EX-20.25 27 w62839exv20w25.txt TRUST EXCESS SPREAD ANALYSIS CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 96-3 COMT 97-2 ---------- --------- --------- Deal Size $500MM $502MM Expected Maturity(Class A): 1/15/2004 8/15/2002 Excess Spread: ------------------------------------------------------------------------------------------------------- Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 1.97% 1.94% SVC Fees 1.50% 1.50% Net Charge-Offs 3.91% 3.91% Excess Jul-02 13.48% 13.51% Spread: Jun-02 12.50% 12.53% May-02 13.73% 13.75% 3-Mo Avg Excess Spread 13.24% 13.26% ------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 98-1 COMT 98-4 ---------- --------- --------- Deal Size $591MM $750MM Expected Maturity(Class A): 4/15/2008 11/15/2003 ------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 6.08% 5.02% SVC Fees 1.50% 1.50% Net Charge-Offs 3.91% 3.91% Excess Jul-02 9.37% 10.43% Spread: Jun-02 8.62% 9.70% May-02 9.49% 10.52% ------------------------------------------------------------------------------------------------------- 3-Mo Avg Excess Spread 9.16% 10.22% Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
Page 55 of 60 CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 99-1 COMT 99-3 ---------- --------- --------- Deal Size $625MM $500MM Expected Maturity(Class A): 05/15/2004 38915 Excess Spread: ------------------------------------------------------------------------------------------------------- Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 2.38% 2.54% SVC Fees 1.50% 1.50% Net Charge-Offs 3.91% 3.91% Excess Jul-02 13.07% 12.91% Spread: Jun-02 12.03% 11.86% May-02 13.36% 13.20% 3-Mo Avg Excess Spread 12.82% 12.66% ------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 00-1 COMT 00-2 --------- --------- --------- Deal Size $600MM $750MM Expected Maturity(Class A): 02/17/2003 06/15/2005 ------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 7.16% 7.26% SVC Fees 1.50% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 8.28% 7.68% Spread: Jun-02 7.52% 6.92% May-02 8.42% 7.82% ------------------------------------------------------------------------------------------------------- 3-Mo Avg Excess Spread 8.07% 7.47% Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
Page 56 of 60 CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 00-3 COMT 00-4 ---------- --------- --------- Deal Size $1000MM $1200MM Expected Maturity(Class A): 08/15/2007 10/17/2005 Excess Spread: ------------------------------------------------------------------------------------------------------- Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 2.56% 5.96% SVC Fees 2.00% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 12.39% 8.98% Spread: Jun-02 11.33% 8.26% May-02 12.69% 9.09% 3-Mo Avg Excess Spread 12.14% 8.78% ------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 00-5 COMT 01-1 ---------- --------- --------- Deal Size $1250MM $1200MM Expected Maturity(Class A): 10/15/2003 39493 ------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 5.87% 2.09% SVC Fees 2.00% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 9.07% 12.86% Spread: Jun-02 8.35% 11.88% May-02 9.18% 13.11% ------------------------------------------ ------------------------------------------------- 3-Mo Avg Excess Spread 8.87% 12.62% Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
Page 57 of 60 CAPITALONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 01-2 COMT 01-3 ---------- --------- --------- Deal Size $1200MM $750MM Expected Maturity(Class A): 38791 38852 Excess Spread: ------------------------------------------------------------------------------------------------------- Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 5.02% 5.02% SVC Fees 2.00% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 9.92% 9.92% Spread: Jun-02 9.20% 9.20% May-02 10.03% 9.20% 3-Mo Avg Excess Spread 9.72% 9.44% ------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
Capital ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 01-4 COMT 01-5 ---------- --------- --------- Deal Size $1000MM $1000MM Expected Maturity(Class A): 6/15/2004 38944 ------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 2.07% 4.90% SVC Fees 2.00% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 12.88% 10.05% Spread: Jun-02 11.90% 9.32% May-02 13.13% 10.16% ------------------------------------------------------------------------------------------------------- 3-Mo Avg Excess Spread 12.64% 9.84% Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
Page 58 of 60 CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 01-6 COMT 01-7 ---------- --------- --------- Deal Size $1300MM $1000MM Expected Maturity(Class A): 39675 38275 Excess Spread: ------------------------------------------------------------------------------------------------------- Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 2.39% 3.68% SVC Fees 2.00% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 12.56% 11.27% Spread: Jun-02 11.52% 10.54% May-02 12.85% 11.38% 3-Mo Avg Excess Spread 12.31% 11.06% ------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
Capital ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 01-8 COMT 02-1 ---------- --------- --------- Deal Size $1000MM $985MM Expected Maturity(Class A): 10/16/2006 39828 ------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 4.33% 2.12% SVC Fees 2.00% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 10.62% 12.83% Spread: Jun-02 9.90% 11.85% May-02 10.73% 13.08% ------------------------------------------------------------------------------------------------------- 3-Mo Avg Excess Spread 10.42% 12.59% Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
Page 59 of 60 CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 02-2 COMT 02-3 ---------- --------- --------- Deal Size $620MM $1350MM Expected Maturity(Class A): 39156 38457 Excess Spread: ------------------------------------------------------------------------------------------------------- Portfolio Yield 20.85% 20.85% LESS: (Wt Avg) Coupon 2.05% 2.21% SVC Fees 2.00% 2.00% Net Charge-Offs 3.91% 3.91% Excess Jul-02 12.89% 12.73% Spread: Jun-02 11.92% 11.71% May-02 13.15% 13.70% 3-Mo Avg Excess Spread 12.65% 12.71% ------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.72% 1.72% 60 to 89 days 1.19% 1.19% 90+ days 2.27% 2.27% Gross Monthly Payment Rate 16.10% 16.10%
CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 2-Jul
Card Trust COMT 02-4 ---------- --------- Deal Size $750MM Expected Maturity(Class A): 5/15/2007 ------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 20.85% LESS: (Wt Avg) Coupon 4.60% SVC Fees 2.00% Net Charge-Offs 3.91% Excess Jul-02 10.35% Spread: Jun-02 10.33% May-02 #N/A ------------------------------------------------------------------------------------------------------- 3-Mo Avg Excess Spread #N/A Delinquents: 30 to 59 days 1.72% 60 to 89 days 1.19% 90+ days 2.27% Gross Monthly Payment Rate 16.10%
CAPTIAL ONE MASTER TRUST (**) 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. Capital One Master Trust performance statistics are also available at the Capital One web site: http://www.capitalone.com/about/invest/financials/abs.shtml * Represents Non-US Denominated Transactions. Page 60 of 60