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Deals on this shelf ·
| At pricing | Hard CE at pricing · % of pool | Latest reported · Sep 2026 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Deal | Closed | Size | Credit ScoreWA | Subbelow AAA | Reserve | OCinitial | Hard CEtotal | 60+ DQ% of loans | CNL% of orig. pool | Pool Factor |
| 2024-1PSR | May 29, 2024 | $1.58B | 588 | 25.35% | 1.00% | 5.75% | 32.10% | 4.27% | 6.53% | 0.388 |
| 2023-2 | Sep 20, 2023 | $1.50B | 590 | 25.35% | 2.00% | 5.75% | 33.10% | 3.75% | 7.27% | 0.293 |
| 2023-1 | Mar 15, 2023 | $1.28B | 589 | 25.35% | 2.00% | 5.75% | 33.10% | 3.83% | 7.87% | 0.219 |
| 2022-2 | Jun 22, 2022 | $1.21B | 599 | 25.35% | 2.00% | 5.75% | 33.10% | 4.48% | 7.93% | 0.132 |
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At pricing — terms from the deal's prospectus and pricing supplement; they do not update.
Credit Score — weighted-average obligor credit score of the pool at cut-off, as stated in the prospectus.
Hard CE — initial hard credit enhancement for the senior notes, the total the rating agencies quote: Sub (all rated classes below the AAA notes; an unrated residual Class N is not subordination) + Reserve (the reserve fund at closing) + OC (initial overcollateralization, net of any yield supplement), each as a % of the initial pool balance. Excess spread is not included. The total is blank where a part is not known.
Latest reported — from the most recent monthly servicer report (SEC Form 10-D). 60+ DQ is the share of loans 60+ days past due in the ABS-EE loan tape at its latest period; CNL is cumulative net loss as a % of the original pool balance; Pool Factor is the current pool balance ÷ original.
PSR marks a deal with a presale report (2024 deals onward); it opens from the deal name.