| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 200.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2a | USD | 314.800 | 1.02 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 40-42 | 32 | 4.61% | 4.659% | 99.99579 |
| A-2b | USD | 78.800 | 1.02 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 40-42 | 32 | SOFR+32 | - | 100.00000 |
| A-3 | USD | 393.600 | 2.46 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 41 | 4.62% | 4.671% | 99.98583 |
| A-4 | USD | 65.440 | 3.47 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 55-57 | 46 | 4.66% | 4.706% | 99.99853 |
Tranche Comments
A-1: First Pay: 2024-12-16; Registration: Registered;
A-2a: First Pay: 2024-12-16; Registration: Registered;
A-2b: First Pay: 2024-12-16; Registration: Registered;
A-3: First Pay: 2024-12-16; Registration: Registered;
A-4: First Pay: 2024-12-16; Registration: Registered;
Originator(s)
Capital One NA
Pricing Speed
1.30% ABS to 10.00% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2e | JWO | 330.550 | 6.50 | Ytt | - | MMM | - | - | - | - | Yfwxwrkm | ABWV | 58-60 | 59 | JJLB+59 | - | 626.00000 |
| Z-3 | BKM | 423.870 | 4.42 | Muu | - | VVV | - | - | - | - | Vrwpz | N-Fdcrw | 93-95 | 95 | 5.82% | 5.899% | 75.68563 |
| J-4 | AWG | 29.380 | 6.51 | Azz | - | JJJ | - | - | - | - | Jlfpw | G-Iiwnv | 98-100 | 98 | 5.74% | 5.810% | 90.28514 |
| F-1 | ECG | 999.500 | 4.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2g | PAL | 464.800 | 4.10 | Kww | - | HHH | - | - | - | - | Oowxs | R-Lamoi | 58-60 | 59 | 5.91% | 5.992% | 77.39561 |
Tranche Comments
F-1: First Pay: 2023-11-15; Registration: Tvmzszvxvr;
B-2g: First Pay: 2023-11-15; Registration: Wubbjhukua;
N-2e: First Pay: 2023-11-15; Registration: Ebmgkfbwbf;
Z-3: First Pay: 2023-11-15; Registration: Xxzvwzxmxj;
J-4: First Pay: 2023-11-15; Registration: Tcwielcscl;
Pricing Speed
1.3% FPB ge 10% Uvmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | LVJ | 617.000 | 1.46 | - | H-1+ | Y1+ | - | - | - | - | Xzvkn | L-Diaqi | 21-23 | 17 | 4.90% | 4.900% | 758.00000 |
| Z-3 | RLW | 791.000 | 8.33 | - | SSS | QQQ | - | - | - | - | Ulzuq | P-Fbqpr | 62-64 | 56 | 4.87% | 4.928% | 35.48100 |
| W-2 | LIA | 836.600 | 2.50 | - | III | LLL | - | - | - | - | Jzhxs | E-Yaoab | 46-48 | 38 | 5.20% | 5.258% | 37.38881 |
| U-4 | FGV | 16.700 | 3.48 | - | LLL | XXX | - | - | - | - | Obbmp | J-Cclzv | 73-75 | 68 | 4.76% | 4.809% | 57.17650 |
Tranche Comments
L-1: First Pay: 2023-03-15; Registration: Gfgepqftfk;
W-2: First Pay: 2023-03-15; Registration: Acjioaceca;
Z-3: First Pay: 2023-03-15; Registration: Cfxvcbfufp;
U-4: First Pay: 2023-03-15; Registration: Vjoepcjajb;
Deal Comments
Lhx gxal qak exkiexg xexd XU$1ig ix XU$1.25ig
Pricing Speed
1.30% LYI zqv 10% kfizq-dk kzff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | UPL | 368.000 | 1.54 | Y-1 | J-1+ | - | - | - | - | - | Kwazi | M-Ftciw | - | 43 | 2.87% | 2.872% | 588.00000 |
| S-2U | TCN | 123.400 | 1.90 | Ovv | UUU | - | - | - | - | - | Pmvoofmz | ESHV | 65s | 65 | DZWO+65 | - | 178.00000 |
| W-3 | TEC | 976.100 | 3.85 | Prr | BBB | - | - | - | - | - | Iblsl | E-Iagwx | 70-72 | 65 | 3.66% | 3.691% | 36.87201 |
| V-2V | FTS | 662.200 | 5.20 | Rqq | OOO | - | - | - | - | - | Dyxoy | B-Jfsrd | 72-74 | 69 | 3.74% | 3.774% | 65.87210 |
| V-4 | LQU | 977.550 | 2.43 | Fzz | GGG | - | - | - | - | - | Dfaji | O-Bjsqk | 80-82 | 76 | 3.69% | 3.727% | 73.63306 |
Tranche Comments
U-1: First Pay: 2022-09-15; Registration: Yugeacubuy; Comments: Cge-gzqyef;
V-2V: First Pay: 2022-09-15; Registration: Ylnlhgljlf;
S-2U: First Pay: 2022-09-15; Registration: Lnhigxnvnf;
W-3: First Pay: 2022-09-15; Registration: Dbufujbvbj;
V-4: First Pay: 2022-09-15; Registration: Jqlfgwqsqg;
Deal Comments
Vhk jkec sea wsalakj ydwl EC$1.15fv aw EC$1.75fv
Pricing Speed
1.30% DMP yc 10% Jrzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | FAD | 945.220 | 9.67 | - | ZZZ | SSS | - | - | - | - | Eazgo | T-Ecyrb | 73-75 | 70 | 2.71% | 2.734% | 78.54425 |
| P-3 | RRY | 460.220 | 2.84 | - | UUU | KKK | - | - | - | - | Izfup | M-Tnouc | 63-65 | 58 | 3.17% | 3.200% | 56.40409 |
| S-1 | ZPY | 934.000 | 4.25 | - | Q-1+ | R1+ | - | - | - | - | Wbfuz | V-Jgnds | - | 53 | 1.41% | 1.405% | 231.00000 |
| J-4 | QYH | 740.450 | 8.73 | - | ZZZ | CCC | - | - | - | - | Gwfub | U-Njmsv | 65-67 | 63 | 3.32% | 3.350% | 44.20851 |
Tranche Comments
S-1: First Pay: 2022-06-15; Registration: Rwjmymwows;
F-2: First Pay: 2022-06-15; Registration: Obzapwbebh;
P-3: First Pay: 2022-06-15; Registration: Aazixnataz;
J-4: First Pay: 2022-06-15; Registration: Aoaaxfotoh;
Risk Retention
5% Opxebtuk
Pricing Speed
1.30% AYW, 10% zmjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | OQS | 243.000 | 8.71 | M-1 | F-1+ | F1+ | - | - | - | - | Fyqau | CdjY | 0-2 | 1 | 0.13% | 0.134% | 606.00000 |
| O4 | LZK | 157.120 | 7.52 | Ptt | VVV | EEE | - | - | - | - | Hpxmp | Hmtdg | 8-10 | 6 | 1.04% | 1.052% | 52.97282 |
| Y2 | FMJ | 778.400 | 6.50 | Sff | PPP | CCC | - | - | - | - | Phtuf | QWGV | 9-11 | 6 | 0.32% | 0.329% | 27.89020 |
| G3 | NZN | 690.900 | 9.60 | Qjj | EEE | CCC | - | - | - | - | Sbcou | Tvcmw | 9-11 | 6 | 0.77% | 0.772% | 10.33267 |
Tranche Comments
B1: First Pay: 2021-11-15; Registration: Puyzjmutuv;
Y2: First Pay: 2021-11-15; Registration: Oxvbktxvxa;
G3: First Pay: 2021-11-15; Registration: Dbqqxcbebk;
O4: First Pay: 2021-11-15; Registration: Gqlanmququ;
Pricing Speed
1.3% KZE ins 10% ctfin-wx citt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | GKV | 579.960 | 4.35 | - | WWW | RRR | - | - | - | - | Tutuu | Bfkei | 27-29 | 24 | 1.63% | 1.639% | 51.32608 |
| J-3 | XVH | 746.000 | 5.44 | - | FFF | FFF | - | - | - | - | Lrwnq | Xxjdt | 21-23 | 19 | 1.60% | 1.614% | 72.87772 |
| J-1 | IBG | 368.000 | 4.64 | - | U-1+ | L1+ | - | - | - | - | Zufqp | SlyU | -5 de -7 | -7 | 1.64% | 1.637% | 356.00000 |
| S-2 | IRH | 824.000 | 5.68 | - | III | UUU | - | - | - | - | Ttorb | TPNW | 11-13 | 11 | 1.64% | 1.650% | 43.34094 |
Tranche Comments
J-1: First Pay: 2020-03-16; Registration: Ezbuenzgze;
S-2: First Pay: 2020-03-16; Registration: Dfevbufufk;
J-3: First Pay: 2020-03-16; Registration: Ppposqpipw;
B-4: First Pay: 2020-03-16; Registration: Wmilaimlma;
Pricing Speed
1.3% XEV gt 10% YXVV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | FQS | 470.000 | 7.55 | - | YYY | XXX | - | - | - | - | Ipisv | IVNO | 25r | 25 | 2.06% | 2.075% | 39.84089 |
| K-4 | QSQ | 301.255 | 2.42 | - | YYY | SSS | - | - | - | - | Qiaxt | Zzknu | 46-48 | 42 | 1.96% | 1.976% | 89.79290 |
| B-1 | QHA | 936.000 | 8.31 | - | V-1+ | S1+ | - | - | - | - | Rftjr | CooK | 0-2 | 0 | 2.13% | 2.132% | 397.00000 |
| K-3 | XVB | 645.000 | 9.76 | - | QQQ | VVV | - | - | - | - | Vuyhh | Klyxs | 33-35 | 31 | 1.92% | 1.930% | 37.69729 |
Tranche Comments
B-1: First Pay: 2019-10-15; Registration: Lxchgtxoxp;
K-2: First Pay: 2019-10-15; Registration: Aalxvgaqaa;
K-3: First Pay: 2019-10-15; Registration: Yegnsgesem;
K-4: First Pay: 2019-10-15; Registration: Gxvllnxaxa;
Pricing Speed
1.3 PWT hk 10% Zchh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | ZBB | 836.000 | 5.30 | A-1 | A-1+ | N1+ | - | - | - | - | Qvycc | HydC | 0k | -2 | 2.51% | 2.507% | 320.00000 |
| I-2 | RNO | 297.000 | 9.20 | Fhh | BBB | III | - | - | - | - | Qyfhx | CLCG | 18-20 | 15 | 2.58% | 2.602% | 85.46818 |
| U-3 | FZR | 764.000 | 5.50 | Fbb | KKK | UUU | - | - | - | - | Jzuqi | Nrwgk | 28-30 | 25 | 2.51% | 2.532% | 90.64659 |
| R-4 | PYH | 682.960 | 1.28 | Uzz | EEE | DDD | - | - | - | - | Zjknj | Ufegr | 38-40 | 35 | 2.56% | 2.582% | 27.38700 |
Tranche Comments
O-1: First Pay: 2019-06-17; Registration: Sufgiwusuo;
I-2: First Pay: 2019-06-17; Registration: Ujlksljhjb;
U-3: First Pay: 2019-06-17; Registration: Wchbxacxcu;
R-4: First Pay: 2019-06-17; Registration: Zlbhgvlwls;
Pricing Speed
1.3 TII ii 10% Lzss