Tie-out heatmap
Sequoia Mortgage Trust 2013-2
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.
154
periods replayed
94.9%
of 3,077 points within one dollar
157
points off by more than a dollar
AB-1B-2B-3B-4B-5A-IO1A-IO2
2014201520162017201820192020202120222023202420252026
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
157 of 3,077 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 1,876 matched to the exact cent and 860 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2024-06-25 | B-5 | interest | 19,933.80 | 18,256.56 | 1677.24 | |
| 2024-07-25 | B-5 | interest | 20,432.03 | 22,064.99 | 1632.96 | |
| 2024-06-25 | A | interest | 71,374.69 | 72,162.02 | 787.33 | |
| 2024-06-25 | A-IO2 | interest | 43,218.17 | 43,694.82 | 476.65 | |
| 2024-06-25 | A-IO1 | interest | 23,842.35 | 24,105.35 | 263.00 | |
| 2024-06-25 | B-1 | interest | 5,036.30 | 5,091.85 | 55.55 | |
| 2024-06-25 | B-2 | interest | 4,349.97 | 4,397.95 | 47.98 | |
| 2024-06-25 | B-3 | interest | 2,289.26 | 2,314.51 | 25.25 | |
| 2024-06-25 | B-4 | interest | 1,945.92 | 1,967.38 | 21.46 | |
| 2020-07-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2020-08-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2020-09-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2020-10-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2020-11-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2020-12-28 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-01-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-02-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-03-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-04-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-05-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-06-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-07-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-08-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-09-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-10-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-11-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2021-12-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-01-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-02-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-03-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-04-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-05-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-06-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-07-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-08-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-09-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-10-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-11-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2022-12-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-01-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-02-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-03-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-04-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-05-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-06-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-07-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-08-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-09-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-10-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-11-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2023-12-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-01-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-02-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-03-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-04-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-05-28 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-06-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-07-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-08-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-09-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-10-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-11-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2024-12-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-01-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-02-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-03-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-04-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-05-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-06-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-07-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-08-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-09-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-10-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-11-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2025-12-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-01-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-02-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-03-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-04-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-05-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-06-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-07-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-08-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2026-09-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.04 | 3.72 | |
| 2020-02-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.05 | 3.71 | |
| 2020-03-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.05 | 3.71 | |
| 2020-04-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.05 | 3.71 | |
| 2020-05-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.05 | 3.71 | |
| 2020-06-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.05 | 3.71 | |
| 2017-10-25 | B-5 | ending balance | 6,666,769.78 | 6,666,766.08 | 3.70 | |
| 2018-01-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-02-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-03-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-04-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-05-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-06-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-07-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-08-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-09-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-10-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-11-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2018-12-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-01-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-02-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-03-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-04-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-05-28 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-06-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-07-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-08-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-09-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-10-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-11-25 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2019-12-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2020-01-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.06 | 3.70 | |
| 2017-11-27 | B-5 | ending balance | 6,653,748.76 | 6,653,745.07 | 3.69 | |
| 2017-12-26 | B-5 | ending balance | 6,653,748.76 | 6,653,745.07 | 3.69 | |
| 2017-06-26 | B-5 | ending balance | 6,718,116.56 | 6,718,112.94 | 3.62 | |
| 2017-07-25 | B-5 | ending balance | 6,705,355.69 | 6,705,352.07 | 3.62 | |
| 2017-09-25 | B-5 | ending balance | 6,679,703.74 | 6,679,700.13 | 3.61 | |
| 2017-08-25 | B-5 | ending balance | 6,692,551.24 | 6,692,547.64 | 3.60 | |
| 2017-05-25 | B-5 | ending balance | 6,730,827.67 | 6,730,824.07 | 3.60 | |
| 2017-04-25 | B-5 | ending balance | 6,743,493.19 | 6,743,489.80 | 3.39 | |
| 2017-03-27 | B-5 | ending balance | 6,756,116.18 | 6,756,113.05 | 3.13 | |
| 2017-02-27 | B-5 | ending balance | 6,768,708.20 | 6,768,705.24 | 2.96 | |
| 2017-01-25 | B-5 | ending balance | 6,781,397.84 | 6,781,394.99 | 2.85 | |
| 2016-12-27 | B-5 | ending balance | 6,793,994.42 | 6,793,991.64 | 2.78 | |
| 2016-11-25 | B-5 | ending balance | 6,806,549.33 | 6,806,546.60 | 2.73 | |
| 2016-06-27 | B-5 | ending balance | 6,867,842.79 | 6,867,840.28 | 2.51 | |
| 2016-07-25 | B-5 | ending balance | 6,855,657.68 | 6,855,655.17 | 2.51 | |
| 2016-09-26 | B-5 | ending balance | 6,831,348.44 | 6,831,345.93 | 2.51 | |
| 2016-10-25 | B-5 | ending balance | 6,818,975.85 | 6,818,973.34 | 2.51 | |
| 2016-08-25 | B-5 | ending balance | 6,843,522.19 | 6,843,519.68 | 2.51 | |
| 2016-05-25 | B-5 | ending balance | 6,880,009.26 | 6,880,006.80 | 2.46 | |
| 2016-04-25 | B-5 | ending balance | 6,892,129.88 | 6,892,127.42 | 2.46 | |
| 2016-03-25 | B-5 | ending balance | 6,904,178.65 | 6,904,176.23 | 2.42 | |
| 2016-02-25 | B-5 | ending balance | 6,916,180.99 | 6,916,178.62 | 2.37 | |
| 2015-11-25 | B-5 | ending balance | 6,951,888.56 | 6,951,886.36 | 2.20 | |
| 2015-12-28 | B-5 | ending balance | 6,939,973.10 | 6,939,970.91 | 2.19 | |
| 2016-01-25 | B-5 | ending balance | 6,928,104.43 | 6,928,102.25 | 2.18 | |
| 2015-07-27 | B-5 | ending balance | 6,999,054.78 | 6,999,052.67 | 2.11 | |
| 2015-09-25 | B-5 | ending balance | 6,975,565.86 | 6,975,563.75 | 2.11 | |
| 2015-10-26 | B-5 | ending balance | 6,963,759.24 | 6,963,757.13 | 2.11 | |
| 2015-08-25 | B-5 | ending balance | 6,987,330.79 | 6,987,328.69 | 2.10 | |
| 2015-06-25 | B-5 | ending balance | 7,010,686.27 | 7,010,684.43 | 1.84 | |
| 2015-05-26 | B-5 | ending balance | 7,022,213.51 | 7,022,211.80 | 1.71 | |
| 2015-04-27 | B-5 | ending balance | 7,033,750.11 | 7,033,748.61 | 1.50 | |
| 2015-02-25 | B-5 | ending balance | 7,056,757.16 | 7,056,755.77 | 1.39 | |
| 2015-03-25 | B-5 | ending balance | 7,045,258.28 | 7,045,256.90 | 1.38 | |
| 2015-01-26 | B-5 | ending balance | 7,068,233.86 | 7,068,232.53 | 1.33 | |
| 2014-12-26 | B-5 | ending balance | 7,079,675.99 | 7,079,674.77 | 1.22 | |
| 2014-11-25 | B-5 | ending balance | 7,091,065.57 | 7,091,064.39 | 1.18 | |
| 2014-10-27 | B-5 | ending balance | 7,102,384.84 | 7,102,383.71 | 1.13 | |
| 2014-09-25 | B-5 | ending balance | 7,113,627.25 | 7,113,626.12 | 1.13 | |
| 2014-08-25 | B-5 | ending balance | 7,124,817.63 | 7,124,816.51 | 1.12 | |
| 2014-07-25 | B-5 | ending balance | 7,135,968.52 | 7,135,967.40 | 1.12 | |
| 2014-06-25 | B-5 | ending balance | 7,147,071.22 | 7,147,070.15 | 1.07 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide