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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
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
R-1
HHA
487.224
1.87
-
-
-
-
-
62.00%
-
Dtqnz
L-Huoiz
-
225
6.41%
6.492%
32.26085
I-2
HQJ
41.900
3.94
-
-
-
-
-
72.00%
-
Ebfyl
MJD
-
-
9.32%
9.500%
81.97264
Tranche Comments
R-1: First Pay: 2024-12-26; Registration: 144X/Yyg P; I-2: First Pay: 2024-12-26; Registration: 144E/Pmk I;
Risk Retention
WX - Pqcn IW/WB - Pqc
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