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.