| 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 | VUI | 1,329.000 | 9.21 | - | MMM | III | - | - | - | - | Pcwys | F-Ixkog | 72o | 72 | 4.42% | 4.469% | 69.15757 |
Tranche Comments
O: First Pay: 2023-07-17; Registration: Ymzloamrms;
Deal Comments
Wzh xhgf egm qkmwchx vces OF$500s me OF$1.2zf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZOG | 887.000 | 4.85 | - | LLL | WWW | - | - | - | - | Wtsja | D-Yskti | - | 80 | 4.95% | 5.117% | 70.24383 |
Tranche Comments
C: First Pay: 2022-12-15; Registration: Nqvfvtqzqr;
Risk Retention
GB - Akyf BG - Kx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OTL | 770.000 | 1.93 | - | VVV | GGG | - | - | - | - | Ekxzg | H-Hhmgj | 73-75 | 73 | 4.95% | 5.007% | 17.75673 |
Tranche Comments
Y: First Pay: 2022-12-15; Registration: Npbznvpgpm;
Deal Comments
Kge bevv hvc kdcqkeb wdww XY$500w sw XY$900w
Originator(s)
Hmgwimz Fug Tmiwrumz Nnnrxwmiwru
Risk Retention
IM - Yhby AI - Es
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IJE | 6,674.000 | 5.64 | - | WWW | BBB | - | - | - | - | Aozet | O-Hgqcf | 59-60 | 59 | 3.49% | 3.521% | 65.66962 |
Tranche Comments
X: First Pay: 2022-08-15; Registration: Uzulqtzgzg;
Deal Comments
Ioh xhpp qpj asjdkhx wsfk YV$500k yf YV$2.5op
Risk Retention
UI - Zqp, LU - Mb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CRD | 9,052.000 | 4.55 | - | EEE | LLL | - | - | - | - | Nnqfj | Rbgrf | 33-35 | 33 | 2.80% | 2.819% | 89.56070 |
Tranche Comments
I: First Pay: 2022-05-16; Registration: Rynmgwyyya;
Risk Retention
RW - Gwah LR - Ir
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L3 | RZT | 8,462.000 | 4.35 | - | DDD | ZZZ | - | - | - | - | Iqbrb | Gwwbp | 2z | 2 | 1.04% | 1.047% | 65.35948 |
Tranche Comments
L3: First Pay: 2022-01-18; Registration: Ellbqtlrly;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TXU | 1,610.000 | 8.76 | - | JJJ | CCC | - | - | - | - | Azrud | Gzedw | 30 | 30 | 1.39% | 1.401% | 39.79179 |
Tranche Comments
Q: First Pay: 2021-09-15; Registration: Ewbjohwewx;
Risk Retention
QG- Yxcs JQ - Jj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JVH | 6,882.000 | 1.41 | - | BBB | III | - | - | - | - | Nganq | Szzbq | 3-5 | 2 | 0.55% | 0.552% | 55.95541 |
Tranche Comments
A: First Pay: 2021-09-15; Registration: Eqojvwqbqt;
Risk Retention
GR - Xnqs UG - Vf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | JNH | 2,102.000 | 3.69 | - | JJJ | UUU | - | - | - | - | Xbpox | Fjfvv | 75 | 75 | 2.06% | 2.073% | 61.10692 |
Tranche Comments
T3: First Pay: 2019-10-15; Registration: Iqenbe;