Prime jumbo RMBS
Sequoia Mortgage Trust 2013-1
424B2 filed 2013-01-14, acc 0001144204-13-002185
Backtested periods
93
full remaining life
Comparison points within $1
99.7%
2,139 points
Max principal delta
$0.08
interest $5.15 · balance $0.10
Capital structure · original faces
1-A1
$151,646,000.00
2-A1
$217,189,000.00
B-1
$10,146,000.00
B-2
$6,764,000.00
B-3
$4,576,000.00
B-4
$3,382,000.00
B-5
$4,178,279.00
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (1-AX, 2-AX) accrue on senior notionals
Executed waterfall · distribution of 2021-08-25 (as reported by the trustee)
| Step | Amount | Remaining funds |
|---|---|---|
| Senior Certificates, the Interest Distribution Amount and unpaid Interest Shortfalls | -30,540.25 | 34,268,858.00 |
| Senior Certificates, the Senior Principal Distribution Amount | -188,980.51 | 34,079,877.49 |
| Senior Certificates, the Interest Distribution Amount and unpaid Interest Shortfalls | -43,078.70 | 1,252,335.60 |
| Senior Certificates, the Senior Principal Distribution Amount | -944,923.31 | 307,412.29 |
| Class B-1 Certificates, the Interest Distribution Amount and unpaid Interest Shortfalls | -7,915.05 | 387,254.28 |
| Class B-1 Certificates, the Subordinate Principal Distribution Amount | -2,667,766.06 | -2,280,511.78 |
| Class B-2 Certificates, the Interest Distribution Amount and unpaid Interest Shortfalls | -5,276.70 | -2,285,788.48 |
| Class B-2 Certificates, the Subordinate Principal Distribution Amount | -1,778,510.68 | -4,064,299.16 |
| Class B-3 Certificates, the Interest Distribution Amount and unpaid Interest Shortfalls | -3,569.81 | -4,067,868.97 |
| Class B-3 Certificates, the Subordinate Principal Distribution Amount | -1,203,202.97 | -5,271,071.94 |
| Class B-4 Certificates, the Interest Distribution Amount and unpaid Interest Shortfalls | -2,638.35 | -5,273,710.29 |
| Class B-4 Certificates, the Subordinate Principal Distribution Amount | -889,255.35 | -6,162,965.64 |
| Class B-5 Certificates, the Interest Distribution Amount and unpaid Interest Shortfalls | -16,176.03 | -6,179,141.67 |
| Class B-5 Certificates, the Subordinate Principal Distribution Amount | -4,178,278.95 | -10,357,420.62 |
| Class LT-R and R Certificates, any remaining amounts | 0.00 | -10,357,420.62 |
Worst remaining deltas · computed vs reported
interest
| 2021-07-26 | 2-A1 | -5.15 |
| 2021-07-26 | 2-AX | -5.04 |
| 2021-07-26 | B-5 | +3.64 |
| 2021-07-26 | B-1 | +2.67 |
| 2021-07-26 | B-2 | +1.78 |
principal
| 2013-12-26 | 1-A1 | +0.08 |
| 2021-08-25 | B-5 | +0.05 |
| 2021-08-25 | 1-A1 | -0.04 |
| 2013-12-26 | B-1 | -0.03 |
| 2021-08-25 | B-2 | +0.03 |
ending balance
| 2015-11-25 | 1-A1 | -0.10 |
| 2015-10-26 | 1-A1 | -0.10 |
| 2015-05-26 | 1-A1 | -0.10 |
| 2015-07-27 | 1-A1 | -0.10 |
| 2015-12-28 | 1-A1 | -0.10 |