Sequoia Mortgage Trust (SEMT) 2020-4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2USD218.6954.94--AAA-AAA15.00%-Fixed-1-14 area bk Nov UMBS 2.51-10bk Nov UMBS 2.52.50%-102.81250
A5USD30.0002.76--AAA-AAA15.00%-Fixed-1-14 area bk Nov DW 2.51-14bk Nov DW 2.52.50%-102.53125
A8USD10.00011.47--AAA-AAA15.00%-FixedSwaps120a1202.50%2.152%103.42389
A20USD30.4424.94--AAA-AAA5.00%-Fixed-A2 minus 20-24tks1-30bk Nov UMBS 2.52.50%-102.18750
Tranche Comments
A2: Registration: 144A/Reg S; A5: Registration: 144A/Reg S; A8: Registration: 144A/Reg S; A20: Registration: 144A/Reg S;
Risk Retention
100% QRM/Exempt from Risk Retention
Pricing Speed
15% CPR
Research
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