Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR10
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.
6
periods replayed
98.2%
of 396 points within one dollar
7
points off by more than a dollar
I-A-1I-A-2I-A-RII-A-1II-A-2III-A-1III-A-2IV-A-1IV-A-2V-A-1V-A-2V-A-3V-A-4V-A-5V-A-6V-A-7B-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
7 of 396 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 181 matched to the exact cent and 181 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-10-25 | I-A-1 | interest | 2,281,711.77 | 2,281,709.72 | 2.05 | |
| 2006-11-27 | I-A-1 | interest | 2,248,434.55 | 2,248,436.12 | 1.57 | |
| 2006-07-25 | IV-A-1 | interest | 1,573,942.48 | 1,573,944.00 | 1.52 | |
| 2006-11-27 | IV-A-1 | interest | 1,509,504.05 | 1,509,505.26 | 1.21 | |
| 2006-09-25 | I-A-1 | interest | 2,297,844.68 | 2,297,845.83 | 1.15 | |
| 2006-07-25 | I-A-1 | interest | 2,357,987.68 | 2,357,988.72 | 1.04 | |
| 2006-10-25 | IV-A-1 | interest | 1,526,851.92 | 1,526,852.95 | 1.03 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide