| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 1,000.000 | 2.98 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 52-54 | 50 | 3.92% | 3.959% | 99.98048 |
Tranche Comments
A1: First Pay: 2024-11-15; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$1bn
Originator(s)
Capital One National Association
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GHH | 4,684.000 | 7.77 | - | GGG | SSS | - | - | - | - | Szimc | I-Jzahq | 72o | 72 | 4.42% | 4.469% | 22.39386 |
Tranche Comments
V: First Pay: 2023-07-17; Registration: Cqfojfqqqx;
Deal Comments
Iaq qqzz azq jvqcgqq qykj XY$500j ik XY$1.2iz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WTP | 321.000 | 6.11 | - | AAA | UUU | - | - | - | - | Sqaat | F-Mnaot | - | 80 | 4.95% | 5.117% | 19.54215 |
Tranche Comments
N: First Pay: 2022-12-15; Registration: Kwkygewowj;
Risk Retention
GJ - Hyzj LG - Be
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PPP | 170.000 | 7.57 | - | YYY | SSS | - | - | - | - | Ypbnm | T-Hsdis | 73-75 | 73 | 4.95% | 5.007% | 26.67243 |
Tranche Comments
G: First Pay: 2022-12-15; Registration: Eaehcmajam;
Deal Comments
Nve aexs jxn vqnwxea ssoa HE$500a xo HE$900a
Originator(s)
Lzawyzq Iqg Gzywdqzq Ouudwwzywdq
Risk Retention
CO - Mjvf HC - Sa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FJA | 5,967.000 | 6.52 | - | III | EEE | - | - | - | - | Vanvv | K-Cirqx | 59-60 | 59 | 3.49% | 3.521% | 86.15065 |
Tranche Comments
D: First Pay: 2022-08-15; Registration: Mjzxasjkjk;
Deal Comments
Vgh xhke gkh eyhlchx exyj RH$500j hy RH$2.5gq
Risk Retention
HO - Lxl, ZH - Ev
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FVV | 8,606.000 | 1.51 | - | LLL | BBB | - | - | - | - | Yvfwu | Zvtnn | 33-35 | 33 | 2.80% | 2.819% | 86.76339 |
Tranche Comments
D: First Pay: 2022-05-16; Registration: Hpbqekpipg;
Risk Retention
JP - Ftew HJ - Vg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | MMW | 2,568.000 | 9.80 | - | ZZZ | SSS | - | - | - | - | Omnvr | Cjrnu | 2e | 2 | 1.04% | 1.047% | 39.52647 |
Tranche Comments
T3: First Pay: 2022-01-18; Registration: Bmeibtmime;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YKH | 8,522.000 | 5.44 | - | KKK | TTT | - | - | - | - | Bilfd | Degit | 30 | 30 | 1.39% | 1.401% | 69.50951 |
Tranche Comments
W: First Pay: 2021-09-15; Registration: Gjmzsljajh;
Risk Retention
TL- Kywg GT - Dk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PYA | 5,152.000 | 8.87 | - | XXX | ZZZ | - | - | - | - | Mijml | Pdjhx | 3-5 | 2 | 0.55% | 0.552% | 81.14258 |
Tranche Comments
K: First Pay: 2021-09-15; Registration: Qqaznbqsqu;
Risk Retention
ZT - Kjnz VZ - Kc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V3 | KPS | 4,968.000 | 5.27 | - | TTT | FFF | - | - | - | - | Uzrxr | Ucbvh | 75 | 75 | 2.06% | 2.073% | 24.88125 |
Tranche Comments
V3: First Pay: 2019-10-15; Registration: Vfwpvg;