Tie-out heatmap

Sequoia Mortgage Trust 2011-2

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.

periods replayed

98.1%

of 912 points within one dollar

points off by more than a dollar

A-1B-1B-2B-3B-4B-5A-IO

2012201320142015

exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta

The exception queue

17 of 912 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 654 matched to the exact cent and 163 differed by cents, rounding-sized and never compounding.

Date	Class	Figure	Computed	Reported	Δ
2013-12-26	A-IO	interest	47,000.97	49,440.23	2439.26
2012-05-25	A-IO	interest	164,638.25	163,882.06	756.19
2013-06-25	A-IO	interest	69,048.33	68,323.54	724.79
2012-04-25	A-IO	interest	171,168.12	170,735.60	432.52
2012-06-25	A-IO	interest	155,011.46	154,806.67	204.79
2012-11-26	A-IO	interest	117,028.60	116,905.31	123.29
2012-07-25	A-IO	interest	148,105.13	148,026.73	78.40
2011-11-25	A-IO	interest	199,880.02	199,824.50	55.52
2013-01-25	A-IO	interest	101,540.76	101,491.01	49.75
2013-02-25	A-IO	interest	91,986.10	91,942.18	43.92
2012-03-26	A-IO	interest	180,089.37	180,053.17	36.20
2012-01-25	A-IO	interest	190,229.58	190,194.40	35.18
2012-02-27	A-IO	interest	185,310.42	185,278.54	31.88
2011-12-27	A-IO	interest	193,094.49	193,062.68	31.81
2012-12-26	A-IO	interest	106,584.49	106,564.79	19.70
2013-11-25	A-IO	interest	48,974.03	48,966.74	7.29
2013-12-26	A-1	interest	279,142.22	279,148.60	6.38

state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide