Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2007-9
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
97.4%
of 270 points within one dollar
7
points off by more than a dollar
I-A-1I-A-2I-A-3I-A-4I-A-5I-A-6I-A-7I-A-POI-A-RII-A-1II-A-2II-A-POB-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
7 of 270 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 206 matched to the exact cent and 27 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2007-12-26 | II-A-1 | interest | 1,465,789.35 | 1,466,449.48 | 660.13 | |
| 2007-12-26 | I-A-2 | interest | 233,303.12 | 233,413.45 | 110.33 | |
| 2007-12-26 | I-A-7 | interest | 95,991.16 | 96,036.55 | 45.39 | |
| 2007-12-26 | I-A-1 | interest | 1,206,493.89 | 1,206,506.35 | 12.46 | |
| 2007-12-26 | II-A-2 | interest | 19,777.34 | 19,786.25 | 8.91 | |
| 2007-12-26 | I-A-5 | interest | 179,077.82 | 179,079.66 | 1.84 | |
| 2007-12-26 | I-A-7 | ending balance | 21,049,420.76 | 21,049,421.76 | 1.00 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide