EX-20.22 24 w53899ex20-22.txt TRUST EXCESS SPREAD ANALYSIS 1 CAPITAL ONE MASTER TRUST TRUST EXCESS SPREAD ANALYSIS - SEPTEMBER-01
Card Trust COMT 96-2 COMT 96-3 COMT 97-1 COMT 97-2 COMT 98-1 COMT 98-4 Deal Size $750MM $500MM $608MM $502MM $591MM $750MM Expected Maturity(Class A): 12/15/01 1/15/04 6/15/02 8/15/02 4/15/08 11/15/03 ------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 3.79% 3.82% 3.42% 3.82% 6.16% 5.22% SVC Fees 1.50% 1.50% 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.26% 4.26% 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 14.32% 14.29% 14.69% 14.29% 11.95% 12.89% Aug-01 15.55% 15.52% 15.45% 15.65% 12.94% 13.80% Jul-01 14.55% 14.52% 14.60% 14.40% 12.33% 13.22% 3-Mo Avg Excess Spread 14.81% 14.78% 14.91% 14.78% 12.41% 13.30% ------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32% 14.32% 14.32%
Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 COMT 00-2 COMT 00-3 COMT 00-4 COMT 00-5 COMT 01-1 Deal Size $625MM $625MM $500MM $600MM $750MM $1000MM $1200MM $1250MM $1200MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 06/15/05 08/15/07 10/17/05 10/15/03 2/17/03 ----------------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% 23.87% 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 4.13% 3.82% 4.31% 7.16% 6.76% 3.83% 6.29% 6.19% 3.45% SVC Fees 1.50% 1.50% 1.50% 1.50% 2.00% 2.00% 2.00% 2.00% 2.00% Charge-Offs 4.26% 4.26% 4.26% 4.26% 4.26% 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 13.98% 14.29% 13.80% 10.95% 10.85% 13.78% 11.32% 11.42% 14.16% Aug-01 15.33% 15.52% 15.17% 12.01% 11.91% 15.16% 13.56% 13.65% 15.40% Jul-01 14.29% 14.52% 14.12% 11.38% 11.28% 14.10% 12.22% 12.31% 14.39% 3-Mo Avg Excess Spread 14.53% 14.78% 14.36% 11.45% 11.35% 14.35% 12.37% 12.46% 14.65% ----------------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 1.22% 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% 2.67% 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32% 14.32% 14.32% 14.32% 14.32% 14.32%
Card Trust COMT 01-2 COMT 01-3 COMT 01-4 COMT 01-5 COMT 01-6 Deal Size $1,200MM $750MM $1,000MM $1,000MM $1,300MM Expected Maturity(Class A): 3/15/06 5/15/06 6/15/04 8/15/06 8/15/08 ------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 5.28% 4.72% 3.51% 4.59% 3.37% SVC Fees 2.00% 2.00% 2.00% 2.00% 1.27% Charge-Offs 4.26% 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 12.33% 12.89% 14.10% 13.02% 14.97% Aug-01 14.42% 13.81% 15.26% 15.15% N/A Jul-01 13.16% 13.22% 14.83% N/A N/A 3-Mo Avg Excess Spread 13.30% 13.31% 14.73% N/A N/A ------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32% 14.32%
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