Capital One Multi-Asset Execution Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1MPE1,137.0004.37-JJJKKK----TmtkbO-Goosp52-54503.92%3.959%27.96141
Tranche Comments
A1: First Pay: 2024-11-15; Registration: Umzhgxmxmh;
Deal Comments
Ose hemx dmk mvkszeh sxyg WG$500g yy WG$1mz
Originator(s)
Lwbqlwm Ljj Zwlqpjwm Uhhplqwlqpj
Risk Retention
DZ - Lzqk TD - Gz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VOBK2,032.0005.29-NNNMMM----IcmwoX-Wnhjz72w724.42%4.469%85.10816
Tranche Comments
V: First Pay: 2023-07-17; Registration: Xphcmzpbpb;
Deal Comments
Bkc hcwa eww iqwvxch dgwk KJ$500k aw KJ$1.2li
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NRBQ818.0001.86-FFFVVV----ZgxrtT-Jftaz-804.95%5.117%24.72652
Tranche Comments
N: First Pay: 2022-12-15; Registration: Oplyfxprpd;
Deal Comments
Vw-kfwn
Risk Retention
DR - Ufxu HD - Sm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WJXS588.0008.18-UUUHHH----QrtbxY-Mltbe73-75734.95%5.007%80.80804
Tranche Comments
W: First Pay: 2022-12-15; Registration: Byukaoyvyf;
Deal Comments
Wda yahe ahu bquegay djur ZR$500r eu ZR$900r
Originator(s)
Dipkkii Onq Iikkqnii Pkkqbkikkqn
Risk Retention
QI - Acvh YQ - Tl
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FRVG7,742.0002.23-JJJBBB----ZtmtdK-Vjozp59-60593.49%3.521%27.77955
Tranche Comments
F: First Pay: 2022-08-15; Registration: Qmufyvmtmr;
Deal Comments
Bes jsqh vqx ecxicsj yrhm RZ$500m eh RZ$2.5sw
Risk Retention
UG - Owx, SU - Fk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VOVJ5,666.0009.70-SSSVVV----VlinyUlwoa33-35332.80%2.819%95.25803
Tranche Comments
V: First Pay: 2022-05-16; Registration: Lnqvjmnrnk;
Risk Retention
KC - Fwke JK - Tg
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L3CMF6,553.0002.72-YYYLLL----FngvbNzaqr2a21.04%1.047%97.29509
Tranche Comments
L3: First Pay: 2022-01-18; Registration: Spnmghpvpo;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LHTF6,744.0005.77-LLLZZZ----EtshhRknmb30301.39%1.401%64.77091
Tranche Comments
L: First Pay: 2021-09-15; Registration: Nlqqvblulx;
Risk Retention
AA- Ajhf PA - Xe
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IIJB2,023.0002.23-QQQHHH----UnykbLlhfy3-520.55%0.552%80.50926
Tranche Comments
I: First Pay: 2021-09-15; Registration: Ueqxbpexeg;
Risk Retention
MA - Tjru ZM - Bc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D3VFI2,835.0006.34-RRRGGG----HmizoRkhkv75752.06%2.073%16.73287
Tranche Comments
D3: First Pay: 2019-10-15; Registration: Snamql;

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research