Tie-out heatmap
Sequoia Mortgage Trust 2012-5
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.
98
periods replayed
99.5%
of 1,806 points within one dollar
9
points off by more than a dollar
AB-1B-2B-3B-4B-5A-IO
20142015201620172018201920202021
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
9 of 1,806 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 1,275 matched to the exact cent and 331 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2022-01-25 | B-5 | interest | 10,087.07 | 11,708.05 | 1620.98 | |
| 2021-01-25 | B-5 | interest | 9,972.13 | 8,687.58 | 1284.55 | |
| 2021-01-25 | A | interest | 80,603.60 | 81,307.54 | 703.94 | |
| 2021-01-25 | A-IO | interest | 44,587.82 | 44,977.21 | 389.39 | |
| 2020-11-25 | B-5 | interest | 11,118.46 | 10,868.04 | 250.42 | |
| 2021-01-25 | B-1 | interest | 13,317.83 | 13,434.14 | 116.31 | |
| 2021-01-25 | B-2 | interest | 8,293.83 | 8,366.27 | 72.44 | |
| 2021-01-25 | B-3 | interest | 5,780.27 | 5,830.75 | 50.48 | |
| 2021-01-25 | B-4 | interest | 4,021.40 | 4,056.52 | 35.12 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide