| 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 |
|---|
| X2 | ZVF | 85.120 | 8.82 | - | DDD | FFF | - | - | 45.00% | - | Izhgq | - | - | 4-12 qo 4-16 iu | 4-14 qg | 3.00% | - | 30.68410 | | X17 | BGX | 95.139 | 2.80 | - | DDD | YYY | - | - | 35.69% | - | Ktcwt | - | - | - | 6-08 xm | 3.50% | - | 62.40346 | | X4 | HNZ | 92.000 | 9.56 | - | BBB | VVV | - | - | 69.00% | - | Jfsch | Y-Yqpmv | - | 250b | 250 | 3.00% | - | 92.35880 | | Z6 | YBU | 49.000 | 13.38 | - | UUU | JJJ | - | - | 49.00% | - | Dapes | B-Wuhub | - | 260u | 265 | 3.00% | - | 64.21115 | | Q1 | AYN | 568.943 | 8.99 | - | BBB | XXX | - | - | 47.00% | - | Hkvih | - | - | 4-14 tf | 4-14 po | 3.50% | - | 26.70881 | | H18 | VKG | 30.553 | 1.61 | - | PPP | XXX | - | - | 27.45% | - | Mhlah | - | - | 6-08 sn | 6-08 cf | 3.00% | - | 99.83515 |
Tranche Comments Q1: Registration: 144W/Rrw L;
X2: Registration: 144N/Mij Q;
X4: Registration: 144P/Frm S;
Z6: Registration: 144G/Bja D;
X17: Registration: 144V/Pqm I;
H18: Registration: 144P/Icw H; Risk Retention 5% Qnnxmtbl |
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