WATERFALL FORENSICSalpha

Deal library

Verified deal encodings

Every deal below is deconstructed from its governing documents into an executable encoding, backtested against the trustee's actual reported distributions, and open to verification clause by clause.

DealAsset classClassesBacktested periodsTie-out (within $1)Verification
Sequoia Mortgage Trust 2013-1
closed 2013-01-31 · first distribution 2013-02-26
Prime jumbo RMBS99399.7%1/16 confirmedVerify