Prime hybrid ARM RMBS
Wells Fargo Mortgage Backed Securities 2006-AR3
424B5 filed 2006-02-27, acc 0001193125-06-039402
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
100.0%
360 points
Max principal delta
$0.02
interest $0.95 · balance $0.10
What the encoder found in the filings
- B-6: draft face 1,506,767.00 -> reported 1,506,767.71 (pinned from the remittance Original Balance)
- window starts at deal month 1 (2006-03-27); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$222,926,000.00
A-2
$64,674,000.00
A-3
$50,000,000.00
A-4
$219,579,000.00
A-5
$21,133,000.00
A-R
$100.00
B-1
$14,458,000.00
B-2
$3,614,000.00
B-3
$2,109,000.00
B-4
$1,506,000.00
B-5
$903,000.00
B-6
$1,506,767.71
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2006-09-25 | A-1 | +0.95 |
| 2006-09-25 | A-4 | +0.94 |
| 2006-08-25 | A-1 | -0.71 |
| 2006-08-25 | A-4 | -0.71 |
| 2006-04-25 | A-1 | -0.70 |
principal
| 2006-04-25 | B-6 | -0.02 |
| 2006-07-25 | B-6 | -0.02 |
| 2006-09-25 | A-1 | +0.01 |
| 2006-12-26 | A-1 | -0.01 |
| 2006-09-25 | A-3 | +0.01 |
ending balance
| 2006-10-25 | B-6 | +0.10 |
| 2006-09-25 | B-6 | +0.09 |
| 2006-11-27 | B-6 | +0.08 |
| 2006-08-25 | B-6 | +0.07 |
| 2006-12-26 | B-6 | +0.07 |