Sensitivity Analysis of Fair Value, Transferor's Interests in Transferred Financial Assets, Impact of Other than 10 or 20 Percent Adverse Change in Prepayment Speed, Percent
A specified percentage variance in the prepayment speed assumption in the determination of fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities).
Compare To Other CompaniesAnnual (pure)
Value | Reported On | Form | FY | FP | Start Date | End Date | Fiscal Period |
---|---|---|---|---|---|---|---|
0.1137 | 2011-11-04 | 8-K | 2010 | FY | 2009-01-01 | 2009-12-31 | CY2009 |
0.1129 | 2012-02-29 | 10-K | 2011 | FY | 2010-01-01 | 2010-12-31 | CY2010 |
0.1807 | 2013-02-28 | 10-K | 2012 | FY | 2011-01-01 | 2011-12-31 | CY2011 |
0.1304 | 2014-02-20 | 10-K | 2013 | FY | 2012-01-01 | 2012-12-31 | CY2012 |
0.0807 | 2015-02-24 | 10-K | 2014 | FY | 2013-01-01 | 2013-12-31 | CY2013 |
0.098 | 2016-02-23 | 10-K | 2015 | FY | 2014-01-01 | 2014-12-31 | CY2014 |
0.0981 | 2017-02-28 | 10-K | 2016 | FY | 2015-01-01 | 2015-12-31 | CY2015 |
0.0941 | 2018-02-27 | 10-K | 2017 | FY | 2016-01-01 | 2016-12-31 | CY2016 |
0.0935 | 2019-02-26 | 10-K | 2018 | FY | 2017-01-01 | 2017-12-31 | CY2017 |
0.0878 | 2020-02-25 | 10-K | 2019 | FY | 2018-01-01 | 2018-12-31 | CY2018 |
0.1167 | 2021-02-23 | 10-K | 2020 | FY | 2019-01-01 | 2019-12-31 | CY2019 |
0.149 | 2022-02-22 | 10-K | 2021 | FY | 2020-01-01 | 2020-12-31 | CY2020 |
0.099 | 2023-02-21 | 10-K | 2022 | FY | 2021-01-01 | 2021-12-31 | CY2021 |
0.0612 | 2024-02-16 | 10-K | 2023 | FY | 2022-01-01 | 2022-12-31 | CY2022 |
0.0629 | 2025-02-14 | 10-K | 2024 | FY | 2023-01-01 | 2023-12-31 | CY2023 |
0.0619 | 2025-02-14 | 10-K | 2024 | FY | 2024-01-01 | 2024-12-31 | CY2024 |
Quarterly (pure)
Value | Reported On | Form | FY | FP | Start Date | End Date | Fiscal Period |
---|---|---|---|---|---|---|---|
0.1015 | 2011-11-04 | 8-K | 2011 | Q1 | 2011-01-01 | 2011-03-31 | CY2011Q1 |
0.1432 | 2012-08-09 | 10-Q/A | 2012 | Q1 | 2012-01-01 | 2012-03-31 | CY2012Q1 |
0.1065 | 2013-05-08 | 10-Q | 2013 | Q1 | 2013-01-01 | 2013-03-31 | CY2013Q1 |
0.098 | 2015-05-05 | 10-Q | 2015 | Q1 | 2014-01-01 | 2014-03-31 | CY2014Q1 |
0.1099 | 2015-05-05 | 10-Q | 2015 | Q1 | 2015-01-01 | 2015-03-31 | CY2015Q1 |
0.1207 | 2016-04-29 | 10-Q | 2016 | Q1 | 2016-01-01 | 2016-03-31 | CY2016Q1 |
0.0919 | 2017-05-02 | 10-Q | 2017 | Q1 | 2017-01-01 | 2017-03-31 | CY2017Q1 |
0.0856 | 2018-05-02 | 10-Q | 2018 | Q1 | 2018-01-01 | 2018-03-31 | CY2018Q1 |
0.0964 | 2019-05-02 | 10-Q | 2019 | Q1 | 2019-01-01 | 2019-03-31 | CY2019Q1 |
0.1912 | 2020-05-07 | 10-Q | 2020 | Q1 | 2020-01-01 | 2020-03-31 | CY2020Q1 |
0.1028 | 2021-05-04 | 10-Q | 2021 | Q1 | 2021-01-01 | 2021-03-31 | CY2021Q1 |
0.0768 | 2022-05-03 | 10-Q | 2022 | Q1 | 2022-01-01 | 2022-03-31 | CY2022Q1 |
0.0632 | 2023-05-03 | 10-Q | 2023 | Q1 | 2023-01-01 | 2023-03-31 | CY2023Q1 |
0.0622 | 2024-05-01 | 10-Q | 2024 | Q1 | 2024-01-01 | 2024-03-31 | CY2024Q1 |
All Reported Sensitivity Analysis of Fair Value, Transferor's Interests in Transferred Financial Assets, Impact of Other than 10 or 20 Percent Adverse Change in Prepayment Speed, Percent (pure)
Value | Reported On | Form | FY | FP | Start Date | End Date | Fiscal Period |
---|---|---|---|---|---|---|---|
0.1137 | 2010-08-06 | 10-Q | 2010 | Q2 | 2009-01-01 | 2009-12-31 | |
0.1137 | 2010-11-09 | 10-Q | 2010 | Q3 | 2009-01-01 | 2009-12-31 | |
0.1137 | 2011-02-28 | 10-K | 2010 | FY | 2009-01-01 | 2009-12-31 | |
0.1137 | 2011-11-04 | 8-K | 2010 | FY | 2009-01-01 | 2009-12-31 | CY2009 |
0.1647 | 2010-08-06 | 10-Q | 2010 | Q2 | 2010-01-01 | 2010-06-30 | |
0.1832 | 2010-11-09 | 10-Q | 2010 | Q3 | 2010-01-01 | 2010-09-30 | |
0.1129 | 2011-02-28 | 10-K | 2010 | FY | 2010-01-01 | 2010-12-31 | |
0.1129 | 2011-05-06 | 10-Q | 2011 | Q1 | 2010-01-01 | 2010-12-31 | |
0.1129 | 2011-08-05 | 10-Q | 2011 | Q2 | 2010-01-01 | 2010-12-31 | |
0.1129 | 2011-11-04 | 10-Q | 2011 | Q3 | 2010-01-01 | 2010-12-31 | |
0.1129 | 2011-11-04 | 8-K | 2011 | Q2 | 2010-01-01 | 2010-12-31 | |
0.1129 | 2011-11-04 | 8-K | 2010 | FY | 2010-01-01 | 2010-12-31 | |
0.1129 | 2011-11-04 | 8-K | 2011 | Q1 | 2010-01-01 | 2010-12-31 | |
0.1129 | 2012-02-29 | 10-K | 2011 | FY | 2010-01-01 | 2010-12-31 | CY2010 |
0.1015 | 2011-05-06 | 10-Q | 2011 | Q1 | 2011-01-01 | 2011-03-31 | |
0.1015 | 2011-11-04 | 8-K | 2011 | Q1 | 2011-01-01 | 2011-03-31 | CY2011Q1 |
0.1063 | 2011-08-05 | 10-Q | 2011 | Q2 | 2011-01-01 | 2011-06-30 | |
0.1063 | 2011-11-04 | 8-K | 2011 | Q2 | 2011-01-01 | 2011-06-30 | |
0.1981 | 2011-11-04 | 10-Q | 2011 | Q3 | 2011-01-01 | 2011-09-30 | |
0.1807 | 2012-02-29 | 10-K | 2011 | FY | 2011-01-01 | 2011-12-31 | |
0.1807 | 2012-05-10 | 10-Q | 2012 | Q1 | 2011-01-01 | 2011-12-31 | |
0.1807 | 2012-08-09 | 10-Q/A | 2012 | Q1 | 2011-01-01 | 2011-12-31 | |
0.1807 | 2012-08-09 | 10-Q | 2012 | Q2 | 2011-01-01 | 2011-12-31 | |
0.1807 | 2012-11-08 | 10-Q | 2012 | Q3 | 2011-01-01 | 2011-12-31 | |
0.1807 | 2013-02-28 | 10-K | 2012 | FY | 2011-01-01 | 2011-12-31 | CY2011 |
0.1432 | 2012-05-10 | 10-Q | 2012 | Q1 | 2012-01-01 | 2012-03-31 | |
0.1432 | 2012-08-09 | 10-Q/A | 2012 | Q1 | 2012-01-01 | 2012-03-31 | CY2012Q1 |
0.1647 | 2012-08-09 | 10-Q | 2012 | Q2 | 2012-01-01 | 2012-06-30 | |
0.156 | 2012-11-08 | 10-Q | 2012 | Q3 | 2012-01-01 | 2012-09-30 | |
0.1304 | 2013-02-28 | 10-K | 2012 | FY | 2012-01-01 | 2012-12-31 | |
0.1304 | 2013-05-08 | 10-Q | 2013 | Q1 | 2012-01-01 | 2012-12-31 | |
0.1304 | 2013-08-07 | 10-Q | 2013 | Q2 | 2012-01-01 | 2012-12-31 | |
0.1304 | 2013-11-01 | 10-Q | 2013 | Q3 | 2012-01-01 | 2012-12-31 | |
0.1304 | 2014-02-20 | 10-K | 2013 | FY | 2012-01-01 | 2012-12-31 | CY2012 |
0.1065 | 2013-05-08 | 10-Q | 2013 | Q1 | 2013-01-01 | 2013-03-31 | CY2013Q1 |
0.0882 | 2013-08-07 | 10-Q | 2013 | Q2 | 2013-01-01 | 2013-06-30 | |
0.0877 | 2013-11-01 | 10-Q | 2013 | Q3 | 2013-01-01 | 2013-09-30 | |
0.0807 | 2014-02-20 | 10-K | 2013 | FY | 2013-01-01 | 2013-12-31 | |
0.0807 | 2014-05-02 | 10-Q | 2014 | Q1 | 2013-01-01 | 2013-12-31 | |
0.0807 | 2014-08-04 | 10-Q | 2014 | Q2 | 2013-01-01 | 2013-12-31 | |
0.0807 | 2014-11-03 | 10-Q | 2014 | Q3 | 2013-01-01 | 2013-12-31 | |
0.0807 | 2015-02-24 | 10-K | 2014 | FY | 2013-01-01 | 2013-12-31 | CY2013 |
0.0835 | 2014-05-02 | 10-Q | 2014 | Q1 | 2014-01-01 | 2014-03-31 | |
0.098 | 2015-05-05 | 10-Q | 2015 | Q1 | 2014-01-01 | 2014-03-31 | CY2014Q1 |
0.0856 | 2014-08-04 | 10-Q | 2014 | Q2 | 2014-01-01 | 2014-06-30 | |
0.0849 | 2014-11-03 | 10-Q | 2014 | Q3 | 2014-01-01 | 2014-09-30 | |
0.098 | 2015-02-24 | 10-K | 2014 | FY | 2014-01-01 | 2014-12-31 | |
0.098 | 2015-08-03 | 10-Q | 2015 | Q2 | 2014-01-01 | 2014-12-31 | |
0.098 | 2015-11-02 | 10-Q | 2015 | Q3 | 2014-01-01 | 2014-12-31 | |
0.098 | 2016-02-23 | 10-K | 2015 | FY | 2014-01-01 | 2014-12-31 | CY2014 |
0.1099 | 2015-05-05 | 10-Q | 2015 | Q1 | 2015-01-01 | 2015-03-31 | CY2015Q1 |
0.0901 | 2015-08-03 | 10-Q | 2015 | Q2 | 2015-01-01 | 2015-06-30 | |
0.1019 | 2015-11-02 | 10-Q | 2015 | Q3 | 2015-01-01 | 2015-09-30 | |
0.0981 | 2016-02-23 | 10-K | 2015 | FY | 2015-01-01 | 2015-12-31 | |
0.0981 | 2016-04-29 | 10-Q | 2016 | Q1 | 2015-01-01 | 2015-12-31 | |
0.0981 | 2016-08-03 | 10-Q | 2016 | Q2 | 2015-01-01 | 2015-12-31 | |
0.0981 | 2016-11-01 | 10-Q | 2016 | Q3 | 2015-01-01 | 2015-12-31 | |
0.0981 | 2017-02-28 | 10-K | 2016 | FY | 2015-01-01 | 2015-12-31 | CY2015 |
0.1207 | 2016-04-29 | 10-Q | 2016 | Q1 | 2016-01-01 | 2016-03-31 | CY2016Q1 |
0.1397 | 2016-08-03 | 10-Q | 2016 | Q2 | 2016-01-01 | 2016-06-30 | |
0.1443 | 2016-11-01 | 10-Q | 2016 | Q3 | 2016-01-01 | 2016-09-30 | |
0.0941 | 2017-02-28 | 10-K | 2016 | FY | 2016-01-01 | 2016-12-31 | |
0.0941 | 2017-05-02 | 10-Q | 2017 | Q1 | 2016-01-01 | 2016-12-31 | |
0.0941 | 2017-08-02 | 10-Q | 2017 | Q2 | 2016-01-01 | 2016-12-31 | |
0.0941 | 2017-11-01 | 10-Q | 2017 | Q3 | 2016-01-01 | 2016-12-31 | |
0.0941 | 2018-02-27 | 10-K | 2017 | FY | 2016-01-01 | 2016-12-31 | CY2016 |
0.0919 | 2017-05-02 | 10-Q | 2017 | Q1 | 2017-01-01 | 2017-03-31 | CY2017Q1 |
0.0962 | 2017-08-02 | 10-Q | 2017 | Q2 | 2017-01-01 | 2017-06-30 | |
0.096 | 2017-11-01 | 10-Q | 2017 | Q3 | 2017-01-01 | 2017-09-30 | |
0.0935 | 2018-02-27 | 10-K | 2017 | FY | 2017-01-01 | 2017-12-31 | |
0.0935 | 2018-05-02 | 10-Q | 2018 | Q1 | 2017-01-01 | 2017-12-31 | |
0.0935 | 2018-08-01 | 10-Q | 2018 | Q2 | 2017-01-01 | 2017-12-31 | |
0.0935 | 2018-10-31 | 10-Q | 2018 | Q3 | 2017-01-01 | 2017-12-31 | |
0.0935 | 2019-02-26 | 10-K | 2018 | FY | 2017-01-01 | 2017-12-31 | CY2017 |
0.0856 | 2018-05-02 | 10-Q | 2018 | Q1 | 2018-01-01 | 2018-03-31 | CY2018Q1 |
0.0843 | 2018-08-01 | 10-Q | 2018 | Q2 | 2018-01-01 | 2018-06-30 | |
0.084 | 2018-10-31 | 10-Q | 2018 | Q3 | 2018-01-01 | 2018-09-30 | |
0.0878 | 2019-02-26 | 10-K | 2018 | FY | 2018-01-01 | 2018-12-31 | |
0.0878 | 2019-05-02 | 10-Q | 2019 | Q1 | 2018-01-01 | 2018-12-31 | |
0.0878 | 2019-08-06 | 10-Q | 2019 | Q2 | 2018-01-01 | 2018-12-31 | |
0.0878 | 2019-11-04 | 10-Q | 2019 | Q3 | 2018-01-01 | 2018-12-31 | |
0.0878 | 2020-02-25 | 10-K | 2019 | FY | 2018-01-01 | 2018-12-31 | CY2018 |
0.0964 | 2019-05-02 | 10-Q | 2019 | Q1 | 2019-01-01 | 2019-03-31 | CY2019Q1 |
0.1158 | 2019-08-06 | 10-Q | 2019 | Q2 | 2019-01-01 | 2019-06-30 | |
0.1381 | 2019-11-04 | 10-Q | 2019 | Q3 | 2019-01-01 | 2019-09-30 | |
0.1167 | 2020-02-25 | 10-K | 2019 | FY | 2019-01-01 | 2019-12-31 | |
0.1167 | 2020-05-07 | 10-Q | 2020 | Q1 | 2019-01-01 | 2019-12-31 | |
0.1167 | 2020-08-03 | 10-Q | 2020 | Q2 | 2019-01-01 | 2019-12-31 | |
0.1167 | 2020-11-02 | 10-Q | 2020 | Q3 | 2019-01-01 | 2019-12-31 | |
0.1167 | 2021-02-23 | 10-K | 2020 | FY | 2019-01-01 | 2019-12-31 | CY2019 |
0.1912 | 2020-05-07 | 10-Q | 2020 | Q1 | 2020-01-01 | 2020-03-31 | CY2020Q1 |
0.1908 | 2020-08-03 | 10-Q | 2020 | Q2 | 2020-01-01 | 2020-06-30 | |
0.1694 | 2020-11-02 | 10-Q | 2020 | Q3 | 2020-01-01 | 2020-09-30 | |
0.149 | 2021-02-23 | 10-K | 2020 | FY | 2020-01-01 | 2020-12-31 | |
0.149 | 2021-05-04 | 10-Q | 2021 | Q1 | 2020-01-01 | 2020-12-31 | |
0.149 | 2021-08-02 | 10-Q | 2021 | Q2 | 2020-01-01 | 2020-12-31 | |
0.149 | 2021-11-02 | 10-Q | 2021 | Q3 | 2020-01-01 | 2020-12-31 | |
0.149 | 2022-02-22 | 10-K | 2021 | FY | 2020-01-01 | 2020-12-31 | CY2020 |
0.1028 | 2021-05-04 | 10-Q | 2021 | Q1 | 2021-01-01 | 2021-03-31 | CY2021Q1 |
0.1072 | 2021-08-02 | 10-Q | 2021 | Q2 | 2021-01-01 | 2021-06-30 | |
0.1012 | 2021-11-02 | 10-Q | 2021 | Q3 | 2021-01-01 | 2021-09-30 | |
0.099 | 2022-02-22 | 10-K | 2021 | FY | 2021-01-01 | 2021-12-31 | |
0.099 | 2022-05-03 | 10-Q | 2022 | Q1 | 2021-01-01 | 2021-12-31 | |
0.099 | 2022-08-03 | 10-Q | 2022 | Q2 | 2021-01-01 | 2021-12-31 | |
0.099 | 2022-11-03 | 10-Q | 2022 | Q3 | 2021-01-01 | 2021-12-31 | |
0.099 | 2023-02-21 | 10-K | 2022 | FY | 2021-01-01 | 2021-12-31 | CY2021 |
0.0768 | 2022-05-03 | 10-Q | 2022 | Q1 | 2022-01-01 | 2022-03-31 | CY2022Q1 |
0.0672 | 2022-08-03 | 10-Q | 2022 | Q2 | 2022-01-01 | 2022-06-30 | |
0.0627 | 2022-11-03 | 10-Q | 2022 | Q3 | 2022-01-01 | 2022-09-30 | |
0.0612 | 2023-02-21 | 10-K | 2022 | FY | 2022-01-01 | 2022-12-31 | |
0.0612 | 2023-05-03 | 10-Q | 2023 | Q1 | 2022-01-01 | 2022-12-31 | |
0.0612 | 2023-08-03 | 10-Q | 2023 | Q2 | 2022-01-01 | 2022-12-31 | |
0.0612 | 2023-11-01 | 10-Q | 2023 | Q3 | 2022-01-01 | 2022-12-31 | |
0.0612 | 2024-02-16 | 10-K | 2023 | FY | 2022-01-01 | 2022-12-31 | CY2022 |
0.0632 | 2023-05-03 | 10-Q | 2023 | Q1 | 2023-01-01 | 2023-03-31 | CY2023Q1 |
0.0627 | 2023-08-03 | 10-Q | 2023 | Q2 | 2023-01-01 | 2023-06-30 | |
0.058 | 2023-11-01 | 10-Q | 2023 | Q3 | 2023-01-01 | 2023-09-30 | |
0.0629 | 2024-02-16 | 10-K | 2023 | FY | 2023-01-01 | 2023-12-31 | |
0.0629 | 2024-05-01 | 10-Q | 2024 | Q1 | 2023-01-01 | 2023-12-31 | |
0.0629 | 2024-08-02 | 10-Q | 2024 | Q2 | 2023-01-01 | 2023-12-31 | |
0.0629 | 2024-10-30 | 10-Q | 2024 | Q3 | 2023-01-01 | 2023-12-31 | |
0.0629 | 2025-02-14 | 10-K | 2024 | FY | 2023-01-01 | 2023-12-31 | CY2023 |
0.0622 | 2024-05-01 | 10-Q | 2024 | Q1 | 2024-01-01 | 2024-03-31 | CY2024Q1 |
0.0618 | 2024-08-02 | 10-Q | 2024 | Q2 | 2024-01-01 | 2024-06-30 | |
0.0662 | 2024-10-30 | 10-Q | 2024 | Q3 | 2024-01-01 | 2024-09-30 | |
0.0619 | 2025-02-14 | 10-K | 2024 | FY | 2024-01-01 | 2024-12-31 | CY2024 |
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