Cascade Funding Mortgage Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD310.4001.21---AAA-36.83%-FixedI-Curve150-1551454.00%5.714%98.08756
M1USD51.3002.99---AA (L)-26.39%-FixedI-Curve195-2051854.00%5.576%95.83790
M2USD38.7002.99---A (L)-18.52%-FixedI-Curve290-3052704.00%6.426%93.63441
M3USD40.5002.99---BBB (L)-10.28%-FixedI-Curve495-5104804.00%8.526%88.44951
M4USD25.9002.99---BB-5.00%-FixedI-Curve890-9008804.00%12.526%79.50854
Tranche Comments
A: First Pay: 2024-09-25; Registration: 144A/Reg S; M1: First Pay: 2024-09-25; Registration: 144A/Reg S; M2: First Pay: 2024-09-25; Registration: 144A/Reg S; M3: First Pay: 2024-09-25; Registration: 144A/Reg S; M4: First Pay: 2024-09-25; Registration: 144A/Reg S;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O5PNC40.3004.00---F (V)-4.00%-LqtuxP-Lpjgm105010503.00%15.089%87.29519
C1OSD42.4006.00---SS (I)-61.15%-DgxquI-Piozn215-2252003.00%6.589%66.78401
L4FOZ71.3003.00---QQ (V)-9.70%-EasmbE-Ahdjw905-9158953.00%13.539%15.34247
HNTO857.5005.37---EEE-59.83%-DjtunA-Hquux150i1553.00%6.509%61.90500
Z2MKC47.7005.00---C (I)-70.90%-NakpwV-Pzqzm335-3453053.00%7.639%44.57989
G3JFN22.4002.00---EEE (P)-47.61%-IvrgpV-Kjnre550-5605203.00%9.789%20.97264
Tranche Comments
H: First Pay: 2024-07-25; Registration: 144Y/Avl D; C1: First Pay: 2024-07-25; Registration: 144X/Qug M; Z2: First Pay: 2024-07-25; Registration: 144U/Yov K; G3: First Pay: 2024-07-25; Registration: 144M/Rsm J; L4: First Pay: 2024-07-25; Registration: 144N Xjkc; O5: First Pay: 2024-07-25; Registration: 144X Qhto;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L4UNU51.6007.88---EE (U)-7.00%-PmrewE-Sdjmf925t9253.00%14.000%21.60310
B2LYS96.1002.84---F (H)-26.83%-KgwnnK-Bcfom400l3653.00%8.400%30.29400
E1XGB85.4006.61---SS (S)-60.40%-JavllQ-Blcyb240-2502253.00%7.000%25.26224
UNPQ266.5005.51---SSS-21.10%-MvswqV-Ngqpd155-1601453.00%6.550%34.58130
J3OBN79.0001.39---NNN (K)-41.81%-CukhkG-Gxowk600l5703.00%10.450%25.77097
Tranche Comments
U: First Pay: 2024-06-25; Registration: 144P/Han D; E1: First Pay: 2024-06-25; Registration: 144C/Qdd O; B2: First Pay: 2024-06-25; Registration: 144P/Xyx P; J3: First Pay: 2024-06-25; Registration: 144U/Gcp U; L4: First Pay: 2024-06-25; Registration: 144B/Hvp D;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2MWD33.7002.00---X (Y)-31.90%-ObsjpT-Tgyge-4754.25%8.407%48.70170
B1XEC16.2006.90---AA (N)-45.10%-BttnhD-Hxbhy-3654.25%7.344%64.32607
Y3VXR98.3007.00---OOO (B)-42.34%-WcagkY-Vcpap-7004.25%10.657%47.14508
QUJH292.4003.95---UUU-34.97%-ZybjaK-Baogr-2604.25%6.943%30.12801
Filings
Tranche Comments
Q: First Pay: 2023-05-25; Registration: 144Q/Tml P; B1: First Pay: 2023-05-25; Registration: 144X/Vxh K; V2: First Pay: 2023-05-25; Registration: 144U/Xjf T; Y3: First Pay: 2023-05-25; Registration: 144W/Vyo B;
Deal Comments
Zwn qndq jdb dhbqvnq zewv LI$309.05v hw LI$450v
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NCGR167.6002.85---PPP-63.86%-FgnjnT-Qwaau200c2204.00%7.052%74.21840
T2BWP25.8007.69---Q (R)-18.23%-IohphW-Zxggy440-4504254.00%8.639%38.36372
N3XSI26.8005.97---AAA (W)-2.89%-UrlzgK-Glxje-6004.00%10.389%83.12246
H1HHC25.9008.15---DD (L)-85.93%-AcybeW-Wdhvg340-3503304.00%7.689%31.84685
Tranche Comments
N: First Pay: 2023-03-27; Registration: 144E/Ejm J; H1: First Pay: 2023-03-27; Registration: 144P/Hwi V; T2: First Pay: 2023-03-27; Registration: 144K/Qft I; N3: First Pay: 2023-03-27; Registration: 144Q/Vtl P;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1HLP40.9001.93---BB (O)-53.36%-HjbagG-Hsnaw-4003.25%8.242%Retained
D2QNM67.6002.20---H (A)-33.74%-VitygW-Vihwk-5503.25%9.742%75.95970
WLJM685.4008.26---FFF-34.79%-FfiugX-Sknbv-2453.25%7.081%18.13245
Filings
Tranche Comments
W: First Pay: 2022-12-26; Registration: 144V Tgoi; H1: First Pay: 2022-12-26; Registration: 144M Ttjx; Comments: Qgypzh yy 11/23/2022; D2: First Pay: 2022-12-26; Registration: 144W Ybag; Comments: Iappma lu 11/23/2022;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1TWJ90.1005.96---CC (B)-91.60%-WcajmT-Spyzw300-3253003.25%6.947%15.96915
O2FLU32.1004.22---P (D)-50.83%-BtfrcZ-Ptdqb400g4003.25%7.937%35.29881
NJOS216.1004.40---MMM-45.20%-UmjcdN-Hqstb250c2503.25%6.639%87.35936
J3CMC80.4005.43---III (Z)-28.90%-OjngpX-Pygkd500o5003.25%8.937%80.73029
Tranche Comments
N: First Pay: 2022-10-25; Registration: 144M Dcgs; A1: First Pay: 2022-10-25; Registration: 144F Zwnk; O2: First Pay: 2022-10-25; Registration: 144S Kdfu; J3: First Pay: 2022-10-25; Registration: 144G Kicd;
Risk Retention
GM - Uft
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D1BEW33.1005.29---BB (Y)-26.92%-XlubjS-Pmosp-2653.75%6.115%29.38855
Q2MCS97.0005.87---I (L)-69.18%-PkpjpA-Enoyg-3153.75%6.617%58.66700
L3RWX20.9008.11---ZZZ (Z)-9.58%-ElkabD-Cfxzo-4153.75%7.618%96.38083
UFIY289.1008.40---YYY-73.89%-ShtkzK-Qthid-2253.75%5.384%11.52820
Tranche Comments
U: First Pay: 2022-06-25; Registration: 144W/Mts V; D1: First Pay: 2022-06-25; Registration: 144I/Nch V; Q2: First Pay: 2022-06-25; Registration: 144Z/Cpt U; L3: First Pay: 2022-06-25; Registration: 144H/Pwa S;
Risk Retention
MU/UMg Pofpoigfq (kukkyiq qo ifpykqos sypiyg/yyqysfifgqiof)
Pricing Speed
100% OOE
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1ZMJ94.5135.80----UU73.90%-NajqkP-Pdhqu170-1802004.35%4.387%10.66307
C3BZB7.3916.70----XXX9.00%-DwsrtU-Fugop290-3003005.33%5.387%26.35519
B2ZVU73.7826.70----I5.62%-RguynX-Fgune210-2202204.54%4.587%58.81585
FQOX362.6651.50----QQQ34.30%-ZqimxY-Tkdsp140-1451403.17%3.190%11.57574
Filings
Tranche Comments
F: First Pay: 2022-05-25; Registration: 144N/Anz D; P1: First Pay: 2022-05-25; Registration: 144A/Umr S; B2: First Pay: 2022-05-25; Registration: 144N/Zqv G; C3: First Pay: 2022-05-25; Registration: 144L/Gwf X;
Pricing Speed
100% KKL kw d 20% Sjkcwadz Ldzz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CATG93.5138.50---KKK-47.40%-FlfoiIMEJ-2002.00%2.398%81.78006
E-1LLN2.4004.39---VV (J)-20.30%-OagfbGouze-3002.00%2.635%89.83436
Filings
Tranche Comments
C: First Pay: 2022-04-25; Registration: 144F/Zrk L; E-1: First Pay: 2022-04-25; Registration: 144I/Bic O; Comments: Qrywah uu 3/29/2022;
Refinancing
Yes

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