| Pool | Balance ($B) | Yield | LTV | Vintage | CPR | 30DPD |
|---|---|---|---|---|---|---|
| Prime Conforming 2021 | 48.2 | 3.15% | 58% | 2021 | 11.2% | 1.10% |
| Prime Conforming 2022 | 42.5 | 4.50% | 60% | 2022 | 5.8% | 1.45% |
| Prime Conforming 2023 | 38.1 | 6.20% | 65% | 2023 | 4.2% | 1.90% |
| Jumbo 2020 | 32.0 | 2.90% | 55% | 2020 | 14.5% | 0.65% |
| Jumbo 2021 | 28.4 | 3.30% | 57% | 2021 | 10.8% | 0.80% |
| Prime Conforming 2024 | 26.8 | 6.80% | 70% | 2024 | 3.5% | 2.20% |
| FHA/VA 2022 | 22.3 | 4.20% | 92% | 2022 | 7.1% | 3.40% |
| Jumbo 2023 | 19.7 | 5.80% | 52% | 2023 | 4.8% | 0.55% |
| FHA/VA 2023 | 17.5 | 5.90% | 94% | 2023 | 5.2% | 3.80% |
| Prime Conforming 2020 | 14.5 | 2.75% | 52% | 2020 | 16.0% | 0.90% |
| Tier | Balance ($B) | % Mix | APR | Revolve | NCO | Revenue ($M/mo) | 30DPD |
|---|---|---|---|---|---|---|---|
| Super-Prime (760+) | 52.0 | 28% | 18.5% | 32% | 1.20% | 580 | 0.8% |
| Prime (720-759) | 48.0 | 26% | 20.5% | 48% | 2.10% | 620 | 1.5% |
| Near-Prime (660-719) | 42.0 | 23% | 23.5% | 68% | 4.50% | 710 | 3.2% |
| Subprime (580-659) | 30.0 | 16% | 26.0% | 82% | 7.80% | 520 | 6.1% |
| Deep Subprime (<580) | 13.0 | 7% | 29.9% | 90% | 12.50% | 180 | 10.4% |
| Segment | Balance ($B) | ECL ($B) | Coverage | Stage 1 | Stage 2 | Stage 3 | NCO | Provision ($M/mo) |
|---|---|---|---|---|---|---|---|---|
| Prime Mortgage | 220.0 | 1.54 | 0.70% | 94% | 5% | 1% | 0.12% | 55 |
| Govt Mortgage (FHA/VA) | 70.0 | 1.89 | 2.70% | 88% | 8% | 4% | 0.45% | 48 |
| Credit Cards | 185.0 | 8.88 | 4.80% | 84% | 11% | 5% | 3.60% | 185 |
| Auto — New | 48.0 | 0.58 | 1.20% | 93% | 5% | 2% | 0.65% | 22 |
| Auto — Used | 34.0 | 0.78 | 2.30% | 89% | 8% | 3% | 1.30% | 28 |
| Personal — Secured | 13.3 | 0.25 | 1.90% | 91% | 7% | 2% | 1.20% | 12 |
| Personal — Unsecured | 24.7 | 1.11 | 4.50% | 85% | 10% | 5% | 3.10% | 45 |
| Total Retail | 595.0 | 15.03 | 2.53% | 89% | 8% | 3% | 1.62% | 395 |
| Memo: Deposits (no ECL) | 1,200.0 | — | — | — | — | — | — | — |