Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-10
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.
5
periods replayed
94.6%
of 465 points within one dollar
25
points off by more than a dollar
A-1A-2A-3A-4A-5A-7A-8A-9A-10A-11A-12A-13A-14A-16A-17A-18A-19A-20A-21A-22A-23A-25A-POA-RB-1B-2B-3B-4B-5B-6A-6A-15A-24
2006
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
25 of 465 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 345 matched to the exact cent and 28 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-08-25 | A-7 | interest | -227.92 | 790,397.08 | 790625.00 | |
| 2006-08-25 | A-6 | interest | 824,990.09 | 34,365.09 | 790625.00 | |
| 2006-09-25 | A-6 | interest | 822,783.05 | 34,274.44 | 788508.61 | |
| 2006-09-25 | A-7 | interest | -196.46 | 788,312.14 | 788508.60 | |
| 2006-10-25 | A-7 | interest | -216.61 | 785,948.17 | 786164.78 | |
| 2006-10-25 | A-6 | interest | 820,336.44 | 34,171.66 | 786164.78 | |
| 2006-11-27 | A-7 | interest | -247.95 | 783,227.29 | 783475.24 | |
| 2006-11-27 | A-6 | interest | 817,528.60 | 34,053.36 | 783475.24 | |
| 2006-12-26 | A-7 | interest | -960.94 | 779,479.70 | 780440.64 | |
| 2006-12-26 | A-6 | interest | 814,331.06 | 33,890.42 | 780440.64 | |
| 2006-08-25 | A-8 | interest | 286,865.94 | 382,524.69 | 95658.76 | |
| 2006-09-25 | A-8 | interest | 286,447.08 | 381,961.17 | 95514.09 | |
| 2006-10-25 | A-8 | interest | 286,001.02 | 381,369.73 | 95368.71 | |
| 2006-11-27 | A-8 | interest | 285,547.26 | 380,769.86 | 95222.60 | |
| 2006-12-26 | A-8 | interest | 284,759.03 | 379,834.80 | 95075.77 | |
| 2006-08-25 | A-16 | interest | 61,494.91 | 0.00 | 61494.91 | |
| 2006-09-25 | A-16 | interest | 61,401.92 | 0.00 | 61401.92 | |
| 2006-10-25 | A-16 | interest | 61,308.46 | 0.00 | 61308.46 | |
| 2006-11-27 | A-16 | interest | 61,214.53 | 0.00 | 61214.53 | |
| 2006-12-26 | A-16 | interest | 61,120.13 | 0.00 | 61120.13 | |
| 2006-09-25 | A-21 | interest | 74,939.15 | 79,210.24 | 4271.09 | |
| 2006-08-25 | A-21 | interest | 74,978.38 | 78,556.50 | 3578.12 | |
| 2006-10-25 | A-21 | interest | 74,891.85 | 78,262.89 | 3371.04 | |
| 2006-11-27 | A-21 | interest | 74,840.30 | 78,115.57 | 3275.27 | |
| 2006-12-26 | A-21 | interest | 74,720.22 | 77,962.05 | 3241.83 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide