Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2007-6 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
97.6%
of 336 points within one dollar
8
points off by more than a dollar
A-1A-2A-3A-4A-5A-6A-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
8 of 336 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 257 matched to the exact cent and 34 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2007-12-26 | A-3 | interest | 39,332.09 | 59,663.02 | 20330.93 | |
| 2007-11-26 | A-3 | interest | 39,328.76 | 56,144.34 | 16815.58 | |
| 2007-09-25 | A-2 | interest | 235,999.11 | 244,062.72 | 8063.61 | |
| 2007-10-25 | A-3 | interest | 39,334.24 | 45,971.97 | 6637.74 | |
| 2007-05-25 | A-2 | interest | 235,947.01 | 236,733.70 | 786.70 | |
| 2007-08-27 | A-2 | interest | 236,080.32 | 236,867.01 | 786.70 | |
| 2007-06-25 | A-2 | interest | 236,170.89 | 236,957.58 | 786.69 | |
| 2007-07-25 | A-2 | interest | 235,976.46 | 236,763.15 | 786.69 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide