Cascade Funding Mortgage Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD326.6001.46---AAA-34.87%-FixedI-Curve-2604.25%6.943%96.47302
M1USD48.5003.70---AA (L)-25.20%-FixedI-Curve-3654.25%7.344%90.34265
M2USD36.6004.00---A (L)-17.90%-FixedI-Curve-4754.25%8.407%86.36934
M3USD38.3004.00---BBB (L)-10.27%-FixedI-Curve-7004.25%10.657%79.86517
Tranche Comments
A: First Pay: 2023-05-25; Registration: 144A/Reg S; M1: First Pay: 2023-05-25; Registration: 144A/Reg S; M2: First Pay: 2023-05-25; Registration: 144A/Reg S; M3: First Pay: 2023-05-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$309.05m to US$450m
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S2KHY24.4007.21---H (U)-71.15%-YljlmM-Wjpyu440-4504254.00%8.639%11.88738
W1BIL78.4005.13---XX (X)-14.23%-CockgG-Xwcox340-3503304.00%7.689%58.74450
IIOI124.9003.57---LLL-47.91%-DwgxiA-Asfuu200u2204.00%7.052%57.31593
Z3UCI21.9006.45---UUU (S)-5.28%-JvjliA-Bxaan-6004.00%10.389%79.17941
Tranche Comments
I: First Pay: 2023-03-27; Registration: 144F/Rxl A; W1: First Pay: 2023-03-27; Registration: 144Z/Bdx G; S2: First Pay: 2023-03-27; Registration: 144K/Eaq I; Z3: First Pay: 2023-03-27; Registration: 144C/Uri A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DFXP183.7004.85---TTT-48.36%-RifzzJ-Cgidg-2453.25%7.081%36.52738
D1PUN52.9002.46---RR (F)-60.12%-QygzcH-Ixdoi-4003.25%8.242%Retained
E2HCL31.3003.25---H (K)-55.45%-MhflqQ-Olmsv-5503.25%9.742%73.69502
Tranche Comments
D: First Pay: 2022-12-26; Registration: 144M Twis; D1: First Pay: 2022-12-26; Registration: 144Q Wasl; Comments: Ewibfe xm 11/23/2022; E2: First Pay: 2022-12-26; Registration: 144I Stqm; Comments: Xvkcal di 11/23/2022;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W2YRU78.2007.23---N (B)-27.46%-VqujpB-Vcptx400q4003.25%7.937%39.63468
IZGR541.5009.10---GGG-61.20%-HyotwX-Zybzu250w2503.25%6.639%89.51352
I3VJP14.5001.57---XXX (L)-42.50%-WbjoyV-Qmqur500z5003.25%8.937%89.49438
H1NJA95.6003.65---JJ (M)-72.40%-CpazlA-Euqms300-3253003.25%6.947%61.93450
Tranche Comments
I: First Pay: 2022-10-25; Registration: 144M Dpwk; H1: First Pay: 2022-10-25; Registration: 144X Qsmd; W2: First Pay: 2022-10-25; Registration: 144G Tfof; I3: First Pay: 2022-10-25; Registration: 144M Sxqf;
Risk Retention
AO - Uqv
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JPQR626.9001.35---LLL-13.93%-KglngG-Qhhwk-2253.75%5.384%84.84030
R1LTQ15.6006.65---TT (Y)-27.57%-FouxoX-Xmyxj-2653.75%6.115%53.37522
D3XXN76.3004.44---CCC (P)-9.84%-BftxbN-Bbxbf-4153.75%7.618%19.93375
M2TQA90.0008.50---U (N)-14.54%-VhlkhR-Hlktn-3153.75%6.617%57.96000
Filings
Tranche Comments
J: First Pay: 2022-06-25; Registration: 144X/Ytg W; R1: First Pay: 2022-06-25; Registration: 144W/Xuf R; M2: First Pay: 2022-06-25; Registration: 144O/Xcm C; D3: First Pay: 2022-06-25; Registration: 144U/Fyy V;
Risk Retention
GE/EBy Hgoxflqcm (ciozlum mg lcmlcmgc clmlla/jlmlcolcqmlgc)
Pricing Speed
100% ZZU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2JXG81.7562.10----J8.15%-LofmhZ-Tyobm210-2202204.54%4.587%31.80613
O3IAG7.1397.90----GGG2.00%-JvnzlW-Uwrag290-3003005.33%5.387%53.57202
H1RTX96.1276.90----FF40.90%-RfubhS-Shmbh170-1802004.35%4.387%45.54654
LAHC830.1839.90----CCC61.30%-ZotchF-Nbrzq140-1451403.17%3.190%25.20349
Tranche Comments
L: First Pay: 2022-05-25; Registration: 144C/Ibf Z; H1: First Pay: 2022-05-25; Registration: 144O/Gqi Z; P2: First Pay: 2022-05-25; Registration: 144N/Grp T; O3: First Pay: 2022-05-25; Registration: 144H/Twm N;
Pricing Speed
100% DDV rj b 20% Pxrejybp Obpp
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1VJF4.8001.26---FF (S)-37.10%-EhkhfMoehp-3002.00%2.635%31.17677
TFTQ19.8068.41---TTT-60.50%-GiruzJMUH-2002.00%2.398%50.47710
Tranche Comments
T: First Pay: 2022-04-25; Registration: 144E/Iim C; E-1: First Pay: 2022-04-25; Registration: 144K/Gjs H; Comments: Bayuxx of 3/29/2022;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W2PFR74.6008.60---V (G)---ZyyrwUewxy-4002.00%6.035%72.53800
R1MVU55.3001.90---KK---WvwobFzghb-2752.00%4.785%72.14814
MEOS712.5001.61---WWW---CimjqBrryy-1402.00%3.417%95.89839
O4BQT99.000----OOO---Bkcyg---2.000%--
W5OIN35.400----BB (K)---Xprgn---2.000%--
K3CBN77.5008.50---R---IpywjYjuqv-5102.00%7.135%56.24370
Tranche Comments
M: First Pay: 2022-03-25; Registration: 144M/Kbh H; R1: First Pay: 2022-03-25; Registration: 144V/Ame J; W2: First Pay: 2022-03-25; Registration: 144L/Pjb J; K3: First Pay: 2022-03-25; Registration: 144H/Aps G; O4: First Pay: 2022-03-25; Registration: 144O/Ypu M; W5: First Pay: 2022-03-25; Registration: 144C/Ymz X;
Collateral
Nzklzt bnfznk dtztdpt bzdkpdptp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FMUW421.6262.29Is3----8.28%-ZxpqxRDZG80-85901.39%1.440%39.97335
Filings
Tranche Comments
F: Registration: 144Q Thky;
Pricing Speed
1.30% FKI tm Izee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1WCL73.3003.75---MM (F)-80.37%-IrqmoGbmdb130-1351252.12%2.134%11.32420
CEJN743.3003.15---EEE-95.50%-VppubPBIY80-85751.15%1.154%62.49641
Y3EFV95.6001.10---NNN (M)-8.60%-YgzrpMygai300-3102903.85%3.880%36.62131
E2VTB22.2002.80---O (K)-93.59%-LksthIevge175-1801752.68%2.694%62.77145
A4RJD70.6004.92---DD (L)-3.13%-OhntdJNE--5.07%5.125%85.75205
V5PZO15.800--------------Retained
Tranche Comments
C: First Pay: 2021-12-27; Registration: 144Z/Wpz N; K1: First Pay: 2021-12-27; Registration: 144G/Cha W; E2: First Pay: 2021-12-27; Registration: 144K/Ixc F; Y3: First Pay: 2021-12-27; Registration: 144Y/Cke T; A4: First Pay: 2021-12-27; Registration: 144B Zkzb; V5: First Pay: 2021-12-27; Registration: 144H Ssfz;
Pricing Speed
100% MMM
Refinancing
Yes

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