EX-99.1 CHARTER 5 semt0410.htm EXHIBIT 99.1 Semt 04-10

Sequoia Mortgage Trust 2004-10 - Price/Yield - B1

  
        

Balance

$14,041,000.00

Delay

0

Index

LIBOR_1MO | 1.91

 WAC

3.475817476

Coupon

2.41

Dated

10/28/2004

Mult / Margin

1 / 0.50

 NET

3.091881

Settle

10/28/2004

First Payment

11/20/2004

Cap / Floor

11.50 / 0

  
        

Price

5 CPR

10 CPR

20 CPR

25 CPR

30 CPR

35 CPR

40 CPR

 

Disc Margin

Disc Margin

Disc Margin

Disc Margin

Disc Margin

Disc Margin

Disc Margin

99.500000

53.53

54.68

58.16

59.91

61.59

63.33

65.19

99.515625

53.42

54.53

57.90

59.60

61.22

62.91

64.71

99.531250

53.31

54.39

57.65

59.29

60.86

62.49

64.24

99.546875

53.20

54.24

57.39

58.98

60.50

62.08

63.76

99.562500

53.09

54.09

57.13

58.67

60.14

61.66

63.29

99.578125

52.98

53.95

56.88

58.36

59.77

61.24

62.81

99.593750

52.87

53.80

56.62

58.05

59.41

60.82

62.33

99.609375

52.76

53.65

56.37

57.74

59.05

60.41

61.86

99.625000

52.65

53.51

56.11

57.43

58.68

59.99

61.38

99.640625

52.54

53.36

55.86

57.12

58.32

59.57

60.91

99.656250

52.42

53.21

55.60

56.81

57.96

59.16

60.43

99.671875

52.31

53.07

55.35

56.50

57.60

58.74

59.96

99.687500

52.20

52.92

55.09

56.19

57.23

58.32

59.48

99.703125

52.09

52.78

54.84

55.88

56.87

57.90

59.01

99.718750

51.98

52.63

54.58

55.57

56.51

57.49

58.53

99.734375

51.87

52.48

54.33

55.26

56.15

57.07

58.06

99.750000

51.76

52.34

54.07

54.95

55.79

56.65

57.58

99.765625

51.65

52.19

53.82

54.64

55.42

56.24

57.11

99.781250

51.54

52.04

53.56

54.33

55.06

55.82

56.63

99.796875

51.43

51.90

53.31

54.02

54.70

55.41

56.16

99.812500

51.32

51.75

53.05

53.71

54.34

54.99

55.69

99.828125

51.21

51.61

52.80

53.40

53.98

54.57

55.21

99.843750

51.10

51.46

52.54

53.09

53.61

54.16

54.74

99.859375

50.99

51.31

52.29

52.78

53.25

53.74

54.26

99.875000

50.88

51.17

52.03

52.47

52.89

53.33

53.79

99.890625

50.77

51.02

51.78

52.16

52.53

52.91

53.32

99.906250

50.66

50.88

51.53

51.85

52.17

52.49

52.84

99.921875

50.55

50.73

51.27

51.54

51.81

52.08

52.37

99.937500

50.44

50.58

51.02

51.24

51.44

51.66

51.89

99.953125

50.33

50.44

50.76

50.93

51.08

51.25

51.42

99.968750

50.22

50.29

50.51

50.62

50.72

50.83

50.95

99.984375

50.11

50.15

50.25

50.31

50.36

50.42

50.47

100.000000

50.00

50.00

50.00

50.00

50.00

50.00

50.00

100.015625

49.89

49.85

49.75

49.69

49.64

49.58

49.53

100.031250

49.78

49.71

49.49

49.38

49.28

49.17

49.05

100.046875

49.67

49.56

49.24

49.07

48.92

48.75

48.58

100.062500

49.56

49.42

48.98

48.77

48.56

48.34

48.11

100.078125

49.45

49.27

48.73

48.46

48.20

47.92

47.63

100.093750

49.34

49.13

48.48

48.15

47.83

47.51

47.16

100.109375

49.23

48.98

48.22

47.84

47.47

47.09

46.69

100.125000

49.12

48.83

47.97

47.53

47.11

46.68

46.22

100.140625

49.01

48.69

47.71

47.22

46.75

46.26

45.74

100.156250

48.90

48.54

47.46

46.91

46.39

45.85

45.27

100.171875

48.79

48.40

47.21

46.61

46.03

45.44

44.80

100.187500

48.68

48.25

46.95

46.30

45.67

45.02

44.33

100.203125

48.57

48.11

46.70

45.99

45.31

44.61

43.85

100.218750

48.46

47.96

46.45

45.68

44.95

44.19

43.38

100.234375

48.35

47.82

46.19

45.37

44.59

43.78

42.91

100.250000

48.24

47.67

45.94

45.07

44.23

43.36

42.44

100.265625

48.13

47.53

45.69

44.76

43.87

42.95

41.97

100.281250

48.02

47.38

45.43

44.45

43.51

42.54

41.49

100.296875

47.91

47.23

45.18

44.14

43.15

42.12

41.02

100.312500

47.80

47.09

44.93

43.83

42.79

41.71

40.55

100.328125

47.69

46.94

44.67

43.53

42.43

41.29

40.08

100.343750

47.59

46.80

44.42

43.22

42.07

40.88

39.61

100.359375

47.48

46.65

44.17

42.91

41.71

40.47

39.14

100.375000

47.37

46.51

43.91

42.60

41.35

40.05

38.67

100.390625

47.26

46.36

43.66

42.30

40.99

39.64

38.19

100.406250

47.15

46.22

43.41

41.99

40.63

39.23

37.72

100.421875

47.04

46.07

43.16

41.68

40.28

38.81

37.25

100.437500

46.93

45.93

42.90

41.38

39.92

38.40

36.78

100.453125

46.82

45.78

42.65

41.07

39.56

37.99

36.31

100.468750

46.71

45.64

42.40

40.76

39.20

37.57

35.84

100.484375

46.60

45.49

42.14

40.45

38.84

37.16

35.37

100.500000

46.49

45.35

41.89

40.15

38.48

36.75

34.90

        

WAL

17.62

12.58

6.73

5.44

4.60

3.97

3.46

Mod Durn 30360

14.06

10.61

6.09

5.01

4.28

3.72

3.27

        

LIBOR_1MO

1.91

1.91

1.91

1.91

1.91

1.91

1.91

LIBOR_6MO

2.21125

2.21125

2.21125

2.21125

2.21125

2.21125

2.21125

Prepay

5 CPR

10 CPR

20 CPR

25 CPR

30 CPR

35 CPR

40 CPR

Optional Redemption

Call (Y)

Call (Y)

Call (Y)

Call (Y)

Call (Y)

Call (Y)

Call (Y)





Sequoia Mortgage Trust 2004-10 - Price/Yield - B2

        

Balance

$6,849,000.00

Delay

0

Index

LIBOR_1MO | 1.91

 WAC

3.475817476

Coupon

2.76

Dated

10/28/2004

Mult / Margin

1 / 0.85

 NET

3.091881

Settle

10/28/2004

First Payment

11/20/2004

Cap / Floor

11.50 / 0

  
        

Price

5 CPR

10 CPR

20 CPR

25 CPR

30 CPR

35 CPR

40 CPR

 

Disc Margin

Disc Margin

Disc Margin

Disc Margin

Disc Margin

Disc Margin

Disc Margin

99.500000

88.64

89.79

93.26

95.02

96.69

98.43

100.29

99.515625

88.52

89.64

93.00

94.70

96.32

98.01

99.81

99.531250

88.41

89.49

92.74

94.39

95.96

97.59

99.33

99.546875

88.29

89.34

92.49

94.07

95.59

97.17

98.85

99.562500

88.18

89.19

92.23

93.76

95.22

96.75

98.37

99.578125

88.07

89.04

91.97

93.45

94.86

96.33

97.89

99.593750

87.95

88.89

91.71

93.13

94.49

95.91

97.42

99.609375

87.84

88.74

91.45

92.82

94.13

95.49

96.94

99.625000

87.73

88.59

91.19

92.51

93.76

95.07

96.46

99.640625

87.61

88.44

90.93

92.19

93.39

94.65

95.98

99.656250

87.50

88.29

90.68

91.88

93.03

94.22

95.50

99.671875

87.38

88.14

90.42

91.57

92.66

93.80

95.02

99.687500

87.27

87.99

90.16

91.25

92.30

93.38

94.55

99.703125

87.16

87.84

89.90

90.94

91.93

92.96

94.07

99.718750

87.04

87.69

89.64

90.63

91.57

92.54

93.59

99.734375

86.93

87.54

89.38

90.31

91.20

92.13

93.11

99.750000

86.82

87.39

89.13

90.00

90.84

91.71

92.63

99.765625

86.70

87.24

88.87

89.69

90.47

91.29

92.16

99.781250

86.59

87.09

88.61

89.37

90.11

90.87

91.68

99.796875

86.47

86.94

88.35

89.06

89.74

90.45

91.20

99.812500

86.36

86.79

88.09

88.75

89.38

90.03

90.72

99.828125

86.25

86.64

87.83

88.44

89.01

89.61

90.25

99.843750

86.13

86.49

87.58

88.12

88.65

89.19

89.77

99.859375

86.02

86.34

87.32

87.81

88.28

88.77

89.29

99.875000

85.91

86.19

87.06

87.50

87.92

88.35

88.81

99.890625

85.79

86.04

86.80

87.19

87.55

87.93

88.34

99.906250

85.68

85.90

86.55

86.87

87.19

87.51

87.86

99.921875

85.57

85.75

86.29

86.56

86.82

87.09

87.38

99.937500

85.45

85.60

86.03

86.25

86.46

86.67

86.91

99.953125

85.34

85.45

85.77

85.94

86.09

86.26

86.43

99.968750

85.23

85.30

85.51

85.62

85.73

85.84

85.95

99.984375

85.11

85.15

85.26

85.31

85.36

85.42

85.48

100.000000

85.00

85.00

85.00

85.00

85.00

85.00

85.00

100.015625

84.89

84.85

84.74

84.69

84.64

84.58

84.52

100.031250

84.77

84.70

84.49

84.38

84.27

84.16

84.05

100.046875

84.66

84.55

84.23

84.06

83.91

83.74

83.57

100.062500

84.55

84.40

83.97

83.75

83.54

83.33

83.09

100.078125

84.43

84.25

83.71

83.44

83.18

82.91

82.62

100.093750

84.32

84.11

83.46

83.13

82.82

82.49

82.14

100.109375

84.21

83.96

83.20

82.82

82.45

82.07

81.67

100.125000

84.09

83.81

82.94

82.51

82.09

81.65

81.19

100.140625

83.98

83.66

82.69

82.19

81.72

81.24

80.72

100.156250

83.87

83.51

82.43

81.88

81.36

80.82

80.24

100.171875

83.75

83.36

82.17

81.57

81.00

80.40

79.76

100.187500

83.64

83.21

81.91

81.26

80.63

79.98

79.29

100.203125

83.53

83.06

81.66

80.95

80.27

79.57

78.81

100.218750

83.42

82.92

81.40

80.64

79.91

79.15

78.34

100.234375

83.30

82.77

81.14

80.33

79.54

78.73

77.86

100.250000

83.19

82.62

80.89

80.01

79.18

78.31

77.39

100.265625

83.08

82.47

80.63

79.70

78.82

77.90

76.91

100.281250

82.96

82.32

80.37

79.39

78.45

77.48

76.44

100.296875

82.85

82.17

80.12

79.08

78.09

77.06

75.96

100.312500

82.74

82.02

79.86

78.77

77.73

76.65

75.49

100.328125

82.63

81.88

79.60

78.46

77.37

76.23

75.01

100.343750

82.51

81.73

79.35

78.15

77.00

75.81

74.54

100.359375

82.40

81.58

79.09

77.84

76.64

75.39

74.06

100.375000

82.29

81.43

78.84

77.53

76.28

74.98

73.59

100.390625

82.17

81.28

78.58

77.22

75.91

74.56

73.12

100.406250

82.06

81.13

78.32

76.91

75.55

74.14

72.64

100.421875

81.95

80.98

78.07

76.60

75.19

73.73

72.17

100.437500

81.84

80.84

77.81

76.28

74.83

73.31

71.69

100.453125

81.72

80.69

77.56

75.97

74.47

72.90

71.22

100.468750

81.61

80.54

77.30

75.66

74.10

72.48

70.75

100.484375

81.50

80.39

77.04

75.35

73.74

72.06

70.27

100.500000

81.39

80.24

76.79

75.04

73.38

71.65

69.80

        

WAL

17.62

12.58

6.73

5.44

4.60

3.97

3.46

Mod Durn 30360

13.63

10.36

6.00

4.95

4.24

3.69

3.24

        

LIBOR_1MO

1.91

1.91

1.91

1.91

1.91

1.91

1.91

LIBOR_6MO

2.21125

2.21125

2.21125

2.21125

2.21125

2.21125

2.21125

Prepay

5 CPR

10 CPR

20 CPR

25 CPR

30 CPR

35 CPR

40 CPR

Optional Redemption

Call (Y)

Call (Y)

Call (Y)

Call (Y)

Call (Y)

Call (Y)

Call (Y)