0001193125-21-302301.txt : 20211020 0001193125-21-302301.hdr.sgml : 20211020 20211019202154 ACCESSION NUMBER: 0001193125-21-302301 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20211020 DATE AS OF CHANGE: 20211019 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: Capital One Prime Auto Receivables Trust 2021-1 CENTRAL INDEX KEY: 0001885053 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-226529-04 FILM NUMBER: 211332481 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 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: Capital One Prime Auto Receivables Trust 2021-1 CENTRAL INDEX KEY: 0001885053 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] 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 FWP 1 d240881dfwp.htm FWP FWP
     

Filed Pursuant to Rule 433

Registration Nos. 333-226529-04

$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 :   Moody’s, 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.