Tie-out heatmap
Sequoia Mortgage Trust 2013-4
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.
162
periods replayed
96.9%
of 4,712 points within one dollar
145
points off by more than a dollar
A-1A-2A-3A-4B-1B-2B-3B-4B-5A-IO1A-IO2A-IO3
20132014201520162017201820192020202120222023202420252026
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
145 of 4,712 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 3,366 matched to the exact cent and 951 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2015-10-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2015-11-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2015-12-28 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-02-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-05-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-06-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-09-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-11-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2016-12-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-02-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-03-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-05-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-06-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-11-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2017-12-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-02-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-03-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-05-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-06-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-08-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-11-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2018-12-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-02-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-05-28 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-06-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-08-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-11-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2019-12-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-01-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-02-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-04-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-05-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-06-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-07-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-10-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-11-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2020-12-28 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-02-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-04-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-05-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-06-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-07-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-09-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-11-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2021-12-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-02-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-05-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-06-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-09-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-11-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2022-12-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-02-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-03-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-05-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-06-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-11-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2023-12-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-01-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-02-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-05-28 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-06-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-08-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-10-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-11-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2024-12-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-01-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-02-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-04-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-05-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-06-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-07-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-10-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-11-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2025-12-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-01-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-02-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-03-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-04-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-05-26 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-06-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-07-27 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-08-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2026-09-25 | B-5 | ending balance | 5,755,731.54 | 5,755,729.74 | 1.80 | |
| 2015-05-26 | B-5 | ending balance | 5,806,552.97 | 5,806,551.24 | 1.73 | |
| 2015-04-27 | B-5 | ending balance | 5,816,598.60 | 5,816,596.87 | 1.73 | |
| 2015-06-25 | B-5 | ending balance | 5,796,468.64 | 5,796,466.91 | 1.73 | |
| 2015-07-27 | B-5 | ending balance | 5,786,345.00 | 5,786,343.28 | 1.72 | |
| 2015-09-25 | B-5 | ending balance | 5,765,979.66 | 5,765,977.94 | 1.72 | |
| 2015-08-25 | B-5 | ending balance | 5,776,182.99 | 5,776,181.27 | 1.72 | |
| 2015-03-25 | B-5 | ending balance | 5,826,603.27 | 5,826,601.80 | 1.47 | |
| 2014-11-25 | B-5 | ending balance | 5,866,169.07 | 5,866,167.69 | 1.38 | |
| 2015-02-25 | B-5 | ending balance | 5,836,556.20 | 5,836,554.82 | 1.38 | |
| 2015-01-26 | B-5 | ending balance | 5,846,465.71 | 5,846,464.34 | 1.37 | |
| 2014-12-26 | B-5 | ending balance | 5,856,335.81 | 5,856,334.44 | 1.37 | |
| 2014-10-27 | B-5 | ending balance | 5,875,969.36 | 5,875,968.18 | 1.18 | |
| 2014-09-25 | B-5 | ending balance | 5,885,709.58 | 5,885,708.41 | 1.17 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide