EX-20.14 15 a06-1351_1ex20d14.htm OTHER DOCUMENTS OR STATEMENTS TO SECURITY HOLDERS

Exhibit 20.14

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - December 2005

 

Capital One Master Trust (COMT)

 

Series

 

 

 

COMT 1998-1

 

Size

 

 

 

$

591 MM

 

Expected Maturity (Class A)

 

 

 

04/15/2008

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

18.26

%

Delinquency Rate:

30 to 59 days

 

 

 

1.15

%

 

60 to 89 days

 

 

 

0.76

%

 

90 + days

 

 

 

1.74

%

 

Excess Spread Analysis

 

Series

 

 

 

COMT 1998-1

 

Portfolio Yield

 

 

 

20.34

%

Weighted Average Coupon

 

 

 

6.28

%

Servicing Fee Percentage

 

 

 

1.50

%

Net Loss Rate

 

 

 

2.52

%

 

 

 

 

 

 

Excess Spread Percentage:

Dec-05

 

 

 

10.03

%

 

Nov-05

 

 

 

8.36

%

 

Oct-05

 

 

 

2.70

%

3-Month Average Excess Spread

 

 

 

7.03

%

 

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 - December 2005

 

Series

 

 

 

COMT 1999-3

 

Size

 

 

 

$

500 MM

 

Expected Maturity (Class A)

 

 

 

07/17/2006

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

18.26

%

Delinquency Rate:

30 to 59 days

 

 

 

1.15

%

 

60 to 89 days

 

 

 

0.76

%

 

90 + days

 

 

 

1.74

%

 

Excess Spread Analysis

 

Series

 

 

 

COMT 1999-3

 

Portfolio Yield

 

 

 

20.34

%

Weighted Average Coupon

 

 

 

4.66

%

Servicing Fee Percentage

 

 

 

1.50

%

Net Loss Rate

 

 

 

2.52

%

 

 

 

 

 

 

Excess Spread Percentage:

Dec-05

 

 

 

11.66

%

 

Nov-05

 

 

 

9.92

%

 

Oct-05

 

 

 

4.26

%

3-Month Average Excess Spread

 

 

 

8.61

%

 

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 - December 2005

 

Series

 

 

 

COMT 2000-3

 

Size

 

 

 

$

1000 MM

 

Expected Maturity (Class A)

 

 

 

08/15/2007

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

18.26

%

Delinquency Rate:

30 to 59 days

 

 

 

1.15

%

 

60 to 89 days

 

 

 

0.76

%

 

90 + days

 

 

 

1.74

%

 

Excess Spread Analysis

 

Series

 

 

 

COMT 2000-3

 

Portfolio Yield

 

 

 

20.34

%

Weighted Average Coupon

 

 

 

4.67

%

Servicing Fee Percentage

 

 

 

2.00

%

Net Loss Rate

 

 

 

2.52

%

 

 

 

 

 

 

Excess Spread Percentage:

Dec-05

 

 

 

11.15

%

 

Nov-05

 

 

 

9.40

%

 

Oct-05

 

 

 

3.74

%

3-Month Average Excess Spread

 

 

 

8.10

%

 

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 - December 2005

 

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

 

 

 

18.26

%

18.26

%

18.26

%

18.26

%

Delinquency Rate:

30 to 59 days

 

 

 

1.15

%

1.15

%

1.15

%

1.15

%

 

60 to 89 days

 

 

 

0.76

%

0.76

%

0.76

%

0.76

%

 

90 + days

 

 

 

1.74

%

1.74

%

1.74

%

1.74

%

 

Excess Spread Analysis

 

Series

 

 

 

COMT 2001-1

 

COMT 2001-2

 

COMT 2001-3

 

COMT 2001-5

 

Portfolio Yield

 

 

 

20.34

%

20.34

%

20.34

%

20.34

%

Weighted Average Coupon

 

 

 

4.50

%

5.58

%

5.48

%

5.35

%

Servicing Fee Percentage

 

 

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

 

 

2.52

%

2.52

%

2.52

%

2.52

%

 

 

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Dec-05

 

 

 

11.31

%

10.24

%

10.33

%

10.46

%

 

Nov-05

 

 

 

9.66

%

8.66

%

8.73

%

8.86

%

 

Oct-05

 

 

 

4.05

%

3.03

%

3.09

%

3.22

%

3-Month Average Excess Spread

 

 

 

8.34

%

7.31

%

7.38

%

7.51

%

 

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

 

 

 

18.26

%

18.26

%

 

 

 

 

Delinquency Rate:

30 to 59 days

 

 

 

1.15

%

1.15

%

 

 

 

 

 

60 to 89 days

 

 

 

0.76

%

0.76

%

 

 

 

 

 

90 + days

 

 

 

1.74

%

1.74

%

 

 

 

 

 

Excess Spread Analysis

 

Series

 

 

 

COMT 2001-6

 

COMT 2001-8

 

 

 

 

 

Portfolio Yield

 

 

 

20.34

%

20.34

%

 

 

 

 

Weighted Average Coupon

 

 

 

4.54

%

4.79

%

 

 

 

 

Servicing Fee Percentage

 

 

 

2.00

%

2.00

%

 

 

 

 

Net Loss Rate

 

 

 

2.52

%

2.52

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Dec-05

 

 

 

11.27

%

11.03

%

 

 

 

 

 

Nov-05

 

 

 

9.55

%

9.43

%

 

 

 

 

 

Oct-05

 

 

 

3.90

%

3.79

%

 

 

 

 

3-Month Average Excess Spread

 

 

 

8.24

%

8.08

%

 

 

 

 

 

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 - December 2005

 

Series

 

 

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Size

 

 

 

$

1000 MM

 

$

620 MM

 

$

750 MM

 

Expected Maturity (Class A)

 

 

 

01/15/2009

 

03/15/2007

 

05/15/2007

 

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

18.26

%

18.26

%

18.26

%

Delinquency Rate:

30 to 59 days

 

 

 

1.15

%

1.15

%

1.15

%

 

60 to 89 days

 

 

 

0.76

%

0.76

%

0.76

%

 

90 + days

 

 

 

1.74

%

1.74

%

1.74

%

 

Excess Spread Analysis

 

Series

 

 

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Portfolio Yield

 

 

 

20.34

%

20.34

%

20.34

%

Weighted Average Coupon

 

 

 

4.53

%

4.47

%

5.06

%

Servicing Fee Percentage

 

 

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

 

 

2.52

%

2.52

%

2.52

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Dec-05

 

 

 

11.28

%

11.35

%

10.76

%

 

Nov-05

 

 

 

9.63

%

9.70

%

9.16

%

 

Oct-05

 

 

 

4.02

%

4.09

%

3.51

%

3-Month Average Excess Spread

 

 

 

8.31

%

8.38

%

7.81

%

 

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.