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DQ bucket
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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 |
| 2026-P3PSR | Aug 25, 2026 | $1.55B | 702 | 10.70% | 0.50% | 0.00% | 11.20% | 0.00% | 0.00% | 0.971 |
| 2026-P2PSR | May 27, 2026 | $1.10B | 708 | 10.70% | 0.50% | 0.00% | 11.20% | 0.13% | 0.03% | 0.893 |
| 2026-P1PSR | Mar 17, 2026 | $1.05B | 713 | 10.70% | 0.50% | 0.00% | 11.20% | 0.23% | 0.09% | 0.829 |
| 2025-P4PSR | Nov 25, 2025 | $935M | 708 | 10.20% | 0.50% | 0.00% | 10.70% | 0.44% | 0.23% | 0.749 |
| 2025-P3PSR | Sep 23, 2025 | $1.01B | 702 | 9.40% | 0.50% | 0.00% | 9.90% | 0.73% | 0.46% | 0.693 |
| 2025-P2PSR | Jun 17, 2025 | $650M | 701 | 10.15% | 0.50% | 0.00% | 10.65% | 1.00% | 0.77% | 0.621 |
| 2025-P1PSR | Mar 17, 2025 | $603M | 702 | 6.50% | 0.50% | 0.00% | 7.00% | 1.35% | 1.06% | 0.526 |
| 2024-P4PSR | Dec 17, 2024 | $625M | 701 | 7.50% | 0.50% | 0.00% | 8.00% | 1.30% | 1.27% | 0.491 |
| 2024-P3PSR | Sep 17, 2024 | $639M | 701 | 7.50% | 0.50% | 0.00% | 8.00% | 1.54% | 1.51% | 0.435 |
| 2024-P2PSR | Jun 12, 2024 | $507M | 702 | 6.95% | 0.50% | 0.00% | 7.45% | 1.68% | 1.69% | 0.389 |
| 2022-P3 | Sep 8, 2022 | $364M | 704 | 9.15% | 0.50% | 0.00% | 9.65% | 2.80% | 3.67% | 0.164 |
| 2022-P2 | May 25, 2022 | $605M | 704 | 9.00% | 0.65% | 0.00% | 9.65% | 2.87% | 3.25% | 0.123 |
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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.