Exhibit 20.16
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - May 2005
Capital One Master Trust (COMT)
Series |
| COMT 1998-1 |
| ||||
Size |
|
|
| $ | 591 | MM | |
Expected Maturity (Class A) |
|
|
| 04/15/2008 |
| ||
|
|
|
|
|
| ||
Gross Monthly Payment Rate |
|
|
| 17.02 | % | ||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.24 | % | |
60 to 89 days |
|
|
| 0.79 | % | ||
90 + days |
|
|
| 1.74 | % | ||
Excess Spread Analysis
Series |
| COMT 1998-1 |
| |||
Portfolio Yield |
|
|
| 19.36 | % | |
Weighted Average Coupon |
|
|
| 6.16 | % | |
Servicing Fee Percentage |
|
|
| 1.50 | % | |
Net Loss Rate |
|
|
| 4.35 | % | |
|
|
|
|
|
| |
Excess Spread Percentage: | May-05 |
|
|
| 7.36 | % |
Apr-05 |
|
|
| 5.73 | % | |
Mar-05 |
|
|
| 6.68 | % | |
3-Month Average Excess Spread |
|
|
| 6.59 | % | |
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.
Capital One Master Trust (COMT)
Series |
|
|
| COMT 1999-3 |
| |||
Size |
|
|
| $ | 500 | MM | ||
Expected Maturity (Class A) |
|
|
| 07/17/2006 |
| |||
|
|
|
|
|
| |||
Gross Monthly Payment Rate |
|
|
| 17.02 | % | |||
Delinquency Rate: | 30 to 59 days |
|
|
|
| 1.24 | % | |
| 60 to 89 days |
|
|
|
| 0.79 | % | |
| 90 + days |
|
|
|
| 1.74 | % | |
Excess Spread Analysis
Series |
|
|
| COMT 1999-3 |
| ||
Portfolio Yield |
|
|
| 19.36 | % | ||
Weighted Average Coupon |
|
|
| 3.75 | % | ||
Servicing Fee Percentage |
|
|
| 1.50 | % | ||
Net Loss Rate |
|
|
| 4.35 | % | ||
|
|
|
|
|
| ||
Excess Spread Percentage: | May-05 |
|
|
|
| 9.76 | % |
| Apr-05 |
|
|
|
| 8.34 | % |
| Mar-05 |
|
|
|
| 9.41 | % |
3-Month Average Excess Spread |
|
|
| 9.17 | % |
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 |
| 17.02 | % | 17.02 | % | 17.02 | % | |||||
Delinquency Rate: | 30 to 59 days |
|
| 1.24 | % | 1.24 | % | 1.24 | % | |||
60 to 89 days |
|
| 0.79 | % | 0.79 | % | 0.79 | % | ||||
90 + days |
|
| 1.74 | % | 1.74 | % | 1.74 | % | ||||
Excess Spread Analysis
Series |
| COMT 2000-2 |
| COMT 2000-3 |
| COMT 2000-4 |
| ||
Portfolio Yield |
| 19.36 | % | 19.36 | % | 19.36 | % | ||
Weighted Average Coupon |
| 7.26 | % | 3.77 | % | 6.18 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 4.35 | % | 4.35 | % | 4.35 | % | ||
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | May-05 |
|
| 5.75 | % | 9.25 | % | 6.83 | % |
Apr-05 |
|
| 4.12 | % | 7.82 | % | 5.20 | % | |
Mar-05 |
|
| 5.06 | % | 8.90 | % | 6.18 | % | |
3-Month Average Excess Spread |
| 4.98 | % | 8.66 | % | 6.07 | % |
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 |
| 17.02 | % | 17.02 | % | 17.02 | % | 17.02 | % | ||||||
Delinquency Rate: | 30 to 59 days |
|
| 1.24 | % | 1.24 | % | 1.24 | % | 1.24 | % | ||||
| 60 to 89 days |
|
| 0.79 | % | 0.79 | % | 0.79 | % | 0.79 | % | ||||
| 90 + days |
|
| 1.74 | % | 1.74 | % | 1.74 | % | 1.74 | % | ||||
Excess Spread Analysis
Series |
| COMT 2001-1 |
| COMT 2001-2 |
| COMT 2001-3 |
| COMT 2001-5 |
| ||
Portfolio Yield |
| 19.36 | % | 19.36 | % | 19.36 | % | 19.36 | % | ||
Weighted Average Coupon |
| 3.41 | % | 5.24 | % | 5.21 | % | 5.08 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 4.35 | % | 4.35 | % | 4.35 | % | 4.35 | % | ||
|
|
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | May-05 |
|
| 9.61 | % | 7.78 | % | 7.81 | % | 7.94 | % |
| Apr-05 |
|
| 8.18 | % | 6.14 | % | 6.18 | % | 6.31 | % |
| Mar-05 |
|
| 9.27 | % | 7.12 | % | 7.15 | % | 7.28 | % |
3-Month Average Excess Spread |
| 9.02 | % | 7.01 | % | 7.05 | % | 7.18 | % |
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 |
| 17.02 | % | 17.02 | % |
|
|
|
| ||||
Delinquency Rate: | 30 to 59 days |
|
| 1.24 | % | 1.24 | % |
|
|
|
| ||
| 60 to 89 days |
|
| 0.79 | % | 0.79 | % |
|
|
|
| ||
| 90 + days |
|
| 1.74 | % | 1.74 | % |
|
|
|
| ||
Excess Spread Analysis
Series |
| COMT 2001-6 |
| COMT 2001-8 |
|
|
|
|
| ||
Portfolio Yield |
| 19.36 | % | 19.36 | % |
|
|
|
| ||
Weighted Average Coupon |
| 3.61 | % | 4.51 | % |
|
|
|
| ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % |
|
|
|
| ||
Net Loss Rate |
| 4.35 | % | 4.35 | % |
|
|
|
| ||
|
|
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | May-05 |
|
| 9.41 | % | 8.51 | % |
|
|
|
|
| Apr-05 |
|
| 7.98 | % | 6.88 | % |
|
|
|
|
| Mar-05 |
|
| 9.06 | % | 7.85 | % |
|
|
|
|
3-Month Average Excess Spread |
| 8.81 | % | 7.75 | % |
|
|
|
|
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 |
| 17.02 | % | 17.02 | % | 17.02 | % | |||||
Delinquency Rate: | 30 to 59 days |
|
| 1.24 | % | 1.24 | % | 1.24 | % | |||
60 to 89 days |
|
| 0.79 | % | 0.79 | % | 0.79 | % | ||||
90 + days |
|
| 1.74 | % | 1.74 | % | 1.74 | % | ||||
Excess Spread Analysis
Series |
| COMT 2002-1 |
| COMT 2002-2 |
| COMT 2002-4 |
| ||
Portfolio Yield |
| 19.36 | % | 19.36 | % | 19.36 | % | ||
Weighted Average Coupon |
| 3.44 | % | 3.37 | % | 4.78 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 4.35 | % | 4.35 | % | 4.35 | % | ||
|
|
|
|
|
|
|
| ||
Excess Spread Percentage: | May-05 |
|
| 9.58 | % | 9.65 | % | 8.24 | % |
Apr-05 |
|
| 8.15 | % | 8.22 | % | 6.61 | % | |
Mar-05 |
|
| 9.24 | % | 9.30 | % | 7.57 | % | |
3-Month Average Excess Spread |
| 8.99 | % | 9.06 | % | 7.47 | % |
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.