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
Q-1	BCA	669.488	7.11	-	-	-	-	-	89.00%	-	Bzrnr	F-Ydxcs	-	225	6.41%	6.492%	65.73119
E-2	GFA	82.300	4.37	-	-	-	-	-	36.00%	-	Nziqw	OZI	-	-	9.32%	9.500%	42.25693

Tranche Comments

Q-1: First Pay: 2024-12-26; Registration: 144N/Kql B; E-2: First Pay: 2024-12-26; Registration: 144O/Rvy T;

Risk Retention

JT - Mpyv BJ/JO - Mpy

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
P2	EUV	32.821	2.23	-	-	-	N (W)	-	33.40%	-	Luqhv	I-Kdwia	-	290	4.00%	6.985%	30.38791
Z	AAI	144.000	6.50	-	-	-	GGG	-	45.92%	-	Efxku	K-Wpzci	-	160	4.00%	5.664%	42.17575
S1	YKS	91.000	9.71	-	-	-	OO (V)	-	40.60%	-	Stfuv	Z-Maotx	-	205	4.00%	6.122%	56.20420
S3	QBQ	79.521	9.69	-	-	-	PPP (S)	-	1.88%	-	Bcbtp	H-Ghnaj	-	350	4.00%	7.585%	39.90660

Tranche Comments

Z: First Pay: 2024-11-25; Registration: 144Q/Tde C; S1: First Pay: 2024-11-25; Registration: 144M/Lrd N; P2: First Pay: 2024-11-25; Registration: 144E/Fir N; S3: First Pay: 2024-11-25; Registration: 144B/Iys P;

Risk Retention

RF - Qtm, Vbgxhbgiutj LR - Qtm

Pricing Speed

100% JJW

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-3	BUD	51.272	6.50	-	-	N	C (S)	-	47.15%	-	Scojx	T-Gxbyn	-	235	4.00%	6.159%	84.62516
U-1	RMY	78.380	4.30	-	-	TTT	RRR (B)	-	31.30%	-	Htfko	G-Lllwg	-	285	4.00%	6.659%	16.84825
E-1	QBC	488.375	4.87	-	-	GGG	EEE	-	42.27%	-	Kifzw	Z-Gwcot	-	130	4.00%	5.175%	71.82428
S-2	GLR	37.209	5.70	-	-	ZZ	XX (W)	-	96.90%	-	Wliyy	I-Hcfya	-	175	4.00%	5.559%	95.81848
I-2	MNS	85.421	9.40	-	-	IU	AA (M)	-	41.25%	-	Mpbij	D-Vfmai	-	500	4.00%	8.809%	25.98992

Filings

ABS-15G/A

Tranche Comments

E-1: First Pay: 2024-11-25; Registration: 144X/Whp P; S-2: First Pay: 2024-11-25; Registration: 144L/Nwf R; S-3: First Pay: 2024-11-25; Registration: 144T/Hwo U; U-1: First Pay: 2024-11-25; Registration: 144W/Wyn W; I-2: First Pay: 2024-11-25; Registration: 144D/Rxu M;

Risk Retention

NG/GU - Kctm GR - Kct

Pricing Speed

8% WCW zz zcj 4 Mjsf Wsdd

# of Loans

9896

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	IZC	99.800	7.31	-	-	-	PPP (V)	-	64.80%	-	Kkgsh	K-Mmczx	495-510	480	4.00%	8.526%	24.42473
N2	WRV	79.300	7.30	-	-	-	J (M)	-	80.67%	-	Jvauf	N-Mhtpf	290-305	270	4.00%	6.426%	61.18641
Q	GXX	620.700	5.62	-	-	-	SSS	-	37.36%	-	Hsxwf	M-Yclkf	150-155	145	4.00%	5.714%	49.63260
L1	HVP	11.100	4.73	-	-	-	AA (A)	-	32.56%	-	Unzcd	D-Raqqn	195-205	185	4.00%	5.576%	91.50530
U4	RZK	30.400	7.52	-	-	-	SS	-	7.00%	-	Himgw	G-Hroir	890-900	880	4.00%	12.526%	71.41476

Filings

EX-103

Tranche Comments

Q: First Pay: 2024-09-25; Registration: 144A/Jrr R; L1: First Pay: 2024-09-25; Registration: 144K/Ezw Q; N2: First Pay: 2024-09-25; Registration: 144X/Eds C; A3: First Pay: 2024-09-25; Registration: 144V/Hwq H; U4: First Pay: 2024-09-25; Registration: 144N/Xrq K;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O4	NQG	82.600	3.00	-	-	-	NN (S)	-	9.94%	-	Citur	H-Vfyfr	905-915	895	3.00%	13.539%	53.69057
F5	PKF	93.800	8.00	-	-	-	M (G)	-	4.00%	-	Vlmns	S-Iuwji	1050	1050	3.00%	15.089%	99.47096
U	GPW	780.100	6.99	-	-	-	QQQ	-	61.24%	-	Kiuod	K-Shkhg	150f	155	3.00%	6.509%	66.98330
B3	MRE	31.300	3.00	-	-	-	HHH (Z)	-	52.38%	-	Tajij	B-Wdznn	550-560	520	3.00%	9.789%	45.41476
D1	AAK	31.600	2.00	-	-	-	GG (B)	-	49.86%	-	Gurml	I-Pfjwe	215-225	200	3.00%	6.589%	56.19864
G2	QZM	75.900	7.00	-	-	-	S (V)	-	73.66%	-	Yamvw	Y-Rsjsc	335-345	305	3.00%	7.639%	50.65323

Filings

ABS-15G

Tranche Comments

U: First Pay: 2024-07-25; Registration: 144A/Oxu W; D1: First Pay: 2024-07-25; Registration: 144P/Xtv O; G2: First Pay: 2024-07-25; Registration: 144L/Mfk C; B3: First Pay: 2024-07-25; Registration: 144D/Xki I; O4: First Pay: 2024-07-25; Registration: 144Y Gtao; F5: First Pay: 2024-07-25; Registration: 144S Vzkf;

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
I3	BBM	54.000	1.98	-	-	-	UUU (I)	-	23.52%	-	Bwxnk	F-Cjlqj	600b	570	3.00%	10.450%	35.77397
M2	UXQ	18.300	7.32	-	-	-	H (G)	-	68.47%	-	Yjkqh	J-Vkjfv	400k	365	3.00%	8.400%	94.19111
E	QWK	193.600	5.41	-	-	-	NNN	-	52.70%	-	Jbaay	X-Vkaxs	155-160	145	3.00%	6.550%	77.14700
L1	CXI	16.300	1.52	-	-	-	EE (N)	-	99.90%	-	Osbxs	Q-Aigbh	240-250	225	3.00%	7.000%	60.80154
F4	GOH	88.300	9.58	-	-	-	UU (A)	-	7.00%	-	Tupee	M-Hqnqp	925c	925	3.00%	14.000%	91.22210

Tranche Comments

E: First Pay: 2024-06-25; Registration: 144I/Xiq S; L1: First Pay: 2024-06-25; Registration: 144G/Ncp J; M2: First Pay: 2024-06-25; Registration: 144B/Zml I; I3: First Pay: 2024-06-25; Registration: 144Q/Urg N; F4: First Pay: 2024-06-25; Registration: 144K/Ydm E;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1	BPZ	49.500	8.20	-	-	-	GG (N)	-	55.90%	-	Bjmvt	E-Whfqg	-	365	4.25%	7.344%	84.31144
E3	VIW	83.800	2.00	-	-	-	YYY (N)	-	65.35%	-	Arotz	Z-Txjxl	-	700	4.25%	10.657%	72.97668
C2	MNN	66.200	3.00	-	-	-	P (J)	-	81.40%	-	Vwpjp	I-Rkgwc	-	475	4.25%	8.407%	22.91483
E	WBJ	480.500	2.82	-	-	-	SSS	-	60.76%	-	Yivxb	U-Nfldb	-	260	4.25%	6.943%	84.98351

Filings

EX-103, ABS-EE

Tranche Comments

E: First Pay: 2023-05-25; Registration: 144Z/Kup R; J1: First Pay: 2023-05-25; Registration: 144T/Eet V; C2: First Pay: 2023-05-25; Registration: 144I/Wrl Y; E3: First Pay: 2023-05-25; Registration: 144G/Lwp R;

Deal Comments

Fpq dqfl qfe pxepxqd nfjd EW$309.05d nj EW$450d

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	YRG	660.500	7.19	-	-	-	FFF	-	89.80%	-	Xhuws	I-Jpihh	200j	220	4.00%	7.052%	26.91515
X2	VKW	23.600	3.54	-	-	-	O (G)	-	63.59%	-	Ehuam	S-Idals	440-450	425	4.00%	8.639%	13.73684
D3	QIV	25.100	6.67	-	-	-	GGG (R)	-	6.96%	-	Kocan	D-Qndxe	-	600	4.00%	10.389%	67.23562
H1	EFE	19.800	2.60	-	-	-	QQ (S)	-	17.71%	-	Xwblw	V-Clnmv	340-350	330	4.00%	7.689%	93.21746

Filings

ABS-EE/A, ABS-15G, EX-103

Tranche Comments

S: First Pay: 2023-03-27; Registration: 144J/Apb Z; H1: First Pay: 2023-03-27; Registration: 144Q/Vdu V; X2: First Pay: 2023-03-27; Registration: 144E/Jfn Z; D3: First Pay: 2023-03-27; Registration: 144B/Kad C;

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
J1	EJK	23.700	3.38	-	-	-	GG (J)	-	14.45%	-	Mfzmn	W-Ejtzt	-	400	3.25%	8.242%	Retained
R2	RBX	48.300	9.28	-	-	-	C (T)	-	66.72%	-	Gjqza	R-Mfoxu	-	550	3.25%	9.742%	98.65140
Q	AZB	669.300	9.99	-	-	-	VVV	-	82.49%	-	Ajarj	R-Nuffp	-	245	3.25%	7.081%	26.23544

Filings

ABS-EE, ABS-EE/A

Tranche Comments

Q: First Pay: 2022-12-26; Registration: 144T Kagi; J1: First Pay: 2022-12-26; Registration: 144K Awcn; Comments: Psqisz iy 11/23/2022; R2: First Pay: 2022-12-26; Registration: 144X Ibhg; Comments: Xjuzcr jm 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
V3	ATP	17.700	5.56	-	-	-	ZZZ (Q)	-	43.30%	-	Yvhix	W-Rwgbl	500v	500	3.25%	8.937%	45.14279
V1	PXN	95.800	7.62	-	-	-	ZZ (R)	-	11.10%	-	Ewbgq	Y-Qdcqd	300-325	300	3.25%	6.947%	98.92066
U2	UGI	28.200	2.63	-	-	-	T (P)	-	45.44%	-	Hzscg	N-Kjpaq	400c	400	3.25%	7.937%	63.15502
S	GSI	507.800	1.20	-	-	-	DDD	-	77.10%	-	Nwrzc	K-Icjya	250s	250	3.25%	6.639%	55.95893

Filings

EX-102, ABS-15G/A

Tranche Comments

S: First Pay: 2022-10-25; Registration: 144Y Fqie; V1: First Pay: 2022-10-25; Registration: 144E Gzto; U2: First Pay: 2022-10-25; Registration: 144M Tvsx; V3: First Pay: 2022-10-25; Registration: 144S Mzzs;

Risk Retention

JK - Hzv

Refinancing

Yes