Tie-out heatmap
Sequoia Mortgage 2010-H1
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.
57
periods replayed
98.4%
of 1,110 points within one dollar
18
points off by more than a dollar
A-1RLT-RB-1B-2B-3B-4A-IO
201020112012201320142015
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
18 of 1,110 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 853 matched to the exact cent and 128 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2014-09-25 | A-IO | interest | 0.00 | 2,396.90 | 2396.90 | |
| 2014-09-25 | A-1 | interest | 15,286.70 | 12,889.85 | 2396.85 | |
| 2014-10-27 | A-IO | interest | 0.00 | 2,395.25 | 2395.25 | |
| 2014-10-27 | A-1 | interest | 12,961.32 | 10,566.09 | 2395.23 | |
| 2014-11-25 | A-IO | interest | 0.00 | 2,227.89 | 2227.89 | |
| 2014-11-25 | A-1 | interest | 11,611.97 | 9,384.10 | 2227.87 | |
| 2014-12-26 | A-IO | interest | 0.00 | 2,225.21 | 2225.21 | |
| 2014-12-26 | A-1 | interest | 11,597.74 | 9,372.54 | 2225.20 | |
| 2015-01-26 | A-IO | interest | 0.00 | 2,174.96 | 2174.96 | |
| 2015-01-26 | A-1 | interest | 10,837.81 | 8,662.86 | 2174.95 | |
| 2015-02-25 | A-IO | interest | 0.00 | 2,173.08 | 2173.08 | |
| 2015-02-25 | A-1 | interest | 10,828.45 | 8,655.38 | 2173.07 | |
| 2015-03-25 | A-IO | interest | 0.00 | 2,169.86 | 2169.86 | |
| 2015-03-25 | A-1 | interest | 10,812.42 | 8,642.57 | 2169.85 | |
| 2015-04-27 | A-1 | interest | 10,803.76 | 8,635.64 | 2168.12 | |
| 2015-04-27 | A-IO | interest | 0.00 | 2,168.12 | 2168.12 | |
| 2015-05-26 | A-IO | interest | 0.00 | 2,163.24 | 2163.24 | |
| 2015-05-26 | A-1 | interest | 10,779.43 | 8,616.21 | 2163.22 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide