Prime fixed-rate RMBS
Wells Fargo Mortgage Backed Securities 2006-8 Trust
424B5 filed 2006-06-29, acc 0001193125-06-139042
machine-encoded from the prospectus by the extraction pipeline and tied out over 6 periods (2006-07-25 to 2006-12-26); not yet expert-verified
Backtested periods
6
2006-07-25 to 2006-12-26
Comparison points within $1
100.0%
462 points
Max principal delta
$0.01
interest $0.83 · balance $0.02
What the encoder found in the filings
- A-PO: draft face 13,186,482.00 -> reported 13,186,482.41 (pinned from the remittance Original Balance)
- B-6: draft face 2,100,974.00 -> reported 2,100,974.37 (pinned from the remittance Original Balance)
- group 1 has 19 senior classes (A-1, A-2, A-3, A-4, A-5, A-6, A-7, A-9, A-10, A-11, A-12, A-13, A-14, A-15, A-17, A-18, A-19, 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 (2006-07-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$295,142,777.00
A-2
$233,116,000.00
A-3
$161,640,000.00
A-4
$3,418,000.00
A-5
$3,520,000.00
A-6
$3,062,000.00
A-7
$50,000,000.00
A-9
$30,000,000.00
A-10
$59,660,000.00
A-11
$75,000,000.00
A-12
$750,000.00
A-13
$99,426,000.00
A-14
$9,451,223.00
A-15
$276,462,000.00
A-17
$3,538,000.00
A-18
$40,000,000.00
A-19
$900,000.00
A-PO
$13,186,482.41
A-R
$100.00
B-1
$23,105,000.00
B-2
$7,701,000.00
B-3
$4,201,000.00
B-4
$2,801,000.00
B-5
$2,100,000.00
B-6
$2,100,974.37
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-8, A-16) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2006-07-25 | A-R | -0.83 |
| 2006-08-25 | A-R | -0.83 |
| 2006-09-25 | A-R | -0.82 |
| 2006-10-25 | A-R | -0.82 |
| 2006-11-27 | A-R | -0.81 |
principal
| 2006-07-25 | A-2 | +0.01 |
| 2006-10-25 | A-PO | +0.01 |
| 2006-07-25 | B-6 | -0.01 |
| 2006-08-25 | B-6 | -0.01 |
| 2006-09-25 | B-6 | +0.01 |
ending balance
| 2006-12-26 | A-13 | -0.02 |
| 2006-11-27 | A-1 | +0.01 |
| 2006-12-26 | B-1 | -0.01 |
| 2006-08-25 | A-7 | -0.01 |
| 2006-09-25 | A-7 | -0.01 |