Prime hybrid ARM RMBS
Sequoia Mortgage 2007-1
424B5 filed 2007-03-30, acc 0000950149-07-000113
machine-encoded from the prospectus by the extraction pipeline and tied out over 9 periods (2007-04-20 to 2007-12-20); not yet expert-verified
Backtested periods
9
2007-04-20 to 2007-12-20
Comparison points within $1
99.8%
459 points
Max principal delta
$0.02
interest $1.78 · balance $0.02
What the encoder found in the filings
- B-6: draft face 2,213,939.00 -> reported 2,213,939.48 (pinned from the remittance Original Balance)
Capital structure · original faces
1-A1
$47,248,000.00
1-A2
$5,250,000.00
1-AR
$100.00
2-A1
$401,767,000.00
2-A2
$44,641,000.00
3-A1
$58,664,000.00
3-A2
$6,518,000.00
4-A1
$98,689,000.00
4-A2
$10,965,000.00
5-A1
$158,861,000.00
5-A2
$17,651,000.00
B-1
$18,600,000.00
B-2
$6,200,000.00
B-3
$3,985,000.00
B-4
$2,215,000.00
B-5
$2,214,000.00
B-6
$2,213,939.48
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates
Worst remaining deltas · computed vs reported
interest
| 2007-04-20 | 2-A1 | +1.78 |
| 2007-06-20 | 4-A1 | -0.44 |
| 2007-04-20 | 2-A2 | +0.20 |
| 2007-06-20 | 1-A1 | +0.17 |
| 2007-12-20 | 1-A1 | +0.15 |
principal
| 2007-06-20 | B-6 | -0.02 |
| 2007-08-20 | B-6 | +0.02 |
| 2007-09-20 | B-6 | -0.01 |
| 2007-05-21 | B-6 | +0.01 |
| 2007-10-22 | B-6 | -0.01 |
ending balance
| 2007-12-20 | 4-A1 | +0.02 |
| 2007-05-21 | B-1 | +0.01 |
| 2007-06-20 | 1-A1 | -0.01 |
| 2007-06-20 | 3-A1 | +0.01 |
| 2007-06-20 | 4-A1 | +0.01 |