Waterfall Forensics.

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

Core shifting-interest family · 15 deals

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