Filed Pursuant to Rule 433

Registration No. 333-286543

***PRICING DETAILS*** $1.5bn COPAR (Capital One) 2026-1 (Prime Auto Loan)

Joint Bookrunners : J.P. Morgan (struc), BofA Securities, RBC

Co-Managers : Academy, Cabrera, CastleOak, Siebert Williams Shank

 

 
 

 

TOTAL OFFERED                      
CL   AMT($MM)   AMT($MM)   WAL   MDY/S&P   P.WIN   E.FNL   L.FNL   BENCH    SPREAD   YLD%    CPN%    $PX
A-1   336.400   <RETAINED>                      
A-2-A    572.380   543.760   1.04   Aaa/AAA   04-20   05/28   09/29   I-Curve   +37   4.529    4.48    99.99313
A-2-B   157.900   150.000   1.04   Aaa/AAA   04-20   05/28   09/29   SOFR30A   +37         100.00000
A-3   730.280   693.760   2.55   Aaa/AAA   20-43   04/30   07/31   I-Curve   +37   4.824    4.77    99.98520
A-4   118.410   112.480   3.58   Aaa/AAA   43-43   04/30   02/32   I-Curve   +41   4.930    4.88    99.99968
B   19.740   <RETAINED>                      
C   19.740   <RETAINED>                      
D   19.740   <RETAINED>                      

 

 
 

 

Expected Settle :    09/17/2026    Registration : SEC Registered
First Pay Date :    10/15/2026    ERISA Eligible : Yes
Expected Ratings :    Moody’s, S&P    Px Speed : 1.30% ABS to 10.00% Clean-Up Call
Ticker :    COPAR 2026-1    Min Denoms : $1k x $1k
Bill & Deliver :    J.P. Morgan   
Expected Pxg :    PRICED    Available Information:
CUSIPs :    A-2-A 14042UAB0    * Prelim Prospectus : Attached
   A-2-B 14042UAC8    * Ratings FWP : Attached
   A-3 14042UAD6    * DealRoadshow.com : COPAR261
   A-4 14042UAE4    * IntexNet/CDI : See 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.


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No EEA Retail sales/No PRIIPs KID.