Tie-out heatmap
Sequoia Mortgage Trust 2007-3
Every comparison the backtest ever made, on one screen: one column per distribution date, one row per class, colored by the worst absolute delta across interest, principal, and ending balance. The near-uniform field is the point. The few cells that broke a dollar are listed below, worst first.
4
periods replayed
91.2%
of 272 points within one dollar
24
points off by more than a dollar
1-A11-A21-AR1-B11-B21-B31-B41-B51-B61-XA1-XB2A-A12A-A22B-A12B-A22C-A12C-A22-AR2-B12-B22-B32-B42-B52-B6
2007
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
24 of 272 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 160 matched to the exact cent and 56 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2007-12-20 | 1-XA | interest | 354,063.99 | 544,013.11 | 189949.12 | |
| 2007-12-20 | 1-A1 | interest | 1,740,950.38 | 1,558,024.43 | 182925.95 | |
| 2007-11-20 | 1-XA | interest | 437,433.58 | 544,757.50 | 107323.92 | |
| 2007-11-20 | 1-A1 | interest | 1,769,642.01 | 1,666,252.60 | 103389.41 | |
| 2007-09-20 | 1-XA | interest | 413,202.33 | 336,739.10 | 76463.23 | |
| 2007-09-20 | 1-A1 | interest | 1,869,448.52 | 1,943,108.85 | 73660.33 | |
| 2007-10-22 | 1-XA | interest | 405,177.27 | 345,333.29 | 59843.98 | |
| 2007-10-22 | 1-A1 | interest | 1,813,980.11 | 1,871,899.31 | 57919.20 | |
| 2007-12-20 | 1-A2 | interest | 68,292.62 | 61,331.33 | 6961.29 | |
| 2007-11-20 | 1-A2 | interest | 69,418.11 | 65,483.61 | 3934.50 | |
| 2007-09-20 | 1-A2 | interest | 73,333.24 | 76,136.40 | 2803.16 | |
| 2007-12-20 | 1-XB | interest | 2,534.87 | 4,874.56 | 2339.69 | |
| 2007-10-22 | 1-A2 | interest | 71,157.37 | 73,361.50 | 2204.13 | |
| 2007-12-20 | 1-B1 | interest | 15,061.95 | 13,573.72 | 1488.23 | |
| 2007-11-20 | 1-XB | interest | 3,476.33 | 4,777.57 | 1301.24 | |
| 2007-09-20 | 1-XB | interest | 2,918.36 | 2,039.79 | 878.57 | |
| 2007-12-20 | 1-B2 | interest | 9,049.63 | 8,198.94 | 850.69 | |
| 2007-11-20 | 1-B1 | interest | 15,070.27 | 14,242.31 | 827.96 | |
| 2007-10-22 | 1-XB | interest | 2,966.86 | 2,258.62 | 708.24 | |
| 2007-09-20 | 1-B1 | interest | 15,087.29 | 15,646.32 | 559.03 | |
| 2007-11-20 | 1-B2 | interest | 9,054.63 | 8,581.36 | 473.27 | |
| 2007-10-22 | 1-B1 | interest | 15,078.92 | 15,531.67 | 452.75 | |
| 2007-09-20 | 1-B2 | interest | 9,064.86 | 9,384.41 | 319.55 | |
| 2007-10-22 | 1-B2 | interest | 9,059.83 | 9,318.63 | 258.80 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide