| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | WFMBS 2021-2 (USD 612m) | Wells Fargo & Co | | USOA | Sep 15, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F17 | QRR | 64.328 | 6.24 | Bk1 | - | DDD | MMM | - | 9.00% | - | Yyikp | - | - | 3-00mu | 3-00mb | 2.50% | - | 542.63815 | | V5 | TOD | 87.000 | 29.41 | Roo | - | BBB | AAA | - | 24.00% | - | Ybtaz | Cyxaj | - | 85-90 | 87 | 2.50% | - | 313.73209 | | R2 | LXF | 21.440 | 7.27 | Kbb | - | ZZZ | NNN | - | 43.00% | - | Klpyu | - | - | 1-04 lc 1-08fd | 1-04lg | 2.00% | - | 375.12014 | | J1 | MKB | 713.000 | 7.45 | Rxx | - | GGG | XXX | - | 95.00% | - | Qwios | - | - | 1-28 wc 2-00eq | 1-28rb | 2.50% | - | 605.55039 | | I3 | ERW | 966.000 | 2.30 | Eqq | - | TTT | QQQ | - | 12.00% | - | Npceu | - | - | 2-10 cz 2-14py | 2-10at | 2.50% | - | 655.56831 |
Tranche Comments J1: Registration: 144R Kxsr;
R2: Registration: 144G Ikgw;
I3: Registration: 144S Tgny;
V5: Registration: 144C Igdw;
F17: Registration: 144D Nwhy; Risk Retention 100% JIG/Cbrsgp |
|
