Prime hybrid ARM RMBS

Wells Fargo Mortgage Backed Securities 2006-AR5 Trust

424B5 filed 2006-03-23, acc 0001193125-06-061638

machine-encoded from the prospectus by the extraction pipeline and tied out over 9 periods (2006-04-25 to 2006-12-26); not yet expert-verified

Backtested periods

2006-04-25 to 2006-12-26

Comparison points within $1

96.6%

297 points

Max principal delta

$0.25

interest $2.80 · balance $0.25

What the encoder found in the filings

B-6: draft face 2,976,638.00 -> reported 2,976,638.15 (pinned from the remittance Original Balance)
group 1 has 3 senior classes (I-A-1, I-A-2, I-A-R); assumed pro rata, but the contract may pay them as components — check the tie-out
group 2 has 2 senior classes (II-A-1, II-A-2); assumed pro rata, but the contract may pay them as components — check the tie-out
class names aligned across report formats: B1->B-1, B2->B-2, B3->B-3, B4->B-4, B5->B-5, B6->B-6, I-A1->I-A-1, I-A2->I-A-2, I-AR->I-A-R, II-A1->II-A-1, II-A2->II-A-2

I-A-1

$422,021,000.00

I-A-2

$19,351,000.00

I-A-R

$100.00

II-A-1

$668,462,000.00

II-A-2

$30,651,000.00

B-1

$19,643,000.00

B-2

$11,905,000.00

B-3

$7,738,000.00

B-4

$4,762,000.00

B-5

$2,976,000.00

B-6

$2,976,638.15

viridian = senior (per-pool) · burgundy = cross-collateralized subordinates

interest

principal

ending balance