Wells Fargo Mortgage Backed Securities 2007-11

What the encoder found in the filings

• ▸dropped A-1, A-45, A-46, A-47, A-48, A-49, A-60, A-71, A-72, A-73, A-74, A-75, A-76, A-77, A-78, A-79, A-80, A-81, A-82, A-83, A-84, A-85, A-86, A-87, A-88, A-89, A-90, A-91, A-92, A-93, A-94, A-95, A-96, A-97, A-63: never reported by the trustee, so not part of the deal as issued
• ▸A-PO: draft face 20,185,589.00 -> reported 20,185,589.08 (pinned from the remittance Original Balance)
• ▸B-6: draft face 7,909,686.00 -> reported 7,909,686.76 (pinned from the remittance Original Balance)
• ▸group 1 has 57 senior classes (A-2, A-3, A-4, A-5, A-6, A-8, A-9, A-10, A-12, A-13, A-14, A-15, A-16, A-18, A-19, A-20, A-21, A-22, A-23, A-24, A-25, A-26, A-27, A-28, A-29, A-30, A-31, A-32, A-33, A-34, A-35, A-36, A-37, A-38, A-40, A-41, A-42, A-43, A-44, A-51, A-52, A-54, A-55, A-56, A-57, A-58, A-59, A-64, A-65, A-66, A-67, A-68, A-69, A-70, A-98, A-PO, A-R); assumed pro rata, but the contract may pay them as components — check the tie-out
• ▸exchangeable certificates left out of the tie-out (their rows duplicate the underlying classes): A-1, A-45, A-46, A-47, A-48, A-49, A-60, A-63, A-71, A-72, A-73, A-74, A-75, A-76, A-77, A-78, A-79, A-80, A-81, A-82, A-83, A-84, A-85, A-86, A-87, A-88, A-89, A-90, A-91, A-92, A-93, A-94, A-95, A-96, A-97
• ▸window starts at deal month 1 (2007-08-27); earlier reports are not in the machine-readable run

Capital structure · original faces

viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-7, A-11, A-17, A-39, A-50, A-53, A-61, A-62, A-99) accrue on senior notionals

Worst remaining deltas · computed vs reported