Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2008-AR2
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.
10
periods replayed
97.1%
of 280 points within one dollar
8
points off by more than a dollar
A-1A-2A-RB-1B-2B-3B-4B-5B-6A-IO
2008
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
8 of 280 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 190 matched to the exact cent and 49 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2008-11-25 | A-1 | interest | 520,249.81 | 486,685.31 | 33564.50 | |
| 2008-11-25 | A-IO | interest | 287,293.74 | 320,858.15 | 33564.41 | |
| 2008-10-27 | A-1 | interest | 500,724.22 | 534,105.84 | 33381.62 | |
| 2008-10-27 | A-IO | interest | 316,173.42 | 282,792.34 | 33381.08 | |
| 2008-03-25 | A-IO | interest | 375,466.69 | 394,204.99 | 18738.30 | |
| 2008-03-25 | A-1 | interest | 560,546.77 | 541,809.28 | 18737.49 | |
| 2008-12-26 | A-IO | interest | 532,155.19 | 523,356.18 | 8799.01 | |
| 2008-12-26 | A-1 | interest | 262,785.56 | 271,545.08 | 8759.52 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide