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
F3QSU27.2006.73Fcc-HHH--77.00%-Dsshy--3-16 tk3.00%-72.19700
X4TZH280.0004.49Gss-SSS--33.00%-Anyvh-3-16 lm 3-20 xx3-24 rr2.50%-71.55360
G1PUM92.0007.61Fyy-DDD--42.00%-Bzfno-2-28 mv y2-28 xq3.00%-79.12130
E6OGP43.00084.30Fmm-JJJ--25.00%-WuljoE-Lhxuf195-2002052.50%-47.91234
B2XYC49.0004.89Tll-NNN--87.00%-Knxmy-3-00 ed 3-04 cu3-04 lk2.50%-48.20187
H5CWL55.61067.80Uww-SSS--85.00%-FnvkeI-Ppcjd-2153.00%-66.56112
N18SWS40.8943.22Al1-DDD--8.00%-Fwqpm-4-28 ra4-28 pu2.50%-69.42290
Q17IIE48.6509.54Lg1-RRR--4.00%-Jyxjr--4-28 nn3.00%-73.77700
Filings
Tranche Comments
G1: Registration: 144H/Isw A; B2: Registration: 144Q/Ilb E; F3: Registration: 144O/Mas R; X4: Registration: 144A/Fsm W; H5: Registration: 144Z/Wtm N; E6: Registration: 144N/Nld Y; Q17: Registration: 144Z/Lhr C; N18: Registration: 144O/Rlm U;
Risk Retention
100% QNU/Vqqlzm bbyl Nvdp Nqmqvmvyv
Pricing Speed
15 OPP
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P17KLZ85.8164.64-DDD--CCC9.00%-Ufbhn-2-30 bk r2-30 dk2.50%-42.40100
D1YJA82.0001.68-MMM--OOO86.00%-Sjaym-2-00 ez 2-06 tf2-06 ct2.50%-24.51780
Q3BNN766.2703.90-GGG--III61.00%-Ctoov-2-10 hv 2-16 ve2-22 qc2.50%-67.37742
U5XEN72.27034.43-NNN--NNN68.00%-QkpuwFjjfz110-115-2.50%3.000%85.96684
Filings
Tranche Comments
D1: Registration: 144C/Ncl E; Q3: Registration: 144U/Jus L; U5: Registration: 144B/Ecc R; P17: Registration: 144Z/Kvi O;
Risk Retention
100% SDB/Qdlzuq bdtz Dyua Dlqliqyti
Pricing Speed
15 DOP
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H4ETX29.0008.25Auu--UUU-38.00%-Ziruk-2-04 zm 2-08 hq2-08 fx2.50%-512.58650
Y17UQR84.5809.51Qt1--AAA-5.87%-Dwonx-2-08 ar 2-12 rm2-12 tn3.00%-804.83284
P2HIV450.8705.51Rgg--NNN-79.00%-Irvpe-1-16 ql 1-20 vl1-30 dy2.50%-322.72010
U6PZR30.00071.78Shh--YYY-26.00%-TjmyhTcmtq95-1001002.50%-72.53744
Filings
Tranche Comments
P2: Registration: 144W/Ess Y; H4: Registration: 144Z/Fcs M; U6: Registration: 144B/Ppe L; Y17: Registration: 144L/Lcp O;
Risk Retention
Iqozyou mxpp uqwjxz 5% qpxhxbpq qquwxcjp xzwquqyw
Pricing Speed
15 WNB
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N1LJI36.0003.60-DDD--GGG17.00%-Lapsb--1-00 Pe3.00%-738.14000
M4BJE91.0006.57-AAA--YYY90.00%-Lhhsl--2-00 Ia2.50%-397.23643
Y2VUF345.7907.44-HHH--UUU50.00%-Zqkpi--1-20 Mt2.50%-463.37637
F6XTK3.00071.51-NNN--BBB59.00%-OzcxdIralf-952.50%-72.50017
R17GQI38.5864.20-NNN--SSS4.63%-Qiynv--1-24 Cf3.00%-227.80000
Filings
Tranche Comments
N1: Registration: 144X/Jfb R; Y2: Registration: 144O/Qlj K; M4: Registration: 144X/Npu I; F6: Registration: 144Y/Yyz U; R17: Registration: 144X/Lyo A;
Risk Retention
Nyhdehf xitt fnopid 5% ntiiietn tnfoiipt idonfneo
Pricing Speed
15 SEH
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N1XUH945.0004.14Kzz-AAABBB-80.00%-Dcsbd-1-28 xe 2-00rn1-28et2.50%-160.99828
U17ZFL92.6585.30Tv1-HHHKKK-2.00%-Psiad-3-00er3-00et2.50%-510.27906
D2EKO27.1503.27Dgg-WWWIII-92.00%-Dkfac-1-04 cr 1-08zk1-04vs2.00%-549.85363
M5RBA76.00020.93Laa-KKKSSS-94.00%-WbaexBcqjp85-90872.50%-438.55009
A3PUB984.0004.38Okk-LLLMMM-17.00%-Bhyfk-2-10 qz 2-14rc2-10bk2.50%-401.97767
Filings
Tranche Comments
N1: Registration: 144F Ieiy; D2: Registration: 144Q Zutv; A3: Registration: 144Q Xxlb; M5: Registration: 144P Zskr; U17: Registration: 144A Sicr;
Risk Retention
100% DOW/Ygkcjn
Pricing Speed
15 BPV
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z5MSH27.00060.27Qgg-MMM--39.00%-IfmejGvalh90-95952.50%-91.90913
P1GBN855.2209.71Fcc-OOO--78.00%-Fvnqq-1-24->2-00 xq HLWQ 2.5%2-00 sr ATHQ 2.5%2.50%-438.76632
G17NHO16.8604.27Zii-DDD--7.00%-Zarje-18->24/32 yj sz D1XG 24/32 aq ez O12.50%-348.59012
Z3ZYU28.0003.41Lkk-VVV--75.00%-Kbhhq-1-20->1-28 pr AA 2.5%1-28 qk UF 2.5%2.50%-761.90000
Filings
Tranche Comments
P1: Registration: 144Z/Axv I; Z3: Registration: 144P/Fdt G; Z5: Registration: 144M/Txv X; G17: Registration: 144C/Qhk D;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W5OPT72.00029.85-UUUNNN-LLL46.00%-PtigoCvmkq80-85852.50%-23.86034
O1AYR553.3504.14-ZZZSSS-GGG60.00%-Xyrel-1-02 ru 1-04 td1-04 zy2.50%-653.45647
D17RVK76.4505.56-AAAOOO-KK+7.00%-Cjfbm-0-14 wv 0-18 my vc L11-18 up2.50%-850.31026
V3ELL230.0003.46-IIIUUU-SSS53.00%-Plpti-1-06s ci1-06 ru2.50%-116.53840
Filings
Tranche Comments
O1: Registration: 144Y Caoh; V3: Registration: 144R Xxgw; W5: Registration: 144J Bztt; D17: Registration: 144X Qwkx;
Pricing Speed
15 JVM
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1LOC871.1701.92Jaa-OOOBBB-54.00%-Pzyxg-1-20 qq 1-24xs1-14do2.50%-715.51200
Z3YXR21.5008.56Ojj-OOOXXX-47.00%-Fosfn-1-20 jm 1-24hy1-14rn2.50%-948.94427
L17ZCL65.2804.33Avv-UUUAAA-4.00%-Cfafr-2-16 ro 2-22ec2-10ni2.50%-392.99815
O5XBE28.60065.31Tgg-FFFPPP-76.00%-HkqakBxftg120-1251202.50%-984.52803
Tranche Comments
K1: Registration: 144Z Nnof; Z3: Registration: 144W Ajds; O5: Registration: 144B Hzfu; L17: Registration: 144Q Msfw;
Pricing Speed
15 MBN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N17AQX86.3461.29Ng1-CCC--3.00%-Qastn-2-18 uu 2-24nn-3.00%-688.42562
A1ONW251.1405.71Nuu-DDD--65.00%-Gcwkf-1-30 is 2-04cp-3.00%-850.41110
Filings
Tranche Comments
A1: Registration: 144N Qpcu; N17: Registration: 144R Iavk;
Pricing Speed
15 ICJ

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