Tie-out heatmap
Sequoia Mortgage Trust 2012-6
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.
96
periods replayed
100.0%
of 2,304 points within one dollar
1
points off by more than a dollar
A-1A-2B-1B-2B-3B-4B-5A-IO1A-IO2A-IO3
20192020202120222023202420252026
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
1 of 2,304 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 1,757 matched to the exact cent and 350 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2023-06-26 | B-5 | interest | 9,783.99 | 9,758.71 | 25.28 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide