Prime jumbo RMBS
Sequoia Mortgage 2010-H1
424B5 filed 2010-04-27, acc 0001144204-10-022414
machine-encoded from the prospectus by the extraction pipeline and tied out over 57 periods (2010-09-27 to 2015-05-26); not yet expert-verified
Backtested periods
57
2010-09-27 to 2015-05-26
Comparison points within $1
98.4%
1,110 points
Max principal delta
$0.05
interest $2396.90 · balance $0.12
What the encoder found in the filings
- B-4: draft face 2,973,233.00 -> reported 2,973,233.27 (pinned from the remittance Original Balance)
- longest run (66 periods from 2010-05-25) misses by $358,614.43 on principal; the first 4 statement(s) and the last 5 statement(s) from 2015-06-25 excluded, the 57-period run from 2010-09-27 ties
- window starts at deal month 5 (2010-09-27); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$222,378,000.00
R
$50.00
LT-R
$50.00
B-1
$5,946,000.00
B-2
$2,379,000.00
B-3
$4,162,000.00
B-4
$2,973,233.27
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2014-09-25 | A-IO | -2396.90 |
| 2014-09-25 | A-1 | +2396.85 |
| 2014-10-27 | A-IO | -2395.25 |
| 2014-10-27 | A-1 | +2395.23 |
| 2014-11-25 | A-IO | -2227.89 |
principal
| 2010-11-26 | B-4 | -0.05 |
| 2011-01-25 | B-4 | -0.04 |
| 2012-01-25 | B-4 | -0.02 |
| 2011-12-27 | B-4 | -0.01 |
| 2012-03-26 | B-4 | +0.01 |
ending balance
| 2012-02-27 | B-4 | +0.12 |
| 2012-01-25 | B-4 | +0.11 |
| 2012-04-25 | B-4 | +0.11 |
| 2012-03-26 | B-4 | +0.11 |
| 2014-04-25 | B-4 | +0.11 |