2022-AB2

Cascade Funding Mortgage Trust (CFMT) 2022-AB2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Waterfall Asset Management LLC

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Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F1	BMG	40.900	8.70	-	-	-	AA	-	-	-	Dvkcq	Tiazn	-	-	275	2.00%	4.785%	48.50893
O2	QHQ	84.400	9.20	-	-	-	F (D)	-	-	-	Qflkf	Whkrv	-	-	400	2.00%	6.035%	40.99020
K	ASP	900.500	6.56	-	-	-	MMM	-	-	-	Lggwt	Htlaw	-	-	140	2.00%	3.417%	19.13489
N3	RUF	56.800	6.60	-	-	-	G	-	-	-	Njswr	Xrhyg	-	-	510	2.00%	7.135%	35.36188
F4	ZCQ	98.000	-	-	-	-	WWW	-	-	-	Vwhmn	-	-	-	-	2.000%	-	-
E5	GJU	15.900	-	-	-	-	WW (P)	-	-	-	Vaqcd	-	-	-	-	2.000%	-	-

Filings

ABS-15G, ABS-15G

Tranche Comments

K: First Pay: 2022-03-25; Registration: 144J/Tqj D; F1: First Pay: 2022-03-25; Registration: 144M/Rer Q; O2: First Pay: 2022-03-25; Registration: 144M/Iol B; N3: First Pay: 2022-03-25; Registration: 144Z/Mfx R; F4: First Pay: 2022-03-25; Registration: 144Q/Rue S; E5: First Pay: 2022-03-25; Registration: 144D/Mlv H;

Collateral

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