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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
D-1
HWK
4.300
2.65
-
-
-
XX (J)
-
94.10%
-
Qtxlg
Txryc
-
300
2.00%
2.635%
68.77043
M
WOH
70.894
3.97
-
-
-
GGG
-
73.90%
-
Jmpgh
JTXB
-
200
2.00%
2.398%
89.58554
Filings
ABS-15G
,
ABS-EE/A
Tranche Comments
M: First Pay: 2022-04-25; Registration: 144H/Vuy A; D-1: First Pay: 2022-04-25; Registration: 144V/Zhh F; Comments: Qbvibm cr 3/29/2022;
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