Prime hybrid ARM RMBS
Wells Fargo Mortgage Backed Securities 2006-AR6 Trust
424B5 filed 2006-03-30, acc 0001193125-06-068682
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
9
2006-04-25 to 2006-12-26
Comparison points within $1
98.5%
540 points
Max principal delta
$0.45
interest $3.26 · balance $0.46
What the encoder found in the filings
- B-6: draft face 3,572,555.00 -> reported 3,572,555.71 (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 2 senior classes (II-A-1, II-A-2); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 3 has 2 senior classes (III-A-1, III-A-2); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 4 has 2 senior classes (IV-A-1, IV-A-2); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 5 has 2 senior classes (V-A-1, V-A-2); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 6 has 2 senior classes (VI-A-1, VI-A-2); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 7 has 2 senior classes (VII-A-1, VII-A-2); assumed pro rata, but the contract may pay them as components — check the tie-out
Capital structure · original faces
I-A-1
$17,795,000.00
I-A-R
$100.00
II-A-1
$140,625,000.00
II-A-2
$16,238,000.00
III-A-1
$322,817,000.00
III-A-2
$14,309,000.00
IV-A-1
$78,017,000.00
IV-A-2
$9,009,000.00
V-A-1
$198,429,000.00
V-A-2
$8,795,000.00
VI-A-1
$102,356,000.00
VI-A-2
$11,819,000.00
VII-A-1
$768,781,000.00
VII-A-2
$34,076,000.00
B-1
$34,782,000.00
B-2
$9,810,000.00
B-3
$6,243,000.00
B-4
$3,568,000.00
B-5
$2,675,000.00
B-6
$3,572,555.71
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2006-04-25 | VII-A-1 | -3.26 |
| 2006-06-26 | VII-A-1 | +2.99 |
| 2006-10-25 | VII-A-1 | -2.91 |
| 2006-05-25 | VII-A-1 | +2.49 |
| 2006-09-25 | VII-A-1 | +2.31 |
principal
| 2006-04-25 | VII-A-1 | +0.45 |
| 2006-04-25 | II-A-1 | -0.44 |
| 2006-04-25 | V-A-1 | +0.42 |
| 2006-04-25 | I-A-1 | +0.36 |
| 2006-12-26 | B-6 | -0.33 |
ending balance
| 2006-09-25 | II-A-1 | +0.46 |
| 2006-04-25 | VII-A-1 | -0.45 |
| 2006-06-26 | II-A-1 | +0.45 |
| 2006-07-25 | II-A-1 | +0.45 |
| 2006-08-25 | II-A-1 | +0.45 |