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RMBS
Non-Performing Loans
Parent Companies
Waterfall Asset Management LLC
Cascade Funding Mortgage Trust
2022-RM4
Cascade Funding Mortgage Trust (CFMT) 2022-RM4
ABS
RMBS
CFMT 2022-RM4 (USD 77m)
Waterfall Asset Management LLC
NOM
,
PTC
USOA
Mar 28, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
W
RCJ
42.214
4.39
-
-
-
PPP
-
56.80%
-
Clool
BJQS
-
200
2.00%
2.398%
15.19654
Z-1
RBW
9.900
7.50
-
-
-
JJ (I)
-
65.90%
-
Nfvzs
Xfbuz
-
300
2.00%
2.635%
77.39347
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Filings
ABS-EE/A
,
ABS-EE/A
Tranche Comments
W: First Pay: 2022-04-25; Registration: 144W/Ytz D; Z-1: First Pay: 2022-04-25; Registration: 144J/Nfd K; Comments: Gkyrpm di 3/29/2022;
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