OpenChainGraph Suite · ART-568 · Securitization · Investor Verification

Securitization Trustee-Report Waterfall Recomputation

Runs the priority-of-payments tier list from your own indenture against the period's collections, and tells you what each tier should have received. Where you also paste what the trustee report says was distributed, the two are compared tier by tier. The left side of that comparison is computed here from the tier list, not copied from the report, so it is an independent recomputation rather than a re-adding of published totals. Investors and analysts hold the indenture; trustees serve the deal. This tool serves the reader verifying the report.

Caller supplied tier list Caller declared triggers Fixed-point money math Indenture governs, not this tool
Basis: the priority of payments as you declare it from the deal indenture · no deal library, no bundled tier list, trigger states are your declared booleans only
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
⚠ This arithmetic needs no loan-level data: period collections and a declared tier list are the whole input surface. Fields this page does not map are ignored and never appear in the receipt. A divergence against the trustee report is an arithmetic finding about the tier list and figures you supply. Whether the deal was administered correctly is for the indenture, the servicer and the trustee. This page computes once when you press the button, stores nothing, runs on no schedule, and retains nothing.
Period and indenture reference

The demo deal below is synthetic. It is not a copy of any real transaction, and it is already loaded so you can press Run without entering anything of your own.

Period collections by type
Triggers (your declared booleans, never computed here)
Priority-of-payments tier list
What the trustee report says was distributed
Allocation down the tier list
Residual by collection type
Triggers
Against the trustee report
Rejected inputs
Rationale
    Execution Hash (SHA-256)
    What this does not do

    It does not forecast, project or model a scenario. It recomputes a stated period and nothing else. It performs no credit or rating analysis, it does not verify the completeness of the figures you supply, and it makes no assertion about whether the deal complies with anything or was administered correctly. Trigger states are your declared booleans only: this tool computes no coverage ratio, delinquency rate, or other market figure to decide whether a trigger is breached. It cites the OCC's Comptroller's Handbook on Asset Securitization as a mechanics reference; the priority of payments used here comes from the indenture you already hold, and that document governs, not this tool.

    Related

    Shares a tier-engine design shape with ART-509 Securitisation Payment Waterfall Recomputation (investor report vs. trustee report) and ART-447 Securitisation Risk Retention Check, but is an independent tool with its own vocabulary and citations.

    

    



    
  
    
    
    Ask your agent
    
    
  
    
  
    Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.
    
  
    Run the AINumbers MCP tool `recompute_trustee_report_waterfall`. Task: Recompute a securitization priority-of-payments waterfall for one stated distribution period from a caller-declared tier list and the period's own collections, then compares the recomputed distribution against what the monthly trustee report states was distributed.
Call it with arguments: {"policy_parameters":{"deal_ref":"SYNTH-TRUST-2025-A","period_label":"2025-08 distribution period","currency":"USD","indenture_ref":{"document_ref":"SYNTHETIC INDENTURE SYNTH-TRUST-2025-A","section_ref":"Priority of Payments, Section 3.02","version":"1.0","dated":"2025-04-01"},"period_collections":[{"collection_type":"interest","amount_minor_units":9000000},{"collection_type":"principal","amount_minor_units":20000000}],"triggers":[{"trigger_id":"delinquency-trigger","label":"Cumulative delinquency trigger","breached":false}],"tiers":[{"tier_id":"t1","label":"Trustee and servicing fees","type":"fees","collection_type":"interest","amount_due_minor_units":200000},{"tier_id":"t2","label":"Class A interest","type":"interest","collection_type":"interest","amount_due_minor_units":5800000},{"tier_id":"t3","label":"Reserve account replenishment","type":"reserve","collection_type":"interest","amount_due_minor_units":3000000,"cap_minor_units":3000000,"trigger_id":"delinquency-trigger"},{"tier_id":"t4","label":"Class A principal","type":"principal","collection_type":"principal","amount_due_minor_units":20000000},{"tier_id":"t5","label":"Class B principal","type":"principal","collection_type":"principal","amount_due_minor_units":4000000}],"trustee_reported_distribution":[{"tier_id":"t1","amount_minor_units":200000},{"tier_id":"t2","amount_minor_units":5800000},{"tier_id":"t3","amount_minor_units":3000000},{"tier_id":"t4","amount_minor_units":20000000},{"tier_id":"t5","amount_minor_units":0}]}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-568-securitization-trustee-report-recompute.html#p=v1.H4sIAAAAAAAA_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