Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2007-13 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.
4
periods replayed
98.1%
of 216 points within one dollar
4
points off by more than a dollar
A-1A-2A-3A-4A-5A-6A-7A-8A-9A-10A-POA-RB-1B-2B-3B-4B-5B-6
2007
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
4 of 216 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 188 matched to the exact cent and 10 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2007-09-25 | A-2 | interest | 374,162.73 | 389,787.73 | 15625.00 | |
| 2007-10-25 | A-2 | interest | 373,515.15 | 389,081.58 | 15566.43 | |
| 2007-11-26 | A-2 | interest | 371,673.35 | 387,169.16 | 15495.81 | |
| 2007-12-26 | A-2 | interest | 369,918.63 | 385,332.54 | 15413.91 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide