Tie-out heatmap
Sequoia Mortgage Trust 2013-3
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
95.8%
of 3,542 points within one dollar
150
points off by more than a dollar
A-1A-2B-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
150 of 3,542 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 2,162 matched to the exact cent and 1,048 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2022-12-27 | A-IO2 | interest | 56,694.27 | 57,471.49 | 777.22 | |
| 2022-12-27 | B-5 | interest | 17,932.79 | 17,671.03 | 261.76 | |
| 2017-06-26 | B-5 | ending balance | 6,030,741.72 | 6,030,737.64 | 4.08 | |
| 2017-07-25 | B-5 | ending balance | 6,018,616.19 | 6,018,612.11 | 4.08 | |
| 2017-08-25 | B-5 | ending balance | 6,006,438.01 | 6,006,433.94 | 4.07 | |
| 2017-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2017-10-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2017-11-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2017-12-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-01-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-02-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-03-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-04-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-05-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-06-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-07-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-08-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-10-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-11-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2018-12-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-01-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-02-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-03-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-04-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-05-28 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-06-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-07-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-08-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-10-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-11-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2019-12-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-01-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-02-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-03-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-04-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-05-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-06-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-07-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-08-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-10-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-11-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2020-12-28 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-01-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-02-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-03-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-04-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-05-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-06-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-07-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-08-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-09-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-10-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-11-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2021-12-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-01-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-02-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-03-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-04-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-05-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-06-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-07-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-08-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-09-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-10-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-11-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2022-12-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-01-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-02-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-03-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-04-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-05-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-06-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-07-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-08-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-10-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-11-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2023-12-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-01-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-02-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-03-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-04-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-05-28 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-06-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-07-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-08-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-10-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-11-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2024-12-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-01-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-02-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-03-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-04-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-05-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-06-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-07-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-08-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-10-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-11-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2025-12-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-01-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-02-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-03-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-04-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-05-26 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-06-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-07-27 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-08-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2026-09-25 | B-5 | ending balance | 5,994,236.91 | 5,994,232.85 | 4.06 | |
| 2017-05-25 | B-5 | ending balance | 6,042,791.36 | 6,042,787.31 | 4.05 | |
| 2017-04-25 | B-5 | ending balance | 6,054,793.18 | 6,054,789.15 | 4.03 | |
| 2017-03-27 | B-5 | ending balance | 6,066,720.98 | 6,066,717.01 | 3.97 | |
| 2017-01-25 | B-5 | ending balance | 6,090,534.36 | 6,090,530.45 | 3.91 | |
| 2017-02-27 | B-5 | ending balance | 6,078,587.71 | 6,078,583.81 | 3.90 | |
| 2016-12-27 | B-5 | ending balance | 6,102,410.92 | 6,102,407.07 | 3.85 | |
| 2016-11-25 | B-5 | ending balance | 6,114,262.07 | 6,114,258.30 | 3.77 | |
| 2016-09-26 | B-5 | ending balance | 6,137,690.19 | 6,137,686.62 | 3.57 | |
| 2016-10-25 | B-5 | ending balance | 6,126,005.16 | 6,126,001.60 | 3.56 | |
| 2016-08-25 | B-5 | ending balance | 6,149,327.79 | 6,149,324.55 | 3.24 | |
| 2016-07-25 | B-5 | ending balance | 6,160,976.27 | 6,160,973.14 | 3.13 | |
| 2016-01-25 | B-5 | ending balance | 6,229,642.07 | 6,229,639.10 | 2.97 | |
| 2016-02-25 | B-5 | ending balance | 6,218,342.36 | 6,218,339.40 | 2.96 | |
| 2016-03-25 | B-5 | ending balance | 6,206,988.49 | 6,206,985.54 | 2.95 | |
| 2016-04-25 | B-5 | ending balance | 6,195,586.17 | 6,195,583.23 | 2.94 | |
| 2016-05-25 | B-5 | ending balance | 6,184,103.37 | 6,184,100.43 | 2.94 | |
| 2016-06-27 | B-5 | ending balance | 6,172,562.27 | 6,172,559.34 | 2.93 | |
| 2015-07-27 | B-5 | ending balance | 6,296,388.91 | 6,296,386.06 | 2.85 | |
| 2015-08-25 | B-5 | ending balance | 6,285,376.72 | 6,285,373.87 | 2.85 | |
| 2015-09-25 | B-5 | ending balance | 6,274,321.74 | 6,274,318.90 | 2.84 | |
| 2015-10-26 | B-5 | ending balance | 6,263,227.60 | 6,263,224.77 | 2.83 | |
| 2015-11-25 | B-5 | ending balance | 6,252,082.20 | 6,252,079.37 | 2.83 | |
| 2015-12-28 | B-5 | ending balance | 6,240,888.11 | 6,240,885.30 | 2.81 | |
| 2015-05-26 | B-5 | ending balance | 6,318,218.90 | 6,318,216.19 | 2.71 | |
| 2015-06-25 | B-5 | ending balance | 6,307,317.82 | 6,307,315.12 | 2.70 | |
| 2015-04-27 | B-5 | ending balance | 6,329,067.70 | 6,329,065.08 | 2.62 | |
| 2014-11-25 | B-5 | ending balance | 6,382,564.34 | 6,382,561.94 | 2.40 | |
| 2014-12-26 | B-5 | ending balance | 6,371,936.26 | 6,371,933.86 | 2.40 | |
| 2015-01-26 | B-5 | ending balance | 6,361,267.07 | 6,361,264.68 | 2.39 | |
| 2015-02-25 | B-5 | ending balance | 6,350,599.56 | 6,350,597.18 | 2.38 | |
| 2015-03-25 | B-5 | ending balance | 6,339,887.09 | 6,339,884.71 | 2.38 | |
| 2014-10-27 | B-5 | ending balance | 6,393,146.50 | 6,393,144.28 | 2.22 | |
| 2014-09-25 | B-5 | ending balance | 6,403,663.94 | 6,403,661.91 | 2.03 | |
| 2014-08-25 | B-5 | ending balance | 6,414,143.18 | 6,414,141.70 | 1.48 | |
| 2014-07-25 | B-5 | ending balance | 6,424,575.88 | 6,424,574.67 | 1.21 | |
| 2014-06-25 | B-5 | ending balance | 6,434,952.80 | 6,434,951.59 | 1.21 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide