| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
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 |
|---|
| D6 | FBF | 70.000 | 13.92 | - | NNN | MMM | - | - | 32.00% | - | Laplf | Q-Bxzll | - | 260p | 265 | 3.00% | - | 16.66441 | | S2 | YIE | 15.342 | 5.85 | - | CCC | DDD | - | - | 43.00% | - | Ocyqu | - | - | 4-12 wt 4-16 qw | 4-14 mo | 3.00% | - | 79.89790 | | F18 | JPR | 84.237 | 8.21 | - | ZZZ | EEE | - | - | 99.78% | - | Ewntx | - | - | 6-08 ca | 6-08 ax | 3.00% | - | 82.78581 | | S4 | PRD | 28.000 | 4.80 | - | QQQ | EEE | - | - | 83.00% | - | Mwbjp | P-Kjtoc | - | 250d | 250 | 3.00% | - | 58.87763 | | G1 | UXW | 134.870 | 1.73 | - | UUU | III | - | - | 93.00% | - | Qppoh | - | - | 4-14 yk | 4-14 xb | 3.50% | - | 49.98886 | | Z17 | VOI | 49.975 | 7.52 | - | LLL | FFF | - | - | 54.80% | - | Cgzyo | - | - | - | 6-08 oi | 3.50% | - | 20.37955 |
Tranche Comments G1: Registration: 144W/Lqw T;
S2: Registration: 144X/Mzj C;
S4: Registration: 144A/Zrr Q;
D6: Registration: 144F/Tts Z;
Z17: Registration: 144T/Mya U;
F18: Registration: 144F/Upc O; Risk Retention 5% Ksvgijtw |
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