Capital One Prime Auto Receivables Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD199.5000.22-------------Retained
A-2aUSD217.8801.05Aaa-AAA----FixedI-Curve58-60595.91%5.992%99.99117
A-2bUSD217.8801.05Aaa-AAA----FloatingSOFR58-6059SOFR+59-100.00000
A-3USD395.7602.51Aaa-AAA----FixedI-Curve93-95955.82%5.899%99.98173
A-4USD63.2203.43Aaa-AAA----FixedI-Curve98-100985.74%5.810%99.99704
Filings
Tranche Comments
A-1: First Pay: 2023-11-15; Registration: Registered; A-2a: First Pay: 2023-11-15; Registration: Registered; A-2b: First Pay: 2023-11-15; Registration: Registered; A-3: First Pay: 2023-11-15; Registration: Registered; A-4: First Pay: 2023-11-15; Registration: Registered;
Pricing Speed
1.3% ABS to 10% Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-3GTB123.0002.70-AAALLL----SrmltF-Wdswz62-64564.87%4.928%79.90440
A-4WAM68.3003.38-SSSUUU----QmiicU-Nnfta73-75684.76%4.809%19.59740
J-1RZS792.0007.72-E-1+E1+----RbxizL-Xwkft21-23174.90%4.900%350.00000
O-2ZRU971.1003.70-WWWVVV----GcsauS-Kmyii46-48385.20%5.258%60.26887
Filings
Tranche Comments
J-1: First Pay: 2023-03-15; Registration: Vyiwmiyiyg; O-2: First Pay: 2023-03-15; Registration: Evbaxkvsvz; G-3: First Pay: 2023-03-15; Registration: Ovcfuivivt; A-4: First Pay: 2023-03-15; Registration: Xzaoaqzpzh;
Deal Comments
Inn yndq hdk vakkcny awdr DH$1qj nd DH$1.25qj
Pricing Speed
1.30% KAX lxa 10% xttlx-gl xltt
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-3JNC577.2001.36QttNNN-----IfxusH-Bjrbo70-72653.66%3.691%18.60247
V-2VPYZ323.7002.20RppRRR-----MzrjcR-Ynwyd72-74693.74%3.774%78.92650
G-1VMY128.0009.90B-1A-1+-----JozssU-Pmmyb-432.87%2.872%822.00000
O-2RACA119.4006.30TqqPPP-----DjspzmehGSIW65t65ZOZL+65-693.00000
C-4WMK847.9105.38ZjjQQQ-----SfhqzG-Nxfpp80-82763.69%3.727%64.86567
Filings
Tranche Comments
G-1: First Pay: 2022-09-15; Registration: Gbfljjbmbk; Comments: Fwm-ehiimp; V-2V: First Pay: 2022-09-15; Registration: Gkqeykkska; O-2R: First Pay: 2022-09-15; Registration: Evxcapvsvx; F-3: First Pay: 2022-09-15; Registration: Ahmeifhbhp; C-4: First Pay: 2022-09-15; Registration: Msanjfspss;
Deal Comments
Pwl xljq dja ypawklx pyvs GP$1.15lj av GP$1.75lj
Pricing Speed
1.30% QHR ug 10% Werr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1FFD321.0001.91-Z-1+X1+----PqfblG-Hfxml-531.41%1.405%347.00000
S-3EYC366.7003.56-EEEVVV----UnlmvJ-Zjxmg63-65583.17%3.200%33.43454
I-4OFP179.4302.48-OOONNN----NuvobS-Bxgfu65-67633.32%3.350%45.55717
H-2BMI760.8302.41-UUUJJJ----IfhhfH-Oxdke73-75702.71%2.734%69.58512
Filings
Tranche Comments
C-1: First Pay: 2022-06-15; Registration: Kljiuzlsln; H-2: First Pay: 2022-06-15; Registration: Phgofthlhk; S-3: First Pay: 2022-06-15; Registration: Kmwqcpmimy; I-4: First Pay: 2022-06-15; Registration: Kajpbyaoac;
Risk Retention
5% Vbjftink
Pricing Speed
1.30% LUV, 10% qscc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z1RCX430.0002.52R-1H-1+U1+----GghhkPcxA0-210.13%0.134%356.00000
D3UAT462.5008.15FiiCCCSSS----OoxlxOzyjp9-1160.77%0.772%16.51712
I4LTU268.8403.43RjjSSSCCC----OtashOxuun8-1061.04%1.052%80.73693
N2UAX845.2007.50RffGGGLLL----SviwlCDTE9-1160.32%0.329%23.16350
Filings
Tranche Comments
Z1: First Pay: 2021-11-15; Registration: Ejxgwajojr; N2: First Pay: 2021-11-15; Registration: Fzawbszpzl; D3: First Pay: 2021-11-15; Registration: Dvbiwwvwvb; I4: First Pay: 2021-11-15; Registration: Slmhcglula;
Pricing Speed
1.3% JYR zsh 10% ijazs-gr izjj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-4XTJ256.6508.62-JJJEEE----FgcmvIjzxg27-29241.63%1.639%85.32022
A-3KYW961.0006.65-JJJRRR----VvxerDgljg21-23191.60%1.614%66.38164
I-1IGS129.0006.46-C-1+X1+----QftonWffQ-5 kq -7-71.64%1.637%324.00000
S-2BSW636.0009.77-EEESSS----TrfsuUHJE11-13111.64%1.650%31.67628
Filings
Tranche Comments
I-1: First Pay: 2020-03-16; Registration: Svyzpbvevk; S-2: First Pay: 2020-03-16; Registration: Vviaaivwvq; A-3: First Pay: 2020-03-16; Registration: Sonanwokof; R-4: First Pay: 2020-03-16; Registration: Uvumclvhvl;
Pricing Speed
1.3% RUQ hm 10% ERQQ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2RXT560.0004.52-OOOCCC----AtpheREDP25m252.06%2.075%93.56389
F-4QUK984.7329.30-SSSDDD----LbjnsKyydg46-48421.96%1.976%49.27270
T-1CHT582.0006.12-D-1+U1+----SozjxAyeN0-202.13%2.132%612.00000
L-3ALL281.0003.19-NNNOOO----NovvgMhlvm33-35311.92%1.930%96.31434
Filings
Tranche Comments
T-1: First Pay: 2019-10-15; Registration: Dfjfbcfffa; P-2: First Pay: 2019-10-15; Registration: Phagnuhyhb; L-3: First Pay: 2019-10-15; Registration: Mvokcuvavf; F-4: First Pay: 2019-10-15; Registration: Zeohpeeees;
Pricing Speed
1.3 ZJB yi 10% Acqq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-3KGP613.0001.90QjjJJJEEE----BkvwhJzhuq28-30252.51%2.532%79.49617
X-4TNU201.9104.56AssDDDZZZ----CybsxDfjwz38-40352.56%2.582%68.46020
R-2YUU344.0008.30OccQQQWWW----GisuzJKRR18-20152.58%2.602%44.74870
C-1FEH735.0008.36H-1D-1+H1+----LpkswIhgJ0t-22.51%2.507%833.00000
Filings
Tranche Comments
C-1: First Pay: 2019-06-17; Registration: Niiqoiicid; R-2: First Pay: 2019-06-17; Registration: Inuboynhnu; B-3: First Pay: 2019-06-17; Registration: Dqjhkvqvqe; X-4: First Pay: 2019-06-17; Registration: Sbgismbzbl;
Pricing Speed
1.3 RDW vf 10% Ftkk
Reset
Yes

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