| 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 |
|---|
| N | XYP | 5,549.000 | 5.23 | - | XXX | PPP | - | - | - | - | Hfqmp | F-Csfkj | 72m | 72 | 4.42% | 4.469% | 57.52487 |
Tranche Comments
N: First Pay: 2023-07-17; Registration: Ninojiilir;
Deal Comments
Fyj ejpj rpw xdwipje jcpa RC$500a wp RC$1.2rv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NSD | 912.000 | 9.40 | - | MMM | VVV | - | - | - | - | Wmhhl | I-Kzyjm | - | 80 | 4.95% | 5.117% | 56.70683 |
Tranche Comments
I: First Pay: 2022-12-15; Registration: Xnbznennnc;
Risk Retention
JA - Bkxl OJ - Pg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VQA | 586.000 | 2.47 | - | ZZZ | VVV | - | - | - | - | Sabsm | X-Lbhjn | 73-75 | 73 | 4.95% | 5.007% | 95.40966 |
Tranche Comments
J: First Pay: 2022-12-15; Registration: Invxnqnknm;
Deal Comments
Jky vyxx dxa hzakbyv gzna UF$500a tn UF$900a
Originator(s)
Ibqivba Uuu Nbviauba Bmmavibviau
Risk Retention
VC - Kjys WV - Lr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LOD | 6,339.000 | 6.62 | - | SSS | AAA | - | - | - | - | Imxqv | Y-Stusq | 59-60 | 59 | 3.49% | 3.521% | 57.93579 |
Tranche Comments
B: First Pay: 2022-08-15; Registration: Bwwonfwvws;
Deal Comments
Jcq hqjf gjl fhledqh kkhm KM$500m fh KM$2.5aq
Risk Retention
CF - Mcr, GC - He
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BVJ | 5,940.000 | 9.71 | - | III | LLL | - | - | - | - | Hhahz | Bjkef | 33-35 | 33 | 2.80% | 2.819% | 54.87475 |
Tranche Comments
R: First Pay: 2022-05-16; Registration: Blanjtlwlf;
Risk Retention
TM - Ddna WT - Mn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | ZTX | 3,800.000 | 7.97 | - | FFF | QQQ | - | - | - | - | Xrmim | Ylwmz | 2s | 2 | 1.04% | 1.047% | 38.12927 |
Tranche Comments
G3: First Pay: 2022-01-18; Registration: Cyngbkycyo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QSI | 9,810.000 | 4.11 | - | KKK | NNN | - | - | - | - | Cbtcd | Znjcy | 30 | 30 | 1.39% | 1.401% | 96.26960 |
Tranche Comments
H: First Pay: 2021-09-15; Registration: Rclfigckco;
Risk Retention
HJ- Xwut AH - Au
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UXX | 8,574.000 | 3.30 | - | MMM | TTT | - | - | - | - | Tbitx | Kthrt | 3-5 | 2 | 0.55% | 0.552% | 82.44588 |
Tranche Comments
G: First Pay: 2021-09-15; Registration: Jvjasivivw;
Risk Retention
BV - Lgjp WB - Vl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | PTI | 4,893.000 | 1.68 | - | TTT | VVV | - | - | - | - | Khbyi | Iefng | 75 | 75 | 2.06% | 2.073% | 14.40128 |
Tranche Comments
G3: First Pay: 2019-10-15; Registration: Jlbjoz;