Tie-out heatmap
Sequoia Mortgage Trust 2012-4
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.
89
periods replayed
100.0%
of 2,376 points within one dollar
1
points off by more than a dollar
A-1A-2A-3B-1B-2B-3B-4B-5A-IO1A-IO2A-IO3
20142015201620172018201920202021
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
1 of 2,376 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 1,556 matched to the exact cent and 640 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2021-04-26 | B-5 | interest | 11,271.91 | 11,379.96 | 108.05 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide