Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-11 Trust
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.
4
periods replayed
98.8%
of 336 points within one dollar
4
points off by more than a dollar
A-1A-2A-3A-4A-5A-6A-7A-8A-9A-10A-11A-12A-13A-14A-15A-16A-17A-18A-19A-20A-POA-RB-1B-2B-3B-4B-5B-6
2006
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
4 of 336 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 278 matched to the exact cent and 25 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-09-25 | A-9 | interest | 99,902.41 | 108,241.22 | 8338.81 | |
| 2006-11-27 | A-9 | interest | 99,972.73 | 108,306.07 | 8333.34 | |
| 2006-10-25 | A-9 | interest | 99,972.61 | 108,305.95 | 8333.34 | |
| 2006-12-26 | A-9 | interest | 99,983.96 | 108,317.29 | 8333.33 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide