0001193125-20-031554.txt : 20200211 0001193125-20-031554.hdr.sgml : 20200211 20200211172822 ACCESSION NUMBER: 0001193125-20-031554 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20200211 DATE AS OF CHANGE: 20200211 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: Capital One Auto Receivables LLC CENTRAL INDEX KEY: 0001133438 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 311750007 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-226529 FILM NUMBER: 20598215 BUSINESS ADDRESS: STREET 1: 1600 CAPITAL ONE DRIVE STREET 2: ROOM 27907B CITY: MCLEAN STATE: VA ZIP: 22102 BUSINESS PHONE: 804.290.6736 MAIL ADDRESS: STREET 1: 1600 CAPITAL ONE DRIVE STREET 2: ROOM 27907B CITY: MCLEAN STATE: VA ZIP: 22102 FORMER COMPANY: FORMER CONFORMED NAME: CAPITAL ONE AUTO RECEIVABLES LLC DATE OF NAME CHANGE: 20010130 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: Capital One Auto Receivables LLC CENTRAL INDEX KEY: 0001133438 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 311750007 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 1600 CAPITAL ONE DRIVE STREET 2: ROOM 27907B CITY: MCLEAN STATE: VA ZIP: 22102 BUSINESS PHONE: 804.290.6736 MAIL ADDRESS: STREET 1: 1600 CAPITAL ONE DRIVE STREET 2: ROOM 27907B CITY: MCLEAN STATE: VA ZIP: 22102 FORMER COMPANY: FORMER CONFORMED NAME: CAPITAL ONE AUTO RECEIVABLES LLC DATE OF NAME CHANGE: 20010130 FWP 1 d868535dfwp.htm FWP FWP

Filed Pursuant to Rule 433

Registration Nos. 333-226529

1.25 billion Capital One Prime Auto Receivables Trust (COPAR) 2020-1

Joint Leads: RBC (struc), BofA, Wells Fargo

Co-Managers: Barclays, Capital One, JPM, Siebert Williams

 

  Size ($mm)                   

CLS

   Total   Offered   WAL   S/F    P.WIN   E.FIN   L.FIN   SPRD   YLD%   CPN%   $Px
= = = = = = = = = = = = = = = = = = = = = = = = = = = = = = =  = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = =  =

A-1

   277.00   263.15   0.25   A-1+/F1+    1- 7   09/20   02/21   iLIB- 7   1.63725     100.00000

A-2

   475.00   451.25   1.13   AAA/AAA    7-21   11/21   06/23   EDSF+11   1.650   1.64   99.99515

A-3

   441.00   418.95   2.53   AAA/AAA    21-42   08/23   11/24   iSwp+19   1.614   1.60   99.97874

A-4

   122.79   116.65   3.63   AAA/AAA    42-44   10/23   08/25   iSwp+24   1.639   1.63   99.98793
= = = = = = = = = = = = = = = = = = = = = = = = = = = = = = =  = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = =  =

 

Expected Pricing: *Priced*

Expected Settlement: 2/19/20

First Pmt Date: 3/16/20

BBERG Ticker: COPAR 2020-1

Bill and Deliver: RBC

     

Exp Ratings: S&P/Fitch

Registration: Public, SEC-registered

Pricing Speed: 1.3% ABS to 10% Call

Min Denoms: $1k x $1k

ERISA Eligible: Yes

Risk Retention: US-Yes; EU-Yes

CUSIPs:

A-1      

14043M AA9    

A-2  

14043M AB7

A-3  

14043M AC5

A-4  

14043M AD3

B  

14043M AE1

C  

14043M AF8

D  

14043M AG6

Available Materials:

- Preliminary Prospectus and Free Writing Prospectus (attached)

- Intex CDI (attached)

- Intexnet dealname: “rbccopa201_large”; Passcode: “2976”

- www.dealroadshow.com Passcode: “COPAR201”

The issuer has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1 866 375-6829.