EX-20.13 14 a06-8743_1ex20d13.htm EX-20

Exhibit 20.13

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - March 2006

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

$

591 MM

 

Expected Maturity (Class A)

 

04/15/2008

 

 

 

 

 

Gross Monthly Payment Rate

 

19.69

%

Delinquency Rate:

30 to 59 days

 

 

1.04

%

 

60 to 89 days

 

 

0.71

%

 

90 + days

 

 

1.64

%

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

19.44

%

Weighted Average Coupon

 

6.31

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

2.61

%

 

 

 

 

Excess Spread Percentage:

Mar-06

 

 

9.01

%

 

Feb-06

 

 

9.70

%

 

Jan-06

 

 

8.59

%

3-Month Average Excess Spread

 

9.10

%

 

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 - March 2006

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1999-3

 

Size

 

$

500 MM

 

Expected Maturity (Class A)

 

07/17/2006

 

 

 

 

 

Gross Monthly Payment Rate

 

19.69

%

Delinquency Rate:

30 to 59 days

 

 

1.04

%

 

60 to 89 days

 

 

0.71

%

 

90 + days

 

 

1.64

%

 

Excess Spread Analysis

 

Series

 

COMT 1999-3

 

Portfolio Yield

 

19.44

%

Weighted Average Coupon

 

5.00

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

2.61

%

 

 

 

 

Excess Spread Percentage

Mar-06

 

 

10.33

%

 

Feb-06

 

 

10.65

%

 

Jan-06

 

 

9.74

%

3-Month Average Excess Spread

 

10.24

%

 

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 - March 2006

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2000-3

 

Size

 

$

1000 MM

 

Expected Maturity (Class A)

 

08/15/2007

 

 

 

 

 

Gross Monthly Payment Rate

 

19.69

%

Delinquency Rate:

30 to 59 days

 

 

1.04

%

 

 

60 to 89 days

 

0.71

%

 

 

90 + days

 

1.64

%

 

Excess Spread Analysis

 

Series

 

COMT 2000-3

 

Portfolio Yield

 

19.44

%

Weighted Average Coupon

 

5.01

%

Servicing Fee Percentage

 

2.00

%

Net Loss Rate

 

2.61

%

 

 

 

 

 

Excess Spread Percentage:

Mar-06

 

9.81

%

 

 

Feb-06

 

10.13

%

 

 

Jan-06

 

9.22

%

3-Month Average Excess Spread

 

9.72

%

 

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 - March 2006

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-1

 

COMT 2001-3

 

COMT 2001-5

 

COMT 2001-6

 

Size

 

$

1200 MM

 

$

750 MM

 

$

1000 MM

 

$

1300 MM

 

Expected Maturity (Class A)

 

02/15/2008

 

05/15/2006

 

08/15/2006

 

08/15/2008

 

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

19.69

%

19.69

%

19.69

%

19.69

%

Delinquency Rate:

30 to 59 days

 

 

1.04

%

1.04

%

1.04

%

1.04

%

 

60 to 89 days

 

 

0.71

%

0.71

%

0.71

%

0.71

%

 

90 + days

 

 

1.64

%

1.64

%

1.64

%

1.64

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-3

 

COMT 2001-5

 

COMT 2001-6

 

Portfolio Yield

 

19.44

%

19.46

%

19.44

%

19.44

%

Weighted Average Coupon

 

4.88

%

5.55

%

5.42

%

4.89

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

2.61

%

2.61

%

2.61

%

2.61

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Mar-06

 

 

9.94

%

9.29

%

9.41

%

9.94

%

 

Feb-06

 

 

10.40

%

10.06

%

10.18

%

10.28

%

 

Jan-06

 

 

9.47

%

8.93

%

9.06

%

9.37

%

3-Month Average Excess Spread

 

9.94

%

9.43

%

9.55

%

9.86

%

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - March 2006

 

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-8

 

Size

 

$

1000 MM

 

Expected Maturity (Class A)

 

10/16/2006

 

 

 

 

 

Gross Monthly Payment Rate

 

19.69

%

Delinquency Rate:

30 to 59 days

 

 

1.04

%

 

60 to 89 days

 

 

0.71

%

 

90 + days

 

 

1.64

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-6

 

Portfolio Yield

 

19.44

%

Weighted Average Coupon

 

4.85

%

Servicing Fee Percentage

 

2.00

%

Net Loss Rate

 

2.61

%

 

 

 

 

Excess Spread Percentage:

Mar-06

 

 

9.97

%

 

Feb-06

 

 

10.75

%

 

Jan-06

 

 

9.63

%

3-Month Average Excess Spread

 

10.12

%

 

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 - March 2006

 

Capital One Master Trust (COMT)

 

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

 

19.69

%

19.69

%

19.69

%

Delinquency Rate:

30 to 59 days

 

 

1.04

%

1.04

%

1.04

%

 

60 to 89 days

 

 

0.71

%

0.71

%

0.71

%

 

90 + days

 

 

1.64

%

1.64

%

1.64

%

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Portfolio Yield

 

19.44

%

19.44

%

19.44

%

Weighted Average Coupon

 

4.91

%

4.85

%

5.12

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

2.61

%

2.61

%

2.61

%

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Mar-06

 

 

9.91

%

9.98

%

9.70

%

 

Feb-06

 

 

10.37

%

10.44

%

10.48

%

 

Jan-06

 

 

9.44

%

9.51

%

9.36

%

3-Month Average Excess Spread

 

9.91

%

9.98

%

9.85

%

 

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.