EX-20.17 18 a05-4747_1ex20d17.htm EX-20.17

Exhibit 20.17

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - February 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

$

591 MM

Expected Maturity (Class A)

 

04/15/2008

 

 

 

 

Gross Monthly Payment Rate

 

15.58 %

Delinquency Rate:

30 to 59 days

 

 

1.28 %

 

60 to 89 days

 

 

0.88 %

 

90 + days

 

 

2.06 %

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

18.66

%

Weighted Average Coupon

 

6.11

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

3.84

%

 

 

 

 

Excess Spread Percentage:

Feb-05

 

7.21

%

 

Jan-05

 

5.83

%

 

Dec-04

 

6.92

%

3-Month Average Excess Spread

 

6.65

%

 

Capital One Master Trust (COMT)

 

Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange to Capital One Bank as the Servicer of the Capital One Master Trust.

 


 

Capital One Master Trust (COMT)

 

Series

 

COMT 1999-3

 

Size

 

$

500 MM

Expected Maturity (Class A)

 

07/17/2006

 

 

 

 

Gross Monthly Payment Rate

 

15.58 %

Delinquency Rate:

30 to 59 days

 

 

1.28 %

 

60 to 89 days

 

 

0.88 %

 

90 + days

 

 

2.06 %

 

Excess Spread Analysis

 

Series

 

COMT 1999-3

 

Portfolio Yield

 

18.66

%

Weighted Average Coupon

 

3.50

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

3.84

%

 

 

 

 

Excess Spread Percentage:

Feb-05

 

9.82

%

 

Jan-05

 

8.53

%

 

Dec-04

 

10.25

%

3-Month Average Excess Spread

 

9.53

%

 

Capital One Master Trust (COMT)

 

Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange to Capital One Bank as the Servicer of the Capital One Master Trust.

 


 

Capital One Master Trust (COMT)

 

Series

 

COMT 2000-2

 

COMT 2000-3

 

COMT 2000-4

 

Size

 

$

750 MM

$

1000 MM

$

1200 MM

Expected Maturity (Class A)

 

06/15/2005

08/15/2007

10/17/2005

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

15.58 %

15.58 %

15.58 %

Delinquency Rate:

30 to 59 days

 

 

1.28 %

1.28 %

1.28 %

 

60 to 89 days

 

 

0.88 %

0.88 %

0.88 %

 

90 + days

 

 

2.06 %

2.06 %

2.06 %

 

Excess Spread Analysis

 

Series

 

COMT 2000-2

 

COMT 2000-3

 

COMT 2000-4

 

Portfolio Yield

 

18.66

%

18.66

%

18.66

%

Weighted Average Coupon

 

7.26

%

3.52

%

6.05

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

3.84

%

3.84

%

3.84

%

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Feb-05

 

5.56

%

9.30

%

6.77

%

 

Jan-05

 

4.17

%

8.01

%

5.40

%

 

Dec-04

 

5.30

%

9.73

%

6.43

%

3-Month Average Excess Spread

 

5.01

%

9.01

%

6.20

%

 

Capital One Master Trust (COMT)

 

Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange to Capital One Bank as the Servicer of the Capital One Master Trust.

 


 

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-1

 

COMT 2001-2

 

COMT 2001-3

 

COMT 2001-5

 

Size

 

$

1200 MM

$

1200 MM

$

750 MM

$

1000 MM

Expected Maturity (Class A)

 

02/15/2008

03/15/2006

05/15/2006

08/15/2006

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

15.58 %

15.58 %

15.58 %

15.58 %

Delinquency Rate:

30 to 59 days

 

 

1.28 %

1.28 %

1.28 %

1.28 %

 

60 to 89 days

 

 

0.88 %

0.88 %

0.88 %

0.88 %

 

90 + days

 

 

2.06 %

2.06 %

2.06 %

2.06 %

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-2

 

COMT 2001-3

 

COMT 2001-5

 

Portfolio Yield

 

18.66

%

18.66

%

18.66

%

18.66

%

Weighted Average Coupon

 

3.05

%

5.11

%

5.09

%

4.96

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

3.84

%

3.84

%

3.84

%

3.84

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Feb-05

 

9.77

%

7.71

%

7.73

%

7.86

%

 

Jan-05

 

8.49

%

6.34

%

6.35

%

6.48

%

 

Dec-04

 

10.08

%

7.37

%

7.39

%

7.52

%

3-Month Average Excess Spread

 

9.45

%

7.14

%

7.16

%

7.29

%

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-6

 

COMT 2001-8

 

 

 

 

 

Size

 

$

1300 MM

$

1000 MM

 

 

 

 

Expected Maturity (Class A)

 

08/15/2008

10/16/2006

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

15.58 %

15.58 %

 

 

 

 

Delinquency Rate:

30 to 59 days

 

 

1.28 %

1.28 %

 

 

 

 

 

60 to 89 days

 

 

0.88 %

0.88 %

 

 

 

 

 

90 + days

 

 

2.06 %

2.06 %

 

 

 

 

 

Excess Spread Analysis

 

Series

 

COMT 2001-6

 

COMT 2001-8

 

 

 

 

 

Portfolio Yield

 

18.66

%

18.66

%

 

 

 

 

Weighted Average Coupon

 

3.34

%

4.39

%

 

 

 

 

Servicing Fee Percentage

 

2.00

%

2.00

%

 

 

 

 

Net Loss Rate

 

3.84

%

3.84

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Feb-05

 

9.48

%

8.43

%

 

 

 

 

 

Jan-05

 

8.19

%

7.06

%

 

 

 

 

 

Dec-04

 

9.88

%

8.09

%

 

 

 

 

3-Month Average Excess Spread

 

9.18

%

7.86

%

 

 

 

 

 

Capital One Master Trust (COMT)

 

Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange to Capital One Bank as the Servicer of the Capital One Master Trust.

 


 

Capital One Master Trust (COMT)

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-3

 

COMT 2002-4

 

Size

 

$

1000 MM

$

620 MM

$

1350 MM

$

750 MM

Expected Maturity (Class A)

 

01/15/2009

03/15/2007

04/15/2005

05/15/2007

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

15.58 %

15.58 %

15.58 %

15.58 %

Delinquency Rate:

30 to 59 days

 

 

1.28 %

1.28 %

1.28 %

1.28 %

 

60 to 89 days

 

 

0.88 %

0.88 %

0.88 %

0.88 %

 

90 + days

 

 

2.06 %

2.06 %

2.06 %

2.06 %

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-3

 

COMT 2002-4

 

Portfolio Yield

 

18.66

%

18.66

%

18.66

%

18.66

%

Weighted Average Coupon

 

3.08

%

3.01

%

3.14

%

4.66

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

3.84

%

3.84

%

3.84

%

3.84

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Feb-05

 

9.74

%

9.81

%

9.67

%

8.16

%

 

Jan-05

 

8.46

%

8.53

%

8.39

%

6.78

%

 

Dec-04

 

10.05

%

10.11

%

10.05

%

7.82

%

3-Month Average Excess Spread

 

9.42

%

9.48

%

9.37

%

7.59

%

 

Capital One Master Trust (COMT)

 

Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange to Capital One Bank as the Servicer of the Capital 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/investors/absreportingnew.shtml