Prime fixed-rate RMBS
Wells Fargo Mortgage Backed Securities 2006-10
424B5 filed 2006-07-31, acc 0001193125-06-156721
machine-encoded from the prospectus by the extraction pipeline and tied out over 5 periods (2006-08-25 to 2006-12-26); not yet expert-verified
Backtested periods
5
2006-08-25 to 2006-12-26
Comparison points within $1
94.6%
465 points
Max principal delta
$0.02
interest $790625.00 · balance $0.03
What the encoder found in the filings
- A-PO: draft face 1,776,209.00 -> reported 1,776,209.04 (pinned from the remittance Original Balance)
- B-6: draft face 1,239,568.00 -> reported 1,239,568.23 (pinned from the remittance Original Balance)
- group 1 has 24 senior classes (A-1, A-2, A-3, A-4, A-5, A-7, A-8, A-9, A-10, A-11, A-12, A-13, A-14, A-16, A-17, A-18, A-19, A-20, A-21, A-22, A-23, A-25, A-PO, A-R); assumed pro rata, but the contract may pay them as components — check the tie-out
- window starts at deal month 1 (2006-08-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$205,500,000.00
A-2
$6,559,000.00
A-3
$5,350,000.00
A-4
$55,000,000.00
A-5
$4,968,000.00
A-7
$165,000,000.00
A-8
$57,395,249.00
A-9
$1,000.00
A-10
$6,202,000.00
A-11
$16,944,000.00
A-12
$24,244,000.00
A-13
$1,000,000.00
A-14
$50,000,000.00
A-16
$12,298,982.00
A-17
$6,832,769.00
A-18
$40,928,900.00
A-19
$24,432,000.00
A-20
$36,769,000.00
A-21
$15,000,000.00
A-22
$13,896,100.00
A-23
$1,000,000.00
A-25
$50,000,000.00
A-PO
$1,776,209.04
A-R
$100.00
B-1
$13,627,000.00
B-2
$4,542,000.00
B-3
$2,478,000.00
B-4
$1,651,000.00
B-5
$1,239,000.00
B-6
$1,239,568.23
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-6, A-15, A-24) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2006-08-25 | A-7 | -790625.00 |
| 2006-08-25 | A-6 | +790625.00 |
| 2006-09-25 | A-6 | +788508.61 |
| 2006-09-25 | A-7 | -788508.60 |
| 2006-10-25 | A-7 | -786164.78 |
principal
| 2006-08-25 | B-6 | -0.02 |
| 2006-09-25 | B-6 | +0.02 |
| 2006-12-26 | A-7 | +0.02 |
| 2006-12-26 | A-11 | -0.02 |
| 2006-08-25 | A-8 | +0.01 |
ending balance
| 2006-12-26 | B-6 | -0.03 |
| 2006-08-25 | B-6 | +0.02 |
| 2006-12-26 | A-11 | +0.02 |
| 2006-12-26 | A-1 | +0.02 |
| 2006-12-26 | A-7 | -0.01 |