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.
| Deal | Asset class | Classes | Backtested periods | Tie-out (within $1) | Verification | |
|---|---|---|---|---|---|---|
| Sequoia Mortgage Trust 2013-1 closed 2013-01-31 · first distribution 2013-02-26 | Prime jumbo RMBS | 9 | 93 | 99.7% | 1/25 confirmed | Verify |
| Sequoia Mortgage Trust 2013-2pipeline-encoded closed 2013-01-29 · first distribution 2013-02-25 | Prime jumbo RMBS | 8 | 154 | 94.9% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2013-3pipeline-encoded closed 2013-02-28 · first distribution 2013-03-25 | Prime jumbo RMBS | 9 | 154 | 95.8% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2011-1pipeline-encoded closed 2011-02-28 · first distribution 2011-03-25 | Prime jumbo RMBS | 7 | 20 | 99.7% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2011-2pipeline-encoded closed 2011-09-26 · first distribution 2011-10-25 | Prime jumbo RMBS | 7 | 50 | 98.1% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2012-1pipeline-encoded closed 2012-01-26 · first distribution 2012-02-25 | Prime jumbo RMBS | 9 | 61 | 96.4% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2012-2pipeline-encoded closed 2012-03-30 · first distribution 2012-04-25 | Prime jumbo RMBS | 9 | 88 | 100.0% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2012-3pipeline-encoded closed 2012-06-29 · first distribution 2012-07-25 | Prime jumbo RMBS | 9 | 89 | 100.0% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2012-4pipeline-encoded closed 2012-09-24 · first distribution 2012-10-25 | Prime jumbo RMBS | 11 | 89 | 100.0% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2012-5pipeline-encoded closed 2012-10-30 · first distribution 2012-11-25 | Prime jumbo RMBS | 7 | 98 | 99.5% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2012-6pipeline-encoded closed 2012-11-29 · first distribution 2012-12-25 | Prime jumbo RMBS | 10 | 96 | 100.0% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2013-4pipeline-encoded closed 2013-03-20 · first distribution 2013-04-25 | Prime jumbo RMBS | 12 | 162 | 96.9% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2013-6pipeline-encoded closed 2013-04-30 · first distribution 2013-05-25 | Prime jumbo RMBS | 9 | 92 | 100.0% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2013-7pipeline-encoded closed 2013-05-23 · first distribution 2013-06-25 | Prime jumbo RMBS | 9 | 160 | 99.7% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2013-8pipeline-encoded closed 2013-06-13 · first distribution 2013-07-25 | Prime jumbo RMBS | 10 | 158 | 99.9% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR3pipeline-encoded closed 2006-02-27 · first distribution 2006-03-25 | Prime hybrid ARM RMBS | 12 | 10 | 100.0% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-AR3pipeline-encoded closed 2007-03-20 · first distribution 2007-04-25 | Prime hybrid ARM RMBS | 12 | 9 | 100.0% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR7pipeline-encoded closed 2006-04-24 · first distribution 2006-05-25 | Prime hybrid ARM RMBS | 16 | 8 | 99.7% | machine-extracted | Verify |
| Citigroup Mortgage Loan Trust 2006-AR6pipeline-encoded closed 2006-08-31 · first distribution 2006-09-25 | Prime hybrid ARM RMBS (two pools: shifting-interest and overcollateralization) | 18 | 4 | 82.9% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR1 Trustpipeline-encoded closed 2006-02-24 · first distribution 2006-03-25 | Prime hybrid ARM RMBS | 14 | 10 | 99.3% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR5 Trustpipeline-encoded closed 2006-03-23 · first distribution 2006-04-25 | Prime hybrid ARM RMBS | 11 | 9 | 96.6% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR6 Trustpipeline-encoded closed 2006-03-30 · first distribution 2006-04-25 | Prime hybrid ARM RMBS | 20 | 9 | 98.5% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR8 Trustpipeline-encoded closed 2006-04-27 · first distribution 2006-05-25 | Prime hybrid ARM RMBS | 21 | 8 | 99.6% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-1 Trustpipeline-encoded closed 2007-01-29 · first distribution 2007-02-25 | Prime fixed-rate RMBS | 18 | 11 | 96.7% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-6 Trustpipeline-encoded closed 2007-04-27 · first distribution 2007-05-25 | Prime fixed-rate RMBS | 14 | 8 | 97.6% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-8 Trustpipeline-encoded closed 2006-06-29 · first distribution 2006-07-25 | Prime fixed-rate RMBS | 27 | 6 | 100.0% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-13 Trustpipeline-encoded closed 2007-08-27 · first distribution 2007-09-25 | Prime fixed-rate RMBS | 18 | 4 | 98.1% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-11 Trustpipeline-encoded closed 2006-08-29 · first distribution 2006-09-25 | Prime fixed-rate RMBS | 28 | 4 | 98.8% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-3 Trustpipeline-encoded closed 2006-02-27 · first distribution 2006-03-25 | Prime fixed-rate RMBS | 20 | 10 | 98.3% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR12 Trust.pipeline-encoded closed 2006-08-25 · first distribution 2006-09-25 | Prime hybrid ARM RMBS | 17 | 4 | 100.0% | machine-extracted | Verify |
| Sequoia Mortgage Trust 2007-3pipeline-encoded closed 2007-07-27 · first distribution 2007-08-25 | Prime hybrid ARM RMBS (LIBOR certificates, sub-pools 2A/2B/2C) | 24 | 4 | 91.2% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR18 Trustpipeline-encoded closed 2006-10-24 · first distribution 2006-11-25 | Prime hybrid ARM RMBS | 23 | 2 | 89.5% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR4pipeline-encoded closed 2006-03-22 · first distribution 2006-04-25 | Prime hybrid ARM RMBS | 15 | 8 | 99.2% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-AR10pipeline-encoded closed 2006-06-29 · first distribution 2006-07-25 | Prime hybrid ARM RMBS | 22 | 6 | 98.2% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2008-AR2pipeline-encoded closed 2008-02-26 · first distribution 2008-03-25 | Prime hybrid ARM RMBS | 10 | 10 | 97.1% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-10pipeline-encoded closed 2006-07-31 · first distribution 2006-08-25 | Prime fixed-rate RMBS | 33 | 5 | 94.6% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-9pipeline-encoded closed 2007-06-28 · first distribution 2007-07-25 | Prime fixed-rate RMBS | 18 | 5 | 97.4% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2006-5pipeline-encoded closed 2006-04-26 · first distribution 2006-05-25 | Prime fixed-rate RMBS | 17 | 7 | 100.0% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-5pipeline-encoded closed 2007-04-27 · first distribution 2007-05-25 | Prime fixed-rate RMBS | 14 | 8 | 99.7% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-11pipeline-encoded closed 2007-07-31 · first distribution 2007-08-25 | Prime fixed-rate RMBS | 72 | 5 | 98.4% | machine-extracted | Verify |
| Wells Fargo Mortgage Backed Securities 2007-12pipeline-encoded closed 2007-08-27 · first distribution 2007-09-25 | Prime fixed-rate RMBS | 16 | 4 | 100.0% | machine-extracted | Verify |
| Sequoia Mortgage 2010-H1pipeline-encoded closed 2010-04-27 · first distribution 2010-05-25 | Prime jumbo RMBS | 8 | 57 | 98.4% | machine-extracted | Verify |
| Sequoia Mortgage 2007-1pipeline-encoded closed 2007-03-30 · first distribution 2007-04-25 | Prime hybrid ARM RMBS | 17 | 9 | 99.8% | machine-extracted | Verify |
The library holds the fully verified encodings. The extraction pipeline has read 140 deals across 3 shelves so far. See the whole portfolio ›