Prime jumbo RMBS
Sequoia Mortgage Trust 2012-3
424B5 filed 2012-06-29, acc 0001144204-12-037035
machine-encoded from the prospectus by the extraction pipeline and tied out over 89 periods (2013-12-26 to 2021-04-26); not yet expert-verified
Backtested periods
89
2013-12-26 to 2021-04-26
Comparison points within $1
100.0%
2,047 points
Max principal delta
$0.03
interest $0.15 · balance $0.03
What the encoder found in the filings
- window starts at deal month 18 (2013-12-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$172,158,000.00
A-2
$100,000,000.00
B-1
$9,248,000.00
B-2
$5,137,000.00
B-3
$2,496,000.00
B-4
$1,468,000.00
B-5
$3,083,498.00
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO1, A-IO2) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2014-12-26 | A-IO1 | -0.15 |
| 2015-09-25 | A-IO1 | -0.11 |
| 2014-02-25 | A-IO1 | -0.11 |
| 2014-02-25 | B-5 | +0.11 |
| 2015-12-28 | A-IO1 | -0.10 |
principal
| 2021-04-26 | B-2 | +0.03 |
| 2021-04-26 | B-3 | +0.02 |
| 2021-04-26 | A-1 | -0.01 |
| 2015-01-26 | B-1 | +0.01 |
| 2014-12-26 | A-1 | -0.01 |
ending balance
| 2019-09-25 | B-2 | +0.03 |
| 2019-10-25 | B-2 | +0.03 |
| 2021-02-25 | B-2 | +0.03 |
| 2019-07-25 | B-2 | +0.03 |
| 2021-01-25 | B-2 | +0.03 |