Prime hybrid ARM RMBS
Wells Fargo Mortgage Backed Securities 2006-AR7
424B5 filed 2006-04-24, acc 0001193125-06-085826
machine-encoded from the prospectus by the extraction pipeline and tied out over 8 periods (2006-05-25 to 2006-12-26); not yet expert-verified
Backtested periods
8
2006-05-25 to 2006-12-26
Comparison points within $1
99.7%
384 points
Max principal delta
$0.44
interest $1.11 · balance $0.45
What the encoder found in the filings
- B-6: draft face 2,498,480.00 -> reported 2,498,480.27 (pinned from the remittance Original Balance)
Capital structure · original faces
I-A-1
$302,144,000.00
I-A-2
$13,907,000.00
I-A-R
$100.00
II-A-1
$150,000,000.00
II-A-2
$100,000,000.00
II-A-3
$6,200,000.00
II-A-4
$199,518,000.00
II-A-5
$48,315,000.00
II-A-6
$107,155,000.00
II-A-7
$28,131,000.00
B-1
$15,990,000.00
B-2
$10,493,000.00
B-3
$6,496,000.00
B-4
$5,996,000.00
B-5
$2,499,000.00
B-6
$2,498,480.27
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2006-07-25 | I-A-1 | -1.11 |
| 2006-09-25 | I-A-1 | +0.91 |
| 2006-08-25 | I-A-1 | +0.86 |
| 2006-09-25 | II-A-4 | +0.84 |
| 2006-11-27 | I-A-1 | +0.77 |
principal
| 2006-05-25 | I-A-1 | +0.44 |
| 2006-05-25 | II-A-4 | +0.12 |
| 2006-05-25 | II-A-1 | +0.06 |
| 2006-05-25 | II-A-2 | +0.06 |
| 2006-12-26 | I-A-1 | -0.02 |
ending balance
| 2006-06-26 | I-A-1 | -0.45 |
| 2006-07-25 | I-A-1 | -0.45 |
| 2006-08-25 | I-A-1 | -0.45 |
| 2006-09-25 | I-A-1 | -0.45 |
| 2006-10-25 | I-A-1 | -0.45 |