Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2007-11
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.
5
periods replayed
98.4%
of 990 points within one dollar
16
points off by more than a dollar
A-2A-3A-4A-5A-6A-8A-9A-10A-12A-13A-14A-15A-16A-18A-19A-20A-21A-22A-23A-24A-25A-26A-27A-28A-29A-30A-31A-32A-33A-34A-35A-36A-37A-38A-40A-41A-42A-43A-44A-51A-52A-54A-55A-56A-57A-58A-59A-64A-65A-66A-67A-68A-69A-70A-98A-POA-RB-1B-2B-3B-4B-5B-6A-7A-11A-17A-39A-50A-53A-61A-62A-99
2007
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
16 of 990 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 767 matched to the exact cent and 93 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2007-08-27 | A-44 | interest | -2,103.84 | 1,083,353.25 | 1085457.09 | |
| 2007-09-25 | A-44 | interest | -474.09 | 1,081,740.92 | 1082215.01 | |
| 2007-10-25 | A-44 | interest | -463.31 | 1,077,727.29 | 1078190.60 | |
| 2007-11-26 | A-44 | interest | -368.14 | 1,073,016.42 | 1073384.56 | |
| 2007-12-26 | A-44 | interest | 13.65 | 1,067,811.58 | 1067797.93 | |
| 2007-08-27 | A-2 | interest | -920.65 | 474,079.35 | 475000.00 | |
| 2007-09-25 | A-2 | interest | -207.45 | 473,340.16 | 473547.61 | |
| 2007-10-25 | A-2 | interest | -202.72 | 471,542.02 | 471744.74 | |
| 2007-11-26 | A-2 | interest | -161.05 | 469,430.65 | 469591.70 | |
| 2007-12-26 | A-2 | interest | 5.97 | 467,094.97 | 467089.00 | |
| 2007-09-25 | A-10 | interest | 1,041,271.52 | 1,059,501.89 | 18230.37 | |
| 2007-09-25 | A-38 | interest | 975,735.81 | 992,818.81 | 17083.00 | |
| 2007-09-25 | A-16 | interest | 822,435.84 | 836,834.88 | 14399.04 | |
| 2007-09-25 | A-52 | interest | 953,462.01 | 962,205.95 | 8743.94 | |
| 2007-09-25 | A-59 | interest | 765,298.18 | 772,316.52 | 7018.34 | |
| 2007-09-25 | A-98 | interest | 247,456.06 | 253,851.48 | 6395.42 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide