Prime jumbo RMBS
Sequoia Mortgage Trust 2013-2
424B5 filed 2013-01-29, acc 0001144204-13-004433
machine-encoded from the prospectus by the extraction pipeline and tied out over 154 periods (2013-12-26 to 2026-09-25); not yet expert-verified
Backtested periods
154
2013-12-26 to 2026-09-25
Comparison points within $1
94.9%
3,077 points
Max principal delta
$0.35
interest $1677.24 · balance $3.72
What the encoder found in the filings
- 1 restatement(s) across 1 date(s): 2013-12-26; largest A opens -634,496.30 off its previous close
- window starts at deal month 11 (2013-12-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A
$619,163,000.00
B-1
$14,654,000.00
B-2
$12,657,000.00
B-3
$6,661,000.00
B-4
$5,662,000.00
B-5
$7,328,404.69
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO1, A-IO2) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2024-06-25 | B-5 | +1677.24 |
| 2024-07-25 | B-5 | -1632.96 |
| 2024-06-25 | A | -787.33 |
| 2024-06-25 | A-IO2 | -476.65 |
| 2024-06-25 | A-IO1 | -263.00 |
principal
| 2014-05-27 | B-5 | -0.35 |
| 2015-07-27 | B-5 | -0.27 |
| 2017-04-25 | B-5 | -0.26 |
| 2016-11-25 | B-5 | -0.22 |
| 2015-05-26 | B-5 | -0.21 |
ending balance
| 2020-07-27 | B-5 | +3.72 |
| 2020-08-25 | B-5 | +3.72 |
| 2020-09-25 | B-5 | +3.72 |
| 2020-10-26 | B-5 | +3.72 |
| 2020-11-25 | B-5 | +3.72 |