Tie-out heatmap

Sequoia Mortgage Trust 2012-1

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.

periods replayed

96.4%

of 1,403 points within one dollar

points off by more than a dollar

1-A12-A1B-1B-2B-3B-4B-51-AX2-AX

20122013201420152016

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

The exception queue

50 of 1,403 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 924 matched to the exact cent and 306 differed by cents, rounding-sized and never compounding.

Date	Class	Figure	Computed	Reported	Δ
2012-02-27	1-AX	interest	168,097.98	162,984.69	5113.29
2013-11-25	2-AX	interest	67,092.86	70,532.83	3439.97
2013-12-26	B-5	interest	14,838.46	11,821.92	3016.54
2013-12-26	2-AX	interest	65,199.41	68,111.51	2912.10
2012-05-25	2-AX	interest	166,882.46	164,301.71	2580.75
2012-05-25	1-AX	interest	163,542.87	164,556.66	1013.79
2013-01-25	B-5	interest	15,510.32	15,175.66	334.66
2013-02-25	B-5	interest	15,497.21	15,169.08	328.13
2012-10-25	B-5	interest	15,503.96	15,192.56	311.40
2012-09-25	B-5	interest	15,522.98	15,236.06	286.92
2012-06-25	2-AX	interest	163,036.32	162,750.38	285.94
2013-04-25	B-5	interest	15,488.96	15,207.04	281.92
2013-10-25	B-5	interest	15,439.53	15,162.14	277.39
2012-12-26	B-5	interest	15,497.73	15,271.69	226.04
2012-07-25	B-5	interest	15,512.87	15,299.45	213.42
2013-05-28	B-5	interest	15,468.43	15,258.44	209.99
2012-08-27	B-5	interest	15,510.57	15,360.99	149.58
2012-03-26	2-AX	interest	174,995.75	174,879.07	116.68
2013-03-25	B-5	interest	15,493.16	15,407.68	85.48
2012-04-25	2-AX	interest	171,977.55	171,896.46	81.09
2012-04-25	1-AX	interest	165,308.07	165,228.59	79.48
2013-11-25	1-AX	interest	74,550.95	74,492.41	58.54
2012-03-26	1-AX	interest	166,107.31	166,063.77	43.54
2016-09-26	2-A1	interest	103,782.07	103,823.81	41.74
2012-06-25	1-AX	interest	162,165.75	162,135.49	30.26
2016-09-26	B-1	interest	33,619.54	33,602.51	17.03
2016-11-25	2-A1	interest	78,768.42	78,784.44	16.02
2016-09-26	B-2	interest	25,376.41	25,363.54	12.87
2016-09-26	2-AX	interest	30,503.30	30,515.53	12.23
2016-10-25	2-A1	interest	93,841.92	93,852.90	10.98
2016-09-26	B-4	interest	16,492.38	16,484.02	8.36
2013-06-25	B-5	interest	15,468.74	15,460.45	8.29
2016-09-26	B-3	interest	15,860.64	15,852.60	8.04
2016-09-26	B-5	interest	15,220.73	15,213.12	7.61
2016-11-25	B-1	interest	33,574.93	33,568.40	6.53
2016-11-25	B-2	interest	25,342.73	25,337.81	4.92
2016-11-25	2-AX	interest	23,091.57	23,096.23	4.66
2016-10-25	B-1	interest	33,756.46	33,751.99	4.47
2016-10-25	B-2	interest	25,479.75	25,476.38	3.37
2016-10-25	2-AX	interest	27,258.73	27,261.95	3.22
2016-11-25	B-4	interest	16,470.49	16,467.29	3.20
2016-11-25	B-3	interest	15,839.59	15,836.50	3.09
2016-11-25	B-5	interest	15,255.41	15,252.49	2.92
2015-08-25	2-A1	interest	153,896.12	153,898.87	2.75
2016-10-25	B-4	interest	16,559.54	16,557.35	2.19
2016-10-25	B-3	interest	15,925.23	15,923.13	2.10
2016-10-25	B-5	interest	15,072.53	15,070.46	2.07
2015-08-25	B-1	interest	35,366.99	35,365.86	1.13
2013-01-25	2-AX	interest	126,121.90	126,120.78	1.12
2013-01-25	1-AX	interest	128,303.25	128,302.24	1.01

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