Prime jumbo RMBS
Sequoia Mortgage Trust 2012-4
424B5 filed 2012-09-24, acc 0001144204-12-052666
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%
2,376 points
Max principal delta
$0.35
interest $108.05 · balance $0.34
What the encoder found in the filings
- window starts at deal month 15 (2013-12-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$100,000,000.00
A-2
$100,000,000.00
A-3
$90,357,000.00
B-1
$9,709,000.00
B-2
$5,482,000.00
B-3
$2,819,000.00
B-4
$1,566,000.00
B-5
$3,292,625.00
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO1, A-IO2, A-IO3) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2021-04-26 | B-5 | -108.05 |
| 2015-06-25 | B-5 | +0.23 |
| 2015-06-25 | A-IO1 | -0.22 |
| 2016-05-25 | A-IO1 | -0.19 |
| 2014-06-25 | A-IO1 | -0.17 |
principal
| 2014-06-25 | A-1 | +0.35 |
| 2014-06-25 | A-2 | +0.35 |
| 2014-06-25 | A-3 | +0.31 |
| 2021-04-26 | B-1 | -0.24 |
| 2021-04-26 | A-1 | -0.14 |
ending balance
| 2014-06-25 | A-1 | -0.34 |
| 2014-06-25 | A-2 | -0.34 |
| 2014-08-25 | A-1 | -0.34 |
| 2014-08-25 | A-2 | -0.34 |
| 2014-07-25 | A-1 | -0.34 |