Prime fixed-rate RMBS
Wells Fargo Mortgage Backed Securities 2007-1 Trust
424B5 filed 2007-01-29, acc 0001193125-07-014881
machine-encoded from the prospectus by the extraction pipeline and tied out over 11 periods (2007-02-26 to 2007-12-26); not yet expert-verified
Backtested periods
11
2007-02-26 to 2007-12-26
Comparison points within $1
96.7%
572 points
Max principal delta
$0.02
interest $36943.11 · balance $0.02
What the encoder found in the filings
- A-PO: draft face 691,403.00 -> reported 691,403.57 (pinned from the remittance Original Balance)
- B-6: draft face 902,212.00 -> reported 902,212.12 (pinned from the remittance Original Balance)
- group 1 has 11 senior classes (A-1, A-3, A-4, A-5, A-6, A-7, A-8, A-9, A-10, 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 (2007-02-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$125,000,000.00
A-3
$127,861,000.00
A-4
$104,283,000.00
A-5
$50,000,000.00
A-6
$2,719,000.00
A-7
$2,719,000.00
A-8
$33,682,000.00
A-9
$10,802,000.00
A-10
$117,692,000.00
A-PO
$691,403.57
A-R
$25.00
B-1
$17,128,000.00
B-2
$3,606,000.00
B-3
$1,803,000.00
B-4
$1,202,000.00
B-5
$901,000.00
B-6
$902,212.12
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-2) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2007-09-25 | A-1 | -36943.11 |
| 2007-02-26 | A-1 | -17708.34 |
| 2007-03-26 | A-1 | -17707.22 |
| 2007-04-25 | A-1 | -17705.67 |
| 2007-05-25 | A-1 | -17703.65 |
principal
| 2007-03-26 | A-1 | -0.02 |
| 2007-02-26 | A-1 | +0.01 |
| 2007-04-25 | A-1 | -0.01 |
| 2007-07-25 | A-4 | -0.01 |
| 2007-12-26 | A-3 | -0.01 |
ending balance
| 2007-12-26 | A-PO | -0.02 |
| 2007-10-25 | B-5 | -0.02 |
| 2007-12-26 | B-5 | -0.02 |
| 2007-09-25 | B-5 | -0.02 |
| 2007-11-26 | B-5 | -0.02 |