Prime fixed-rate RMBS
Wells Fargo Mortgage Backed Securities 2007-6 Trust
424B5 filed 2007-04-27, acc 0001193125-07-092948
machine-encoded from the prospectus by the extraction pipeline and tied out over 8 periods (2007-05-25 to 2007-12-26); not yet expert-verified
Backtested periods
8
2007-05-25 to 2007-12-26
Comparison points within $1
97.6%
336 points
Max principal delta
$0.02
interest $20330.93 · balance $0.03
What the encoder found in the filings
- A-PO: draft face 4,187,098.00 -> reported 4,187,098.42 (pinned from the remittance Original Balance)
- B-6: draft face 1,400,721.00 -> reported 1,400,721.58 (pinned from the remittance Original Balance)
- group 1 has 8 senior classes (A-1, A-2, A-3, A-4, A-5, A-6, 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 (2007-05-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$292,254,000.00
A-2
$47,201,657.00
A-3
$7,866,943.00
A-4
$37,131,400.00
A-5
$1,460,000.00
A-6
$285,000,000.00
A-PO
$4,187,098.42
A-R
$100.00
B-1
$14,707,000.00
B-2
$4,201,000.00
B-3
$2,802,000.00
B-4
$1,400,000.00
B-5
$701,000.00
B-6
$1,400,721.58
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2007-12-26 | A-3 | -20330.93 |
| 2007-11-26 | A-3 | -16815.58 |
| 2007-09-25 | A-2 | -8063.61 |
| 2007-10-25 | A-3 | -6637.74 |
| 2007-05-25 | A-2 | -786.70 |
principal
| 2007-07-25 | B-6 | -0.02 |
| 2007-05-25 | A-1 | +0.01 |
| 2007-05-25 | A-6 | +0.01 |
| 2007-06-25 | A-1 | -0.01 |
| 2007-06-25 | A-6 | -0.01 |
ending balance
| 2007-07-25 | B-6 | +0.03 |
| 2007-11-26 | B-1 | -0.02 |
| 2007-12-26 | B-1 | -0.02 |
| 2007-12-26 | B-6 | +0.02 |
| 2007-08-27 | B-6 | +0.02 |