Prime jumbo RMBS
Sequoia Mortgage Trust 2012-1
424B5 filed 2012-01-26, acc 0001144204-12-004188
machine-encoded from the prospectus by the extraction pipeline and tied out over 61 periods (2012-02-27 to 2017-02-27); not yet expert-verified
Backtested periods
61
2012-02-27 to 2017-02-27
Comparison points within $1
96.4%
1,403 points
Max principal delta
$0.02
interest $5113.29 · balance $0.07
What the encoder found in the filings
- B-5: draft face 4,365,134.00 -> reported 4,365,133.99 (pinned from the remittance Original Balance)
Capital structure · original faces
1-A1
$179,733,000.00
2-A1
$201,698,000.00
B-1
$11,016,000.00
B-2
$8,315,000.00
B-3
$5,197,000.00
B-4
$5,404,000.00
B-5
$4,365,133.99
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (1-AX, 2-AX) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2012-02-27 | 1-AX | +5113.29 |
| 2013-11-25 | 2-AX | -3439.97 |
| 2013-12-26 | B-5 | +3016.54 |
| 2013-12-26 | 2-AX | -2912.10 |
| 2012-05-25 | 2-AX | +2580.75 |
principal
| 2014-12-26 | 2-A1 | -0.02 |
| 2015-11-25 | 2-A1 | -0.01 |
| 2012-02-27 | 1-A1 | -0.01 |
| 2015-12-28 | 2-A1 | -0.01 |
| 2015-09-25 | 2-A1 | -0.01 |
ending balance
| 2016-12-27 | 2-A1 | +0.07 |
| 2017-02-27 | 2-A1 | +0.06 |
| 2016-08-25 | 2-A1 | +0.06 |
| 2017-01-25 | 2-A1 | +0.06 |
| 2016-11-25 | 2-A1 | +0.06 |