Prime jumbo RMBS
Sequoia Mortgage Trust 2012-5
424B5 filed 2012-10-30, acc 0001144204-12-058389
machine-encoded from the prospectus by the extraction pipeline and tied out over 98 periods (2013-12-26 to 2022-01-25); not yet expert-verified
Backtested periods
98
2013-12-26 to 2022-01-25
Comparison points within $1
99.5%
1,806 points
Max principal delta
$0.23
interest $1620.98 · balance $0.24
What the encoder found in the filings
- window starts at deal month 14 (2013-12-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A
$296,954,000.00
B-1
$8,488,000.00
B-2
$5,286,000.00
B-3
$3,684,000.00
B-4
$2,563,000.00
B-5
$3,364,050.00
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2022-01-25 | B-5 | -1620.98 |
| 2021-01-25 | B-5 | +1284.55 |
| 2021-01-25 | A | -703.94 |
| 2021-01-25 | A-IO | -389.39 |
| 2020-11-25 | B-5 | +250.42 |
principal
| 2022-01-25 | B-5 | -0.23 |
| 2022-01-25 | B-3 | +0.02 |
| 2022-01-25 | B-2 | +0.01 |
| 2014-12-26 | A | -0.01 |
| 2020-05-26 | B-1 | -0.01 |
ending balance
| 2020-12-28 | B-5 | -0.24 |
| 2021-01-25 | B-5 | -0.23 |
| 2021-02-25 | B-5 | -0.23 |
| 2021-03-25 | B-5 | -0.23 |
| 2021-04-26 | B-5 | -0.23 |