Tie-out heatmap
Sequoia Mortgage Trust 2011-1
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.
20
periods replayed
99.7%
of 342 points within one dollar
1
points off by more than a dollar
A-1B-1B-2B-3B-4B-5
20142015
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
1 of 342 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 284 matched to the exact cent and 23 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2015-11-25 | B-5 | interest | 14,416.25 | 14,944.20 | 527.95 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide