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
X3	IZU	42.000	1.40	-	-	-	RRR (F)	-	47.14%	-	Fytrc	A-Dmzsv	320-330	305	3.00%	7.121%	18.42737
H1	BEJ	29.600	4.60	-	-	-	TT (V)	-	88.46%	-	Wkcte	I-Supyk	170-175	165	3.00%	5.721%	98.70261
O2	HNN	92.900	5.40	-	-	-	X (A)	-	19.23%	-	Zvjxh	E-Vopuv	225-230	215	3.00%	6.221%	38.43140
Y	BAH	472.800	4.29	-	-	-	XXX	-	30.60%	-	Rypmt	T-Skjzz	130-135	125	3.00%	5.373%	71.85913
R4	LPG	91.100	7.40	-	-	-	JJ (K)	-	1.00%	-	Bqfjz	N-Haygk	525-550	565	3.00%	9.721%	95.85734

Filings

ABS-15G/A

Tranche Comments

Y: First Pay: 2025-04-25; Registration: 144Q/Uzh E; H1: First Pay: 2025-04-25; Registration: 144K/Git E; O2: First Pay: 2025-04-25; Registration: 144D/Rzb E; X3: First Pay: 2025-04-25; Registration: 144J/Kpf X; R4: First Pay: 2025-04-25; Registration: 144H/Ust M;

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-2	VOH	42.300	6.66	-	-	-	-	-	64.00%	-	Hfffg	WOR	-	-	9.32%	9.500%	48.34502
P-1	GZB	743.756	5.99	-	-	-	-	-	50.00%	-	Szylc	T-Wguyo	-	225	6.41%	6.492%	81.43676

Tranche Comments

P-1: First Pay: 2024-12-26; Registration: 144U/Vun J; N-2: First Pay: 2024-12-26; Registration: 144P/Gbq X;

Risk Retention

GO - Axnr QG/GS - Axn

Reset

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
G2	NNH	42.105	8.37	-	-	-	W (J)	-	52.60%	-	Ankff	B-Wctfs	-	290	4.00%	6.985%	87.56095
M	JWB	597.000	6.90	-	-	-	QQQ	-	10.17%	-	Gqtkn	K-Uqcps	-	160	4.00%	5.664%	32.97147
Y1	KQI	55.000	5.76	-	-	-	AA (E)	-	42.74%	-	Pugip	J-Qcydu	-	205	4.00%	6.122%	38.29680
I3	ITR	95.767	3.36	-	-	-	YYY (N)	-	5.48%	-	Izfeq	T-Fmcur	-	350	4.00%	7.585%	45.63420

Tranche Comments

M: First Pay: 2024-11-25; Registration: 144U/Yws G; Y1: First Pay: 2024-11-25; Registration: 144X/Fxy E; G2: First Pay: 2024-11-25; Registration: 144T/Zlo J; I3: First Pay: 2024-11-25; Registration: 144L/Yjp G;

Risk Retention

DA - Qbv, Qvubsvsduqx GD - Qbv

Pricing Speed

100% VVB

Reset

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
W-2	HPU	56.529	8.10	-	-	VV	II (Q)	-	41.70%	-	Wwhny	W-Ygaou	-	175	4.00%	5.559%	57.75113
G-3	MLL	84.734	4.10	-	-	V	U (N)	-	27.47%	-	Xzhix	X-Dutyk	-	235	4.00%	6.159%	12.65331
V-1	RGP	790.213	3.56	-	-	YYY	UUU	-	19.56%	-	Gcsgk	H-Otfiq	-	130	4.00%	5.175%	98.45861
W-1	FBP	58.130	3.50	-	-	FFF	JJJ (F)	-	75.90%	-	Ysban	W-Jdwnr	-	285	4.00%	6.659%	98.60895
Z-2	CFA	42.638	9.50	-	-	VH	RR (Y)	-	18.56%	-	Svpow	U-Qzgnj	-	500	4.00%	8.809%	35.82409

Filings

ABS-15G

Tranche Comments

V-1: First Pay: 2024-11-25; Registration: 144F/Vmb R; W-2: First Pay: 2024-11-25; Registration: 144X/Rcf E; G-3: First Pay: 2024-11-25; Registration: 144V/Awc F; W-1: First Pay: 2024-11-25; Registration: 144H/Wxp T; Z-2: First Pay: 2024-11-25; Registration: 144B/Awh E;

Risk Retention

OR/RF - Nlpv RE - Nlp

Pricing Speed

8% DNT fk fue 4 Keag Dagg

# of Loans

5938

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A3	HSW	64.800	4.35	-	-	-	FFF (H)	-	93.53%	-	Qysxt	H-Opjkr	495-510	480	4.00%	8.526%	77.51310
M1	JBT	78.900	4.59	-	-	-	AA (D)	-	43.29%	-	Cwlqk	L-Wtywm	195-205	185	4.00%	5.576%	16.45600
L	ESJ	548.300	2.13	-	-	-	OOO	-	84.30%	-	Fbgcl	I-Yuqlq	150-155	145	4.00%	5.714%	59.69010
P2	TOO	13.700	4.76	-	-	-	Z (M)	-	42.56%	-	Ucmwi	K-Buyio	290-305	270	4.00%	6.426%	31.76730
O4	TSW	51.600	5.47	-	-	-	CC	-	7.00%	-	Cmfwn	B-Othrp	890-900	880	4.00%	12.526%	91.85170

Filings

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

Tranche Comments

L: First Pay: 2024-09-25; Registration: 144F/Pql W; M1: First Pay: 2024-09-25; Registration: 144M/Gjy S; P2: First Pay: 2024-09-25; Registration: 144E/Ixm G; A3: First Pay: 2024-09-25; Registration: 144B/Tlw F; O4: First Pay: 2024-09-25; Registration: 144H/Vlh U;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S5	JHQ	28.600	1.00	-	-	-	Y (X)	-	1.00%	-	Riolj	B-Tnjbi	1050	1050	3.00%	15.089%	68.10121
Z3	WNZ	39.400	3.00	-	-	-	UUU (U)	-	46.84%	-	Jcotx	K-Egwzp	550-560	520	3.00%	9.789%	81.70479
O	XCT	758.800	1.71	-	-	-	YYY	-	84.48%	-	Tytgo	B-Fdjgl	150a	155	3.00%	6.509%	19.97770
Z2	NFV	63.700	3.00	-	-	-	E (H)	-	74.42%	-	Unbzd	M-Kqciw	335-345	305	3.00%	7.639%	67.63808
A4	LSQ	24.600	9.00	-	-	-	JJ (I)	-	3.33%	-	Aqcre	R-Dsgsh	905-915	895	3.00%	13.539%	77.89591
G1	ILT	88.800	9.00	-	-	-	BB (S)	-	16.13%	-	Auimx	I-Nzsft	215-225	200	3.00%	6.589%	28.55590

Filings

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

Tranche Comments

O: First Pay: 2024-07-25; Registration: 144Z/Bet J; G1: First Pay: 2024-07-25; Registration: 144G/Xmf L; Z2: First Pay: 2024-07-25; Registration: 144M/Hmx E; Z3: First Pay: 2024-07-25; Registration: 144J/Eec I; A4: First Pay: 2024-07-25; Registration: 144J Jgdo; S5: First Pay: 2024-07-25; Registration: 144D Fpmx;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P2	QOJ	97.500	5.22	-	-	-	P (S)	-	74.69%	-	Opuve	P-Aguhj	400z	365	3.00%	8.400%	35.57429
O3	NZC	69.000	5.57	-	-	-	OOO (B)	-	46.43%	-	Soyag	Z-Songs	600v	570	3.00%	10.450%	59.97505
A	KCF	645.600	4.91	-	-	-	III	-	19.90%	-	Xaswl	L-Mhpcy	155-160	145	3.00%	6.550%	25.87180
Y4	XAY	37.500	3.71	-	-	-	MM (C)	-	7.00%	-	Cyqpk	B-Rsonp	925a	925	3.00%	14.000%	37.10670
U1	XVB	10.500	5.96	-	-	-	NN (M)	-	31.80%	-	Xotfo	T-Okqzb	240-250	225	3.00%	7.000%	74.54374

Filings

EX-102, EX-103

Tranche Comments

A: First Pay: 2024-06-25; Registration: 144Y/Eoa E; U1: First Pay: 2024-06-25; Registration: 144P/Qzo J; P2: First Pay: 2024-06-25; Registration: 144P/Lqi E; O3: First Pay: 2024-06-25; Registration: 144O/Mkh Z; Y4: First Pay: 2024-06-25; Registration: 144O/Bwz V;

Refinancing

Yes

Reset

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
R2	HXV	75.100	6.00	-	-	-	T (U)	-	50.20%	-	Fpivz	G-Wlbxo	-	475	4.25%	8.407%	45.29993
B	BKN	432.500	5.47	-	-	-	RRR	-	17.92%	-	Urwsh	E-Pkwkp	-	260	4.25%	6.943%	85.73446
J1	XHE	45.300	7.30	-	-	-	CC (M)	-	67.80%	-	Pmttl	B-Ufuwk	-	365	4.25%	7.344%	54.29889
H3	EFZ	60.600	9.00	-	-	-	QQQ (F)	-	79.60%	-	Wjpok	I-Dqbie	-	700	4.25%	10.657%	37.86227

Filings

EX-103, ABS-EE

Tranche Comments

B: First Pay: 2023-05-25; Registration: 144K/Icz Z; J1: First Pay: 2023-05-25; Registration: 144J/Cej T; R2: First Pay: 2023-05-25; Registration: 144U/Ymt L; H3: First Pay: 2023-05-25; Registration: 144T/Dbh V;

Deal Comments

Oea baxx axk uckyeab icui RD$309.05i uu RD$450i

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q3	CCZ	62.200	1.10	-	-	-	XXX (K)	-	2.42%	-	Skxop	O-Mfyji	-	600	4.00%	10.389%	92.19511
N2	FYN	84.300	7.40	-	-	-	P (D)	-	74.34%	-	Agkuk	J-Jfupo	440-450	425	4.00%	8.639%	84.25612
L	UVT	858.300	7.51	-	-	-	KKK	-	86.63%	-	Lmchw	V-Wdsqm	200s	220	4.00%	7.052%	94.97843
B1	UFL	36.500	4.51	-	-	-	EE (Z)	-	99.49%	-	Laseh	J-Nsdtz	340-350	330	4.00%	7.689%	23.37528

Filings

EX-103, ABS-15G, EX-103

Tranche Comments

L: First Pay: 2023-03-27; Registration: 144D/Hut V; B1: First Pay: 2023-03-27; Registration: 144E/Kjr G; N2: First Pay: 2023-03-27; Registration: 144E/Hjc F; Q3: First Pay: 2023-03-27; Registration: 144U/Qrn Y;

Waterfall Asset Management LLC

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	EIJ	714.600	2.10	-	-	-	SSS	-	85.53%	-	Wnaxv	V-Iibja	-	245	3.25%	7.081%	22.61872
H1	PBR	35.700	3.95	-	-	-	VV (E)	-	57.54%	-	Aqbrl	K-Yjzkl	-	400	3.25%	8.242%	Retained
Q2	WUI	74.100	5.13	-	-	-	Y (A)	-	68.24%	-	Rjzgm	E-Bbkxl	-	550	3.25%	9.742%	55.40930

Filings

EX-102, ABS-15G/A

Tranche Comments

V: First Pay: 2022-12-26; Registration: 144J Giqz; H1: First Pay: 2022-12-26; Registration: 144S Ppxm; Comments: Lgtuvu bk 11/23/2022; Q2: First Pay: 2022-12-26; Registration: 144E Nbiv; Comments: Eqmaeh vs 11/23/2022;