| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | WFMBS 2022-INV1 (USD 398m) | Wells Fargo & Co | | USOA | May 24, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | VQF | 551.512 | 4.78 | - | FFF | ZZZ | - | - | 46.00% | - | Wrjal | - | - | 4-14 cw | 4-14 jc | 3.50% | - | 16.19588 | | T18 | UYY | 85.182 | 5.67 | - | LLL | ZZZ | - | - | 61.98% | - | Giizn | - | - | 6-08 fr | 6-08 xf | 3.00% | - | 83.31565 | | S17 | BLY | 27.528 | 9.24 | - | DDD | YYY | - | - | 18.29% | - | Vfits | - | - | - | 6-08 bx | 3.50% | - | 64.48294 | | F2 | YXU | 12.131 | 4.23 | - | LLL | YYY | - | - | 68.00% | - | Hablq | - | - | 4-12 yv 4-16 qv | 4-14 bn | 3.00% | - | 14.75580 | | N4 | HJJ | 98.000 | 6.13 | - | EEE | LLL | - | - | 95.00% | - | Gyqfm | P-Mxbmz | - | 250i | 250 | 3.00% | - | 31.55852 | | H6 | PLX | 71.000 | 67.79 | - | JJJ | FFF | - | - | 54.00% | - | Ijcqb | S-Gyqtg | - | 260c | 265 | 3.00% | - | 54.46271 |
Tranche Comments F1: Registration: 144P/Kzf G;
F2: Registration: 144V/Uaz D;
N4: Registration: 144E/Lln F;
H6: Registration: 144X/Nuz R;
S17: Registration: 144X/Udn T;
T18: Registration: 144M/Wbh A; Risk Retention 5% Zkvrcecv |
|
