Prime hybrid ARM RMBS
Wells Fargo Mortgage Backed Securities 2007-AR3
424B5 filed 2007-03-20, acc 0001193125-07-058982
machine-encoded from the prospectus by the extraction pipeline and tied out over 9 periods (2007-04-25 to 2007-12-26); not yet expert-verified
Backtested periods
9
2007-04-25 to 2007-12-26
Comparison points within $1
100.0%
306 points
Max principal delta
$0.02
interest $0.21 · balance $0.05
What the encoder found in the filings
- B-6: draft face 1,222,616.00 -> reported 1,222,616.36 (pinned from the remittance Original Balance)
- window starts at deal month 1 (2007-04-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$170,000,000.00
A-2
$56,666,000.00
A-4
$226,935,000.00
A-5
$17,598,000.00
A-R
$100.00
B-1
$9,776,000.00
B-2
$2,933,000.00
B-3
$1,955,000.00
B-4
$977,000.00
B-5
$734,000.00
B-6
$1,222,616.36
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-3) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2007-08-27 | A-2 | -0.21 |
| 2007-09-25 | A-2 | -0.19 |
| 2007-10-25 | A-2 | -0.13 |
| 2007-06-25 | A-2 | -0.12 |
| 2007-07-25 | A-2 | -0.04 |
principal
| 2007-11-26 | B-6 | +0.02 |
| 2007-04-25 | B-6 | +0.01 |
| 2007-05-25 | B-6 | +0.01 |
| 2007-07-25 | B-6 | +0.01 |
| 2007-08-27 | B-6 | +0.01 |
ending balance
| 2007-11-26 | B-6 | -0.05 |
| 2007-12-26 | B-6 | -0.05 |
| 2007-09-25 | B-6 | -0.04 |
| 2007-10-25 | B-6 | -0.04 |
| 2007-08-27 | B-6 | -0.03 |