Asset-Backed Securities Issued (Tables)

6 Months Ended

Jun. 30, 2017

The carrying values of ABS issued by Sequoia securitization entities we sponsored at June 30, 2017 and December 31, 2016, along with other selected information, are summarized in the following table.

Table 12.1 – Asset-Backed Securities Issued



June 30, 2017	Consolidated Sequoia Entities
(Dollars in Thousands)	Consolidated Sequoia Entities
Certificates with principal balance	$	775,527
Interest-only certificates	2,989
Market valuation adjustments	(85,910		)
ABS Issued, Net	$	692,606
Range of weighted average interest rates, by series	0.39% to 2.28%
Stated maturities	2024 - 2036
Number of series	20



December 31, 2016	Consolidated Sequoia Entities
(Dollars in Thousands)	Consolidated Sequoia Entities
Certificates with principal balance	$	880,517
Interest-only certificates	3,774
Market valuation adjustments	(110,829		)
ABS Issued, Net	$	773,462
Range of weighted average interest rates, by series	0.15% to 1.95%
Stated maturities	2024 - 2036
Number of series	20

Collateral for ABS Issued

The following table summarizes the carrying value components of the collateral for ABS issued and outstanding at June 30, 2017 and December 31, 2016.

Table 12.2 – Collateral for Asset-Backed Securities Issued



June 30, 2017	Consolidated Sequoia Entities
(In Thousands)	Consolidated Sequoia Entities
Residential loans	$	707,686
Restricted cash	148
Accrued interest receivable	925
REO	4,645
Total Collateral for ABS Issued	$	713,404



December 31, 2016	Consolidated Sequoia Entities
(In Thousands)	Consolidated Sequoia Entities
Residential loans	$	791,636
Restricted cash	148
Accrued interest receivable	1,000
REO	5,533
Total Collateral for ABS Issued	$	798,317