EX-20.17 18 a05-6537_1ex20d17.htm EX-20.17

Exhibit 20.17

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - March 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

$

591 MM

 

Expected Maturity (Class A)

 

04/15/2008

 

 

 

 

 

Gross Monthly Payment Rate

 

17.64

%

Delinquency Rate:

30 to 59 days

 

 

1.17

%

 

60 to 89 days

 

 

0.79

%

 

90 + days

 

 

1.90

%

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

18.46

%

Weighted Average Coupon

 

6.15

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

4.13

%

 

 

 

 

Excess Spread Percentage:

Mar-05

 

 

6.68

%

 

Feb-05

 

 

7.21

%

 

Jan-05

 

 

5.83

%

3-Month Average Excess Spread

 

6.57

%

 

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.

 

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Capital One Master Trust (COMT)

 

Series

 

COMT 1999-3

 

Size

 

$

500 MM

 

Expected Maturity (Class A)

 

07/17/2006

 

 

 

 

 

Gross Monthly Payment Rate

 

17.64

%

Delinquency Rate:

30 to 59 days

 

 

1.17

%

 

60 to 89 days

 

 

0.79

%

 

90 + days

 

 

1.90

%

 

Excess Spread Analysis

 

Series

 

COMT 1999-3

 

Portfolio Yield

 

18.46

%

Weighted Average Coupon

 

3.41

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

4.13

%

 

 

 

 

Excess Spread Percentage:

Mar-05

 

 

9.41

%

 

Feb-05

 

 

9.82

%

 

Jan-05

 

 

8.53

%

3-Month Average Excess Spread

 

9.25

%

 

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.

 

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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

 

17.64

%

17.64

%

17.64

%

Delinquency Rate:

30 to 59 days

 

 

1.17

%

1.17

%

1.17

%

 

60 to 89 days

 

 

0.79

%

0.79

%

0.79

%

 

90 + days

 

 

1.90

%

1.90

%

1.90

%

 

Excess Spread Analysis

 

Series

 

COMT 2000-2

 

COMT 2000-3

 

COMT 2000-4

 

Portfolio Yield

 

18.46

%

18.46

%

18.46

%

Weighted Average Coupon

 

7.26

%

3.43

%

6.15

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

4.13

%

4.13

%

4.13

%

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Mar-05

 

 

5.06

%

8.90

%

6.18

%

 

Feb-05

 

 

5.56

%

9.30

%

6.77

%

 

Jan-05

 

 

4.17

%

8.01

%

5.40

%

3-Month Average Excess Spread

 

4.93

%

8.74

%

6.11

%

 

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.

 

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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

 

17.64

%

17.64

%

17.64

%

17.64

%

Delinquency Rate:

30 to 59 days

 

 

1.17

%

1.17

%

1.17

%

1.17

%

60 to 89 days

 

 

0.79

%

0.79

%

0.79

%

0.79

%

90 + days

 

 

1.90

%

1.90

%

1.90

%

1.90

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-2

 

COMT 2001-3

 

COMT 2001-5

 

Portfolio Yield

 

18.46

%

18.46

%

18.46

%

18.46

%

Weighted Average Coupon

 

3.06

%

5.21

%

5.18

%

5.05

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

4.13

%

4.13

%

4.13

%

4.13

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Mar-05

 

 

9.27

%

7.12

%

7.15

%

7.28

%

 

Feb-05

 

 

9.77

%

7.71

%

7.73

%

7.86

%

 

Jan-05

 

 

8.49

%

6.34

%

6.35

%

6.48

%

3-Month Average Excess Spread

 

9.18

%

7.06

%

7.08

%

7.20

%

 

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

 

17.64

%

17.64

%

Delinquency Rate:

30 to 59 days

 

 

1.17

%

1.17

%

 

60 to 89 days

 

 

0.79

%

0.79

%

 

90 + days

 

 

1.90

%

1.90

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-6

 

COMT 2001-8

 

Portfolio Yield

 

18.46

%

18.46

%

Weighted Average Coupon

 

3.27

%

4.48

%

Servicing Fee Percentage

 

2.00

%

2.00

%

Net Loss Rate

 

4.13

%

4.13

%

 

 

 

 

 

 

Excess Spread Percentage:

Mar-05

 

 

9.06

%

7.85

%

 

Feb-05

 

 

9.48

%

8.43

%

 

Jan-05

 

 

8.19

%

7.06

%

3-Month Average Excess Spread

 

8.91

%

7.78

%

 

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.

 

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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

 

17.64

%

17.64

%

17.64

%

17.64

%

Delinquency Rate:

30 to 59 days

 

 

1.17

%

1.17

%

1.17

%

1.17

%

 

60 to 89 days

 

 

0.79

%

0.79

%

0.79

%

0.79

%

 

90 + days

 

 

1.90

%

1.90

%

1.90

%

1.90

%

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-3

 

COMT 2002-4

 

Portfolio Yield

 

18.46

%

18.46

%

18.46

%

18.46

%

Weighted Average Coupon

 

3.09

%

3.02

%

3.09

%

4.75

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

4.13

%

4.13

%

4.13

%

4.13

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Mar-05

 

 

9.24

%

9.30

%

9.24

%

7.57

%

 

Feb-05

 

 

9.74

%

9.81

%

9.67

%

8.16

%

 

Jan-05

 

 

8.46

%

8.53

%

8.39

%

6.78

%

3-Month Average Excess Spread

 

9.15

%

9.21

%

9.11

%

7.50

%

 

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.

 

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