Prime jumbo RMBS
Sequoia Mortgage Trust 2012-6
424B5 filed 2012-11-29, acc 0001144204-12-065490
machine-encoded from the prospectus by the extraction pipeline and tied out over 96 periods (2018-10-25 to 2026-09-25); not yet expert-verified
Backtested periods
96
2018-10-25 to 2026-09-25
Comparison points within $1
100.0%
2,304 points
Max principal delta
$0.01
interest $25.28 · balance $0.35
What the encoder found in the filings
- 8 restatement(s) across 2 date(s): 2013-11-25..2018-10-25; largest A-1 opens -841,793.55 off its previous close
- window starts at deal month 71 (2018-10-25); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$140,105,000.00
A-2
$140,104,000.00
B-1
$7,989,000.00
B-2
$4,220,000.00
B-3
$3,467,000.00
B-4
$2,412,000.00
B-5
$3,165,461.00
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
| 2023-06-26 | B-5 | +25.28 |
| 2025-07-25 | B-5 | -0.11 |
| 2025-07-25 | A-IO1 | +0.10 |
| 2019-06-25 | A-IO1 | +0.10 |
| 2019-06-25 | B-5 | -0.10 |
principal
| 2025-10-27 | B-3 | +0.01 |
| 2021-02-25 | A-1 | -0.01 |
| 2024-12-26 | B-1 | +0.01 |
| 2020-08-25 | A-2 | +0.01 |
| 2026-06-25 | B-2 | -0.01 |
ending balance
| 2023-06-26 | B-5 | -0.35 |
| 2023-07-25 | B-5 | -0.35 |
| 2023-08-25 | B-5 | -0.33 |
| 2023-09-25 | B-5 | -0.33 |
| 2023-10-25 | B-5 | -0.32 |