Filed Pursuant to Rule 433 Registration Nos. 333-226529 |
$1.25bln Capital One Prime Auto Receivables Trust 2021-1 (COPAR 2021-1)
Joint Leads: J.P. Morgan (struc), Barclays, BofA
Co-Managers: Academy Securities, Capital One Securities, Credit Suisse, RBC
TOTAL OFFERED
CL |
AMT($MM) | AMT($MM) | WAL | M/S&P/F | P.WIN | E.FNL | L.FNL | SPREAD | YLD% | CPN% | $PX | |||||||||||||||||||||||||||||
A1 |
278.000 | 264.100 | 0.23 | P-1/A-1+/F1+ | 1-7 | 05/22 | 11/22 | IntL | +1 | 0.13428 | 0.13428 | 100.00000 | ||||||||||||||||||||||||||||
A2 |
466.200 | 442.890 | 1.09 | Aaa/AAA/AAA | 7-21 | 07/23 | 02/25 | EDSF | +6 | 0.329 | 0.32 | 99.99050 | ||||||||||||||||||||||||||||
A3 |
466.200 | 442.890 | 2.51 | Aaa/AAA/AAA | 21-43 | 05/25 | 09/26 | IntS | +6 | 0.772 | 0.77 | 99.99811 | ||||||||||||||||||||||||||||
A4 |
105.390 | 100.120 | 3.62 | Aaa/AAA/AAA | 43-44 | 06/25 | 04/27 | IntS | +6 | 1.052 | 1.04 | 99.96553 |
* | WAL to 1.3% ABS and 10% clean-up call |
Expected Settle : | 10/27/21 | Registration : SEC Registered | ||
First Pay Date : | 11/15/21 | ERISA Eligible : Yes | ||
Expected Ratings : | Moodys, S&P, Fitch | Deal Size : $1.25bln | ||
Ticker : | COPAR 2021-1 | Min Denoms : $1k x $1k | ||
Bill & Deliver : | J.P. Morgan | |||
Expected Pricing : | Priced | |||
CUSIPs : | A1 14044CAA0 | Available Information: | ||
A2 14044CAB8 * | Prelim Prospectus: Attached | |||
A3 14044CAC6 * | Ratings FWP : Attached | |||
A4 14044CAD4 * | IntexNet/CDI : Separate Message |
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 800-408-1016 or by emailing the ABS Syndicate Desk at abs_synd@jpmorgan.com.