Coverage
The portfolio, one cell per deal
Every extracted cell is a securitization read from its governing documents by the extraction pipeline: capital structure, shifting interest schedule, lockout, floors. Color is remittance depth on EDGAR. 105 of the 140 extracted deals share one shifting-interest family the engine already executes, so each one is a marginal-cost deal, not a project.
Sequoia Mortgage Trust
21 deals · 2006–2013 · 233 classes · 1,942 trustee reports
Structural variants · 6 deals
Wells Fargo Mortgage Backed Securities
100 deals · 2003–2008 · 2,024 classes · 357 trustee reports
Core shifting-interest family · 86 deals
Structural variants · 14 deals
Citigroup Mortgage Loan Trust
50 deals · 2005–2007 · 514 classes · 283 trustee reports
Core shifting-interest family · 4 deals
Structural variants · 15 deals
Roster built, extraction queued · 31 deals
read from EDGAR: 424B5 prospectus supplements and 10-D remittance filings · regenerated by the extraction pipeline, not maintained by hand