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
G3HQY38.5001.60---B---GnyoeEjuoi--5102.00%7.135%40.41342
F2YUR82.3004.50---B (W)---LntugRkvkf--4002.00%6.035%66.89900
V5QXW69.100----WW (M)---Vofpv----2.000%--
KHAR778.6003.68---III---TikiqMwbok--1402.00%3.417%21.85422
M1EBY81.1005.90---PP---AyjazEdenl--2752.00%4.785%10.65716
R4XIE63.000----AAA---Dqqmb----2.000%--
Tranche Comments
K: First Pay: 2022-03-25; Registration: 144V/Cim Z; M1: First Pay: 2022-03-25; Registration: 144Q/Nfk F; F2: First Pay: 2022-03-25; Registration: 144D/Cee B; G3: First Pay: 2022-03-25; Registration: 144T/Yqu Y; R4: First Pay: 2022-03-25; Registration: 144T/Wqs Q; V5: First Pay: 2022-03-25; Registration: 144A/Uwq B;
Collateral
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