Tie-out heatmap
Sequoia Mortgage Trust 2013-8
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.
158
periods replayed
99.9%
of 3,918 points within one dollar
2
points off by more than a dollar
A-1A-2A-3B-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
2 of 3,918 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 2,843 matched to the exact cent and 804 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2014-03-25 | A-IO2 | interest | 192,348.90 | 192,350.77 | 1.87 | |
| 2014-05-27 | A-IO2 | interest | 189,408.71 | 189,410.01 | 1.30 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide