Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR18 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.
2
periods replayed
89.5%
of 114 points within one dollar
12
points off by more than a dollar
I-A-1I-A-2I-A-RI-B-1I-B-2I-B-3I-B-4I-B-5I-B-6I-A-IOI-B-1-IOI-B-2-IOII-A-1II-A-2II-B-1II-B-2II-B-3II-B-4II-B-5II-B-6II-A-IOII-B-1-IOII-B-2-IO
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
12 of 114 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 70 matched to the exact cent and 27 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-11-27 | I-A-R | interest | 0.51 | 1,382.91 | 1382.40 | |
| 2006-11-27 | I-B-1-IO | interest | 2,813.86 | 2,837.03 | 23.17 | |
| 2006-11-27 | I-B-1 | interest | 75,439.02 | 75,415.86 | 23.16 | |
| 2006-11-27 | I-B-2-IO | interest | 888.44 | 895.76 | 7.32 | |
| 2006-11-27 | I-B-2 | interest | 23,818.93 | 23,811.62 | 7.31 | |
| 2006-12-26 | I-B-1 | interest | 76,005.42 | 76,003.19 | 2.23 | |
| 2006-12-26 | I-B-1-IO | interest | 2,834.42 | 2,836.62 | 2.20 | |
| 2006-12-26 | II-B-1-IO | interest | 1,825.19 | 1,827.27 | 2.08 | |
| 2006-12-26 | II-B-1 | interest | 44,166.49 | 44,164.42 | 2.07 | |
| 2006-11-27 | II-B-1 | interest | 44,059.58 | 44,057.70 | 1.88 | |
| 2006-11-27 | II-B-1-IO | interest | 1,825.55 | 1,827.43 | 1.88 | |
| 2006-12-26 | I-A-1 | interest | 3,606,058.67 | 3,606,057.56 | 1.11 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide