EX-20.23 25 w54814ex20-23.txt TRUST EXCESS SPREAD ANALYSIS CAPITAL ONE MASTER TRUST TRUST EXCESS SPREAD ANALYSIS - OCTOBER-01
Card Trust COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $750MM $500MM $608MM Expected Maturity(Class A): 12/15/01 1/15/04 6/15/02 -------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.24% 23.24% 23.24% LESS: (Wt Avg) Coupon 2.62% 2.66% 3.02% SVC Fees 1.50% 1.50% 1.50% Charge-Offs 4.18% 4.18% 4.18% Excess Spread: Oct-01 14.93% 14.90% 14.53% Sep-01 14.32% 14.29% 14.69% Aug-01 15.55% 15.52% 15.45% 3-Mo Avg Excess Spread 14.93% 14.90% 14.89% -------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.74% 1.74% 1.74% 60 to 89 days 1.17% 1.17% 1.17% 90+ days 2.59% 2.59% 2.59% Monthly Payment Rate 15.63% 15.63% 15.63%
Card Trust COMT 97-2 COMT 98-1 COMT 98-4 COMT 99-1 Deal Size $502MM $591MM $750MM $625MM Expected Maturity(Class A): 8/15/02 4/15/08 11/15/03 05/15/04 ---------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.24% 23.24% 23.24% 23.24% LESS: (Wt Avg) Coupon 3.42% 6.13% 5.14% 2.99% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.18% 4.18% 4.18% 4.18% Excess Spread: Oct-01 14.13% 11.42% 12.41% 14.56% Sep-01 14.29% 11.95% 12.89% 13.98% Aug-01 15.65% 12.94% 13.80% 15.33% 3-Mo Avg Excess Spread 14.69% 12.10% 13.03% 14.62% ---------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.74% 1.74% 1.74% 1.74% 60 to 89 days 1.17% 1.17% 1.17% 1.17% 90+ days 2.59% 2.59% 2.59% 2.59% Monthly Payment Rate 15.63% 15.63% 15.63% 15.63%
Card Trust COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $500MM $600MM Expected Maturity(Class A): 05/15/02 7/17/06 02/17/03 -------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.24% 23.24% 23.24% LESS: (Wt Avg) Coupon 2.65% 3.16% 7.16% SVC Fees 1.50% 1.50% 1.50% Charge-Offs 4.18% 4.18% 4.18% Excess Spread: Oct-01 14.90% 14.39% 10.39% Sep-01 14.29% 13.80% 10.95% Aug-01 15.52% 15.17% 12.01% 3-Mo Avg Excess Spread 14.90% 14.45% 11.12% -------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.74% 1.74% 1.74% 60 to 89 days 1.17% 1.17% 1.17% 90+ days 2.59% 2.59% 2.59% Monthly Payment Rate 15.63% 15.63% 15.63%
Card Trust COMT 00-2 COMT 00-3 COMT 00-4 COMT 00-5 Deal Size $750MM $1000MM $1200MM $1250MM Expected Maturity(Class A): 06/15/05 08/15/07 10/17/05 10/15/03 ---------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.24% 23.24% 23.24% 23.24% LESS: (Wt Avg) Coupon 7.26% 3.17% 5.84% 5.75% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 4.18% 4.18% 4.18% 4.18% Excess Spread: Oct-01 9.79% 13.88% 11.22% 11.31% Sep-01 10.35% 13.28% 10.82% 10.92% Aug-01 11.41% 14.66% 13.06% 13.15% 3-Mo Avg Excess Spread 10.52% 13.94% 11.70% 11.79% ---------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.74% 1.74% 1.74% 1.74% 60 to 89 days 1.17% 1.17% 1.17% 1.17% 90+ days 2.59% 2.59% 2.59% 2.59% Monthly Payment Rate 15.63% 15.63% 15.63% 15.63%
Card Trust COMT 01-1 COMT 01-2 COMT 01-3 Deal Size $1200MM $1200MM $750MM Expected Maturity(Class A): 2/17/03 3/15/06 5/15/06 -------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.24% 23.24% 23.24% LESS: (Wt Avg) Coupon 2.78% 4.92% 5.13% SVC Fees 2.00% 2.00% 2.00% Charge-Offs 4.18% 4.18% 4.18% Excess Spread: Oct-01 14.27% 12.13% 11.92% Sep-01 13.66% 11.83% 12.39% Aug-01 14.90% 13.92% 13.31% 3-Mo Avg Excess Spread 14.28% 12.63% 12.54% -------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.74% 1.74% 1.74% 60 to 89 days 1.17% 1.17% 1.17% 90+ days 2.59% 2.59% 2.59% Monthly Payment Rate 15.63% 15.63% 15.63%
Card Trust COMT 01-4 COMT 01-5 COMT 01-6 COMT 01-7 Deal Size $1000MM $1000MM $1300MM $1000MM Expected Maturity(Class A): 6/15/04 8/15/06 8/15/08 10/15/04 ---------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.24% 23.24% 23.24% 23.24% LESS: (Wt Avg) Coupon 2.81% 5.01% 3.01% 3.88% SVC Fees 2.00% 2.00% 2.00% 0.87% Charge-Offs 4.18% 4.18% 4.18% 4.18% Excess Spread: Oct-01 14.24% 12.05% 14.04% 14.30% Sep-01 13.60% 12.52% 14.47% #N/A Aug-01 14.76% 14.65% #N/A #N/A 3-Mo Avg Excess Spread 14.20% 13.07% #N/A #N/A ---------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.74% 1.74% 1.74% 1.74% 60 to 89 days 1.17% 1.17% 1.17% 1.17% 90+ days 2.59% 2.59% 2.59% 2.59% Monthly Payment Rate 15.63% 15.63% 15.63% 15.63%
This material is for informational purposes only and is not an offer of securities for sale in the United States. These securities will not be and have not been registered under the Securities Act of 1933 and may not be offered or sold in the United States absent registration or an applicable exemption from the registration requirements. COMMENTS: Capital One Master Trust performance statistics are also available at the Capital One web site: http://www.capitalone.com/invest/financials/abs.html