2024-HB15

Cascade Funding Mortgage Trust (CFMT) 2024-HB15

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Waterfall Asset Management LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N3	NQK	28.100	7.16	-	-	-	RRR (Z)	-	46.58%	-	Uouzu	W-Hadrg	525-535	495-510	480	4.00%	8.526%	67.33446
N	TCA	758.400	5.52	-	-	-	UUU	-	36.21%	-	Dpmsv	D-Ealwq	160-170	150-155	145	4.00%	5.714%	74.12370
H2	MOV	51.400	9.21	-	-	-	D (E)	-	95.79%	-	Lyayb	B-Awbsi	315-325	290-305	270	4.00%	6.426%	51.58768
V1	CHT	35.600	4.71	-	-	-	II (S)	-	75.34%	-	Yksoz	M-Fmhgf	220b	195-205	185	4.00%	5.576%	30.28600
S4	AII	36.700	3.96	-	-	-	JJ	-	7.00%	-	Pirlp	N-Hwnab	900-915	890-900	880	4.00%	12.526%	89.98391

Filings

ABS-15G, ABS-15G

Tranche Comments

N: First Pay: 2024-09-25; Registration: 144I/Hyy Q; V1: First Pay: 2024-09-25; Registration: 144O/Foc E; H2: First Pay: 2024-09-25; Registration: 144N/Nbc M; N3: First Pay: 2024-09-25; Registration: 144E/Rln A; S4: First Pay: 2024-09-25; Registration: 144T/Kyp N;