Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2007-1 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.
11
periods replayed
96.7%
of 572 points within one dollar
19
points off by more than a dollar
A-1A-3A-4A-5A-6A-7A-8A-9A-10A-POA-RB-1B-2B-3B-4B-5B-6A-2
2007
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
19 of 572 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 439 matched to the exact cent and 47 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2007-09-25 | A-1 | interest | 588,218.22 | 625,161.33 | 36943.11 | |
| 2007-02-26 | A-1 | interest | 598,953.57 | 616,661.91 | 17708.34 | |
| 2007-03-26 | A-1 | interest | 595,254.59 | 612,961.81 | 17707.22 | |
| 2007-04-25 | A-1 | interest | 593,764.43 | 611,470.10 | 17705.67 | |
| 2007-05-25 | A-1 | interest | 588,694.48 | 606,398.13 | 17703.65 | |
| 2007-06-25 | A-1 | interest | 588,553.76 | 606,254.93 | 17701.17 | |
| 2007-07-25 | A-1 | interest | 588,427.13 | 606,125.38 | 17698.25 | |
| 2007-08-27 | A-1 | interest | 588,333.75 | 606,028.64 | 17694.89 | |
| 2007-02-26 | A-7 | interest | 13,028.43 | 13,594.89 | 566.46 | |
| 2007-03-26 | A-7 | interest | 13,039.72 | 13,606.18 | 566.46 | |
| 2007-04-25 | A-7 | interest | 13,028.40 | 13,594.86 | 566.46 | |
| 2007-05-25 | A-7 | interest | 13,028.53 | 13,594.99 | 566.46 | |
| 2007-06-25 | A-7 | interest | 13,028.71 | 13,595.17 | 566.46 | |
| 2007-07-25 | A-7 | interest | 13,028.63 | 13,595.09 | 566.46 | |
| 2007-08-27 | A-7 | interest | 13,028.40 | 13,594.86 | 566.46 | |
| 2007-09-25 | A-7 | interest | 13,028.51 | 13,594.97 | 566.46 | |
| 2007-10-25 | A-7 | interest | 13,023.12 | 13,589.58 | 566.46 | |
| 2007-11-26 | A-7 | interest | 13,028.23 | 13,594.69 | 566.46 | |
| 2007-12-26 | A-7 | interest | 13,027.61 | 13,594.07 | 566.46 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide