0001193125-22-120761.txt : 20220427 0001193125-22-120761.hdr.sgml : 20220427 20220426193500 ACCESSION NUMBER: 0001193125-22-120761 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20220427 DATE AS OF CHANGE: 20220426 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: 333-260710 FILM NUMBER: 22855891 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 d344536dfwp.htm FWP FWP

Filed Pursuant to Rule 433

Registration No. 333-260710

 

*

Pricing Details* $1.75Bn (COPAR 2022-1) Prime Auto Loan ABS

Joint Lead Managers: Wells Fargo (struc), JP Morgan and RBC

Co-Managers: Barclays, Cap One Securities, Academy, and R. Seelaus

 

 

CLS

  

TOTAL(MM)

  

OFFERED(MM)

  

WAL*

  

S&P/Fitch

  

BENCH

  

SPD

  

YLD%

  

CPN%

  

$PRICE

A-1   365.000   346.750   0.27   A-1+/F1+   I-Cur   + 53   1.405   1.405   100.00000
A-2   663.190   630.030   1.11   AAA/AAA   I-Cur   + 70   2.734   2.710   99.99053
A-3   663.190   630.030   2.55   AAA/AAA   I-Cur   + 58   3.200   3.170   99.97815
A-4   150.730   143.190   3.68   AAA/AAA   I-Cur   + 63   3.350   3.320   99.97607

 

*

Pricing Speed: 1.30% ABS, 10% call

-TRANSACTION DETAILS-

Offered Size : 1.75Bn

Registration : SEC Registered

ERISA Eligible : Yes

Expected Settlement : 05/04/2022

First Payment : 06/15/2022

Expected Ratings : S&P/Fitch

Bloomberg Ticker : COPAR 2022-1

Risk Retention : 5% Vertical

-MARKETING MATERIALS-

Preliminary Prospectus: Attached

Intex: Dealname: wscopa2201 | Password: 6U76

DealRoadshow: https://dealroadshow.com

Entry Code (Case Sensitive): COPAR221

Direct Link: https://dealroadshow.com/e/COPAR221

 

If this communication relates to an offering of US registered securities (i) a registration statement has been filed with the SEC, (ii) before investing you should read the filed documents, and (iii) you may obtain these documents from your sales representative, by calling 1-800-326-5897 or visiting www.sec.gov. If this communication relates to a securities offering exempt from US registration, you should contact your sales representative for the complete disclosure package. For information regarding Wells Fargo, see https://www.wellsfargo.com/com/disclaimer/wfid3. In Japan, see: https://www.wellsfargo.com/com/disclaimer/wfsjb4.