Waterfall Forensics.

Prime jumbo RMBS

Sequoia Mortgage Trust 2013-6

424B5 filed 2013-04-30, acc 0001144204-13-024837

machine-encoded from the prospectus by the extraction pipeline and tied out over 92 periods (2019-02-25 to 2026-09-25); not yet expert-verified

Backtested periods

92

2019-02-25 to 2026-09-25

Comparison points within $1

100.0%

2,116 points

Max principal delta

$0.01

interest $0.25 · balance $0.04

What the encoder found in the filings

  • 6 restatement(s) across 1 date(s): 2019-02-25; largest A-2 opens -288,533.32 off its previous close
  • window starts at deal month 70 (2019-02-25); earlier reports are not in the machine-readable run

Capital structure · original faces

A-1
$130,000,000.00
A-2
$267,343,000.00
B-1
$7,649,000.00
B-2
$7,012,000.00
B-3
$6,374,000.00
B-4
$2,125,000.00
B-5
$4,463,577.00

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

2020-09-25B-5+0.25
2020-09-25A-IO2-0.24
2025-09-25A-IO2+0.19
2025-09-25B-5-0.19
2025-02-25B-5+0.18

principal

2019-03-25A-2-0.01
2020-05-26A-2-0.01
2020-02-25A-2+0.01
2020-01-27A-2-0.01
2019-03-25B-2+0.01

ending balance

2024-11-25B-1-0.04
2024-12-26B-1-0.03
2024-10-25B-1-0.03
2025-03-25B-1-0.03
2024-09-25B-1-0.03