Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-3 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.
10
periods replayed
98.3%
of 600 points within one dollar
10
points off by more than a dollar
A-1A-2A-3A-4A-5A-6A-7A-8A-9A-10A-11A-12A-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
10 of 600 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 465 matched to the exact cent and 56 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-03-27 | A-3 | interest | 340,170.99 | 355,635.15 | 15464.16 | |
| 2006-04-25 | A-3 | interest | 339,542.28 | 354,981.05 | 15438.77 | |
| 2006-05-25 | A-3 | interest | 338,799.47 | 354,201.15 | 15401.68 | |
| 2006-06-26 | A-3 | interest | 338,029.16 | 353,382.07 | 15352.91 | |
| 2006-07-25 | A-3 | interest | 336,257.62 | 351,550.11 | 15292.49 | |
| 2006-08-25 | A-3 | interest | 334,836.24 | 350,056.71 | 15220.47 | |
| 2006-09-25 | A-3 | interest | 333,015.18 | 348,152.13 | 15136.95 | |
| 2006-11-27 | A-3 | interest | 333,011.55 | 348,148.50 | 15136.95 | |
| 2006-10-25 | A-3 | interest | 332,978.53 | 348,115.47 | 15136.94 | |
| 2006-12-26 | A-3 | interest | 326,544.72 | 341,387.54 | 14842.82 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide