Prime hybrid ARM RMBS
Wells Fargo Mortgage Backed Securities 2006-AR1 Trust
424B5 filed 2006-02-24, acc 0001193125-06-038533
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
99.3%
420 points
Max principal delta
$0.40
interest $1.29 · balance $0.41
What the encoder found in the filings
- B-6: draft face 2,126,463.00 -> reported 2,126,463.42 (pinned from the remittance Original Balance)
- group 1 has 2 senior classes (I-A-1, I-A-R); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 2 has 6 senior classes (II-A-1, II-A-2, II-A-3, II-A-4, II-A-5, II-A-6); assumed pro rata, but the contract may pay them as components — check the tie-out
Capital structure · original faces
I-A-1
$137,420,000.00
I-A-R
$100.00
II-A-1
$96,469,000.00
II-A-2
$317,343,000.00
II-A-3
$22,484,000.00
II-A-4
$72,453,000.00
II-A-5
$137,426,000.00
II-A-6
$31,780,000.00
B-1
$14,879,000.00
B-2
$7,227,000.00
B-3
$4,250,000.00
B-4
$3,826,000.00
B-5
$2,550,000.00
B-6
$2,126,463.42
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2006-12-26 | II-A-2 | -1.29 |
| 2006-05-25 | II-A-2 | +1.10 |
| 2006-06-26 | II-A-2 | +1.07 |
| 2006-10-25 | II-A-2 | -0.90 |
| 2006-11-27 | II-A-2 | -0.65 |
principal
| 2006-03-27 | I-A-1 | +0.40 |
| 2006-03-27 | II-A-2 | +0.14 |
| 2006-03-27 | II-A-1 | +0.02 |
| 2006-07-25 | B-6 | +0.02 |
| 2006-03-27 | II-A-6 | +0.01 |
ending balance
| 2006-08-25 | I-A-1 | -0.41 |
| 2006-09-25 | I-A-1 | -0.41 |
| 2006-06-26 | I-A-1 | -0.41 |
| 2006-10-25 | I-A-1 | -0.41 |
| 2006-03-27 | I-A-1 | -0.40 |