EX-20.15 16 a05-17450_1ex20d15.htm EX-20.15

Exhibit 20.15

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - September 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

$

591MM

 

Expected Maturity (Class A)

 

04/15/2008

 

 

 

 

 

Gross Monthly Payment Rate

 

17.63

%

Delinquency Rate:

30 to 59 days

 

 

1.34

%

 

60 to 89 days

 

 

0.91

%

 

90 + days

 

 

1.91

%

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

20.23

%

Weighted Average Coupon

 

6.23

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

4.86

%

 

 

 

 

Excess Spread Percentage:

Sep-05

 

 

7.64

%

 

Aug-05

 

 

9.11

%

 

Jul-05

 

 

8.21

%

3-Month Average Excess Spread

 

8.32

%

 

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)

Performance Summary - September 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1999-3

 

Size

 

$

500MM

 

Expected Maturity (Class A)

 

07/17/2006

 

 

 

 

 

Gross Monthly Payment Rate

 

17.63

%

Delinquency Rate:

30 to 59 days

 

 

1.34

%

 

60 to 89 days

 

 

0.91

%

 

90 + days

 

 

1.91

%

 

Excess Spread Analysis

 

Series

 

COMT 1999-3

 

Portfolio Yield

 

20.23

%

Weighted Average Coupon

 

4.19

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

4.86

%

 

 

 

 

Excess Spread Percentage:

Sep-05

 

 

9.67

%

 

Aug-05

 

 

11.21

%

 

Jul-05

 

 

10.46

%

3-Month Average Excess Spread

 

10.45

%

 

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)

Performance Summary - September 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2000-3

 

COMT 2000-4

 

Size

 

$

1000MM

 

$

1200MM

 

Expected Maturity (Class A)

 

08/15/2007

 

10/17/2005

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

17.63

%

17.63

%

Delinquency Rate:

30 to 59 days

 

 

1.34

%

1.34

%

 

60 to 89 days

 

 

0.91

%

0.91

%

 

90 + days

 

 

1.91

%

1.91

%

 

Excess Spread Analysis

 

Series

 

COMT 2000-3

 

COMT 2000-4

 

Portfolio Yield

 

20.23

%

20.24

%

Weighted Average Coupon

 

4.21

%

6.36

%

Servicing Fee Percentage

 

2.00

%

2.00

%

Net Loss Rate

 

4.86

%

4.86

%

 

 

 

 

 

 

Excess Spread Percentage:

Sep-05

 

 

9.16

%

7.02

%

 

Aug-05

 

 

10.69

%

8.51

%

 

Jul-05

 

 

9.95

%

7.63

%

3-Month Average Excess Spread

 

9.93

%

7.73

%

 

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)

Performance Summary - September 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-1

 

COMT 2001-2

 

COMT 2001-3

 

COMT 2001-5

 

Size

 

$

1200MM

 

$

1200MM

 

$

750MM

 

$

1000MM

 

Expected Maturity (Class A)

 

02/15/2008

 

03/15/2006

 

05/15/2006

 

08/15/2006

 

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

17.63

%

17.63

%

17.63

%

17.63

%

Delinquency Rate:

30 to 59 days

 

 

1.34

%

1.34

%

1.34

%

1.34

%

 

60 to 89 days

 

 

0.91

%

0.91

%

0.91

%

0.91

%

 

90 + days

 

 

1.91

%

1.91

%

1.91

%

1.91

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-2

 

COMT 2001-3

 

COMT 2001-5

 

Portfolio Yield

 

20.23

%

20.23

%

20.23

%

20.23

%

Weighted Average Coupon

 

3.96

%

5.42

%

5.36

%

5.23

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

4.86

%

4.86

%

4.86

%

4.86

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Sep-05

 

 

9.41

%

7.94

%

8.01

%

8.14

%

 

Aug-05

 

 

10.98

%

9.45

%

9.50

%

9.63

%

 

Jul-05

 

 

10.26

%

8.57

%

8.62

%

8.75

%

3-Month Average Excess Spread

 

10.22

%

8.65

%

8.71

%

8.84

%

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - September 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-6

 

COMT 2001-8

 

 

 

 

 

Size

 

$

1300MM

 

$

1000MM

 

 

 

 

 

Expected Maturity (Class A)

 

08/15/2008

 

10/16/2006

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

17.63

%

17.63

%

 

 

 

 

Delinquency Rate:

30 to 59 days

 

 

1.34

%

1.34

%

 

 

 

 

 

60 to 89 days

 

 

0.91

%

0.91

%

 

 

 

 

 

90 + days

 

 

1.91

%

1.91

%

 

 

 

 

 

Excess Spread Analysis

 

Series

 

COMT 2001-6

 

COMT 2001-8

 

 

 

 

 

Portfolio Yield

 

20.23

%

20.23

%

 

 

 

 

Weighted Average Coupon

 

4.07

%

4.66

%

 

 

 

 

Servicing Fee Percentage

 

2.00

%

2.00

%

 

 

 

 

Net Loss Rate

 

4.86

%

4.86

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Sep-05

 

 

9.30

%

8.71

%

 

 

 

 

 

Aug-05

 

 

10.84

%

10.20

%

 

 

 

 

 

Jul-05

 

 

10.10

%

9.32

%

 

 

 

 

3-Month Average Excess Spread

 

10.08

%

9.41

%

 

 

 

 

 

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)

Performance Summary - September 2005

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Size

 

$

1000MM

 

$

620MM

 

$

750MM

 

Expected Maturity (Class A)

 

01/15/2009

 

03/15/2007

 

05/15/2007

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

17.63

%

17.63

%

17.63

%

Delinquency Rate:

30 to 59 days

 

 

1.34

%

1.34

%

1.34

%

 

60 to 89 days

 

 

0.91

%

0.91

%

0.91

%

 

90 + days

 

 

1.91

%

1.91

%

1.91

%

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Portfolio Yield

 

20.23

%

20.23

%

20.23

%

Weighted Average Coupon

 

3.99

%

3.92

%

4.93

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

4.86

%

4.86

%

4.86

%

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Sep-05

 

 

9.38

%

9.44

%

8.43

%

 

Aug-05

 

 

10.96

%

11.02

%

9.93

%

 

Jul-05

 

 

10.23

%

10.30

%

9.05

%

3-Month Average Excess Spread

 

10.19

%

10.25

%

9.14

%

 

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.