Prime fixed-rate RMBS
Wells Fargo Mortgage Backed Securities 2006-3 Trust
424B5 filed 2006-02-27, acc 0001193125-06-040146
machine-encoded from the prospectus by the extraction pipeline and tied out over 10 periods (2006-03-27 to 2006-12-26); not yet expert-verified
Backtested periods
10
2006-03-27 to 2006-12-26
Comparison points within $1
98.3%
600 points
Max principal delta
$0.02
interest $15464.16 · balance $0.02
What the encoder found in the filings
- A-PO: draft face 747,104.00 -> reported 747,104.48 (pinned from the remittance Original Balance)
- B-6: draft face 1,890,430.00 -> reported 1,890,430.28 (pinned from the remittance Original Balance)
- group 1 has 14 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-PO, A-R); assumed pro rata, but the contract may pay them as components — check the tie-out
- window starts at deal month 1 (2006-03-27); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$216,106,000.00
A-2
$11,716,000.00
A-3
$74,228,000.00
A-4
$3,374,000.00
A-5
$48,361,000.00
A-6
$7,895,000.00
A-7
$119,634,000.00
A-8
$31,262,000.00
A-9
$195,548,000.00
A-10
$23,197,000.00
A-11
$170,398,000.00
A-12
$12,432,000.00
A-PO
$747,104.48
A-R
$100.00
B-1
$16,540,000.00
B-2
$5,199,000.00
B-3
$3,308,000.00
B-4
$1,890,000.00
B-5
$1,418,000.00
B-6
$1,890,430.28
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2006-03-27 | A-3 | -15464.16 |
| 2006-04-25 | A-3 | -15438.77 |
| 2006-05-25 | A-3 | -15401.68 |
| 2006-06-26 | A-3 | -15352.91 |
| 2006-07-25 | A-3 | -15292.49 |
principal
| 2006-12-26 | A-3 | -0.02 |
| 2006-12-26 | A-5 | +0.02 |
| 2006-03-27 | B-6 | +0.02 |
| 2006-10-25 | A-6 | -0.02 |
| 2006-10-25 | A-8 | -0.02 |
ending balance
| 2006-11-27 | A-3 | -0.02 |
| 2006-08-25 | A-5 | +0.02 |
| 2006-09-25 | A-5 | +0.02 |
| 2006-10-25 | A-5 | +0.02 |
| 2006-11-27 | A-5 | +0.02 |