Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR6 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
98.5%
of 540 points within one dollar
8
points off by more than a dollar
I-A-1I-A-RII-A-1II-A-2III-A-1III-A-2IV-A-1IV-A-2V-A-1V-A-2VI-A-1VI-A-2VII-A-1VII-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
8 of 540 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 233 matched to the exact cent and 249 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-04-25 | VII-A-1 | interest | 3,271,281.10 | 3,271,284.36 | 3.26 | |
| 2006-06-26 | VII-A-1 | interest | 3,241,580.41 | 3,241,577.42 | 2.99 | |
| 2006-10-25 | VII-A-1 | interest | 3,190,973.43 | 3,190,976.34 | 2.91 | |
| 2006-05-25 | VII-A-1 | interest | 3,258,048.78 | 3,258,046.29 | 2.49 | |
| 2006-09-25 | VII-A-1 | interest | 3,200,609.76 | 3,200,607.45 | 2.31 | |
| 2006-04-25 | III-A-1 | interest | 1,369,695.98 | 1,369,694.86 | 1.12 | |
| 2006-06-26 | III-A-1 | interest | 1,349,183.76 | 1,349,184.88 | 1.12 | |
| 2006-12-26 | III-A-1 | interest | 1,281,273.41 | 1,281,272.40 | 1.01 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide