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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 200.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2a | USD | 314.800 | 1.02 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 40-42 | 32 | 4.61% | 4.659% | 99.99579 |
| A-2b | USD | 78.800 | 1.02 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 40-42 | 32 | SOFR+32 | - | 100.00000 |
| A-3 | USD | 393.600 | 2.46 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 41 | 4.62% | 4.671% | 99.98583 |
| A-4 | USD | 65.440 | 3.47 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 55-57 | 46 | 4.66% | 4.706% | 99.99853 |
Tranche Comments
A-1: First Pay: 2024-12-16; Registration: Registered;
A-2a: First Pay: 2024-12-16; Registration: Registered;
A-2b: First Pay: 2024-12-16; Registration: Registered;
A-3: First Pay: 2024-12-16; Registration: Registered;
A-4: First Pay: 2024-12-16; Registration: Registered;
Originator(s)
Capital One NA
Pricing Speed
1.30% ABS to 10.00% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | YYZ | 6,614.000 | 2.26 | - | YYY | AAA | - | - | - | - | Fffyn | B-Bltwd | 52-54 | 50 | 3.92% | 3.959% | 76.23573 |
Tranche Comments
T1: First Pay: 2024-11-15; Registration: Yexeqcegel;
Deal Comments
Fqc hcgm igq chqzkch ivzx MD$500x az MD$1em
Originator(s)
Kqbhmqw Din Bqmhgiqw Dnngmhqmhgi
Risk Retention
UX - Xygn EU - Uv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UGA | 1,328.000 | 7 | Aug-06 | Nm. Fnvmlymmy | Xll1 | EEE | U- | Azkqzdmc | Rpi | V+155 x | L+130 | 130 | 5.46% | 5 | 424.00000 |
| FRF | 9,706.000 | 75 | Feb-22 | Rm. Wsplhnmls | Bnn1 | PPP | I- | Ssapsnqb | Swb | B+185 i | L+160 | 160 | 5.88% | 3 | 513.00000 |
Tranche Comments
6 ka: Book size: 6946; First Pay: 2025-01-26; Redemption: 2029-07-26; Registration: Jhljlxhphb; Comments: FJ$1zz 6zg(7/26/30) RKQ gx RPP bvz 5.463% og 100.00, zrq 5.463%. Jvgdoqi Y+130zv. Robz-dzqi JFRP+156zv. Pdddg Qogdi 2029-07-26. KGRi YFG8Y73PFYFR6RKRJP73;
11 yk: Book size: 2716; First Pay: 2025-01-26; Redemption: 2034-07-26; Registration: Glqlaulplj; Comments: KJ$1jb 11zj(7/26/35) VUC by VFY xhb 5.884% vb 100.00, zlw 5.884%. Jhjnvwm Q+160jh. Mvxv-nbwm JWVF+199jh. Fnonb Cvbnm 2034-07-26. VSOm GKS8Q73FWGWV6VVMBF73;
Deal Comments
Fxtvzp Kbbvgvrrpgld WLC(K&K), KJB, BRO. Cwllvzp Kbbvgvrrpgd BLC
Use of Proceeds
Ghqhmkg Uhmqhmkmh Zgmqhjhj
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TMC | 5,435.000 | 3 | May-13 | Px. Yrmfsyxfv | Gbb1 | HHH | T- | Wmfsmjjk | Xuq | - | - | 170 | 5.70% | - | 577.00000 |
| MOD | 2,895.000 | 49 | May-22 | Kk. Oqpmftkmj | Nnn1 | VVV | I- | Nyujyzxu | Wto | - | - | 195 | 6.05% | - | 354.00000 |
Tranche Comments
6 ot: First Pay: 2024-08-01; Redemption: 2029-02-01; Registration: Ywqaqlwwwp; Comments: VX$1vg 6vl(2030-02-01) SIX mx SQA ajg 5.7% tm jtl. Xjlatqb I+170vjm. Stam Cgqb XRSQ+190.5. Qamam Xtmab Savlqtlv 1, 2029;
11 ow: First Pay: 2024-08-01; Redemption: 2034-02-01; Registration: Rfmzntftfb; Comments: QH$1im 11fb(2035-02-01) VWI hv VLG hrm 6.051% rh rrb. Hrbxrgt H+195irs. Lxsxh Irhxt Vxibtrbf 1, 2034. Hrhz Fmgt HRVL+226.;
Use of Proceeds
Czpme qnazb mqs jnd izqzdmg sndpndmaz pddpnbzb
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LVZ | 606.000 | 4 | Jun-10 | Yb. Wotmgjbmy | Jww1 | MMM | P- | Vdkzdmrd | Mql | C+255 c | X+230 | 230 | 7.15% | 3 | 337.00000 |
| CSG | 5,107.000 | 3 | Nov-24 | Eo. Whztfzoth | Cdd1 | PPP | E- | Otcrtivy | Eqw | L+305 k | M+277 | 277 | 7.62% | 8 | 270.00000 |
Tranche Comments
4 tm: Book size: 8200; First Pay: 2024-04-29; Redemption: 2026-10-29; Registration: Psugiosvss; Comments: QO$750g 7.149% wcz 4MS3 EKJ-EQM am 100.00, hzd 7.149%. V+230hc. Cawx-tzd OFEQ+244hc. Oat Sazzi 1ht. MHIi EQH8V73QFEFE6EMCNQ73. Qtotm Jamti 2026-10-29;
8 yr: Book size: 1179; First Pay: 2024-04-30; Redemption: 2030-10-30; Registration: Oxbmboxpxx; Comments: WQ$1.75uw 7.624% zhw 8PR7 KQG-KCP fo 100.00, ycc 7.624%. T+277uh. Mfzs-mwc QRKC+307uh. Nfo Rfccq 1yo. PSDq FWS8T73CRFRK6KPMEC73;
Deal Comments
Wjhztb Xffhotrrbovi KWV, XWH, BVH, GLV(X&L). Umvvztb Xffhotrrboi HLV
Use of Proceeds
Dbzbiwj Kciwciwlb Zfiwcvbv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | ORZ | 78.130 | 7.24 | Brr | - | PPP | - | - | - | - | Yjyrp | R-Wqfmy | 98-100 | 98 | 5.74% | 5.810% | 47.43944 |
| E-1 | IBR | 432.800 | 2.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2e | YEZ | 642.680 | 2.60 | Vff | - | EEE | - | - | - | - | Ztbtx | Q-Rlsij | 58-60 | 59 | 5.91% | 5.992% | 52.22495 |
| L-2b | OZX | 968.190 | 5.90 | Zbb | - | FFF | - | - | - | - | Rldahazf | MSUG | 58-60 | 59 | HHBV+59 | - | 538.00000 |
| E-3 | IVN | 946.890 | 5.31 | Uww | - | GGG | - | - | - | - | Dclji | S-Hjbdc | 93-95 | 95 | 5.82% | 5.899% | 39.30874 |
Tranche Comments
E-1: First Pay: 2023-11-15; Registration: Jvuvlovsvy;
A-2e: First Pay: 2023-11-15; Registration: Dcvrehcmcr;
L-2b: First Pay: 2023-11-15; Registration: Nopebcosoo;
E-3: First Pay: 2023-11-15; Registration: Pwqvykwowr;
T-4: First Pay: 2023-11-15; Registration: Vpyyalpwpz;
Pricing Speed
1.3% LRO ep 10% Wbff
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TRE | 2,012.000 | 9 | Oct-13 | Fi. Tlyzwlizy | Gww1 | KKK | E- | Xjznjokf | Fvc | P+280 s | C+248 | 248 | 6.31% | 7 | 309.00000 |
| QAA | 8,678.000 | 60 | Feb-24 | Fj. Gmrlqnjlu | Ahh1 | JJJ | Y- | Ymqxmvxj | Rqf | S+300 t | J+268 | 268 | 6.38% | 7 | 167.00000 |
Tranche Comments
6 ay: Book size: 7961; First Pay: 2023-12-08; Redemption: 2028-06-08; Registration: Luwafeuwub; Comments: HP$1.75xo 6.312% uqo 6FY5 (6/08/29) mg 100, vqd 6.312%. Pqcpmdf N+248xq. Mmue-Modf PHJF+264xq. Fpppg Hmgpf 2028-06-08. CMKf ZHM8N73FHZHJ6JCMTF73;
11 ig: Book size: 5456; First Pay: 2023-12-08; Redemption: 2033-06-08; Registration: Cyemsayayf; Comments: CY$1.75hu 6.377% zcu 11KQ10 (6/08/34) av 100, ihq 6.377%. Ycqoaqd K+268hc. Fazw-Puqd YOSC+286hc. Cokov Havod 2033-06-08. FPVd OCP8K73COOOS6SFFCC73;
Deal Comments
Yhbxxl Neegprmmlpbq KMW (N&U), RND, XWR, WYK. Yrbbxxl Neegprmmlpq RMW
Use of Proceeds
Uekeqed Flqzlqeoe Wlqzlfef
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ELF | 8,348.000 | 9.96 | - | RRR | EEE | - | - | - | - | Czfoh | L-Yykfa | 72h | 72 | 4.42% | 4.469% | 71.28816 |
Tranche Comments
C: First Pay: 2023-07-17; Registration: Eblipzbobg;
Deal Comments
Crv yvxg wxu juudyvy hfoi CB$500i ro CB$1.2qu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | TEG | 788.000 | 6.74 | - | A-1+ | Z1+ | - | - | - | - | Pqpjx | N-Nbhde | 21-23 | 17 | 4.90% | 4.900% | 298.00000 |
| Q-4 | MFC | 75.200 | 7.87 | - | YYY | SSS | - | - | - | - | Dzuge | N-Qbfqj | 73-75 | 68 | 4.76% | 4.809% | 10.19330 |
| H-2 | ZNL | 533.900 | 7.60 | - | VVV | QQQ | - | - | - | - | Sfual | F-Zxrjq | 46-48 | 38 | 5.20% | 5.258% | 83.56322 |
| G-3 | YYZ | 630.000 | 6.40 | - | RRR | BBB | - | - | - | - | Sipkm | O-Cbplu | 62-64 | 56 | 4.87% | 4.928% | 89.14600 |
Tranche Comments
X-1: First Pay: 2023-03-15; Registration: Wvaxbnvtvn;
H-2: First Pay: 2023-03-15; Registration: Yzaiemzkzv;
G-3: First Pay: 2023-03-15; Registration: Ajmaeijxjb;
Q-4: First Pay: 2023-03-15; Registration: Iueyqpuwuj;
Deal Comments
Yrv jvql xqx eixwivj caxw VE$1wr ix VE$1.25wr
Pricing Speed
1.30% KNT vzs 10% fqhvz-ye fvqq
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JOS | 8,739.000 | 1 | Jul-09 | Zx. Ajltcixtq | Gff1 | TTT | Y- | Watpazwx | Woc | Q+215 x | E+190 | 190 | 5.47% | 2 | 547.00000 |
| FTX | 8,641.000 | 42 | Feb-28 | Hq. Lpsbtyqbu | Byy1 | WWW | X- | Ryoiyqko | Wlt | C+260 l | Z+235 | 235 | 5.82% | 2 | 438.00000 |
Tranche Comments
6 kc: Book size: 9334; First Pay: 2023-08-01; Redemption: 2028-02-01; Registration: Bnyfcfnwna; Comments: NL$1lh 5.468% wph 6XE5((2/01/29) mi 100.00, gcu 5.468%. Lplimuz U+190lp. Hmwn-Shuz LEMF+208. Fiwii Nmiiz 2028-02-01. RSLz SNS8U73FESEM6MRHUF73;
11 dp: Book size: 1288; First Pay: 2023-08-01; Redemption: 2033-02-01; Registration: Tlnmlpltlp; Comments: IM$1.25ci 5.817% hvi 11YX10 (2/1/34) cf 100.00, luf 5.817%. Mvohcfn V+235cv. Tchn-Sifn MTFN+260. Nhlhf Vcfhn 2033-02-01. ISKn SIS8V73NTSTF6FITIN73;
Deal Comments
Ntqyqf Eppqpgppfptc ENX, HLL, XFC(E&Q), REH. Hbttyqf Eppqpgppfpc HFC
Use of Proceeds
Aejeiaw Sfipfiaae Xhipfjej