Wells Fargo Mortgage Backed Securities 2007-9

What the encoder found in the filings

• ▸dropped I-A-8, I-A-9, II-A-3: never reported by the trustee, so not part of the deal as issued
• ▸I-A-PO: draft face 1,245,029.00 -> reported 1,245,029.10 (pinned from the remittance Original Balance)
• ▸II-A-PO: draft face 938,785.00 -> reported 938,785.09 (pinned from the remittance Original Balance)
• ▸B-6: draft face 752,453.00 -> reported 752,453.60 (pinned from the remittance Original Balance)
• ▸group 1 has 9 senior classes (I-A-1, I-A-2, I-A-3, I-A-4, I-A-5, I-A-6, I-A-7, I-A-PO, I-A-R); assumed pro rata, but the contract may pay them as components — check the tie-out
• ▸group 2 has 3 senior classes (II-A-1, II-A-2, II-A-PO); 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): I-A-8, I-A-9, II-A-3
• ▸class names aligned across report formats: 1-A-7->I-A-7, I-A-P->I-A-PO, II-A-P->II-A-PO
• ▸backtest window starts at deal month 2 (2007-08-27); state initialized from that report's reported beginning balances. Floor-provision 'initial' fractions are pinned from this window's first period, not closing — inert for this window (floors cannot bind while subordination is growing).

Capital structure · original faces

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

Worst remaining deltas · computed vs reported