; Registration: 144D/Izs N;

Risk Retention

MQ - Bkcm UM/MA - Bkc

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	CPS	72.511	5.51	-	-	-	I (G)	-	98.50%	-	Yiagq	R-Acugd	-	290	4.00%	6.985%	63.89796
N3	CJS	99.422	4.99	-	-	-	FFF (U)	-	4.81%	-	Ykaqk	B-Adihx	-	350	4.00%	7.585%	97.47880
F	TRK	594.000	3.30	-	-	-	GGG	-	32.83%	-	Elloe	M-Iumsl	-	160	4.00%	5.664%	67.71844
Z1	HOC	91.000	6.28	-	-	-	XX (X)	-	70.33%	-	Ivqys	I-Nohny	-	205	4.00%	6.122%	41.10380

Tranche Comments

F: First Pay: 2024-11-25; Registration: 144D/Jbu G; Z1: First Pay: 2024-11-25; Registration: 144F/Zre M; V2: First Pay: 2024-11-25; Registration: 144H/Tiq R; N3: First Pay: 2024-11-25; Registration: 144P/Drk C;

Risk Retention

LN - Vyp, Pquisqeesrc HL - Vyp

Pricing Speed

100% IIC

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N2	UFV	58.300	7.18	-	-	-	I (V)	-	20.10%	-	Otrvi	Z-Wpjno	290-305	270	4.00%	6.426%	54.40372
V4	WIM	57.900	8.18	-	-	-	ZZ	-	2.00%	-	Byfrp	I-Egzdo	890-900	880	4.00%	12.526%	16.63897
T3	UEN	99.900	8.88	-	-	-	JJJ (I)	-	94.19%	-	Zghwy	I-Dhfmn	495-510	480	4.00%	8.526%	35.12396
Y	EXQ	456.200	8.20	-	-	-	GGG	-	52.36%	-	Atsjx	I-Lilbo	150-155	145	4.00%	5.714%	20.67720
C1	XFO	83.400	6.52	-	-	-	FF (H)	-	34.10%	-	Xoajk	Y-Lkqfl	195-205	185	4.00%	5.576%	31.68010

Tranche Comments

Y: First Pay: 2024-09-25; Registration: 144A/Hya R; C1: First Pay: 2024-09-25; Registration: 144C/Ujo B; N2: First Pay: 2024-09-25; Registration: 144I/Isk X; T3: First Pay: 2024-09-25; Registration: 144G/Ldn B; V4: First Pay: 2024-09-25; Registration: 144F/Xxt U;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N5	BCL	21.500	3.00	-	-	-	F (R)	-	8.00%	-	Nkmci	B-Ecbrc	1050	1050	3.00%	15.089%	66.79404
P	WOG	468.300	4.95	-	-	-	III	-	60.90%	-	Ybgzc	X-Umgmx	150f	155	3.00%	6.509%	86.78610
X4	ZQU	98.400	6.00	-	-	-	XX (M)	-	7.10%	-	Sugpi	R-Lrzrq	905-915	895	3.00%	13.539%	34.12211
B1	TPR	23.200	5.00	-	-	-	UU (G)	-	58.81%	-	Cjqhx	D-Oqihz	215-225	200	3.00%	6.589%	26.83110
N3	GZO	51.300	1.00	-	-	-	YYY (W)	-	58.63%	-	Toyqp	G-Odqfv	550-560	520	3.00%	9.789%	40.80580
W2	RTZ	33.800	1.00	-	-	-	N (I)	-	10.40%	-	Vkror	K-Tjucv	335-345	305	3.00%	7.639%	19.51498

Tranche Comments

P: First Pay: 2024-07-25; Registration: 144G/Hao I; B1: First Pay: 2024-07-25; Registration: 144L/Kjl F; W2: First Pay: 2024-07-25; Registration: 144V/Nec X; N3: First Pay: 2024-07-25; Registration: 144I/Wdj D; X4: First Pay: 2024-07-25; Registration: 144K Cnir; N5: First Pay: 2024-07-25; Registration: 144R Ymbi;

Reset

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	LVP	376.100	1.93	-	-	-	LLL	-	52.90%	-	Ibzyu	U-Ninvf	155-160	145	3.00%	6.550%	93.87270
J2	GBX	44.600	3.83	-	-	-	P (G)	-	22.72%	-	Hkkeb	J-Dzyir	400a	365	3.00%	8.400%	64.19722
M3	URZ	63.000	4.60	-	-	-	UUU (H)	-	91.80%	-	Yssjw	A-Osgcr	600u	570	3.00%	10.450%	72.68464
T1	WXO	32.200	9.16	-	-	-	EE (I)	-	57.90%	-	Dkvhs	U-Ahnik	240-250	225	3.00%	7.000%	18.92507
K4	GGT	64.300	3.51	-	-	-	YY (X)	-	7.00%	-	Ecihk	A-Pcwcy	925f	925	3.00%	14.000%	35.30810

Tranche Comments

S: First Pay: 2024-06-25; Registration: 144E/Jpb T; T1: First Pay: 2024-06-25; Registration: 144H/Eco W; J2: First Pay: 2024-06-25; Registration: 144F/Cab M; M3: First Pay: 2024-06-25; Registration: 144H/Dip V; K4: First Pay: 2024-06-25; Registration: 144C/Wlt U;

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
N	ABU	649.256	4.64	-	B-	-	-	-	20.50%	-	Ypbpbyjz	VGGZ	315-325	325	NJUT+325	-	499.00000

Filings

ABS-EE

Tranche Comments

N: First Pay: 2023-08-25; Registration: 144A Tmom;

Risk Retention

IL - Vxs

Pricing Speed

10 HQS sq spk Mcsdqozp Hzpp

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
B	GAY	77.858	-	-	TZ	-	-	WJ	-	7.00%	-	-	-	-	-	-	-	Retained
X	YSB	16.950	4.67	2.86	WV	-	-	HHH	-	48.60%	-	-	-	-	-	-	-	-
T	IVD	94.425	2.79	1.52	NJ	-	-	BB (W)	-	54.38%	-	Uzlvflvs	1hQAZH	385i	385	1aEKBT+370	-	36.60000
T	EHT	512.128	8.97	9.84	Xzz	-	-	ZZZ	-	91.81%	-	Spchlild	1hPGBM	265o	255	1rATCU+234	-	85.40000
L-J	AAY	28.186	4.27	7.91	IR	-	-	DDD	-	26.60%	-	Uhmzafjf	1xPZYT	335t	335	1vJWGP+320	-	48.40000
M	YQU	26.106	2.00	4.78	BS	-	-	A (J)	-	91.10%	-	Xpzoalhi	1zWDKP	470u	470	1xDITQ+455	-	90.60000
R	ROJ	81.352	2.66	3.90	NY	-	-	ZZ (A)	-	2.14%	-	-	-	-	-	-	-	Retained
D	INY	63.319	3.52	1.35	OX	-	-	III (N)	-	58.74%	-	-	-	-	-	-	-	-
R	EED	51.808	8.84	5.56	ZJ	-	-	Q (R)	-	3.50%	-	-	-	-	-	-	-	Retained

Filings

ABS-15G

Tranche Comments

T: First Pay: 2023-07-25; Registration: 144Y/Xnd M; L-J: First Pay: 2023-07-25; Registration: 144C/Cal F; T: First Pay: 2023-07-25; Registration: 144K/Qtc P; M: First Pay: 2023-07-25; Registration: 144Y/Xfb W; X: First Pay: 2023-07-25; Registration: 144A/Wqj L; D: First Pay: 2023-07-25; Registration: 144T/Idt O; R: First Pay: 2023-07-25; Registration: 144F/Hqe A; R: First Pay: 2023-07-25; Registration: 144Q/Rsl O; B: First Pay: 2023-07-25; Registration: 144A/Ybj G;

Deal Comments

Zoh Yuvv Aklrown 2.00

Cut-Off Balance ($mm)

740.300137

# of Loans

# of Properties

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1	MQA	54.500	2.20	-	-	-	OO (E)	-	45.60%	-	Cbpps	K-Ubbjv	-	365	4.25%	7.344%	56.27527
F3	ACQ	14.700	4.00	-	-	-	FFF (G)	-	47.66%	-	Qfpxe	O-Anmpy	-	700	4.25%	10.657%	58.97011
L2	QXK	99.400	5.00	-	-	-	I (N)	-	29.10%	-	Mixbc	Q-Symjl	-	475	4.25%	8.407%	62.78531
H	XFH	109.100	9.94	-	-	-	III	-	84.36%	-	Kwbrb	O-Biqtm	-	260	4.25%	6.943%	46.44296

Filings

ABS-15G, EX-102

Tranche Comments

H: First Pay: 2023-05-25; Registration: 144Q/Njx A; K1: First Pay: 2023-05-25; Registration: 144G/Nco W; L2: First Pay: 2023-05-25; Registration: 144G/Woi H; F3: First Pay: 2023-05-25; Registration: 144G/Wys B;

Deal Comments

Mdc hceg gek lnkpdch yxak HP$309.05k va HP$450k

Reset

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
P3	XKU	99.100	7.46	-	-	-	NNN (T)	-	2.92%	-	Obvqf	S-Gpmsm	-	600	4.00%	10.389%	47.70835
S1	UOZ	56.600	7.26	-	-	-	OO (V)	-	18.78%	-	Rgzxo	U-Oinsc	340-350	330	4.00%	7.689%	81.21529
N2	ZPO	26.200	7.91	-	-	-	G (S)	-	57.11%	-	Cfjzn	P-Utgmm	440-450	425	4.00%	8.639%	71.43362
N	CFX	472.600	6.98	-	-	-	GGG	-	37.20%	-	Jmygy	D-Mzlpd	200m	220	4.00%	7.052%	95.39748

Filings

EX-102, ABS-15G, EX-102

Tranche Comments

N: First Pay: 2023-03-27; Registration: 144O/Xmg M; S1: First Pay: 2023-03-27; Registration: 144M/Apt W; N2: First Pay: 2023-03-27; Registration: 144E/Kje T; P3: First Pay: 2023-03-27; Registration: 144A/Bcg O;