Cascade Funding Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	TWD	77.100	7.90	-	-	-	-	-	18.00%	-	Blbsr	BXY	-	-	9.32%	9.500%	18.11865
U-1	EEC	466.338	4.26	-	-	-	-	-	91.00%	-	Xbppd	V-Tsqxe	-	225	6.41%	6.492%	89.82942

Tranche Comments

U-1: First Pay: 2024-12-26; Registration: 144N/Clx W; P-2: First Pay: 2024-12-26; Registration: 144J/Gkz I;

Risk Retention

AC - Ruwx MA/AY - Ruw

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	MMV	404.000	2.10	-	-	-	OOO	-	42.86%	-	Ogkis	Z-Puhzi	-	160	4.00%	5.664%	74.56486
U3	ZEG	92.333	1.92	-	-	-	III (I)	-	3.14%	-	Skllz	T-Xdafz	-	350	4.00%	7.585%	82.72090
S1	UCM	28.000	4.45	-	-	-	NN (N)	-	53.87%	-	Dfwbu	K-Kapwb	-	205	4.00%	6.122%	72.75710
G2	UBL	73.963	6.71	-	-	-	O (K)	-	80.90%	-	Vuabc	E-Calvp	-	290	4.00%	6.985%	82.67108

Tranche Comments

N: First Pay: 2024-11-25; Registration: 144W/Djl L; S1: First Pay: 2024-11-25; Registration: 144B/Ppg W; G2: First Pay: 2024-11-25; Registration: 144L/Yrp R; U3: First Pay: 2024-11-25; Registration: 144P/Mmi J;

Risk Retention

ZR - Dmy, Sykxxyiific AZ - Dmy

Pricing Speed

100% ZZX

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1	VZP	75.700	3.37	-	-	-	BB (G)	-	66.64%	-	Bazxo	W-Efhhk	195-205	185	4.00%	5.576%	72.60390
X4	NUS	18.400	8.72	-	-	-	HH	-	5.00%	-	Tbugh	Y-Xmfzp	890-900	880	4.00%	12.526%	55.36872
F2	KXT	62.300	9.86	-	-	-	A (Z)	-	30.14%	-	Ishvs	H-Nodrs	290-305	270	4.00%	6.426%	69.18377
Q3	WTY	92.100	1.20	-	-	-	EEE (Q)	-	69.11%	-	Ckchm	D-Eafaf	495-510	480	4.00%	8.526%	38.21079
L	HRK	750.700	8.94	-	-	-	OOO	-	55.18%	-	Yzpnb	X-Rzdom	150-155	145	4.00%	5.714%	18.86830

Tranche Comments

L: First Pay: 2024-09-25; Registration: 144D/Mks P; P1: First Pay: 2024-09-25; Registration: 144N/Kzt R; F2: First Pay: 2024-09-25; Registration: 144V/Hac S; Q3: First Pay: 2024-09-25; Registration: 144U/Max U; X4: First Pay: 2024-09-25; Registration: 144M/Kog V;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2	ZMT	81.900	7.00	-	-	-	J (V)	-	46.73%	-	Arxnm	E-Ijckm	335-345	305	3.00%	7.639%	76.53463
V3	FXZ	22.600	7.00	-	-	-	III (Q)	-	92.95%	-	Zujod	M-Wlymk	550-560	520	3.00%	9.789%	70.19740
P4	ZMQ	62.300	6.00	-	-	-	EE (M)	-	5.40%	-	Klrcl	M-Mjpqj	905-915	895	3.00%	13.539%	72.38439
C1	OKR	60.100	6.00	-	-	-	DD (Y)	-	29.53%	-	Pjjfp	D-Wxtcv	215-225	200	3.00%	6.589%	30.74562
H5	OQV	23.300	2.00	-	-	-	M (J)	-	9.00%	-	Iktsf	B-Gialb	1050	1050	3.00%	15.089%	56.22159
I	WHB	919.900	1.42	-	-	-	UUU	-	36.62%	-	Kztjl	K-Dpfzh	150k	155	3.00%	6.509%	19.22690

Tranche Comments

I: First Pay: 2024-07-25; Registration: 144H/Zat D; C1: First Pay: 2024-07-25; Registration: 144E/Gvp Q; U2: First Pay: 2024-07-25; Registration: 144O/Dsd L; V3: First Pay: 2024-07-25; Registration: 144B/Qpn I; P4: First Pay: 2024-07-25; Registration: 144L Gnoc; H5: First Pay: 2024-07-25; Registration: 144A Pvmd;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J3	NJP	40.000	9.83	-	-	-	YYY (P)	-	37.41%	-	Tktyz	U-Odkwy	600j	570	3.00%	10.450%	58.99392
N4	KCD	68.400	5.73	-	-	-	SS (R)	-	8.00%	-	Njlkl	W-Dmarv	925j	925	3.00%	14.000%	89.11090
M1	XAE	78.600	5.79	-	-	-	ZZ (W)	-	75.10%	-	Gwfqw	O-Kklby	240-250	225	3.00%	7.000%	17.50727
W2	SGS	99.600	6.96	-	-	-	U (K)	-	36.51%	-	Ssrcc	M-Xsgnp	400c	365	3.00%	8.400%	18.36271
L	FIO	250.800	7.91	-	-	-	MMM	-	74.60%	-	Yrqvh	B-Eijxo	155-160	145	3.00%	6.550%	93.53740

Tranche Comments

L: First Pay: 2024-06-25; Registration: 144L/Odd J; M1: First Pay: 2024-06-25; Registration: 144U/Jtl W; W2: First Pay: 2024-06-25; Registration: 144V/Tde K; J3: First Pay: 2024-06-25; Registration: 144H/Ylz E; N4: First Pay: 2024-06-25; Registration: 144W/Asf Q;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q2	GZP	62.700	6.00	-	-	-	P (M)	-	28.90%	-	Dlbey	I-Vowsn	-	475	4.25%	8.407%	41.20110
G	QGZ	163.600	6.28	-	-	-	XXX	-	65.92%	-	Dbujc	T-Tbbqy	-	260	4.25%	6.943%	36.71075
R1	JJG	63.300	2.20	-	-	-	AA (E)	-	58.20%	-	Csmxg	V-Pthiz	-	365	4.25%	7.344%	98.89816
U3	JAX	10.800	3.00	-	-	-	FFF (E)	-	66.51%	-	Rpuan	J-Blqps	-	700	4.25%	10.657%	58.55116

Filings

EX-103, ABS-15G

Tranche Comments

G: First Pay: 2023-05-25; Registration: 144F/Tws Y; R1: First Pay: 2023-05-25; Registration: 144J/Kdt E; Q2: First Pay: 2023-05-25; Registration: 144V/Zzu D; U3: First Pay: 2023-05-25; Registration: 144A/Ars E;

Deal Comments

Fsl llnh gnj yxjkull lxqs EC$309.05s uq EC$450s

Refinancing

Yes

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	KQO	95.300	3.57	-	-	-	JJ (G)	-	63.48%	-	Qqsxz	P-Wqufz	340-350	330	4.00%	7.689%	55.25514
Z	NXK	209.800	2.30	-	-	-	UUU	-	82.92%	-	Iuobx	F-Smslp	200t	220	4.00%	7.052%	30.37532
Q2	KXD	93.800	3.11	-	-	-	E (I)	-	11.52%	-	Bfgjx	Y-Kitsh	440-450	425	4.00%	8.639%	91.44759
G3	WPJ	79.400	4.45	-	-	-	SSS (G)	-	3.29%	-	Eafej	W-Kldxx	-	600	4.00%	10.389%	84.67071

Filings

ABS-EE/A, ABS-15G, ABS-EE

Tranche Comments

Z: First Pay: 2023-03-27; Registration: 144P/Zlx N; A1: First Pay: 2023-03-27; Registration: 144N/Enw B; Q2: First Pay: 2023-03-27; Registration: 144M/Fno F; G3: First Pay: 2023-03-27; Registration: 144B/Yct B;

Waterfall Asset Management LLC

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	AXY	617.900	3.96	-	-	-	NNN	-	28.76%	-	Dfscm	U-Ucfsg	-	245	3.25%	7.081%	48.89711
H2	XWU	32.500	7.46	-	-	-	Y (P)	-	41.36%	-	Alhmm	D-Xhgch	-	550	3.25%	9.742%	34.21549
I1	HGQ	32.100	5.67	-	-	-	JJ (Y)	-	98.54%	-	Syrex	T-Mwsck	-	400	3.25%	8.242%	Retained

Filings

ABS-EE, ABS-EE/A

Tranche Comments

N: First Pay: 2022-12-26; Registration: 144C Cdul; I1: First Pay: 2022-12-26; Registration: 144Q Jxku; Comments: Mpszvt wk 11/23/2022; H2: First Pay: 2022-12-26; Registration: 144F Uubg; Comments: Jruycv yb 11/23/2022;

Waterfall Asset Management LLC

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	XSB	508.300	5.40	-	-	-	JJJ	-	38.70%	-	Shnej	Z-Taxqv	250s	250	3.25%	6.639%	69.77111
Y2	TKD	68.900	8.46	-	-	-	H (H)	-	96.99%	-	Wjkrc	M-Dtiwz	400s	400	3.25%	7.937%	31.58673
P3	EUK	11.800	4.84	-	-	-	YYY (M)	-	35.10%	-	Ngilt	Z-Gszlo	500r	500	3.25%	8.937%	98.70837
L1	ZAP	60.800	2.22	-	-	-	PP (B)	-	19.60%	-	Rphbx	Q-Dnkar	300-325	300	3.25%	6.947%	32.49886

Filings

ABS-15G/A, ABS-15G/A

Tranche Comments

R: First Pay: 2022-10-25; Registration: 144Q Onix; L1: First Pay: 2022-10-25; Registration: 144V Eqig; Y2: First Pay: 2022-10-25; Registration: 144E Vbtr; P3: First Pay: 2022-10-25; Registration: 144M Ssaj;

Risk Retention

ND - Fvt

Waterfall Asset Management LLC

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2	CLF	75.000	5.54	-	-	-	G (E)	-	55.80%	-	Dhrnt	Q-Jgfpd	-	315	3.75%	6.617%	70.12400
C3	GFV	89.700	9.94	-	-	-	KKK (Y)	-	8.75%	-	Rkcpo	R-Atipi	-	415	3.75%	7.618%	26.52049
O	AXO	756.700	5.66	-	-	-	XXX	-	77.37%	-	Gobgo	I-Bzirx	-	225	3.75%	5.384%	40.72020
Z1	WIS	65.400	7.79	-	-	-	KK (P)	-	93.21%	-	Ctwif	S-Ctydb	-	265	3.75%	6.115%	43.72406

Filings

ABS-EE, ABS-EE/A

Tranche Comments

O: First Pay: 2022-06-25; Registration: 144A/Zpc E; Z1: First Pay: 2022-06-25; Registration: 144C/Oxv G; M2: First Pay: 2022-06-25; Registration: 144M/Bot B; C3: First Pay: 2022-06-25; Registration: 144A/Des H;

Risk Retention

TZ/ZRi Iibmlqxbu (iyghyuu ui qbpyiuim mypqyb/lyuymbqbxuqib)

Pricing Speed

100% YYL