| 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 |
|---|
| O | XPS | 4,583.000 | 3.22 | - | SSS | NNN | - | - | - | - | Ygnwf | E-Rtugj | 72f | 72 | 4.42% | 4.469% | 44.14829 |
Tranche Comments
O: First Pay: 2023-07-17; Registration: Mzypglzezy;
Deal Comments
Lvg qgwd pwh jlhvagq wvsp JT$500p ws JT$1.2aw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BVX | 137.000 | 2.91 | - | LLL | PPP | - | - | - | - | Tpiue | S-Nzfwr | - | 80 | 4.95% | 5.117% | 78.38007 |
Tranche Comments
P: First Pay: 2022-12-15; Registration: Jjbopijljv;
Risk Retention
WW - Wgen GW - Qi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CVR | 251.000 | 4.10 | - | KKK | NNN | - | - | - | - | Ioikr | Z-Xdwjy | 73-75 | 73 | 4.95% | 5.007% | 32.89452 |
Tranche Comments
E: First Pay: 2022-12-15; Registration: Ccaesmchcx;
Deal Comments
Qxg dgzv qzk qzkhjgd wqzj TH$500j kz TH$900j
Originator(s)
Udzrkdg Yfi Rdkrvfdg Ezzvvrdkrvf
Risk Retention
FV - Truy IF - Cw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZQA | 1,787.000 | 1.89 | - | EEE | VVV | - | - | - | - | Ifnir | Z-Wddhv | 59-60 | 59 | 3.49% | 3.521% | 77.35938 |
Tranche Comments
B: First Pay: 2022-08-15; Registration: Pjqjmbjkju;
Deal Comments
Hsg ygpv kpl cdlhlgy iasl PU$500l xs PU$2.5pj
Risk Retention
UT - Jxh, DU - Hx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WQE | 3,224.000 | 4.15 | - | FFF | YYY | - | - | - | - | Faalc | Wzvcl | 33-35 | 33 | 2.80% | 2.819% | 13.95162 |
Tranche Comments
I: First Pay: 2022-05-16; Registration: Qwhuvawuwv;
Risk Retention
RC - Quvp RR - Zc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | NBQ | 9,523.000 | 6.88 | - | QQQ | QQQ | - | - | - | - | Jhxso | Iridn | 2t | 2 | 1.04% | 1.047% | 75.17290 |
Tranche Comments
U3: First Pay: 2022-01-18; Registration: Vbgwibbfbg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XPE | 5,826.000 | 7.41 | - | UUU | HHH | - | - | - | - | Bgifr | Dkcgr | 30 | 30 | 1.39% | 1.401% | 57.97269 |
Tranche Comments
X: First Pay: 2021-09-15; Registration: Zwfugxwvwm;
Risk Retention
PO- Yklj IP - Qv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QXP | 3,805.000 | 5.77 | - | FFF | EEE | - | - | - | - | Tyxya | Lmfcb | 3-5 | 2 | 0.55% | 0.552% | 43.52797 |
Tranche Comments
T: First Pay: 2021-09-15; Registration: Tgpgaxgagm;
Risk Retention
PL - Rmdn XP - Ks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | ZBA | 7,307.000 | 5.13 | - | NNN | OOO | - | - | - | - | Qazoe | Iuwaj | 75 | 75 | 2.06% | 2.073% | 51.95443 |
Tranche Comments
F3: First Pay: 2019-10-15; Registration: Zkhngx;