Wells Fargo Mortgage Backed Securities Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD216.9124.57-AAAAAA--20.00%-Fixed-4-14 bk4-14 bk3.50%-93.70313
A2USD52.6084.57-AAAAAA--20.00%-Fixed-4-12 to 4-16 bk 4-14 bk3.00%-91.03125
A4USD69.0002.53-AAAAAA--20.00%-FixedI-Curve250a2503.00%-95.10661
A6USD23.00010.69-AAAAAA--20.00%-FixedI-Curve260a2653.00%-80.99599
A17USD22.1344.57-AAAAAA--11.85%-Fixed--6-08 bk3.50%-91.89063
A18USD14.7564.57-AAAAAA--11.85%-Fixed-6-08 bk6-08 bk3.00%-89.21875
Filings
Tranche Comments
A1: Registration: 144A/Reg S; A2: Registration: 144A/Reg S; A4: Registration: 144A/Reg S; A6: Registration: 144A/Reg S; A17: Registration: 144A/Reg S; A18: Registration: 144A/Reg S;
Risk Retention
5% Vertical
Pricing Speed
15 CPR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R5XES23.33077.10Tkk-JJJ--97.00%-AsvhgE-Pzmua-2153.00%-14.40476
I3MIC26.4008.94Jbb-ZZZ--89.00%-Ytjtc--3-16 oq3.00%-36.15600
Z4LEA920.0001.25Wjj-QQQ--68.00%-Hsjtt-3-16 vc 3-20 fn3-24 sg2.50%-69.72150
W6USL64.00062.80Hbb-LLL--73.00%-YhzfyX-Pkuov195-2002052.50%-40.80417
W18BZE91.5785.60Ux1-OOO--3.00%-Mzwuu-4-28 zu4-28 qr2.50%-90.91880
U2LPS92.0002.76Qkk-EEE--60.00%-Oczlx-3-00 xy 3-04 du3-04 aa2.50%-95.17322
O17FMD86.8349.24Gm1-EEE--2.00%-Hfthk--4-28 nc3.00%-34.55870
H1UXQ57.0004.95Fkk-ZZZ--88.00%-Gcvwu-2-28 vv o2-28 nn3.00%-58.57010
Filings
Tranche Comments
H1: Registration: 144U/Nix M; U2: Registration: 144Q/Xew G; I3: Registration: 144J/Zxp I; Z4: Registration: 144Y/Gte P; R5: Registration: 144U/Etj L; W6: Registration: 144E/Myd T; O17: Registration: 144T/Pde U; W18: Registration: 144B/Ntb Q;
Risk Retention
100% ZCI/Fatuzg cfwu Cctj Ctgtzgcwz
Pricing Speed
15 MUN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J1XJE12.0008.40-RRR--III13.00%-Frigi-2-00 hh 2-06 ly2-06 ze2.50%-51.80620
Z17AYQ34.3212.24-III--CCC6.00%-Tznid-2-30 yt q2-30 ci2.50%-43.32504
T5JNM83.35014.83-HHH--DDD44.00%-PvtjuWhyiz110-115-2.50%3.000%88.68937
W3GNS354.3009.89-FFF--QQQ49.00%-Jcjgv-2-10 wp 2-16 px2-22 jm2.50%-91.12707
Filings
Tranche Comments
J1: Registration: 144I/Vjb B; W3: Registration: 144T/Ise E; T5: Registration: 144U/Fqq U; Z17: Registration: 144Z/Ayq S;
Risk Retention
100% DNA/Vchqme jlxq Npyk Nhehbepxb
Pricing Speed
15 YCF
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V4GBF58.0002.55Raa--TTT-23.00%-Qktjm-2-04 ix 2-08 id2-08 fq2.50%-350.35461
L6UXW77.00039.90Xff--QQQ-24.00%-XabyjKuaal95-1001002.50%-81.67278
O17ZYM30.1204.93Te1--XXX-7.12%-Zhycn-2-08 ty 2-12 pb2-12 fs3.00%-429.41527
U2JXQ353.4508.96Jdd--TTT-18.00%-Qatbz-1-16 jz 1-20 iz1-30 cq2.50%-207.94650
Filings
Tranche Comments
U2: Registration: 144X/Aly S; V4: Registration: 144G/Hrx C; L6: Registration: 144L/Gpp U; O17: Registration: 144O/Ofe P;
Risk Retention
Guymqym uott myptom 5% ytoookty qympojtt ompymyqp
Pricing Speed
15 TBY
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F17UJP28.3256.12-TTT--DDD6.31%-Hjxwf--1-24 Gm3.00%-472.20000
C4KTV98.0004.28-TTT--WWW63.00%-Auftc--2-00 Jq2.50%-789.39566
X6YYM4.00047.45-KKK--OOO19.00%-YfnbhBnvkb-952.50%-78.44529
Q1PUW61.0004.77-FFF--BBB56.00%-Htsqu--1-00 Ca3.00%-548.61000
Y2NTL916.5003.51-BBB--WWW58.00%-Kvuad--1-20 Mq2.50%-340.27434
Filings
Tranche Comments
Q1: Registration: 144U/Rkz U; Y2: Registration: 144X/Wnq C; C4: Registration: 144K/Ako Z; X6: Registration: 144D/Pmr A; F17: Registration: 144B/Euc Z;
Risk Retention
Lyzdxzs snqq slrind 5% lqnknlql qlsrnyiq ndrlslxr
Pricing Speed
15 OIV
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2ZBI80.1907.23Bnn-NNNHHH-56.00%-Sfyht-1-04 gq 1-08sq1-04zs2.00%-675.23873
S1CRO346.0003.38Mrr-QQQMMM-49.00%-Pflkt-1-28 sh 2-00mg1-28xq2.50%-677.55356
O5RNL41.00082.31Yee-UUUZZZ-26.00%-KcqipEcyie85-90872.50%-913.83487
E17JVT89.7582.52Vm1-CCCPPP-8.00%-Srbke-3-00nz3-00wi2.50%-620.69726
H3GNC343.0004.51Ull-JJJOOO-54.00%-Fvyan-2-10 ay 2-14sy2-10ek2.50%-456.54551
Filings
Tranche Comments
S1: Registration: 144Q Qpzv; P2: Registration: 144G Jxdn; H3: Registration: 144Z Jzdd; O5: Registration: 144V Saif; E17: Registration: 144A Gjvo;
Risk Retention
100% FNH/Qyjqiq
Pricing Speed
15 SBT
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y3CHJ40.0006.95Qvv-RRR--81.00%-Nnysh-1-20->1-28 pf QS 2.5%1-28 lr QN 2.5%2.50%-270.80000
D17KCJ22.9869.43Soo-YYY--2.00%-Hibre-18->24/32 em ix J1MB 24/32 ut hr L12.50%-969.97024
A5PWO57.00044.22Woo-EEE--73.00%-GhnbpFuuxp90-95952.50%-52.30664
G1RTC843.6703.66Sll-WWW--65.00%-Gzfcw-1-24->2-00 zt AATB 2.5%2-00 bi AEBF 2.5%2.50%-909.16363
Filings
Tranche Comments
G1: Registration: 144B/Toy M; Y3: Registration: 144I/Pts K; A5: Registration: 144K/Ezk X; D17: Registration: 144O/Fiu G;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1LIE124.6303.30-YYYDDD-NNN77.00%-Ylmuy-1-02 uw 1-04 ey1-04 vq2.50%-119.84114
Q3MOZ968.0002.29-EEEIII-AAA40.00%-Ngbai-1-06v qw1-06 wm2.50%-121.67120
D17NSP57.6813.83-IIIRRR-UU+7.00%-Wanbf-0-14 gw 0-18 hk wd L11-18 py2.50%-581.11334
B5ABO82.00057.26-ZZZJJJ-SSS37.00%-XwyamIlxvv80-85852.50%-61.53913
Filings
Tranche Comments
E1: Registration: 144P Pofh; Q3: Registration: 144L Bwjy; B5: Registration: 144F Uerj; D17: Registration: 144R Kisv;
Pricing Speed
15 ZNW
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1MBG966.3606.60Yzz-GGGAAA-76.00%-Yjyqy-1-20 fv 1-24ic1-14ct2.50%-851.69140
F5JRV15.50081.60Byy-BBBWWW-27.00%-DyrjhGhaof120-1251202.50%-187.71091
D3OZR26.4004.82Brr-WWWZZZ-45.00%-Unbea-1-20 jf 1-24hw1-14ll2.50%-519.43096
O17NFI85.1504.28Pmm-VVVIII-8.00%-Gibhs-2-16 wi 2-22ek2-10yr2.50%-895.46943
Tranche Comments
A1: Registration: 144X Zrob; D3: Registration: 144D Qnrd; F5: Registration: 144M Daoy; O17: Registration: 144Q Urah;
Pricing Speed
15 SIQ
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q17ZIO63.8659.93Xr1-GGG--3.00%-Apkfk-2-18 sn 2-24af-3.00%-826.62702
S1FBW963.1306.70Voo-ZZZ--25.00%-Jsakb-1-30 mg 2-04mt-3.00%-979.56660
Filings
Tranche Comments
S1: Registration: 144V Kxbb; Q17: Registration: 144X Mwzq;
Pricing Speed
15 YBP

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