Prime jumbo RMBS
Sequoia Mortgage Trust 2013-4
424B5 filed 2013-03-20, acc 0001144204-13-016391
machine-encoded from the prospectus by the extraction pipeline and tied out over 162 periods (2013-04-25 to 2026-09-25); not yet expert-verified
Backtested periods
162
2013-04-25 to 2026-09-25
Comparison points within $1
96.9%
4,712 points
Max principal delta
$0.26
interest $0.38 · balance $1.80
What the encoder found in the filings
- window starts at deal month 1 (2013-04-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$170,408,000.00
A-2
$170,000,000.00
A-3
$157,795,000.00
A-4
$42,205,000.00
B-1
$10,952,000.00
B-2
$9,511,000.00
B-3
$6,340,000.00
B-4
$3,170,000.00
B-5
$6,054,465.00
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO1, A-IO2, A-IO3) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2015-05-26 | A-IO1 | -0.38 |
| 2024-08-26 | B-5 | -0.36 |
| 2018-08-27 | B-5 | -0.35 |
| 2024-08-26 | A-IO1 | +0.35 |
| 2016-08-25 | B-5 | +0.35 |
principal
| 2015-04-27 | B-5 | -0.26 |
| 2014-09-25 | B-5 | -0.24 |
| 2014-11-25 | B-5 | -0.20 |
| 2013-12-26 | B-5 | -0.19 |
| 2014-01-27 | B-5 | -0.18 |
ending balance
| 2015-10-26 | B-5 | +1.80 |
| 2015-11-25 | B-5 | +1.80 |
| 2015-12-28 | B-5 | +1.80 |
| 2016-01-25 | B-5 | +1.80 |
| 2016-02-25 | B-5 | +1.80 |