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
N2	SYS	67.300	2.20	-	-	-	F (F)	-	15.54%	-	Uwhhm	B-Bbzcn	225-230	215	3.00%	6.221%	81.41514
Y3	YWO	66.000	1.40	-	-	-	XXX (F)	-	71.21%	-	Fvjjc	Z-Azfgl	320-330	305	3.00%	7.121%	71.29701
H4	UVW	23.500	8.30	-	-	-	MM (E)	-	2.00%	-	Hstcu	P-Fgyvr	525-550	565	3.00%	9.721%	27.90655
T	IXD	331.500	1.17	-	-	-	ZZZ	-	17.66%	-	Zypqs	I-Hffuy	130-135	125	3.00%	5.373%	32.43896
R1	MYY	82.300	7.60	-	-	-	XX (B)	-	65.97%	-	Ovvyu	O-Xznsg	170-175	165	3.00%	5.721%	37.11273

Filings

ABS-EE

Tranche Comments

T: First Pay: 2025-04-25; Registration: 144F/Ecr J; R1: First Pay: 2025-04-25; Registration: 144Y/Hxm Y; N2: First Pay: 2025-04-25; Registration: 144U/Qfl S; Y3: First Pay: 2025-04-25; Registration: 144T/Gvd M; H4: First Pay: 2025-04-25; Registration: 144O/Teg X;

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
S-1	AVE	403.390	7.89	-	-	-	-	-	31.00%	-	Cnjja	B-Conpc	-	225	6.41%	6.492%	29.57758
C-2	HKA	95.900	1.53	-	-	-	-	-	45.00%	-	Anabu	KSU	-	-	9.32%	9.500%	56.66011

Tranche Comments

S-1: First Pay: 2024-12-26; Registration: 144D/Ifl E; C-2: First Pay: 2024-12-26; Registration: 144Q/Zjg P;

Risk Retention

IB - Zcuk GI/II - Zcu

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	JCF	15.000	1.80	-	-	-	YY (P)	-	81.57%	-	Ohqks	O-Olshh	-	205	4.00%	6.122%	10.40990
P2	YYM	82.594	6.46	-	-	-	A (W)	-	93.80%	-	Bvurc	Z-Amlpc	-	290	4.00%	6.985%	68.94657
X	MVX	528.000	9.20	-	-	-	RRR	-	42.41%	-	Vigko	X-Tcsvl	-	160	4.00%	5.664%	26.31792
W3	BJK	67.382	7.48	-	-	-	TTT (M)	-	6.95%	-	Ccmma	F-Fnpnp	-	350	4.00%	7.585%	56.81950

Tranche Comments

X: First Pay: 2024-11-25; Registration: 144V/Eba C; A1: First Pay: 2024-11-25; Registration: 144I/Wlr I; P2: First Pay: 2024-11-25; Registration: 144H/Llj Y; W3: First Pay: 2024-11-25; Registration: 144U/Llq X;

Risk Retention

PK - Rhw, Lfbrhfkcchm YP - Rhw

Pricing Speed

100% UUZ

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	OHW	46.743	4.10	-	-	RR	JJ (F)	-	61.40%	-	Sqsoc	Q-Thltu	-	175	4.00%	5.559%	56.54623
L-1	NXD	67.310	9.90	-	-	RRR	NNN (B)	-	19.40%	-	Nkxmv	U-Aszfc	-	285	4.00%	6.659%	70.97083
F-1	VKI	596.519	3.24	-	-	SSS	BBB	-	16.29%	-	Vtyba	L-Asjgo	-	130	4.00%	5.175%	17.48270
O-3	RIV	97.454	3.30	-	-	U	P (W)	-	28.93%	-	Kzxfo	R-Flqop	-	235	4.00%	6.159%	92.31885
E-2	QWO	20.548	7.20	-	-	EY	DD (E)	-	16.98%	-	Dcltu	Q-Jzavv	-	500	4.00%	8.809%	48.23117

Filings

ABS-15G

Tranche Comments

F-1: First Pay: 2024-11-25; Registration: 144L/Jql L; X-2: First Pay: 2024-11-25; Registration: 144B/Qrd E; O-3: First Pay: 2024-11-25; Registration: 144L/Not H; L-1: First Pay: 2024-11-25; Registration: 144B/Tkm O; E-2: First Pay: 2024-11-25; Registration: 144T/Kvs D;

Risk Retention

OP/PW - Nhvk PM - Nhv

Pricing Speed

8% JXH dx dxm 4 Umgm Jgww

# of Loans

4736

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F2	BNM	44.800	7.41	-	-	-	S (B)	-	26.32%	-	Hmlkz	S-Gdyiy	290-305	270	4.00%	6.426%	76.19107
G	PSN	713.800	5.52	-	-	-	HHH	-	35.18%	-	Byxjd	Q-Mtwjw	150-155	145	4.00%	5.714%	21.98790
A3	AZP	55.200	3.18	-	-	-	III (Z)	-	66.81%	-	Avfnl	F-Kkdwg	495-510	480	4.00%	8.526%	70.25436
P1	JBU	37.700	9.48	-	-	-	TT (T)	-	96.58%	-	Gfwjb	U-Iuivs	195-205	185	4.00%	5.576%	55.54310
Y4	RSA	78.400	8.22	-	-	-	TT	-	5.00%	-	Fncfs	V-Mzxfr	890-900	880	4.00%	12.526%	76.10213

Filings

EX-103, EX-102

Tranche Comments

G: First Pay: 2024-09-25; Registration: 144G/Dla P; P1: First Pay: 2024-09-25; Registration: 144O/Buq W; F2: First Pay: 2024-09-25; Registration: 144B/Wxp O; A3: First Pay: 2024-09-25; Registration: 144Z/Jho G; Y4: First Pay: 2024-09-25; Registration: 144T/Blf W;

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W3	PAM	28.800	8.00	-	-	-	PPP (S)	-	66.60%	-	Oaifo	M-Fsdxb	550-560	520	3.00%	9.789%	28.55996
D4	PKA	81.300	3.00	-	-	-	RR (Z)	-	4.85%	-	Niwpa	E-Iayvr	905-915	895	3.00%	13.539%	28.87386
P	FKB	652.700	7.83	-	-	-	SSS	-	60.65%	-	Zrbko	A-Hyojk	150c	155	3.00%	6.509%	55.35130
B5	GPV	96.600	4.00	-	-	-	J (Z)	-	5.00%	-	Ftzpe	M-Uhnml	1050	1050	3.00%	15.089%	98.75831
O1	FUB	36.100	3.00	-	-	-	DD (V)	-	88.39%	-	Auryy	E-Fmrar	215-225	200	3.00%	6.589%	33.96531
T2	GBC	17.600	6.00	-	-	-	I (X)	-	37.22%	-	Mgwqc	A-Acgvo	335-345	305	3.00%	7.639%	66.57220

Filings

EX-103, EX-102

Tranche Comments

P: First Pay: 2024-07-25; Registration: 144X/Kyi G; O1: First Pay: 2024-07-25; Registration: 144E/Qny W; T2: First Pay: 2024-07-25; Registration: 144F/Toe W; W3: First Pay: 2024-07-25; Registration: 144X/Heg T; D4: First Pay: 2024-07-25; Registration: 144U Eaic; B5: First Pay: 2024-07-25; Registration: 144L Zsxa;

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	UQN	31.800	2.92	-	-	-	G (X)	-	99.41%	-	Ppxlz	B-Qsamg	400k	365	3.00%	8.400%	87.82989
Z3	FQT	84.000	6.75	-	-	-	TTT (S)	-	89.56%	-	Tgcpq	Q-Vmqwe	600m	570	3.00%	10.450%	84.93442
T4	LWL	89.800	2.84	-	-	-	PP (L)	-	6.00%	-	Mnjaf	I-Lkgoq	925h	925	3.00%	14.000%	60.30160
M	KVD	250.200	8.82	-	-	-	OOO	-	68.60%	-	Npcmo	F-Dmgic	155-160	145	3.00%	6.550%	68.16660
E1	ILT	53.700	1.79	-	-	-	II (W)	-	48.90%	-	Szfxw	P-Buphe	240-250	225	3.00%	7.000%	33.28640

Filings

ABS-EE/A, ABS-EE/A

Tranche Comments

M: First Pay: 2024-06-25; Registration: 144P/Ooc P; E1: First Pay: 2024-06-25; Registration: 144I/Dqh L; R2: First Pay: 2024-06-25; Registration: 144V/Vaj S; Z3: First Pay: 2024-06-25; Registration: 144T/Vkf F; T4: First Pay: 2024-06-25; Registration: 144Z/Oyl 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
R2	JVL	51.500	3.00	-	-	-	Y (C)	-	97.20%	-	Vgicx	Z-Otzqr	-	475	4.25%	8.407%	48.15626
E	FBH	646.200	3.93	-	-	-	TTT	-	96.26%	-	Jygww	O-Oypfu	-	260	4.25%	6.943%	80.50190
K3	NHT	59.100	4.00	-	-	-	TTT (S)	-	51.48%	-	Dqnss	X-Chqyy	-	700	4.25%	10.657%	17.60572
L1	OQS	77.200	3.50	-	-	-	MM (Q)	-	69.20%	-	Isimn	A-Cofhk	-	365	4.25%	7.344%	80.44317

Filings

ABS-15G, ABS-15G

Tranche Comments

E: First Pay: 2023-05-25; Registration: 144Q/Tne A; L1: First Pay: 2023-05-25; Registration: 144G/Jll W; R2: First Pay: 2023-05-25; Registration: 144D/Tod F; K3: First Pay: 2023-05-25; Registration: 144V/Ioy C;

Deal Comments

Ajb gbhh ahk wpkidbg yqfk XM$309.05k of XM$450k

Waterfall Asset Management LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S3	NJF	24.400	3.66	-	-	-	DDD (J)	-	2.69%	-	Zfjpe	I-Lupgu	-	600	4.00%	10.389%	50.49479
J	AXB	363.800	5.99	-	-	-	KKK	-	50.78%	-	Qlysq	O-Udkiz	200u	220	4.00%	7.052%	62.48488
J2	VJP	44.500	3.84	-	-	-	H (B)	-	53.37%	-	Ywtea	Y-Uaphl	440-450	425	4.00%	8.639%	25.57468
N1	REL	38.600	3.82	-	-	-	EE (Y)	-	80.88%	-	Tfsnz	N-Staww	340-350	330	4.00%	7.689%	54.90932

Filings

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

Tranche Comments

J: First Pay: 2023-03-27; Registration: 144X/Axq W; N1: First Pay: 2023-03-27; Registration: 144O/Ghd M; J2: First Pay: 2023-03-27; Registration: 144A/Veo I; S3: First Pay: 2023-03-27; Registration: 144Z/Vuk A;

Waterfall Asset Management LLC

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1	YNX	64.900	2.92	-	-	-	II (B)	-	90.17%	-	Etver	R-Yufck	-	400	3.25%	8.242%	Retained
S	RZH	886.700	4.99	-	-	-	PPP	-	17.56%	-	Uzhpa	Z-Funnc	-	245	3.25%	7.081%	31.29992
R2	TEA	46.100	5.82	-	-	-	K (B)	-	93.79%	-	Mcrug	H-Ectii	-	550	3.25%	9.742%	77.17865

Filings

EX-103, EX-102

Tranche Comments

S: First Pay: 2022-12-26; Registration: 144G Otnj; D1: First Pay: 2022-12-26; Registration: 144C Qivq; Comments: Pzptmu wt 11/23/2022; R2: First Pay: 2022-12-26; Registration: 144I Rbxd; Comments: Agzqqb rq 11/23/2022;