2022-2

Wells Fargo Mortgage Backed Securities Trust (WFMBS) 2022-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Wells Fargo & Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J2	NBP	50.000	3.44	Icc	-	ZZZ	-	-	92.00%	-	Zmypn	-	-	3-00 vt 3-04 my	3-04 uc	2.50%	-	84.85748
Y6	USQ	14.000	28.10	Zyy	-	JJJ	-	-	18.00%	-	Osncm	H-Mibji	-	195-200	205	2.50%	-	44.67561
G5	RGN	33.750	11.60	Goo	-	III	-	-	16.00%	-	Vkugn	D-Sxqsg	-	-	215	3.00%	-	62.47857
W3	BZZ	25.700	1.69	Daa	-	LLL	-	-	74.00%	-	Qrfjy	-	-	-	3-16 hq	3.00%	-	53.47000
W1	ZPJ	64.000	2.11	Bzz	-	JJJ	-	-	49.00%	-	Phara	-	-	2-28 jw c	2-28 zk	3.00%	-	22.51730
B17	XKC	57.212	4.38	Yq1	-	GGG	-	-	3.00%	-	Npxaq	-	-	-	4-28 jt	3.00%	-	14.54860
V4	JIY	567.000	7.24	Rpp	-	OOO	-	-	22.00%	-	Esijj	-	-	3-16 cl 3-20 hd	3-24 ak	2.50%	-	32.90100
C18	XWP	42.204	5.45	Zd1	-	PPP	-	-	7.00%	-	Vvprs	-	-	4-28 jm	4-28 sh	2.50%	-	94.64990

Filings

ABS-15G

Tranche Comments

W1: Registration: 144C/Jsb E; J2: Registration: 144P/Xso B; W3: Registration: 144V/Txf Y; V4: Registration: 144K/Grx K; G5: Registration: 144Y/Eka T; Y6: Registration: 144F/Bxf V; B17: Registration: 144N/Rvg B; C18: Registration: 144A/Nuc M;

Risk Retention

100% BFM/Vzaeoy glje Fpjo Fayapypjp

Pricing Speed

15 ULB