Prime fixed-rate RMBS
Wells Fargo Mortgage Backed Securities 2006-11 Trust
424B5 filed 2006-08-29, acc 0001193125-06-181368
machine-encoded from the prospectus by the extraction pipeline and tied out over 4 periods (2006-09-25 to 2006-12-26); not yet expert-verified
Backtested periods
4
2006-09-25 to 2006-12-26
Comparison points within $1
98.8%
336 points
Max principal delta
$0.02
interest $8338.81 · balance $0.04
What the encoder found in the filings
- A-PO: draft face 54,821.00 -> reported 54,821.68 (pinned from the remittance Original Balance)
- B-6: draft face 1,500,646.00 -> reported 1,500,646.36 (pinned from the remittance Original Balance)
- group 1 has 22 senior classes (A-1, A-2, A-3, A-4, A-5, A-6, A-7, A-8, A-9, A-10, A-11, A-12, A-13, A-14, A-15, A-16, A-17, A-18, A-19, A-20, 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 (2006-09-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$35,000,000.00
A-2
$19,445,000.00
A-3
$5,000,000.00
A-4
$10,000,000.00
A-5
$13,637,000.00
A-6
$241,052,000.00
A-7
$3,445,000.00
A-8
$216,670,000.00
A-9
$20,000,000.00
A-10
$100,000,000.00
A-11
$25,000,000.00
A-12
$4,658,000.00
A-13
$38,390,000.00
A-14
$25,000,000.00
A-15
$1,667,000.00
A-16
$55,587,000.00
A-17
$6,783,000.00
A-18
$30,567,000.00
A-19
$100,000,000.00
A-20
$17,673,000.00
A-PO
$54,821.68
A-R
$100.00
B-1
$17,002,000.00
B-2
$5,501,000.00
B-3
$3,000,000.00
B-4
$2,001,000.00
B-5
$1,500,000.00
B-6
$1,500,646.36
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2006-09-25 | A-9 | -8338.81 |
| 2006-11-27 | A-9 | -8333.34 |
| 2006-10-25 | A-9 | -8333.34 |
| 2006-12-26 | A-9 | -8333.33 |
| 2006-10-25 | A-6 | +0.01 |
principal
| 2006-10-25 | B-6 | +0.02 |
| 2006-12-26 | B-6 | +0.02 |
| 2006-12-26 | A-6 | -0.01 |
| 2006-09-25 | A-15 | +0.01 |
| 2006-11-27 | A-15 | -0.01 |
ending balance
| 2006-12-26 | B-6 | -0.04 |
| 2006-12-26 | A-6 | +0.02 |
| 2006-12-26 | A-8 | +0.02 |
| 2006-11-27 | B-6 | -0.02 |
| 2006-10-25 | B-6 | -0.02 |