Prime jumbo RMBS
Sequoia Mortgage Trust 2013-3
424B5 filed 2013-02-28, acc 0001144204-13-011848
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
95.8%
3,542 points
Max principal delta
$0.56
interest $777.22 · balance $4.08
What the encoder found in the filings
- 2 restatement(s) across 1 date(s): 2013-12-26; largest A-2 opens -917,644.17 off its previous close
- window starts at deal month 10 (2013-12-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$150,196,000.00
A-2
$411,000,000.00
B-1
$11,404,000.00
B-2
$9,904,000.00
B-3
$8,102,000.00
B-4
$3,001,000.00
B-5
$6,603,241.00
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
| 2022-12-27 | A-IO2 | -777.22 |
| 2022-12-27 | B-5 | +261.76 |
| 2014-09-25 | A-IO2 | +0.56 |
| 2014-06-25 | A-IO2 | +0.36 |
| 2015-02-25 | A-IO2 | -0.36 |
principal
| 2014-09-25 | B-5 | -0.56 |
| 2014-06-25 | B-5 | -0.36 |
| 2016-09-26 | B-5 | -0.33 |
| 2014-04-25 | B-5 | -0.27 |
| 2014-08-25 | B-5 | -0.26 |
ending balance
| 2017-06-26 | B-5 | +4.08 |
| 2017-07-25 | B-5 | +4.08 |
| 2017-08-25 | B-5 | +4.07 |
| 2017-09-25 | B-5 | +4.06 |
| 2017-10-25 | B-5 | +4.06 |