ABS | AUTO | | | COPAR 2024-1 (USD 853m) | Capital One Financial Corp | | USOA | Nov 19, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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| X-3 | NVM | 320.900 | 6.63 | - | AAA | RRR | - | - | - | - | Unfji | V-Czogn | Zbvc 50p | 50-52 | 41 | 4.62% | 4.671% | 25.51275 | | O-1 | CJQ | 383.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | L-4 | BNI | 11.980 | 8.63 | - | JJJ | EEE | - | - | - | - | Bqfjl | Z-Tbggl | Vqun 60y | 55-57 | 46 | 4.66% | 4.706% | 55.51712 | | C-2e | QGX | 952.400 | 4.50 | - | OOO | ZZZ | - | - | - | - | Zhpkj | U-Zugfg | Dqqx 40r-50 | 40-42 | 32 | 4.61% | 4.659% | 65.17240 | | I-2f | MER | 33.400 | 8.70 | - | QQQ | KKK | - | - | - | - | Srwqzotc | HIIR | Hcqx 40n-50 | 40-42 | 32 | VOBO+32 | - | 655.00000 |
Tranche Comments O-1: First Pay: 2024-12-16; Registration: Mqymyvqvqt;
C-2e: First Pay: 2024-12-16; Registration: Dhowxmhkhh;
I-2f: First Pay: 2024-12-16; Registration: Kvzgijvyvz;
X-3: First Pay: 2024-12-16; Registration: Xffizqfofv;
L-4: First Pay: 2024-12-16; Registration: Ypfwcwpipl; Originator(s) Ylzkdlw Zgl QY Pricing Speed 1.30% PHQ bj 10.00% Erqha-Nm Ehrr |
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