Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR5 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.
9
periods replayed
96.6%
of 297 points within one dollar
10
points off by more than a dollar
I-A-1I-A-2I-A-RII-A-1II-A-2B-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 297 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 155 matched to the exact cent and 82 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-06-26 | II-A-1 | interest | 3,030,332.10 | 3,030,329.30 | 2.80 | |
| 2006-11-27 | II-A-1 | interest | 2,856,954.91 | 2,856,952.94 | 1.97 | |
| 2006-08-25 | I-A-1 | interest | 1,915,682.28 | 1,915,683.97 | 1.69 | |
| 2006-08-25 | II-A-1 | interest | 2,969,352.14 | 2,969,353.70 | 1.56 | |
| 2006-06-26 | I-A-1 | interest | 1,949,349.18 | 1,949,347.67 | 1.51 | |
| 2006-10-25 | II-A-1 | interest | 2,901,904.58 | 2,901,903.22 | 1.36 | |
| 2006-12-26 | I-A-1 | interest | 1,839,758.98 | 1,839,760.28 | 1.30 | |
| 2006-12-26 | II-A-1 | interest | 2,804,184.23 | 2,804,182.98 | 1.25 | |
| 2006-09-25 | II-A-1 | interest | 2,940,092.60 | 2,940,093.73 | 1.13 | |
| 2006-10-25 | I-A-1 | interest | 1,880,096.54 | 1,880,097.58 | 1.04 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide