| 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 |
|---|
| Q2 | NRB | 53.270 | 7.66 | Ooo | - | VVV | LLL | - | 49.00% | - | Twqwj | - | - | 1-04 ss 1-08au | 1-04lo | 2.00% | - | 139.75088 | | P1 | OAO | 765.000 | 2.47 | Hdd | - | FFF | YYY | - | 69.00% | - | Xbbjw | - | - | 1-28 vp 2-00oj | 1-28qj | 2.50% | - | 840.85595 | | D3 | JBM | 275.000 | 8.48 | Qss | - | FFF | BBB | - | 49.00% | - | Osfih | - | - | 2-10 qs 2-14nj | 2-10bc | 2.50% | - | 516.85990 | | S17 | OYP | 44.222 | 9.31 | Ey1 | - | VVV | EEE | - | 8.00% | - | Sgzyu | - | - | 3-00bo | 3-00iw | 2.50% | - | 777.94311 | | O5 | ETC | 29.000 | 55.56 | Cjj | - | JJJ | JJJ | - | 19.00% | - | Zvrvw | Ahqqv | - | 85-90 | 87 | 2.50% | - | 438.99084 |
Tranche Comments P1: Registration: 144J Kuax;
Q2: Registration: 144S Pfrl;
D3: Registration: 144K Bump;
O5: Registration: 144H Kweu;
S17: Registration: 144I Sfkr; Risk Retention 100% AIA/Glydcl |
|
