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RMBS
Non-Performing Loans
Parent Companies
Waterfall Asset Management LLC
Cascade Funding Mortgage Trust
2024-NR1
Cascade Funding Mortgage Trust (CFMT) 2024-NR1
ABS
RMBS
PRCD
CFMT 2024-NR1 (USD 137m)
Waterfall Asset Management LLC
NOM
USOA
Nov 27, 2024
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
V-1
XWN
768.612
2.10
-
-
-
-
-
13.00%
-
Haagl
K-Ucyrs
-
225
6.41%
6.492%
32.82495
N-2
OEU
33.400
3.11
-
-
-
-
-
31.00%
-
Dskyg
OGL
-
-
9.32%
9.500%
82.60474
Tranche Comments
V-1: First Pay: 2024-12-26; Registration: 144B/Aba W; N-2: First Pay: 2024-12-26; Registration: 144J/Mzk H;
Risk Retention
ND - Cvps TN/NS - Cvp
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