-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, TlYsCEQIVvSHJ9fCj6N9WS9bV87pOfDDVi/IGVRSME5Yw6VPWv1yMACVN9ZymMdp hlWz8/lsJtDNevlwL3wyZg== 0000950133-01-503323.txt : 20020411 0000950133-01-503323.hdr.sgml : 20020411 ACCESSION NUMBER: 0000950133-01-503323 CONFORMED SUBMISSION TYPE: 8-K/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011112 ITEM INFORMATION: Other events FILED AS OF DATE: 20011115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAPITAL ONE MASTER TRUST CENTRAL INDEX KEY: 0000922869 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 541719855 STATE OF INCORPORATION: VA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K/A SEC ACT: 1934 Act SEC FILE NUMBER: 000-25762 FILM NUMBER: 1792568 BUSINESS ADDRESS: STREET 1: 11013 W BROAD ST RD CITY: GLEN ALLEN STATE: VA ZIP: 23060 BUSINESS PHONE: 8049671000 MAIL ADDRESS: STREET 1: 11013 WEST BROAD ST RD CITY: GLEN ALLEN STATE: VA ZIP: 23060 FORMER COMPANY: FORMER CONFORMED NAME: SIGNET MASTER TRUST DATE OF NAME CHANGE: 19940509 8-K/A 1 w54814ae8-ka.txt CURRENT REPORT AMENDMENT SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 -------------------------- FORM 8-K/A Current Report THIS AMENDMENT IS BEING FILED TO REVISE BEGINNING OF THE MONTH PRINCIPAL RECEIVABLES AND RESULTING CALCULATIONS Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 Date of Report: November 12, 2001 CAPITAL ONE MASTER TRUST CAPITAL ONE BANK (Exact name of registrant as specified in its charter) Virginia 0-25762 54-1719855 - ----------------------------- ---------------- ---------------- (State or other jurisdiction of (Commission (IRS Employer incorporation) File Number) Identification No.) 11013 West Broad Street Road, Glen Allen, Virginia 23060 - -------------------------------------------------- -------------- (Address of principal executive offices) (Zip Code)
(Registrant's telephone number, including area code): (804) 967-1000 (Former name or former address, if changed since last report): Not Applicable ITEM 5. OTHER EVENTS Pursuant to the terms of the Capital One Master Trust Amended and Restated Pooling and Servicing Agreement, dated as of April 9, 2001, a copy of which was filed with the Commission on April 13, 2001, Capital One Bank, as servicer, prepares monthly servicing reports which are filed with the Commission under Form 8-K. In addition, some of the information contained in those monthly servicing reports is also reported on Bloomberg. The substance of each Bloomberg report is filed with the Commission under Form 8-K in an attachment entitled "Trust Excess Spread Analysis." While Excess Spread reported in the monthly servicing reports has been accurate, due to an administrative error, Excess Spread reported on Bloomberg, and in the related "Trust Excess Spread Analysis" attachments, for Capital One Master Trust Series 2000-2 through Series 2001-6 for each month since June 2000 was overstated by 50 basis points. This error was limited to the Bloomberg reports and related "Trust Excess Spread Analysis" attachments. Attached is the "Trust Excess Spread Analysis," restated as of November 12, 2001, which corrects the errors contained in the related Bloomberg reports and Form 8-K filings. This attachment supersedes in its entirety the "Trust Excess Spread Analysis" attachment to each of the following Form 8-K filings: 1. Form 8-K for the period ended July 31, 2000 filed August 24, 2000; 2. Form 8-K for the period ended August 31, 2000 filed September 26, 2000; 3. Form 8-K for the period ended September 30, 2000 filed November 13, 2000; 4. Form 8-K for the period ended October 31, 2000 filed December 7, 2000; 5. Form 8-K for the period ended November 30, 2000 filed December 21, 2000; 6. Form 8-K for the period ended December 31, 2000 filed January 16, 2001; 7. Form 8-K for the period ended January 31, 2001 filed February 15, 2001. 8. Form 8-K for the period ended February 28, 2001 filed March 13, 2001. 9. Form 8-K for the period ended March 31, 2001 filed April 13, 2001. 10. Form 8-K for the period ended April 30, 2001 filed May 11, 2001. 11. Form 8-K for the period ended May 31, 2001 filed June 13, 2001. 12. Form 8-K for the period ended June 30, 2001 filed July 12, 2001. 13. Form 8-K for the period ended July 31, 2001 filed August 13, 2001. 14. Form 8-K for the period ended August 31, 2001 filed September 18, 2001. 15. Form 8-K for the period ended September 30, 2001 filed October 11, 2001. SIGNATURE Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned there-unto duly authorized. CAPITAL ONE MASTER TRUST By: CAPITAL ONE BANK Servicer By: ------------------------------------ David M. Willey Senior Vice President of Corporate Financial Management Date: November 14, 2001 CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - JULY-00
Card Trust COMT 95-3 COMT 96-1 COMT 96-2 COMT 96-3 Deal Size $1050MM $845MM $750MM $500MM Expected Maturity(Class A): 8/15/00 8/15/01 12/15/01 1/15/04 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.54% 22.54% 22.54% 22.54% LESS: (Wt Avg) Coupon 6.70% 6.94% 6.86% 6.89% SVC Fees 2.00% 1.50% 1.50% 1.50% Charge-Offs 2.85% 2.85% 2.85% 2.85% Excess Spread: Jul-00 10.99% 11.25% 11.33% 11.30% Jun-00 10.56% 11.03% 11.09% 11.06% May-00 10.81% 11.17% 11.34% 11.31% 3-Mo Avg Excess Spread 10.79% 11.15% 11.25% 11.22% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.41% 1.41% 1.41% 1.41% 60 to 89 days 0.91% 0.91% 0.91% 0.91% 90+ days 1.62% 1.62% 1.62% 1.62% Monthly Payment Rate 17.44% 17.44% 17.44% 17.44% Card Trust COMT 97-1 COMT 97-2 COMT 98-1 COMT 98-3 Deal Size $608MM $502MM $591MM $486MM Expected Maturity(Class A): 6/15/02 8/15/02 4/15/08 8/16/01 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.54% 22.54% 22.54% 22.54% LESS: (Wt Avg) Coupon 6.90% 6.89% 6.38% 5.84% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.85% 2.85% 2.85% 2.85% Excess Spread: Jul-00 11.29% 11.30% 11.81% 12.35% Jun-00 11.07% 11.08% 11.34% 11.34% May-00 11.74% 11.22% 11.55% 11.74% 3-Mo Avg Excess Spread 11.37% 11.20% 11.57% 11.81% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.41% 1.41% 1.41% 1.41% 60 to 89 days 0.91% 0.91% 0.91% 0.91% 90+ days 1.62% 1.62% 1.62% 1.62% Monthly Payment Rate 17.44% 17.44% 17.44% 17.44% Card Trust COMT 98-4 COMT 99-1 COMT 99-2 COMT 99-3 Deal Size $750MM $625MM $625MM $500MM Expected Maturity(Class A): 11/15/03 05/15/04 05/15/02 7/17/06 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.54% 22.54% 22.54% 22.54% LESS: (Wt Avg) Coupon 5.72% 6.86% 6.89% 7.03% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.85% 2.85% 2.85% 2.85% Excess Spread: Jul-00 12.47% 11.33% 11.30% 11.16% Jun-00 11.93% 11.15% 11.06% 10.99% May-00 12.16% 11.37% 11.31% 11.20% 3-Mo Avg Excess Spread 12.19% 11.28% 11.22% 11.12% Delinquents: 30 to 59 days 1.41% 1.41% 1.41% 1.41% 60 to 89 days 0.91% 0.91% 0.91% 0.91% 90+ days 1.62% 1.62% 1.62% 1.62% - ----------------------------------------------------------------------------------------------- Monthly Payment Rate 17.44% 17.44% 17.44% 17.44% Card Trust COMT 00-1 COMT 00-2 Deal Size $600MM $750MM Expected Maturity(Class A): 02/17/03 06/15/05 - ------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.54% 22.54% LESS: (Wt Avg) Coupon 7.16% 7.44% SVC Fees 1.50% 0.27% Charge-Offs 2.85% 2.85% Excess Spread: 36708 11.03% 11.98% 36678 10.62% #N/A 36647 10.80% #N/A 3-Mo Avg Excess Spread 10.82% #N/A Delinquents: 30 to 59 days 1.41% 1.41% 60 to 89 days 0.91% 0.91% 90+ days 1.62% 1.62% - ------------------------------------------------------------------- Monthly Payment Rate 17.44% 17.44%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - AUGUST-00
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.45% 23.45% 23.45% 23.45% LESS: (Wt Avg) Coupon 6.77% 6.72% 6.75% 6.77% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.38% 2.38% 2.38% 2.38% Excess Spread: Aug-00 12.80% 12.85% 12.82% 12.80% Jul-00 11.25% 11.33% 11.30% 11.29% Jun-00 11.03% 11.09% 11.06% 11.07% 3-Mo Avg Excess Spread 11.69% 11.76% 11.73% 11.72% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.38% 1.38% 1.38% 1.38% 60 to 89 days 0.88% 0.88% 0.88% 0.88% 90+ days 1.67% 1.67% 1.67% 1.67% Monthly Payment Rate 17.12% 17.12% 17.12% 17.12% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.45% 23.45% 23.45% 23.45% LESS: (Wt Avg) Coupon 6.72% 6.42% 6.24% 5.80% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.38% 2.38% 2.38% 2.38% Excess Spread: Aug-00 12.85% 13.15% 13.33% 13.77% Jul-00 11.30% 11.81% 12.35% 12.47% Jun-00 11.08% 11.34% 11.34% 11.93% 3-Mo Avg Excess Spread 11.74% 12.10% 12.34% 12.72% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.38% 1.38% 1.38% 1.38% 60 to 89 days 0.88% 0.88% 0.88% 0.88% 90+ days 1.67% 1.67% 1.67% 1.67% Monthly Payment Rate 17.12% 17.12% 17.12% 17.12% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.45% 23.45% 23.45% 23.45% LESS: (Wt Avg) Coupon 6.68% 6.74% 6.84% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.38% 2.38% 2.38% 2.38% Excess Spread: Aug-00 12.89% 12.83% 12.73% 12.41% Jul-00 11.33% 11.30% 11.16% 11.03% Jun-00 11.15% 11.06% 10.99% 10.62% 3-Mo Avg Excess Spread 11.79% 11.73% 11.63% 11.35% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.38% 1.38% 1.38% 1.38% 60 to 89 days 0.88% 0.88% 0.88% 0.88% 90+ days 1.67% 1.67% 1.67% 1.67% Monthly Payment Rate 17.12% 17.12% 17.12% 17.12% Card Trust COMT 00-2 COMT 00-3 Deal Size $750MM $1000MM Expected Maturity(Class A): 06/15/05 08/15/07 - ------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.45% 23.45% LESS: (Wt Avg) Coupon 7.26% 7.08% SVC Fees 2.00% 0.47% Charge-Offs 2.38% 2.38% Excess Spread: 36739 11.81% 13.52% 36708 11.98% #N/A 36678 #N/A #N/A 3-Mo Avg Excess Spread #N/A #N/A Delinquents: 30 to 59 days 1.38% 1.38% 60 to 89 days 0.88% 0.88% 90+ days 1.67% 1.67% - ------------------------------------------------------------------- Monthly Payment Rate 17.12% 17.12%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - SEPTEMBER-00
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.53% 21.53% 21.53% 21.53% LESS: (Wt Avg) Coupon 6.77% 6.72% 6.75% 6.65% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.63% 2.63% 2.63% 2.63% Excess Spread: Sep-00 10.63% 10.68% 10.65% 10.75% Aug-00 12.80% 12.85% 12.82% 12.80% Jul-00 11.25% 11.33% 11.30% 11.29% 3-Mo Avg Excess Spread 11.56% 11.62% 11.59% 11.61% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.34% 1.34% 1.34% 1.34% 60 to 89 days 0.83% 0.83% 0.83% 0.83% 90+ days 1.65% 1.65% 1.65% 1.65% Monthly Payment Rate 17.12% 17.12% 17.12% 17.12% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.53% 21.53% 21.53% 21.53% LESS: (Wt Avg) Coupon 6.72% 6.42% 6.24% 5.80% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.63% 2.63% 2.63% 2.63% Excess Spread: Sep-00 10.68% 10.98% 11.16% 11.60% Aug-00 12.85% 13.15% 13.33% 13.77% Jul-00 11.30% 11.81% 12.35% 12.47% 3-Mo Avg Excess Spread 11.61% 11.98% 12.28% 12.61% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.34% 1.34% 1.34% 1.34% 60 to 89 days 0.83% 0.83% 0.83% 0.83% 90+ days 1.65% 1.65% 1.65% 1.65% Monthly Payment Rate 17.12% 17.12% 17.12% 17.12% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.53% 21.53% 21.53% 21.53% LESS: (Wt Avg) Coupon 6.68% 6.75% 6.84% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.63% 2.63% 2.63% 2.63% Excess Spread: 30 to 59 days 10.72% 10.65% 10.56% 10.24% 60 to 89 days 12.89% 12.83% 12.73% 12.41% 90+ days 11.33% 11.30% 11.16% 11.03% 3-Mo Avg Excess Spread 11.65% 11.59% 11.48% 11.23% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.34% 1.34% 1.34% 1.34% 60 to 89 days 0.83% 0.83% 0.83% 0.83% 90+ days 1.65% 1.65% 1.65% 1.65% Monthly Payment Rate 17.12% 17.12% 17.12% 17.12% Card Trust COMT 00-2 COMT 00-3 Deal Size $750MM $1000MM Expected Maturity(Class A): 06/15/05 08/15/07 - ------------------------------------------------------------------ Excess Spread: Portfolio Yield 21.53% 21.53% LESS: (Wt Avg) Coupon 7.26% 6.86% SVC Fees 2.00% 2.00% Charge-Offs 2.63% 2.63% Excess Spread: 30 to 59 days 9.64% 10.04% 60 to 89 days 11.81% 13.52% 90+ days 11.98% #N/A 3-Mo Avg Excess Spread 11.14% #N/A - ------------------------------------------------------------------ Delinquents: 30 to 59 days 1.34% 1.34% 60 to 89 days 0.83% 0.83% 90+ days 1.65% 1.65% Monthly Payment Rate 17.12% 17.12%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - OCTOBER-00
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.17% 22.17% 22.17% 22.17% LESS: (Wt Avg) Coupon 6.84% 6.78% 6.81% 6.71% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.56% 2.56% 2.56% 2.56% Excess Spread: Oct-00 11.27% 11.33% 11.30% 11.40% Sep-00 10.63% 10.68% 10.65% 10.75% Aug-00 12.80% 12.85% 12.82% 12.80% 3-Mo Avg Excess Spread 11.57% 11.62% 11.59% 11.65% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 1.42% 60 to 89 days 0.86% 0.86% 0.86% 0.86% 90+ days 1.63% 1.63% 1.63% 1.63% Monthly Payment Rate 16.96% 16.96% 16.96% 16.96% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.17% 22.17% 22.17% 22.17% LESS: (Wt Avg) Coupon 6.79% 6.40% 6.04% 5.76% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.56% 2.56% 2.56% 2.56% Excess Spread: Oct-00 11.32% 11.71% 12.07% 12.35% Sep-00 10.68% 10.98% 11.16% 11.60% Aug-00 12.85% 13.15% 13.33% 13.77% 3-Mo Avg Excess Spread 11.62% 11.95% 12.19% 12.57% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 1.42% 60 to 89 days 0.86% 0.86% 0.86% 0.86% 90+ days 1.63% 1.63% 1.63% 1.63% Monthly Payment Rate 16.96% 16.96% 16.96% 16.96% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.17% 22.17% 22.17% 22.17% LESS: (Wt Avg) Coupon 6.76% 6.81% 6.93% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.56% 2.56% 2.56% 2.56% Excess Spread: Oct-00 11.35% 11.30% 11.18% 10.95% Sep-00 10.72% 10.65% 10.56% 10.24% Aug-00 12.89% 12.83% 12.73% 12.41% 3-Mo Avg Excess Spread 11.65% 11.59% 11.49% 11.20% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 1.42% 60 to 89 days 0.86% 0.86% 0.86% 0.86% 90+ days 1.63% 1.63% 1.63% 1.63% Monthly Payment Rate 16.96% 16.96% 16.96% 16.96% Card Trust COMT 00-2 COMT 00-3 COMT 00-4 Deal Size $750MM $1000MM $1200MM Expected Maturity(Class A): 06/15/05 08/15/07 10/17/05 - ------------------------------------------------------------------------------ Excess Spread: Portfolio Yield 22.17% 22.17% 22.17% LESS: (Wt Avg) Coupon 7.26% 6.95% 6.74% SVC Fees 2.00% 2.00% 0.33% Charge-Offs 2.56% 2.56% 2.56% Excess Spread: Oct-00 10.35% 10.66% 12.54% Sep-00 9.64% 10.04% #N/A Aug-00 11.81% 13.52% #N/A 3-Mo Avg Excess Spread 10.60% 11.41% #N/A - ------------------------------------------------------------------------------ Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 60 to 89 days 0.86% 0.86% 0.86% 90+ days 1.63% 1.63% 1.63% Monthly Payment Rate 16.96% 16.96% 16.96%
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.htm CAPITAL ONE MASTER TRUST TRUST EXCESS SPREAD ANALYSIS - NOVEMBER-00
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.20% 21.20% 21.20% 21.20% LESS: (Wt Avg) Coupon 6.90% 6.78% 6.81% 6.71% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.78% 2.78% 2.78% 2.78% Excess Spread: Nov-00 10.02% 10.14% 10.11% 10.21% Oct-00 11.27% 11.33% 11.30% 11.40% Sep-00 10.63% 10.68% 10.65% 10.75% 3-Mo Avg Excess Spread 10.64% 10.72% 10.69% 10.79% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 1.42% 60 to 89 days 0.91% 0.91% 0.91% 0.91% 90+ days 1.63% 1.63% 1.63% 1.63% Monthly Payment Rate 16.29% 16.29% 16.29% 16.29% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.20% 21.20% 21.20% 21.20% LESS: (Wt Avg) Coupon 6.85% 6.40% 6.04% 5.76% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.78% 2.78% 2.78% 2.78% Excess Spread: Nov-00 10.07% 10.52% 10.88% 11.16% Oct-00 11.32% 11.71% 12.07% 12.35% Sep-00 10.68% 10.98% 11.16% 11.60% 3-Mo Avg Excess Spread 10.69% 11.07% 11.37% 11.70% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 1.42% 60 to 89 days 0.91% 0.91% 0.91% 0.91% 90+ days 1.63% 1.63% 1.63% 1.63% Monthly Payment Rate 16.29% 16.29% 16.29% 16.29% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.20% 21.20% 21.20% 21.20% LESS: (Wt Avg) Coupon 6.76% 6.81% 6.93% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.78% 2.78% 2.78% 2.78% Excess Spread: Nov-00 10.16% 10.11% 9.99% 9.76% Oct-00 11.35% 11.30% 11.18% 10.95% Sep-00 10.72% 10.65% 10.56% 10.24% 3-Mo Avg Excess Spread 10.74% 10.69% 10.58% 10.32% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 1.42% 60 to 89 days 0.91% 0.91% 0.91% 0.91% 90+ days 1.63% 1.63% 1.63% 1.63% Monthly Payment Rate 16.29% 16.29% 16.29% 16.29% 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 21.20% 21.20% 21.20% 21.20% LESS: (Wt Avg) Coupon 7.26% 6.95% 6.85% 6.90% SVC Fees 2.00% 2.00% 2.00% 0.20% Charge-Offs 2.78% 2.78% 2.78% 2.78% Excess Spread: Nov-00 9.16% 9.47% 9.57% 11.32% Oct-00 10.35% 10.66% 12.54% #N/A Sep-00 9.64% 10.04% #N/A #N/A 3-Mo Avg Excess Spread 9.72% 10.06% #N/A #N/A - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.42% 1.42% 1.42% 1.42% 60 to 89 days 0.91% 0.91% 0.91% 0.91% 90+ days 1.63% 1.63% 1.63% 1.63% Monthly Payment Rate 16.29% 16.29% 16.29% 16.29%
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.htm CAPITAL ONE MASTER TRUST TRUST EXCESS SPREAD ANALYSIS - DECEMBER-00
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 --------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.70% 21.70% 21.70% 21.70% LESS: (Wt Avg) Coupon 6.79% 6.75% 6.78% 6.54% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.60% 2.60% 2.60% 2.60% Excess Spread: Dec-00 10.81% 10.85% 10.82% 11.06% Nov-00 10.02% 10.14% 10.11% 10.21% Oct-00 11.27% 11.33% 11.30% 11.40% 3-Mo Avg Excess Spread 10.70% 10.77% 10.74% 10.89% --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.45% 1.45% 1.45% 1.45% 60 to 89 days 0.92% 0.92% 0.92% 0.92% 90+ days 1.69% 1.69% 1.69% 1.69% Monthly Payment Rate 16.32% 16.32% 16.32% 16.32% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.70% 21.70% 21.70% 21.70% LESS: (Wt Avg) Coupon 6.74% 6.44% 6.45% 5.86% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.60% 2.60% 2.60% 2.60% Excess Spread: Dec-00 10.86% 11.16% 11.15% 11.74% Nov-00 10.07% 10.52% 10.88% 11.16% Oct-00 11.32% 11.71% 12.07% 12.35% 3-Mo Avg Excess Spread 10.75% 11.13% 11.37% 11.75% --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.45% 1.45% 1.45% 1.45% 60 to 89 days 0.92% 0.92% 0.92% 0.92% 90+ days 1.69% 1.69% 1.69% 1.69% Monthly Payment Rate 16.32% 16.32% 16.32% 16.32% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 Excess Spread: --------------------------------------------------------------------------------------------- Portfolio Yield 21.70% 21.70% 21.70% 21.70% LESS: (Wt Avg) Coupon 6.68% 6.78% 6.84% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.60% 2.60% 2.60% 2.60% Excess Spread: Dec-00 10.92% 10.82% 10.76% 10.44% Nov-00 10.16% 10.11% 9.99% 9.76% Oct-00 11.35% 11.30% 11.18% 10.95% 3-Mo Avg Excess Spread 10.81% 10.74% 10.64% 10.38% --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.45% 1.45% 1.45% 1.45% 60 to 89 days 0.92% 0.92% 0.92% 0.92% 90+ days 1.69% 1.69% 1.69% 1.69% Monthly Payment Rate 16.32% 16.32% 16.32% 16.32% 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 21.70% 21.70% 21.70% 21.70% LESS: (Wt Avg) Coupon 7.26% 6.86% 6.39% 6.31% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 2.60% 2.60% 2.60% 2.60% Excess Spread: Dec-00 9.84% 10.24% 10.71% 10.79% Nov-00 9.16% 9.47% 9.57% 11.32% Oct-00 10.35% 10.66% 12.54% #N/A 3-Mo Avg Excess Spread 9.78% 10.12% 10.94% #N/A --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.45% 1.45% 1.45% 1.45% 60 to 89 days 0.92% 0.92% 0.92% 0.92% 90+ days 1.69% 1.69% 1.69% 1.69% Monthly Payment Rate 16.32% 16.32% 16.32% 16.32%
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 CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - JANUARY-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.23% 21.23% 21.23% 21.23% LESS: (Wt Avg) Coupon 6.75% 6.04% 6.08% 6.50% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.32% 2.32% 2.32% 2.32% Excess Spread: Jan-01 10.66% 11.37% 11.33% 10.91% Dec-00 10.81% 10.85% 10.82% 11.06% Nov-00 10.02% 10.14% 10.11% 10.21% 3-Mo Avg Excess Spread 10.50% 10.79% 10.75% 10.73% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.53% 1.53% 1.53% 1.53% 60 to 89 days 0.95% 0.95% 0.95% 0.95% 90+ days 1.72% 1.72% 1.72% 1.72% Monthly Payment Rate 17.26% 17.26% 17.26% 17.26% Card Trust COMT 98-4 COMT 97-2 COMT 98-1 COMT 98-3 Deal Size $750MM $502MM $591MM $486MM Expected Maturity(Class A): 11/15/03 8/15/02 4/15/08 8/16/01 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.23% 21.23% 21.23% 21.23% LESS: (Wt Avg) Coupon 5.66% 6.70% 6.35% 5.92% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.32% 2.32% 2.32% 2.32% Excess Spread: Jan-01 11.75% 10.71% 11.06% 11.49% Dec-00 11.74% 10.86% 11.16% 11.15% Nov-00 11.16% 10.07% 10.52% 10.88% 3-Mo Avg Excess Spread 11.55% 10.55% 10.91% 11.17% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.53% 1.53% 1.53% 1.53% 60 to 89 days 0.95% 0.95% 0.95% 0.95% 90+ days 1.72% 1.72% 1.72% 1.72% Monthly Payment Rate 17.26% 17.26% 17.26% 17.26% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - ----------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 21.23% 21.23% 21.23% 21.23% LESS: (Wt Avg) Coupon 6.10% 6.07% 6.27% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.32% 2.32% 2.32% 2.32% Excess Spread: Jan-01 11.31% 11.34% 11.14% 10.25% Dec-00 10.92% 10.82% 10.76% 10.44% Nov-00 10.16% 10.11% 9.99% 9.76% 3-Mo Avg Excess Spread 10.80% 10.76% 10.63% 10.15% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.53% 1.53% 1.53% 1.53% 60 to 89 days 0.95% 0.95% 0.95% 0.95% 90+ days 1.72% 1.72% 1.72% 1.72% Monthly Payment Rate 17.26% 17.26% 17.26% 17.26% 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 21.23% 21.23% 21.23% 21.23% LESS: (Wt Avg) Coupon 7.26% 6.28% 6.71% 6.61% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 2.32% 2.32% 2.32% 2.32% Excess Spread: Jan-01 9.65% 10.63% 10.20% 10.30% Dec-00 9.84% 10.24% 10.71% 10.79% Nov-00 9.16% 9.47% 9.57% 11.32% 3-Mo Avg Excess Spread 9.55% 10.11% 10.16% 10.80% - ----------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.53% 1.53% 1.53% 1.53% 60 to 89 days 0.95% 0.95% 0.95% 0.95% 90+ days 1.72% 1.72% 1.72% 1.72% Monthly Payment Rate 17.26% 17.26% 17.26% 17.26%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - FEBRUARY-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 27.29% 27.29% 27.29% 27.29% LESS: (Wt Avg) Coupon 5.74% 5.87% 5.91% 6.58% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.48% 2.48% 2.48% 2.48% Excess Spread: Feb-01 17.57% 17.44% 17.40% 16.73% Jan-01 10.66% 11.37% 11.33% 10.91% Dec-00 10.81% 10.85% 10.82% 11.06% 3-Mo Avg Excess Spread 13.01% 13.22% 13.18% 12.90% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.89% 1.89% 1.89% 1.89% 60 to 89 days 1.40% 1.40% 1.40% 1.40% 90+ days 2.28% 2.28% 2.28% 2.28% Monthly Payment Rate 15.97% 15.97% 15.97% 15.97% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 27.29% 27.29% 27.29% 27.29% LESS: (Wt Avg) Coupon 5.69% 6.30% 5.48% 5.53% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.48% 2.48% 2.48% 2.48% Excess Spread: Feb-01 17.62% 17.01% 17.83% 17.78% Jan-01 10.71% 11.06% 11.49% 11.75% Dec-00 10.86% 11.16% 11.15% 11.74% 3-Mo Avg Excess Spread 13.06% 13.08% 13.49% 13.76% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.89% 1.89% 1.89% 1.89% 60 to 89 days 1.40% 1.40% 1.40% 1.40% 90+ days 2.28% 2.28% 2.28% 2.28% Monthly Payment Rate 15.97% 15.97% 15.97% 15.97% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 27.29% 27.29% 27.29% 27.29% LESS: (Wt Avg) Coupon 6.01% 5.90% 6.18% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 2.48% 2.48% 2.48% 2.48% Excess Spread: Feb-01 17.30% 17.41% 17.13% 16.15% Jan-01 11.31% 11.34% 11.14% 10.25% Dec-00 10.92% 10.82% 10.76% 10.44% 3-Mo Avg Excess Spread 13.18% 13.19% 13.01% 12.28% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.89% 1.89% 1.89% 1.89% 60 to 89 days 1.40% 1.40% 1.40% 1.40% 90+ days 2.28% 2.28% 2.28% 2.28% Monthly Payment Rate 15.97% 15.97% 15.97% 15.97% 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 27.29% 27.29% 27.29% 27.29% LESS: (Wt Avg) Coupon 7.26% 6.20% 7.18% 7.08% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 2.48% 2.48% 2.48% 2.48% Excess Spread: Feb-01 15.55% 16.61% 15.63% 15.73% Jan-01 9.65% 10.63% 10.20% 10.30% Dec-00 9.84% 10.24% 10.71% 10.79% 3-Mo Avg Excess Spread 11.68% 12.49% 12.18% 12.27% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.89% 1.89% 1.89% 1.89% 60 to 89 days 1.40% 1.40% 1.40% 1.40% 90+ days 2.28% 2.28% 2.28% 2.28% Monthly Payment Rate 15.97% 15.97% 15.97% 15.97% Card Trust COMT 01-1 Deal Size $1200MM Expected Maturity(Class A): 2/17/03 - -------------------------------------------------- Excess Spread: Portfolio Yield 27.29% LESS: (Wt Avg) Coupon 6.04% SVC Fees 0.20% Charge-Offs 2.48% Excess Spread: Feb-01 18.57% Jan-01 #N/A Dec-00 #N/A 3-Mo Avg Excess Spread #N/A - -------------------------------------------------- Delinquents: 30 to 59 days 1.89% 60 to 89 days 1.40% 90+ days 2.28% Monthly Payment Rate 15.97%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - MARCH-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 27.40% 27.40% 27.40% 27.40% LESS: (Wt Avg) Coupon 5.39% 5.20% 5.23% 4.99% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.00% 3.00% 3.00% 3.00% Excess Spread: Mar-01 17.51% 17.70% 17.67% 17.91% Feb-01 17.57% 17.44% 17.40% 16.73% Jan-01 10.66% 11.37% 11.33% 10.91% 3-Mo Avg Excess Spread 15.25% 15.50% 15.47% 15.18% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.62% 1.62% 1.62% 1.62% 60 to 89 days 1.18% 1.18% 1.18% 1.18% 90+ days 2.57% 2.57% 2.57% 2.57% Monthly Payment Rate 16.40% 16.40% 16.40% 16.40% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 27.40% 27.40% 27.40% 27.40% LESS: (Wt Avg) Coupon 5.34% 6.33% 6.19% 5.60% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.00% 3.00% 3.00% 3.00% Excess Spread: Mar-01 17.56% 16.57% 16.71% 17.30% Feb-01 17.62% 17.01% 17.83% 17.78% Jan-01 10.71% 11.06% 11.49% 11.75% 3-Mo Avg Excess Spread 15.30% 14.88% 15.34% 15.61% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.62% 1.62% 1.62% 1.62% 60 to 89 days 1.18% 1.18% 1.18% 1.18% 90+ days 2.57% 2.57% 2.57% 2.57% Monthly Payment Rate 16.40% 16.40% 16.40% 16.40% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 27.40% 27.40% 27.40% 27.40% LESS: (Wt Avg) Coupon 5.29% 5.23% 5.45% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.00% 3.00% 3.00% 3.00% Excess Spread: Mar-01 17.61% 17.67% 17.45% 15.74% Feb-01 17.30% 17.41% 17.13% 16.15% Jan-01 11.31% 11.34% 11.14% 10.25% 3-Mo Avg Excess Spread 15.41% 15.47% 15.24% 14.05% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.62% 1.62% 1.62% 1.62% 60 to 89 days 1.18% 1.18% 1.18% 1.18% 90+ days 2.57% 2.57% 2.57% 2.57% Monthly Payment Rate 16.40% 16.40% 16.40% 16.40% 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 27.40% 27.40% 27.40% 27.40% LESS: (Wt Avg) Coupon 7.26% 5.46% 6.10% 6.02% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 3.00% 3.00% 3.00% 3.00% Excess Spread: Mar-01 15.14% 16.94% 16.30% 16.38% Feb-01 15.55% 16.61% 15.63% 15.73% Jan-01 9.65% 10.63% 10.20% 10.30% 3-Mo Avg Excess Spread 13.45% 14.73% 14.04% 14.14% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.62% 1.62% 1.62% 1.62% 60 to 89 days 1.18% 1.18% 1.18% 1.18% 90+ days 2.57% 2.57% 2.57% 2.57% Monthly Payment Rate 16.40% 16.40% 16.40% 16.40% Card Trust COMT 01-1 Deal Size $1200MM Expected Maturity(Class A): 2/17/03 - -------------------------------------------------- Excess Spread: Portfolio Yield 27.40% LESS: (Wt Avg) Coupon 5.35% SVC Fees 2.00% Charge-Offs 3.00% Excess Spread: Mar-01 17.05% Feb-01 18.57% Jan-01 #N/A 3-Mo Avg Excess Spread #N/A - -------------------------------------------------- Delinquents: 30 to 59 days 1.62% 60 to 89 days 1.18% 90+ days 2.57% Monthly Payment Rate 16.40%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - APRIL-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 26.21% 26.21% 26.21% 26.21% LESS: (Wt Avg) Coupon 5.56% 5.25% 5.29% 5.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.03% 4.03% 4.03% 4.03% Excess Spread: Apr-01 15.12% 15.43% 15.39% 15.52% Mar-01 17.51% 17.70% 17.67% 17.91% Feb-01 17.57% 17.44% 17.40% 16.73% 3-Mo Avg Excess Spread 16.73% 16.86% 16.82% 16.72% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.71% 1.71% 1.71% 1.71% 60 to 89 days 1.10% 1.10% 1.10% 1.10% 90+ days 2.62% 2.62% 2.62% 2.62% Monthly Payment Rate 15.19% 15.19% 15.19% 15.19% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 26.21% 26.21% 26.21% 26.21% LESS: (Wt Avg) Coupon 5.50% 6.28% 5.59% 5.49% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.03% 4.03% 4.03% 4.03% Excess Spread: Apr-01 15.18% 14.40% 15.09% 15.19% Mar-01 17.56% 16.57% 16.71% 17.30% Feb-01 17.62% 17.01% 17.83% 17.78% 3-Mo Avg Excess Spread 16.79% 15.99% 16.54% 16.76% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.71% 1.71% 1.71% 1.71% 60 to 89 days 1.10% 1.10% 1.10% 1.10% 90+ days 2.62% 2.62% 2.62% 2.62% Monthly Payment Rate 15.19% 15.19% 15.19% 15.19% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 26.21% 26.21% 26.21% 26.21% LESS: (Wt Avg) Coupon 5.42% 5.28% 5.59% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.03% 4.03% 4.03% 4.03% Excess Spread: Apr-01 15.26% 15.40% 15.09% 13.52% Mar-01 17.61% 17.67% 17.45% 15.74% Feb-01 17.30% 17.41% 17.13% 16.15% 3-Mo Avg Excess Spread 16.72% 16.83% 16.56% 15.14% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.71% 1.71% 1.71% 1.71% 60 to 89 days 1.10% 1.10% 1.10% 1.10% 90+ days 2.62% 2.62% 2.62% 2.62% Monthly Payment Rate 15.19% 15.19% 15.19% 15.19% 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 26.21% 26.21% 26.21% 26.21% LESS: (Wt Avg) Coupon 7.26% 5.61% 6.80% 6.71% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 4.03% 4.03% 4.03% 4.03% Excess Spread: Apr-01 12.92% 14.57% 13.38% 13.47% Mar-01 15.14% 16.94% 16.30% 16.38% Feb-01 15.55% 16.61% 15.63% 15.73% 3-Mo Avg Excess Spread 14.54% 16.04% 15.10% 15.19% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.71% 1.71% 1.71% 1.71% 60 to 89 days 1.10% 1.10% 1.10% 1.10% 90+ days 2.62% 2.62% 2.62% 2.62% Monthly Payment Rate 15.19% 15.19% 15.19% 15.19% Card Trust COMT 01-1 Deal Size $1200MM Expected Maturity(Class A): 2/17/03 - -------------------------------------------------- Excess Spread: Portfolio Yield 26.21% LESS: (Wt Avg) Coupon 5.41% SVC Fees 2.00% Charge-Offs 4.03% Excess Spread: Apr-01 14.77% Mar-01 17.05% Feb-01 18.57% 3-Mo Avg Excess Spread 16.80% - -------------------------------------------------- Delinquents: 30 to 59 days 1.71% 60 to 89 days 1.10% 90+ days 2.62% Monthly Payment Rate 15.19%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - MAY-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 24.61% 24.61% 24.61% 24.61% LESS: (Wt Avg) Coupon 4.19% 4.22% 4.25% 4.85% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.06% 4.06% 4.06% 4.06% Excess Spread: May-01 14.86% 14.83% 14.80% 14.20% Apr-01 15.12% 15.43% 15.39% 15.52% Mar-01 17.51% 17.70% 17.67% 17.91% 3-Mo Avg Excess Spread 15.83% 15.99% 15.95% 15.88% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.15% 1.15% 1.15% 1.15% 90+ days 2.35% 2.35% 2.35% 2.35% Monthly Payment Rate 16.24% 16.24% 16.24% 16.24% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 24.61% 24.61% 24.61% 24.61% LESS: (Wt Avg) Coupon 4.14% 6.24% 5.83% 5.40% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.06% 4.06% 4.06% 4.06% Excess Spread: May-01 14.91% 12.81% 13.22% 13.65% Apr-01 15.18% 14.40% 15.09% 15.19% Mar-01 17.56% 16.57% 16.71% 17.30% 3-Mo Avg Excess Spread 15.88% 14.59% 15.01% 15.38% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.15% 1.15% 1.15% 1.15% 90+ days 2.35% 2.35% 2.35% 2.35% Monthly Payment Rate 16.24% 16.24% 16.24% 16.24% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 24.61% 24.61% 24.61% 24.61% LESS: (Wt Avg) Coupon 4.43% 4.25% 4.60% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.06% 4.06% 4.06% 4.06% Excess Spread: May-01 14.62% 14.80% 14.45% 11.89% Apr-01 15.26% 15.40% 15.09% 13.52% Mar-01 17.61% 17.67% 17.45% 15.74% 3-Mo Avg Excess Spread 15.83% 15.96% 15.66% 13.72% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.15% 1.15% 1.15% 1.15% 90+ days 2.35% 2.35% 2.35% 2.35% Monthly Payment Rate 16.24% 16.24% 16.24% 16.24% 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 24.61% 24.61% 24.61% 24.61% LESS: (Wt Avg) Coupon 7.26% 4.61% 6.14% 6.04% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 4.06% 4.06% 4.06% 4.06% Excess Spread: May-01 11.29% 13.94% 12.41% 12.51% Apr-01 12.92% 14.57% 13.38% 13.47% Mar-01 15.14% 16.94% 16.30% 16.38% 3-Mo Avg Excess Spread 13.12% 15.15% 14.03% 14.12% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.15% 1.15% 1.15% 1.15% 90+ days 2.35% 2.35% 2.35% 2.35% Monthly Payment Rate 16.24% 16.24% 16.24% 16.24% 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 24.61% 24.61% 24.61% LESS: (Wt Avg) Coupon 4.37% 4.78% 5.46% SVC Fees 2.00% 1.93% 0.93% Charge-Offs 4.06% 4.06% 4.06% Excess Spread: May-01 14.18% 13.84% 14.16% Apr-01 14.77% #N/A #N/A Mar-01 17.05% #N/A #N/A 3-Mo Avg Excess Spread 15.33% #N/A #N/A - ----------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 60 to 89 days 1.15% 1.15% 1.15% 90+ days 2.35% 2.35% 2.35% Monthly Payment Rate 16.24% 16.24% 16.24%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - JUNE-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.28% 23.28% 23.28% 23.28% LESS: (Wt Avg) Coupon 4.16% 4.08% 4.11% 3.90% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.24% 4.24% 4.24% 4.24% Excess Spread: Jun-01 13.38% 13.46% 13.43% 13.64% May-01 14.86% 14.83% 14.80% 14.20% Apr-01 15.12% 15.43% 15.39% 15.52% 3-Mo Avg Excess Spread 14.45% 14.57% 14.54% 14.45% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.31% 2.31% 2.31% 2.31% Monthly Payment Rate 16.13% 16.13% 16.13% 16.13% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.28% 23.28% 23.28% 23.28% LESS: (Wt Avg) Coupon 4.11% 6.23% 5.81% 5.38% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.24% 4.24% 4.24% 4.24% Excess Spread: Jun-01 13.43% 11.31% 11.73% 12.16% May-01 14.91% 12.81% 13.22% 13.65% Apr-01 15.18% 14.40% 15.09% 15.19% 3-Mo Avg Excess Spread 14.51% 12.84% 13.35% 13.67% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.31% 2.31% 2.31% 2.31% Monthly Payment Rate 16.13% 16.13% 16.13% 16.13% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.28% 23.28% 23.28% 23.28% LESS: (Wt Avg) Coupon 4.30% 4.11% 4.47% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.24% 4.24% 4.24% 4.24% Excess Spread: Jun-01 13.24% 13.43% 13.07% 10.38% May-01 14.62% 14.80% 14.45% 11.89% Apr-01 15.26% 15.40% 15.09% 13.52% 3-Mo Avg Excess Spread 14.37% 14.54% 14.20% 11.93% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.31% 2.31% 2.31% 2.31% Monthly Payment Rate 16.13% 16.13% 16.13% 16.13% 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 23.28% 23.28% 23.28% 23.28% LESS: (Wt Avg) Coupon 7.26% 4.48% 6.11% 6.02% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 4.24% 4.24% 4.24% 4.24% Excess Spread: Jun-01 9.78% 12.56% 10.93% 11.02% May-01 11.29% 13.94% 12.41% 12.51% Apr-01 12.92% 14.57% 13.38% 13.47% 3-Mo Avg Excess Spread 11.33% 13.69% 12.24% 12.33% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 1.78% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.31% 2.31% 2.31% 2.31% Monthly Payment Rate 16.13% 16.13% 16.13% 16.13% 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 23.28% 23.28% 23.28% LESS: (Wt Avg) Coupon 4.23% 5.20% 5.37% SVC Fees 2.00% 2.00% 2.00% Charge-Offs 4.24% 4.24% 4.24% Excess Spread: Jun-01 12.81% 11.84% 11.67% May-01 14.18% 13.84% 14.16% Apr-01 14.77% #N/A #N/A 3-Mo Avg Excess Spread 13.92% #N/A #N/A - ------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.78% 1.78% 1.78% 60 to 89 days 1.21% 1.21% 1.21% 90+ days 2.31% 2.31% 2.31% Monthly Payment Rate 16.13% 16.13% 16.13%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - JULY-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.95% 23.95% 23.95% 23.95% LESS: (Wt Avg) Coupon 4.19% 3.99% 4.02% 3.94% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.91% 3.91% 3.91% 3.91% Excess Spread: Jul-01 14.35% 14.55% 14.52% 14.60% Jun-01 13.38% 13.46% 13.43% 13.64% May-01 14.86% 14.83% 14.80% 14.20% 3-Mo Avg Excess Spread 14.20% 14.28% 14.25% 14.15% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.76% 1.76% 1.76% 1.76% 60 to 89 days 1.27% 1.27% 1.27% 1.27% 90+ days 2.50% 2.50% 2.50% 2.50% Monthly Payment Rate 15.66% 15.66% 15.66% 15.66% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.95% 23.95% 23.95% 23.95% LESS: (Wt Avg) Coupon 4.14% 6.21% 5.76% 5.32% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.91% 3.91% 3.91% 3.91% Excess Spread: Jul-01 14.40% 12.33% 12.78% 13.22% Jun-01 13.43% 11.31% 11.73% 12.16% May-01 14.91% 12.81% 13.22% 13.65% 3-Mo Avg Excess Spread 14.25% 12.15% 12.58% 13.01% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.76% 1.76% 1.76% 1.76% 60 to 89 days 1.27% 1.27% 1.27% 1.27% 90+ days 2.50% 2.50% 2.50% 2.50% Monthly Payment Rate 15.66% 15.66% 15.66% 15.66% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.95% 23.95% 23.95% 23.95% LESS: (Wt Avg) Coupon 4.25% 4.02% 4.42% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.91% 3.91% 3.91% 3.91% Excess Spread: Jul-01 14.29% 14.52% 14.12% 11.38% Jun-01 13.24% 13.43% 13.07% 10.38% May-01 14.62% 14.80% 14.45% 11.89% 3-Mo Avg Excess Spread 14.05% 14.25% 13.88% 11.22% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.76% 1.76% 1.76% 1.76% 60 to 89 days 1.27% 1.27% 1.27% 1.27% 90+ days 2.50% 2.50% 2.50% 2.50% Monthly Payment Rate 15.66% 15.66% 15.66% 15.66% 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 23.95% 23.95% 23.95% 23.95% LESS: (Wt Avg) Coupon 7.26% 4.44% 6.32% 6.23% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 3.91% 3.91% 3.91% 3.91% Excess Spread: Jul-01 10.78% 13.60% 11.72% 11.81% Jun-01 9.78% 12.56% 10.93% 11.02% May-01 11.29% 13.94% 12.41% 12.51% 3-Mo Avg Excess Spread 10.62% 13.37% 11.69% 11.78% - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.76% 1.76% 1.76% 1.76% 60 to 89 days 1.27% 1.27% 1.27% 1.27% 90+ days 2.50% 2.50% 2.50% 2.50% Monthly Payment Rate 15.66% 15.66% 15.66% 15.66% Card Trust COMT 01-1 COMT 01-2 COMT 01-3 COMT 01-4 Deal Size $1200MM $1200MM $750MM $1000MM Expected Maturity(Class A): 2/17/03 3/15/06 5/15/06 6/15/04 - --------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.95% 23.95% 23.95% 23.95% LESS: (Wt Avg) Coupon 4.15% 5.38% 5.32% 3.44% SVC Fees 2.00% 2.00% 2.00% 2.27% Charge-Offs 3.91% 3.91% 3.91% 3.91% Excess Spread: Jul-01 13.89% 12.66% 12.72% 14.33% Jun-01 12.81% 11.84% 11.67% #N/A May-01 14.18% 13.84% 14.16% #N/A 3-Mo Avg Excess Spread 13.63% 12.78% 12.85% #N/A - --------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.76% 1.76% 1.76% 1.76% 60 to 89 days 1.27% 1.27% 1.27% 1.27% 90+ days 2.50% 2.50% 2.50% 2.50% Monthly Payment Rate 15.66% 15.66% 15.66% 15.66%
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.htm CAPITAL ONE MASTER TRUST ------------------------ TRUST EXCESS SPREAD ANALYSIS - AUGUST-01
Card Trust COMT 96-1 COMT 96-2 COMT 96-3 COMT 97-1 Deal Size $845MM $750MM $500MM $608MM Expected Maturity(Class A): 8/15/01 12/15/01 1/15/04 6/15/02 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 24.40% 24.40% 24.40% 24.40% LESS: (Wt Avg) Coupon 4.19% 3.62% 3.65% 3.72% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.73% 3.73% 3.73% 3.73% Excess Spread: Aug-01 14.98% 15.55% 15.52% 15.45% Jul-01 14.35% 14.55% 14.52% 14.60% Jun-01 13.38% 13.46% 13.43% 13.64% 3-Mo Avg Excess Spread 14.24% 14.52% 14.49% 14.56% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.75% 1.75% 1.75% 1.75% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.68% 2.68% 2.68% 2.68% Monthly Payment Rate 16.06% 16.06% 16.06% 16.06% Card Trust COMT 97-2 COMT 98-1 COMT 98-3 COMT 98-4 Deal Size $502MM $591MM $486MM $750MM Expected Maturity(Class A): 8/15/02 4/15/08 8/16/01 11/15/03 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 24.40% 24.40% 24.40% 24.40% LESS: (Wt Avg) Coupon 3.52% 6.23% 5.76% 5.37% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.73% 3.73% 3.73% 3.73% Excess Spread: Aug-01 15.65% 12.94% 13.41% 13.80% Jul-01 14.40% 12.33% 12.78% 13.22% Jun-01 13.43% 11.31% 11.73% 12.16% 3-Mo Avg Excess Spread 14.49% 12.19% 12.64% 13.06% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.75% 1.75% 1.75% 1.75% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.68% 2.68% 2.68% 2.68% Monthly Payment Rate 16.06% 16.06% 16.06% 16.06% Card Trust COMT 99-1 COMT 99-2 COMT 99-3 COMT 00-1 Deal Size $625MM $625MM $500MM $600MM Expected Maturity(Class A): 05/15/04 05/15/02 7/17/06 02/17/03 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 24.40% 24.40% 24.40% 24.40% LESS: (Wt Avg) Coupon 3.84% 3.65% 4.00% 7.16% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.73% 3.73% 3.73% 3.73% Excess Spread: Aug-01 15.33% 15.52% 15.17% 12.01% Jul-01 14.29% 14.52% 14.12% 11.38% Jun-01 13.24% 13.43% 13.07% 10.38% 3-Mo Avg Excess Spread 14.29% 14.49% 14.12% 11.26% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.75% 1.75% 1.75% 1.75% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.68% 2.68% 2.68% 2.68% Monthly Payment Rate 16.06% 16.06% 16.06% 16.06% 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 24.40% 24.40% 24.40% 24.40% LESS: (Wt Avg) Coupon 7.26% 4.01% 5.61% 5.52% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 3.73% 3.73% 3.73% 3.73% Excess Spread: Aug-01 11.41% 14.66% 13.06% 13.15% Jul-01 10.78% 13.60% 11.72% 11.81% Jun-01 9.78% 12.56% 10.93% 11.02% 3-Mo Avg Excess Spread 10.66% 13.61% 11.90% 11.99% - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.75% 1.75% 1.75% 1.75% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.68% 2.68% 2.68% 2.68% Monthly Payment Rate 16.06% 16.06% 16.06% 16.06% Card Trust COMT 01-1 COMT 01-2 COMT 01-3 COMT 01-4 Deal Size $1200MM $1200MM $750MM $1000MM Expected Maturity(Class A): 2/17/03 3/15/06 5/15/06 6/15/04 - ------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 24.40% 24.40% 24.40% 24.40% LESS: (Wt Avg) Coupon 3.77% 4.75% 5.36% 3.91% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 3.73% 3.73% 3.73% 3.73% Excess Spread: Aug-01 14.90% 13.92% 13.31% 14.76% Jul-01 13.89% 12.66% 12.72% 14.33% Jun-01 12.81% 11.84% 11.67% #N/A 3-Mo Avg Excess Spread 13.87% 12.81% 12.57% #N/A - ------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.75% 1.75% 1.75% 1.75% 60 to 89 days 1.21% 1.21% 1.21% 1.21% 90+ days 2.68% 2.68% 2.68% 2.68% Monthly Payment Rate 16.06% 16.06% 16.06% 16.06% Card Trust COMT 01-5 Deal Size $1000MM Expected Maturity(Class A): 8/15/06 - -------------------------------------------------- Excess Spread: Portfolio Yield 24.40% LESS: (Wt Avg) Coupon 5.42% SVC Fees 0.60% Charge-Offs 3.73% Excess Spread: Aug-01 14.65% Jul-01 #N/A Jun-01 #N/A 3-Mo Avg Excess Spread #N/A - -------------------------------------------------- Delinquents: 30 to 59 days 1.75% 60 to 89 days 1.21% 90+ days 2.68% Monthly Payment Rate 16.06%
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.htm CAPITAL ONE MASTER TRUST TRUST EXCESS SPREAD ANALYSIS - SEPTEMBER-01
Card Trust COMT 96-2 COMT 96-3 COMT 97-1 COMT 97-2 Deal Size $750MM $500MM $608MM $502MM Expected Maturity(Class A): 12/15/01 1/15/04 6/15/02 8/15/02 ------------------------------------------------------------------------------------------ Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 3.79% 3.82% 3.42% 3.82% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 14.32% 14.29% 14.69% 14.29% Aug-01 15.55% 15.52% 15.45% 15.65% Jul-01 14.55% 14.52% 14.60% 14.40% 3-Mo Avg Excess Spread 14.81% 14.78% 14.91% 14.78% ------------------------------------------------------------------------------------------ Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32% Card Trust COMT 98-1 COMT 98-4 COMT 99-1 COMT 99-2 Deal Size $591MM $750MM $625MM $625MM Expected Maturity(Class A): 4/15/08 11/15/03 05/15/04 05/15/02 ------------------------------------------------------------------------------------------ Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 6.16% 5.22% 4.13% 3.82% SVC Fees 1.50% 1.50% 1.50% 1.50% Charge-Offs 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 11.95% 12.89% 13.98% 14.29% Aug-01 12.94% 13.80% 15.33% 15.52% Jul-01 12.33% 13.22% 14.29% 14.52% 3-Mo Avg Excess Spread 12.41% 13.30% 14.53% 14.78% ------------------------------------------------------------------------------------------ Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32% Card Trust COMT 99-3 COMT 00-1 COMT 00-2 COMT 00-3 Deal Size $500MM $600MM $750MM $1000MM Expected Maturity(Class A): 7/17/06 02/17/03 06/15/05 08/15/07 ------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 4.31% 7.16% 7.26% 4.33% SVC Fees 1.50% 1.50% 2.00% 2.00% Charge-Offs 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 13.80% 10.95% 10.35% 13.28% Aug-01 15.17% 12.01% 11.41% 14.66% Jul-01 14.12% 11.38% 10.78% 13.60% 3-Mo Avg Excess Spread 14.36% 11.45% 10.85% 13.85% ------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32% Card Trust COMT 00-4 COMT 00-5 COMT 01-1 COMT 01-2 Deal Size $1200MM $1250MM $1200MM $1200MM Expected Maturity(Class A): 10/17/05 10/15/03 2/17/03 3/15/06 ------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 6.79% 6.69% 3.95% 5.78% SVC Fees 2.00% 2.00% 2.00% 2.00% Charge-Offs 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 10.82% 10.92% 13.66% 11.83% Aug-01 13.06% 13.15% 14.90% 13.92% Jul-01 11.72% 11.81% 13.89% 12.66% 3-Mo Avg Excess Spread 11.87% 11.96% 14.15% 12.80% ------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32% Card Trust COMT 01-3 COMT 01-4 COMT 01-5 COMT 01-6 Deal Size $750MM $1000MM $1000MM $1300MM Expected Maturity(Class A): 5/15/06 6/15/04 8/15/06 8/15/08 ------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 23.87% 23.87% 23.87% 23.87% LESS: (Wt Avg) Coupon 5.22% 4.01% 5.09% 3.87% SVC Fees 2.00% 2.00% 2.00% 1.27% Charge-Offs 4.26% 4.26% 4.26% 4.26% Excess Spread: Sep-01 12.39% 13.60% 12.52% 14.47% Aug-01 13.31% 14.76% 14.65% #N/A Jul-01 12.72% 14.33% #N/A #N/A 3-Mo Avg Excess Spread 12.81% 14.23% #N/A #N/A ------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.77% 1.77% 1.77% 1.77% 60 to 89 days 1.22% 1.22% 1.22% 1.22% 90+ days 2.67% 2.67% 2.67% 2.67% Monthly Payment Rate 14.32% 14.32% 14.32% 14.32%
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 -----END PRIVACY-ENHANCED MESSAGE-----