Wells Fargo Mortgage Backed Securities 2007-12

What the encoder found in the filings

• ▸dropped A-1, A-2, A-3, A-4, A-5, A-6, A-15, A-16, A-17, A-18, A-19, A-20, A-21: never reported by the trustee, so not part of the deal as issued
• ▸A-PO: draft face 719,718.00 -> reported 719,718.65 (pinned from the remittance Original Balance)
• ▸B-6: draft face 564,115.00 -> reported 564,115.46 (pinned from the remittance Original Balance)
• ▸group 1 has 10 senior classes (A-7, A-8, A-9, A-10, A-11, A-12, A-13, A-14, 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-15, A-16, A-17, A-18, A-19, A-2, A-20, A-21, A-3, A-4, A-5, A-6
• ▸window starts at deal month 1 (2007-09-25); earlier reports are not in the machine-readable run

Capital structure · original faces

viridian = senior (per-pool) · burgundy = cross-collateralized subordinates

Worst remaining deltas · computed vs reported