Capital One Prime Auto Receivables Trust (COPAR) 2023-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD234.0000.19-A-1+F1+----FixedI-Curve21-23174.900%4.900%100.00000
A-2USD508.1001.04-AAAAAA----FixedI-Curve46-48385.20%5.258%99.99886
A-3USD475.0002.54-AAAAAA----FixedI-Curve62-64564.87%4.928%99.98080
A-4USD98.7003.64-AAAAAA----FixedI-Curve73-75684.76%4.809%99.99510
Filings
Tranche Comments
A-1: First Pay: 2023-03-15; Registration: Registered; A-2: First Pay: 2023-03-15; Registration: Registered; A-3: First Pay: 2023-03-15; Registration: Registered; A-4: First Pay: 2023-03-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1bn to US$1.25bn
Pricing Speed
1.30% ABS and 10% clean-up call
Research
AllReportsSurveillanceOther

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