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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