Prime hybrid ARM RMBS
Wells Fargo Mortgage Backed Securities 2006-AR8 Trust
424B5 filed 2006-04-27, acc 0001193125-06-091128
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
99.6%
504 points
Max principal delta
$0.44
interest $1.30 · balance $0.44
What the encoder found in the filings
- B-6: draft face 2,975,142.00 -> reported 2,975,142.14 (pinned from the remittance Original Balance)
- group 1 has 5 senior classes (I-A-1, I-A-2, I-A-3, I-A-4, I-A-R); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 2 has 7 senior classes (II-A-1, II-A-2, II-A-3, II-A-4, II-A-5, II-A-6, II-A-7); assumed pro rata, but the contract may pay them as components — check the tie-out
- group 3 has 3 senior classes (III-A-1, III-A-2, III-A-3); assumed pro rata, but the contract may pay them as components — check the tie-out
Capital structure · original faces
I-A-1
$56,649,000.00
I-A-2
$6,294,000.00
I-A-3
$120,123,000.00
I-A-4
$5,201,000.00
I-A-R
$100.00
II-A-1
$190,120,000.00
II-A-2
$8,232,000.00
II-A-3
$125,000,000.00
II-A-4
$265,936,000.00
II-A-5
$11,514,000.00
II-A-6
$227,110,000.00
II-A-7
$9,833,000.00
III-A-1
$290,961,000.00
III-A-2
$98,271,000.00
III-A-3
$16,853,000.00
B-1
$30,502,000.00
B-2
$9,671,000.00
B-3
$5,208,000.00
B-4
$4,464,000.00
B-5
$2,976,000.00
B-6
$2,975,142.14
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2006-05-25 | III-A-1 | -1.30 |
| 2006-06-26 | III-A-1 | -1.17 |
| 2006-07-25 | III-A-1 | -0.95 |
| 2006-08-25 | III-A-1 | +0.81 |
| 2006-10-25 | III-A-1 | +0.80 |
principal
| 2006-05-25 | III-A-1 | -0.44 |
| 2006-05-25 | I-A-3 | +0.14 |
| 2006-05-25 | I-A-1 | +0.07 |
| 2006-05-25 | II-A-4 | +0.06 |
| 2006-05-25 | II-A-1 | +0.03 |
ending balance
| 2006-12-26 | III-A-1 | +0.44 |
| 2006-06-26 | III-A-1 | +0.44 |
| 2006-07-25 | III-A-1 | +0.44 |
| 2006-05-25 | III-A-1 | +0.44 |
| 2006-11-27 | III-A-1 | +0.43 |