Tie-out heatmap

Citigroup Mortgage Loan Trust 2006-AR6

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.

periods replayed

82.9%

of 216 points within one dollar

points off by more than a dollar

1-A11-A21-R1-B11-B21-B31-B41-B51-B62-A12-A22-A32-A42-M12-M22-M32-M42-CE

2006

exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta

The exception queue

37 of 216 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 157 matched to the exact cent and 4 differed by cents, rounding-sized and never compounding.

Date	Class	Figure	Computed	Reported	Δ
2006-09-25	2-CE	interest	11,079.47	1,167,312.53	1156233.06
2006-12-26	2-CE	interest	7,100.38	709,192.38	702092.00
2006-10-25	2-CE	interest	6,118.00	634,526.67	628408.67
2006-11-27	2-CE	interest	3,129.62	318,295.78	315166.16
2006-09-25	2-A1	interest	1,554,190.23	1,296,401.25	257788.98
2006-11-27	2-A1	interest	1,457,453.24	1,603,198.56	145745.32
2006-09-25	2-A3	interest	624,946.25	521,288.25	103658.00
2006-09-25	2-A2	interest	503,471.46	419,962.13	83509.33
2006-11-27	2-A3	interest	624,424.85	686,867.34	62442.49
2006-11-27	2-A2	interest	503,036.60	553,340.26	50303.66
2006-09-25	2-A4	interest	303,099.92	252,825.63	50274.29
2006-12-26	2-A1	interest	1,408,642.75	1,361,687.99	46954.76
2006-11-27	2-A4	interest	291,955.21	321,150.73	29195.52
2006-12-26	2-A3	interest	624,424.85	603,610.69	20814.16
2006-12-26	2-A2	interest	503,036.60	486,268.71	16767.89
2006-09-25	2-M1	interest	75,325.12	62,831.17	12493.95
2006-12-26	2-A4	interest	286,380.94	276,834.91	9546.03
2006-09-25	2-M2	interest	52,023.07	43,394.15	8628.92
2006-11-27	2-M1	interest	75,263.72	82,790.09	7526.37
2006-11-27	2-M2	interest	51,982.89	57,181.18	5198.29
2006-11-27	2-M3	interest	22,451.46	26,890.39	4438.93
2006-09-25	2-M3	interest	24,460.13	20,403.00	4057.13
2006-11-27	2-M4	interest	17,266.93	21,000.45	3733.52
2006-09-25	2-M4	interest	19,102.05	15,933.65	3168.40
2006-09-25	1-A1	interest	3,580,387.52	3,583,247.42	2859.90
2006-12-26	2-M1	interest	75,263.72	72,754.93	2508.79
2006-12-26	2-M2	interest	51,982.89	50,250.13	1732.76
2006-12-26	2-M3	interest	24,445.82	23,630.96	814.86
2006-12-26	2-M4	interest	19,091.33	18,454.95	636.38
2006-09-25	1-A2	interest	199,788.97	199,948.55	159.58
2006-10-25	2-M4	interest	19,016.84	19,120.39	103.55
2006-09-25	1-B1	interest	92,973.06	93,047.33	74.27
2006-09-25	1-B2	interest	29,671.93	29,695.63	23.70
2006-09-25	1-B3	interest	19,781.29	19,797.09	15.80
2006-09-25	1-B4	interest	11,866.74	11,876.22	9.48
2006-09-25	1-B5	interest	11,866.74	11,876.22	9.48
2006-09-25	1-B6	interest	9,894.43	9,902.33	7.90

state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide