Exhibit 20.16
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - April 2005
Capital One Master Trust (COMT)
Series |
| COMT 1998-1 |
| ||||
Size |
|
|
| $ | 591 | MM | |
Expected Maturity (Class A) |
|
|
| 04/15/2008 |
| ||
|
|
|
|
|
| ||
Gross Monthly Payment Rate |
|
|
| 16.63 | % | ||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.20 | % | |
60 to 89 days |
|
|
| 0.76 | % | ||
90 + days |
|
|
| 1.80 | % | ||
Excess Spread Analysis
Series |
| COMT 1998-1 |
| |||
Portfolio Yield |
|
|
| 17.86 | % | |
Weighted Average Coupon |
|
|
| 6.16 | % | |
Servicing Fee Percentage |
|
|
| 1.50 | % | |
Net Loss Rate |
|
|
| 4.47 | % | |
|
|
|
|
|
| |
Excess Spread Percentage: | Apr-05 |
|
|
| 5.73 | % |
Mar-05 |
|
|
| 6.68 | % | |
Feb-05 |
|
|
| 7.21 | % | |
3-Month Average Excess Spread |
|
|
| 6.54 | % | |
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 |
|
|
| 16.63 | % | |||
Delinquency Rate: | 30 to 59 days |
|
|
|
| 1.20 | % | |
| 60 to 89 days |
|
|
|
| 0.76 | % | |
| 90 + days |
|
|
|
| 1.80 | % | |
Excess Spread Analysis
Series |
|
|
| COMT 1999-3 |
| ||
Portfolio Yield |
|
|
| 17.86 | % | ||
Weighted Average Coupon |
|
|
| 3.54 | % | ||
Servicing Fee Percentage |
|
|
| 1.50 | % | ||
Net Loss Rate |
|
|
| 4.47 | % | ||
|
|
|
|
|
| ||
Excess Spread Percentage: | Apr-05 |
|
|
|
| 8.34 | % |
| Mar-05 |
|
|
|
| 9.41 | % |
| Feb-05 |
|
|
|
| 9.82 | % |
3-Month Average Excess Spread |
|
|
| 9.19 | % |
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 |
| 16.63 | % | 16.63 | % | 16.63 | % | |||||
Delinquency Rate: | 30 to 59 days |
|
| 1.20 | % | 1.20 | % | 1.20 | % | |||
60 to 89 days |
|
| 0.76 | % | 0.76 | % | 0.76 | % | ||||
90 + days |
|
| 1.80 | % | 1.80 | % | 1.80 | % | ||||
Excess Spread Analysis
Series |
| COMT 2000-2 |
| COMT 2000-3 |
| COMT 2000-4 |
| ||
Portfolio Yield |
| 17.86 | % | 17.86 | % | 17.86 | % | ||
Weighted Average Coupon |
| 7.26 | % | 3.56 | % | 6.18 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 4.47 | % | 4.47 | % | 4.47 | % | ||
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | Apr-05 |
|
| 4.12 | % | 7.82 | % | 5.20 | % |
Mar-05 |
|
| 5.06 | % | 8.90 | % | 6.18 | % | |
Feb-05 |
|
| 5.56 | % | 9.30 | % | 6.77 | % | |
3-Month Average Excess Spread |
| 4.91 | % | 8.67 | % | 6.05 | % |
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 |
| 16.63 | % | 16.63 | % | 16.63 | % | 16.63 | % | ||||||
Delinquency Rate: | 30 to 59 days |
|
| 1.20 | % | 1.20 | % | 1.20 | % | 1.20 | % | ||||
| 60 to 89 days |
|
| 0.76 | % | 0.76 | % | 0.76 | % | 0.76 | % | ||||
| 90 + days |
|
| 1.80 | % | 1.80 | % | 1.80 | % | 1.80 | % | ||||
Excess Spread Analysis
Series |
| COMT 2001-1 |
| COMT 2001-2 |
| COMT 2001-3 |
| COMT 2001-5 |
| ||
Portfolio Yield |
| 17.86 | % | 17.86 | % | 17.86 | % | 17.86 | % | ||
Weighted Average Coupon |
| 3.21 | % | 5.24 | % | 5.20 | % | 5.07 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 4.47 | % | 4.47 | % | 4.47 | % | 4.47 | % | ||
|
|
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | Apr-05 |
|
| 8.18 | % | 6.14 | % | 6.18 | % | 6.31 | % |
| Mar-05 |
|
| 9.27 | % | 7.12 | % | 7.15 | % | 7.28 | % |
| Feb-05 |
|
| 9.77 | % | 7.71 | % | 7.73 | % | 7.86 | % |
3-Month Average Excess Spread |
| 9.07 | % | 6.99 | % | 7.02 | % | 7.15 | % |
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 |
| 16.63 | % | 16.63 | % |
|
|
|
| ||||
Delinquency Rate: | 30 to 59 days |
|
| 1.20 | % | 1.20 | % |
|
|
|
| ||
| 60 to 89 days |
|
| 0.76 | % | 0.76 | % |
|
|
|
| ||
| 90 + days |
|
| 1.80 | % | 1.80 | % |
|
|
|
| ||
Excess Spread Analysis
Series |
| COMT 2001-6 |
| COMT 2001-8 |
|
|
|
|
| ||
Portfolio Yield |
| 17.86 | % | 17.86 | % |
|
|
|
| ||
Weighted Average Coupon |
| 3.40 | % | 4.50 | % |
|
|
|
| ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % |
|
|
|
| ||
Net Loss Rate |
| 4.47 | % | 4.47 | % |
|
|
|
| ||
|
|
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | Apr-05 |
|
| 7.98 | % | 6.88 | % |
|
|
|
|
| Mar-05 |
|
| 9.06 | % | 7.85 | % |
|
|
|
|
| Feb-05 |
|
| 9.48 | % | 8.43 | % |
|
|
|
|
3-Month Average Excess Spread |
| 8.84 | % | 7.72 | % |
|
|
|
|
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)
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 |
| 16.63 | % | 16.63 | % | 16.63 | % | |||||
Delinquency Rate: | 30 to 59 days |
|
| 1.20 | % | 1.20 | % | 1.20 | % | |||
60 to 89 days |
|
| 0.76 | % | 0.76 | % | 0.76 | % | ||||
90 + days |
|
| 1.80 | % | 1.80 | % | 1.80 | % | ||||
Excess Spread Analysis
Series |
| COMT 2002-1 |
| COMT 2002-2 |
| COMT 2002-4 |
| ||
Portfolio Yield |
| 17.86 | % | 17.86 | % | 17.86 | % | ||
Weighted Average Coupon |
| 3.23 | % | 3.17 | % | 4.78 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 4.47 | % | 4.47 | % | 4.47 | % | ||
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | Apr-05 |
|
| 8.15 | % | 8.22 | % | 6.61 | % |
Mar-05 |
|
| 9.24 | % | 9.30 | % | 7.57 | % | |
Feb-05 |
|
| 9.74 | % | 9.81 | % | 8.16 | % | |
3-Month Average Excess Spread |
| 9.04 | % | 9.11 | % | 7.44 | % |
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.