Prime fixed-rate RMBS
Wells Fargo Mortgage Backed Securities 2007-13 Trust
424B5 filed 2007-08-27, acc 0001193125-07-189697
machine-encoded from the prospectus by the extraction pipeline and tied out over 4 periods (2007-09-25 to 2007-12-26); not yet expert-verified
Backtested periods
4
2007-09-25 to 2007-12-26
Comparison points within $1
98.1%
216 points
Max principal delta
$0.02
interest $15625.00 · balance $0.04
What the encoder found in the filings
- A-PO: draft face 1,997,442.00 -> reported 1,997,442.46 (pinned from the remittance Original Balance)
- B-6: draft face 1,000,237.00 -> reported 1,000,237.75 (pinned from the remittance Original Balance)
- group 1 has 12 senior classes (A-1, A-2, 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 (2007-09-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$71,534,000.00
A-2
$75,000,000.00
A-3
$3,125,000.00
A-4
$15,905,140.00
A-5
$9,341,000.00
A-6
$44,305,000.00
A-7
$215,000,000.00
A-8
$27,625,000.00
A-9
$9,458,750.00
A-10
$9,222,110.00
A-PO
$1,997,442.46
A-R
$100.00
B-1
$8,250,000.00
B-2
$3,501,000.00
B-3
$1,500,000.00
B-4
$2,000,000.00
B-5
$1,250,000.00
B-6
$1,000,237.75
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2007-09-25 | A-2 | -15625.00 |
| 2007-10-25 | A-2 | -15566.43 |
| 2007-11-26 | A-2 | -15495.81 |
| 2007-12-26 | A-2 | -15413.91 |
| 2007-10-25 | B-3 | -0.01 |
principal
| 2007-10-25 | B-6 | -0.02 |
| 2007-12-26 | B-6 | +0.02 |
| 2007-10-25 | A-2 | +0.01 |
| 2007-12-26 | A-2 | -0.01 |
| 2007-10-25 | A-PO | -0.01 |
ending balance
| 2007-11-26 | B-6 | +0.04 |
| 2007-10-25 | B-6 | +0.03 |
| 2007-12-26 | B-6 | +0.03 |
| 2007-10-25 | A-3 | -0.01 |
| 2007-11-26 | B-5 | -0.01 |