Capital One Prime Auto Receivables Trust (COPAR) 2022-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD365.0000.27-A-1+F1+----FixedI-Curve-531.405%1.405%100.00000
A-2USD663.1901.11-AAAAAA----FixedI-Curve73-75702.71%2.734%99.99053
A-3USD663.1902.55-AAAAAA----FixedI-Curve63-65583.17%3.200%99.97815
A-4USD150.7303.68-AAAAAA----FixedI-Curve65-67633.32%3.350%99.97607
Filings
Tranche Comments
A-1: First Pay: 2022-06-15; Registration: Registered; A-2: First Pay: 2022-06-15; Registration: Registered; A-3: First Pay: 2022-06-15; Registration: Registered; A-4: First Pay: 2022-06-15; Registration: Registered;
Risk Retention
5% Vertical
Pricing Speed
1.30% ABS, 10% call
Research
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