Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR8 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.
8
periods replayed
99.6%
of 504 points within one dollar
2
points off by more than a dollar
I-A-1I-A-2I-A-3I-A-4I-A-RII-A-1II-A-2II-A-3II-A-4II-A-5II-A-6II-A-7III-A-1III-A-2III-A-3B-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
2 of 504 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 292 matched to the exact cent and 142 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-05-25 | III-A-1 | interest | 1,269,313.74 | 1,269,315.04 | 1.30 | |
| 2006-06-26 | III-A-1 | interest | 1,261,341.11 | 1,261,342.28 | 1.17 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide