Prime jumbo RMBS
Sequoia Mortgage Trust 2012-2
424B5 filed 2012-03-30, acc 0001144204-12-018213
machine-encoded from the prospectus by the extraction pipeline and tied out over 88 periods (2013-12-26 to 2021-03-25); not yet expert-verified
Backtested periods
88
2013-12-26 to 2021-03-25
Comparison points within $1
100.0%
2,019 points
Max principal delta
$0.04
interest $10064.81 · balance $0.05
What the encoder found in the filings
- B-5: draft face 3,444,218.00 -> reported 3,444,218.13 (pinned from the remittance Original Balance)
- window starts at deal month 21 (2013-12-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$100,000,000.00
A-2
$163,590,000.00
A-3
$40,897,000.00
B-1
$8,854,000.00
B-2
$5,739,000.00
B-3
$3,771,000.00
B-4
$1,640,000.00
B-5
$3,444,218.13
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2021-03-25 | B-5 | -10064.81 |
| 2014-02-25 | A-IO | -0.12 |
| 2015-10-26 | B-5 | -0.10 |
| 2016-02-25 | B-5 | +0.10 |
| 2015-10-26 | A-IO | +0.10 |
principal
| 2021-03-25 | B-1 | +0.04 |
| 2021-03-25 | B-2 | +0.04 |
| 2016-11-25 | A-2 | +0.03 |
| 2021-03-25 | B-3 | +0.03 |
| 2016-11-25 | A-3 | -0.03 |
ending balance
| 2020-09-25 | B-2 | +0.05 |
| 2020-08-25 | B-2 | +0.05 |
| 2016-05-25 | A-2 | +0.05 |
| 2020-10-26 | B-2 | +0.05 |
| 2020-11-25 | B-2 | +0.05 |