| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | WFMBS 2022-2 (USD 330m) | Wells Fargo & Co | | USOA | Apr 21, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | OCV | 16.000 | 8.68 | Ncc | - | XXX | - | - | 61.00% | - | Ucqom | - | - | 2-28 qf v | 2-28 zv | 3.00% | - | 73.51840 | | W4 | RRJ | 700.000 | 7.20 | Kjj | - | III | - | - | 46.00% | - | Ahojw | - | - | 3-16 ys 3-20 ci | 3-24 dm | 2.50% | - | 66.69120 | | J6 | ERP | 84.000 | 29.50 | Dqq | - | CCC | - | - | 84.00% | - | Cfqcs | M-Ixiol | - | 195-200 | 205 | 2.50% | - | 11.38815 | | U18 | IVQ | 98.609 | 7.31 | Wq1 | - | EEE | - | - | 9.00% | - | Gomsl | - | - | 4-28 go | 4-28 cj | 2.50% | - | 94.75020 | | T2 | IWH | 94.000 | 7.15 | Sbb | - | RRR | - | - | 37.00% | - | Wcxgt | - | - | 3-00 lu 3-04 nn | 3-04 yb | 2.50% | - | 26.60820 | | U5 | GPD | 75.470 | 72.80 | Fpp | - | YYY | - | - | 19.00% | - | Lolks | T-Bgqaf | - | - | 215 | 3.00% | - | 35.47390 | | V17 | FNN | 15.493 | 7.27 | Wj1 | - | LLL | - | - | 6.00% | - | Enxpl | - | - | - | 4-28 wl | 3.00% | - | 89.81200 | | G3 | TWQ | 38.300 | 1.22 | Mii | - | BBB | - | - | 80.00% | - | Papbe | - | - | - | 3-16 ti | 3.00% | - | 90.68700 |
Tranche Comments B1: Registration: 144V/Ocq Y;
T2: Registration: 144O/Eru H;
G3: Registration: 144K/Zch M;
W4: Registration: 144V/Zwr S;
U5: Registration: 144W/Xyx M;
J6: Registration: 144F/Car R;
V17: Registration: 144F/Nyn E;
U18: Registration: 144P/Zus K; Risk Retention 100% YXF/Ozecgu cxzc Xasw Xeueduazd |
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