Presale Report  ·  Data as of 2025-11-05

Capital One Prime Auto Receivables Trust 2025-1 Auto Loan prime FINAL · CLOSED 2025-11-05

Notes
$1,431.8MM
Pool
$1,456.2MM
Reserve
0.18%
AAA Sub
2.9%
Sponsor: Capital One, National Association  ·  Servicer: Capital One, National Association  ·  Trustee: BNY Mellon Trust of Delaware

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PFitch
Class A-1287.919.8%78.6%
Class A-2-A295.220.3%58.3%+33 bps1.102029-01-29AAAAAA
Class A-2-B205.614.1%44.2%+33 bps SOFR1.102029-01-29AAAAAA
Class A-3501.834.5%9.7%+40 bps2.492030-07-29AAAAAA
Class A-498.56.8%2.9%+43 bps3.532031-02-28AAAAAA
Class B14.31.0%2.0%
Class C14.31.0%1.0%
Class D14.31.0%0.0%2025-12-15

Transaction Parties

SponsorCapital One, National Association
ServicerCapital One, National Association
Depositor / TransferorCapital One, National Association
Indenture TrusteeBNY Mellon Trust of Delaware
Owner TrusteeClayton Fixed Income Services LLC
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersJ.P. Morgan Securities, BofA Securities, Academy Securities, CastleOak Securities, Scotia Capital

Issuer Track Record

COPAR 2025-1COPAR 2024-1COPAR 2023-2COPAR 2023-1COPAR 2022-2COPAR 2022-1
Collateral (pool at cut-off)
Closing date2025-11-052024-11-262023-10-112023-02-232022-08-102022-05-04
Pool balance$1,456.2MM$1,116.1MM$1,229.0MM$1,495.7MM$2,066.7MM$2,025.8MM
WA Credit Score776−3777779779779779
WA APR7.27%+3.37pp7.56%5.13%3.90%3.57%3.62%
WA original term mo70.0+3.068.0 mo67.0 mo67.0 mo67.0 mo67.0 mo
% new vehicles26.4%28.6%38.1%39.5%35.0%34.4%
Reserve %0.18%0.24%0.23%0.23%0.23%0.23%
Geo top-3TX 10.3%
FL 9.6%
CA 7.4%
TX 12.5%
FL 8.3%
CA 7.9%
TX 14.9%
CA 11.3%
FL 7.7%
TX 14.3%
CA 13.5%
FL 8.1%
TX 13.9%
CA 13.8%
FL 8.4%
TX 13.9%
CA 13.6%
FL 8.4%
Structure (at issuance)
AAA spread+33 bps−15bps+32 bps+59 bps+38 bps+65 bps
AAA % of pool75.6%+2.8pp72.8%72.3%72.8%72.9%
Subordination below AAA2.9%+0.2pp2.8%2.7%2.8%2.8%
OC (initial)0.00%0.00%0.00%0.00%0.00%0.00%
OC target0.25%0.25%0.25%0.25%0.25%0.25%
OC floor0.25%0.25%0.25%0.25%0.25%0.25%
YSOC1.67%2.77%8.21%9.31%8.11%6.26%
Tranches888787

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Peer Set

COPAR 2025-1GMCAR 2025-4TAOT 2025-DCAOT 2025-4AART 2025-1WOART 2025-D
Collateral (pool at cut-off)
Closing date2025-11-052025-11-052025-10-232025-10-222025-10-162025-10-15
Pool balance$1,456.2MM$951.1MM$1,998.8MM$1,306.5MM$1,122.0MM$982.7MM
WA Credit Score776+17781771759734757
WA APR7.27%+1.12pp5.86%5.71%9.40%6.93%6.15%
WA original term mo70.0+3.813.0 mo65.8 mo66.2 mo70.6 mo68.6 mo
% new vehicles26.4%87.9%88.0%0.0%40.0%97.6%
Reserve %0.18%0.25%0.25%0.50%1.00%0.23%
Geo top-3TX 10.3%
FL 9.6%
CA 7.4%
TX 14.1%
FL 7.1%
CA 7.0%
CA 22.9%
TX 15.8%
IL 3.9%
CA 17.2%
TX 9.8%
FL 6.7%
TX 12.8%
FL 8.8%
CA 7.4%
FL 46.0%
GA 18.7%
NC 15.7%
Structure (at issuance)
AAA spread+33 bps+1bps+32 bps+32 bps+41 bps+31 bps
AAA % of pool75.6%+2.2pp75.6%73.4%77.0%71.1%69.9%
Subordination below AAA2.9%−1.1pp3.0%2.4%4.0%5.1%4.2%
OC (initial)0.00%2.75%0.85%0.50%0.45%
OC target0.25%2.75%0.85%0.50%1.30%0.90%
OC floor0.25%2.75%0.85%0.50%1.30%0.50%
YSOC1.67%2.68%4.94%n.a.n.a.6.55%
Tranches876877

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Historical Performance Context

Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.

Left: per-series cumulative NET loss at matched seasoning 10-D (10-D servicer distribution reports). IQR band uses a fixed cohort of all peer series with ≥18 months of data (272 series across 22 issuers). Right: portfolio-level 60+ DQ rate aggregated across all active deals per issuer (calendar time, last 3 years), from ABS-EE loan-level data ABS-EE.

CNL by seasoning — COPAR vs. prime peers0.2%0.5%0.7%1.0%M0M12M24M36M48Seasoning (months from cut-off)CNLCOPAR 2024-1COPAR 2023-2COPAR 2023-1COPAR 2022-2prime peers medianPeer IQR (fixed cohort, n=178)
Portfolio 60+ DQ — COPAR vs. peers (calendar time)0.53%1.07%1.60%2.14%2022-112023-072024-042025-012025-10Calendar date60+ DQ rateCOPARAARTBMWOTCAOT

Capital One, National Association — ticker COPAR. Peer tier: prime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.