Tie-out heatmap
Sequoia Mortgage Trust 2013-1
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.
93
periods replayed
99.7%
of 2,139 points within one dollar
7
points off by more than a dollar
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
7 of 2,139 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 1,232 matched to the exact cent and 667 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2021-07-26 | 2-A1 | interest | 25,570.89 | 25,576.04 | 5.15 | open period › |
| 2021-07-26 | 2-AX | interest | 25,101.34 | 25,106.38 | 5.04 | open period › |
| 2021-07-26 | B-5 | interest | 12,266.92 | 12,263.28 | 3.64 | open period › |
| 2021-07-26 | B-1 | interest | 9,040.06 | 9,037.39 | 2.67 | open period › |
| 2021-07-26 | B-2 | interest | 6,026.71 | 6,024.93 | 1.78 | open period › |
| 2021-07-26 | B-3 | interest | 4,077.21 | 4,076.00 | 1.21 | open period › |
| 2015-07-27 | 1-AX | interest | 135,327.60 | 135,326.42 | 1.18 | open period › |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide