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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