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
V3	YQP	13.700	5.10	-	-	-	EEE (U)	-	81.15%	-	Zvrss	R-Lnngj	525-535	495-510	480	4.00%	8.526%	83.19775
R	QCP	809.500	9.21	-	-	-	BBB	-	63.89%	-	Qpncy	T-Hkwqx	160-170	150-155	145	4.00%	5.714%	57.93340
J1	XPU	63.300	3.24	-	-	-	XX (N)	-	42.14%	-	Wnhqx	S-Wdbvu	220q	195-205	185	4.00%	5.576%	12.66450
N4	HOR	99.400	3.79	-	-	-	UU	-	2.00%	-	Lhlvk	G-Pgnql	900-915	890-900	880	4.00%	12.526%	63.29787
R2	FOM	96.700	8.27	-	-	-	C (W)	-	12.26%	-	Okkjk	Y-Cfsao	315-325	290-305	270	4.00%	6.426%	87.83372

Filings

ABS-15G, ABS-15G

Tranche Comments

R: First Pay: 2024-09-25; Registration: 144J/Wqz N; J1: First Pay: 2024-09-25; Registration: 144J/Yrj B; R2: First Pay: 2024-09-25; Registration: 144F/Jdb G; V3: First Pay: 2024-09-25; Registration: 144C/Cun B; N4: First Pay: 2024-09-25; Registration: 144P/Kpw M;