Cascade Funding Mortgage Trust (CFMT) 2022-AB2

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
CFMT 2022-AB2 (USD 577m)Waterfall Asset Management LLCUSOA
Feb 14, 2022
ClassCCYSIZE (M)WALMOSPFIDRKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
C1HRN67.4002.50---VV---DsiesTijae--2752.00%4.785%91.79609
T2NUD10.4004.70---I (S)---WjokdCeuci--4002.00%6.035%88.27500
E3GFN31.7009.70---G---QqiwjDevoy--5102.00%7.135%31.85960
XREM220.4007.95---EEE---BaygzBxfmg--1402.00%3.417%96.52672
Z4EBC22.000----SSS---Ghvgv----2.000%--
E5QPE67.300----UU (R)---Xyzwy----2.000%--
Tranche Comments
X: First Pay: 2022-03-25; Registration: 144V/Kwk R; C1: First Pay: 2022-03-25; Registration: 144U/Bsl R; T2: First Pay: 2022-03-25; Registration: 144I/Fhm Z; E3: First Pay: 2022-03-25; Registration: 144I/Ebg B; Z4: First Pay: 2022-03-25; Registration: 144D/Ktd Y; E5: First Pay: 2022-03-25; Registration: 144G/Oqe F;
Collateral
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