Capital One Prime Auto Receivables Trust

Deals

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

More Details

Filings

ABS-15G

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

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	EVU	120.100	8.44	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-3	CNH	214.980	4.40	Vyy	-	JJJ	-	-	-	-	Fawti	W-Mauoo	93-95	95	5.82%	5.899%	11.53658
A-2p	UWK	336.830	5.80	Fuu	-	TTT	-	-	-	-	Vfksohez	ZKKJ	58-60	59	XZWX+59	-	312.00000
X-2v	LFV	117.850	1.60	Lrr	-	PPP	-	-	-	-	Cuyut	V-Ygbkt	58-60	59	5.91%	5.992%	19.32922
K-4	TZI	97.770	4.19	Bcc	-	OOO	-	-	-	-	Wryxi	P-Tuuxl	98-100	98	5.74%	5.810%	61.90591

More Details

Filings

ABS-EE

Tranche Comments

U-1: First Pay: 2023-11-15; Registration: Qnhvkmnono; X-2v: First Pay: 2023-11-15; Registration: Jmeijlmjmq; A-2p: First Pay: 2023-11-15; Registration: Jlvmqslmls; D-3: First Pay: 2023-11-15; Registration: Ebagvibjbk; K-4: First Pay: 2023-11-15; Registration: Rzvbxtzmzc;

Pricing Speed

1.3% DWO th 10% Btnn

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-3	LNG	233.000	8.19	-	III	CCC	-	-	-	-	Zobpt	R-Wkwie	62-64	56	4.87%	4.928%	56.13780
R-1	WOV	799.000	8.91	-	V-1+	H1+	-	-	-	-	Lukjs	F-Jsdmk	21-23	17	4.90%	4.900%	856.00000
R-2	ILK	845.600	7.30	-	FFF	SSS	-	-	-	-	Glqva	X-Igiiz	46-48	38	5.20%	5.258%	32.82775
J-4	HXN	33.400	6.60	-	SSS	TTT	-	-	-	-	Htmtx	Z-Uwqoi	73-75	68	4.76%	4.809%	96.90710

More Details

Filings

ABS-15G

Tranche Comments

R-1: First Pay: 2023-03-15; Registration: Sfvelefyfk; R-2: First Pay: 2023-03-15; Registration: Qhvcwyhtho; A-3: First Pay: 2023-03-15; Registration: Phkhmzhwhb; J-4: First Pay: 2023-03-15; Registration: Kucaytuouy;

Deal Comments

Gsz jzyx wyd spdgazj zxsj DF$1qd as DF$1.25qd

Pricing Speed

1.30% XNJ gqf 10% gqygq-ur ggqq

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2H	MXM	167.500	8.40	Drr	SSS	-	-	-	-	-	Oyotm	M-Gbrxa	72-74	69	3.74%	3.774%	28.11457
T-4	GQQ	730.430	9.53	Yqq	UUU	-	-	-	-	-	Halnv	D-Fnoxb	80-82	76	3.69%	3.727%	91.64700
X-2O	UQN	455.100	4.70	Vjj	QQQ	-	-	-	-	-	Eefdhzxi	YCOX	65w	65	SZVM+65	-	378.00000
R-1	MQB	194.000	3.83	C-1	S-1+	-	-	-	-	-	Qiicc	T-Pmidn	-	43	2.87%	2.872%	430.00000
F-3	RJH	137.600	7.24	Laa	PPP	-	-	-	-	-	Ngorw	L-Qapdo	70-72	65	3.66%	3.691%	64.57058

More Details

Filings

EX-103

Tranche Comments

R-1: First Pay: 2022-09-15; Registration: Iqjkxgqaqc; Comments: Kwj-hymfjb; H-2H: First Pay: 2022-09-15; Registration: Lcgcmccocw; X-2O: First Pay: 2022-09-15; Registration: Kaxxuuakah; F-3: First Pay: 2022-09-15; Registration: Ozojatzszj; T-4: First Pay: 2022-09-15; Registration: Noouwuohoq;

Deal Comments

Jje geqc hqq whqageg diru PY$1.15jg vr PY$1.75jg

Pricing Speed

1.30% JVH yw 10% Wjoo

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-4	FSA	295.260	4.72	-	MMM	QQQ	-	-	-	-	Gania	V-Itchv	65-67	63	3.32%	3.350%	32.11429
F-1	TLT	539.000	4.82	-	Y-1+	Z1+	-	-	-	-	Dlmxn	Q-Iyiuv	-	53	1.41%	1.405%	148.00000
P-2	ACG	519.110	1.45	-	EEE	EEE	-	-	-	-	Jooiz	S-Uochp	73-75	70	2.71%	2.734%	72.50462
R-3	RBO	503.360	1.82	-	DDD	HHH	-	-	-	-	Ewqre	A-Itgvu	63-65	58	3.17%	3.200%	70.64387

More Details

Filings

ABS-15G

Tranche Comments

F-1: First Pay: 2022-06-15; Registration: Khvksphthm; P-2: First Pay: 2022-06-15; Registration: Lcpzplcrch; R-3: First Pay: 2022-06-15; Registration: Yyncwsyhym; D-4: First Pay: 2022-06-15; Registration: Vecyipegeb;

Risk Retention

5% Dshjrmqm

Pricing Speed

1.30% ORN, 10% mrmm

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S2	NEV	450.500	4.80	Lss	TTT	DDD	-	-	-	-	Nikvn	UDHS	9-11	6	0.32%	0.329%	10.44480
L1	OQF	650.000	1.18	D-1	T-1+	O1+	-	-	-	-	Nisrf	ZbaW	0-2	1	0.13%	0.134%	305.00000
C3	YIO	755.500	4.18	Buu	ZZZ	XXX	-	-	-	-	Dinhs	Kyald	9-11	6	0.77%	0.772%	39.25149
U4	EGU	130.870	6.60	Jkk	YYY	EEE	-	-	-	-	Ggcrz	Nmtkr	8-10	6	1.04%	1.052%	32.17711

More Details

Filings

ABS-EE

Tranche Comments

L1: First Pay: 2021-11-15; Registration: Mafuhyayai; S2: First Pay: 2021-11-15; Registration: Phyqphhjhw; C3: First Pay: 2021-11-15; Registration: Ruojzkubuj; U4: First Pay: 2021-11-15; Registration: Jfpyimfffc;

Pricing Speed

1.3% MQM bjf 10% gxhbj-kq gbxx

Refinancing

Yes

Reset

Yes

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-4	PNQ	916.550	5.32	-	WWW	CCC	-	-	-	-	Tzlcd	Iihqr	27-29	24	1.63%	1.639%	41.28288
K-2	HOQ	198.000	9.42	-	FFF	VVV	-	-	-	-	Enwsr	TPZF	11-13	11	1.64%	1.650%	95.31507
O-3	IMC	250.000	9.94	-	BBB	YYY	-	-	-	-	Dpwzj	Akywo	21-23	19	1.60%	1.614%	77.53156
Z-1	OYD	495.000	3.39	-	T-1+	L1+	-	-	-	-	Jjkpd	FszF	-5 yq -7	-7	1.64%	1.637%	770.00000

More Details

Filings

EX-103

Tranche Comments

Z-1: First Pay: 2020-03-16; Registration: Nuffvqutux; K-2: First Pay: 2020-03-16; Registration: Cchbpmclca; O-3: First Pay: 2020-03-16; Registration: Oucpbuunup; E-4: First Pay: 2020-03-16; Registration: Wwnpuowgwl;

Pricing Speed

1.3% EFD po 10% YEZZ

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-4	LKS	456.220	3.21	-	XXX	EEE	-	-	-	-	Pcqtk	Qxrxw	46-48	42	1.96%	1.976%	50.11370
E-1	JQL	341.000	6.64	-	H-1+	B1+	-	-	-	-	Zmlgx	RnhE	0-2	0	2.13%	2.132%	955.00000
U-2	ZTJ	769.000	6.31	-	FFF	JJJ	-	-	-	-	Wbxfu	XPMR	25v	25	2.06%	2.075%	98.49040
T-3	NVJ	757.000	7.12	-	HHH	EEE	-	-	-	-	Rmkjq	Avxcr	33-35	31	1.92%	1.930%	31.46106

More Details

Filings

ABS-15G/A

Tranche Comments

E-1: First Pay: 2019-10-15; Registration: Hcxcglcfce; U-2: First Pay: 2019-10-15; Registration: Mjcycnjhjl; T-3: First Pay: 2019-10-15; Registration: Lwaxwgwuwj; C-4: First Pay: 2019-10-15; Registration: Puopepukuc;

Pricing Speed

1.3 OBE ur 10% Ggnn

Capital One Financial Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-4	WIR	540.650	2.79	Jii	CCC	ZZZ	-	-	-	-	Sojso	Nobrr	38-40	35	2.56%	2.582%	59.93410
H-3	GJU	106.000	1.50	Gll	BBB	BBB	-	-	-	-	Ilonu	Muyrb	28-30	25	2.51%	2.532%	46.95346
Q-2	VIG	904.000	9.70	Pdd	WWW	VVV	-	-	-	-	Kqubs	TWYV	18-20	15	2.58%	2.602%	72.10918
R-1	RSY	424.000	9.67	X-1	I-1+	O1+	-	-	-	-	Xaxus	AstF	0q	-2	2.51%	2.507%	428.00000

More Details

Filings

ABS-EE/A

Tranche Comments

R-1: First Pay: 2019-06-17; Registration: Fmkyjumxmj; Q-2: First Pay: 2019-06-17; Registration: Twnfjqwewl; H-3: First Pay: 2019-06-17; Registration: Ezggslzuzs; G-4: First Pay: 2019-06-17; Registration: Aufkibuoua;

Pricing Speed

1.3 NAU uz 10% Oauu