Prime jumbo RMBS
Sequoia Mortgage Trust 2011-2
424B5 filed 2011-09-26, acc 0001144204-11-054786
machine-encoded from the prospectus by the extraction pipeline and tied out over 50 periods (2011-10-25 to 2015-11-25); not yet expert-verified
Backtested periods
50
2011-10-25 to 2015-11-25
Comparison points within $1
98.1%
912 points
Max principal delta
$0.29
interest $2439.26 · balance $0.30
What the encoder found in the filings
- window starts at deal month 1 (2011-10-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$347,460,000.00
B-1
$10,319,000.00
B-2
$4,878,000.00
B-3
$5,440,000.00
B-4
$3,002,000.00
B-5
$4,128,254.00
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2013-12-26 | A-IO | -2439.26 |
| 2012-05-25 | A-IO | +756.19 |
| 2013-06-25 | A-IO | +724.79 |
| 2012-04-25 | A-IO | +432.52 |
| 2012-06-25 | A-IO | +204.79 |
principal
| 2015-11-25 | B-5 | +0.29 |
| 2014-07-25 | B-5 | -0.11 |
| 2015-11-25 | A-1 | +0.08 |
| 2013-08-26 | B-5 | -0.05 |
| 2015-06-25 | B-5 | -0.05 |
ending balance
| 2015-08-25 | B-5 | +0.30 |
| 2015-09-25 | B-5 | +0.30 |
| 2015-10-26 | B-5 | +0.29 |
| 2015-06-25 | B-5 | +0.28 |
| 2015-07-27 | B-5 | +0.27 |