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
