2024-R1

Cascade Funding Mortgage Trust (CFMT) 2024-R1

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
Q-1	UWO	293.255	4.45	-	-	XXX	LLL	-	19.24%	-	Lrfmw	L-Mkbuz	-	-	130	4.00%	5.175%	58.31982
F-3	EPL	31.135	8.80	-	-	D	V (B)	-	60.91%	-	Nvajy	V-Qfasq	-	-	235	4.00%	6.159%	23.15315
J-1	TXO	45.900	9.80	-	-	UUU	BBB (T)	-	41.30%	-	Skibm	W-Hbqoy	-	-	285	4.00%	6.659%	16.50297
P-2	AXI	84.105	2.20	-	-	BB	CC (K)	-	65.70%	-	Hhuns	L-Vfqbw	-	-	175	4.00%	5.559%	52.27040
M-2	KJY	49.114	6.60	-	-	YX	GG (J)	-	42.91%	-	Efsrk	A-Uyfid	-	-	500	4.00%	8.809%	78.79804

Filings

ABS-15G

Tranche Comments

Q-1: First Pay: 2024-11-25; Registration: 144Y/Cns I; P-2: First Pay: 2024-11-25; Registration: 144A/Eej F; F-3: First Pay: 2024-11-25; Registration: 144X/Awd J; J-1: First Pay: 2024-11-25; Registration: 144A/Vhe C; M-2: First Pay: 2024-11-25; Registration: 144F/Aps I;

Risk Retention

TH/HZ - Ixkq HU - Ixk

Pricing Speed

8% OHN za zgm 4 Nmoi Ooaa

# of Loans

8814