Tie-out heatmap
Sequoia Mortgage Trust 2013-7
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.
160
periods replayed
99.7%
of 3,654 points within one dollar
10
points off by more than a dollar
A-1A-2B-1B-2B-3B-4B-5A-IO1A-IO2
20132014201520162017201820192020202120222023202420252026
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
10 of 3,654 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 2,416 matched to the exact cent and 1,042 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2024-06-25 | B-5 | interest | 13,759.28 | 12,081.37 | 1677.91 | |
| 2024-07-25 | B-5 | interest | 14,182.69 | 15,746.18 | 1563.49 | |
| 2024-06-25 | A-2 | interest | 78,066.72 | 78,989.89 | 923.17 | |
| 2024-06-25 | A-1 | interest | 27,208.26 | 27,530.01 | 321.75 | |
| 2024-06-25 | A-IO2 | interest | 18,713.81 | 18,935.02 | 221.21 | |
| 2024-06-25 | A-IO1 | interest | 5,441.65 | 5,506.00 | 64.35 | |
| 2024-06-25 | B-1 | interest | 4,067.47 | 4,115.57 | 48.10 | |
| 2024-06-25 | B-2 | interest | 3,841.31 | 3,886.73 | 45.42 | |
| 2024-06-25 | B-3 | interest | 3,276.39 | 3,315.14 | 38.75 | |
| 2024-06-25 | B-4 | interest | 1,281.84 | 1,297.00 | 15.16 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide