Exhibit 20.15
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - June 2005
Capital One Master Trust (COMT)
Series |
| COMT 1998-1 |
| |||
Size |
|
|
| $ | 591 | MM |
Expected Maturity (Class A) |
|
| 04/15/2008 |
| ||
|
|
|
|
|
| |
Gross Monthly Payment Rate |
|
| 17.05 | % | ||
Delinquency Rate: | 30 to 59 days |
|
| 1.28 | % | |
| 60 to 89 days |
|
| 0.81 | % | |
| 90 + days |
|
| 1.70 | % | |
Excess Spread Analysis
Series |
| COMT 1998-1 |
| ||
Portfolio Yield |
|
|
| 19.10 | % |
Weighted Average Coupon |
|
|
| 6.17 | % |
Servicing Fee Percentage |
|
|
| 1.50 | % |
Net Loss Rate |
|
|
| 3.94 | % |
|
|
|
|
|
|
Excess Spread Percentage: | June-05 |
|
| 7.49 | % |
| May-05 |
|
| 7.36 | % |
| Apr-05 |
|
| 5.73 | % |
3-Month Average Excess Spread |
|
| 6.86 | % |
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.
Series |
| COMT 1999-3 |
| |||
Size |
|
|
| $ | 500 | MM |
Expected Maturity (Class A) |
|
|
| 07/17/2006 |
| |
|
|
|
|
|
| |
Gross Monthly Payment Rate |
|
|
| 17.05 | % | |
Delinquency Rate: | 30 to 59 days |
|
| 1.28 | % | |
| 60 to 89 days |
|
| 0.81 | % | |
| 90 + days |
|
| 1.70 | % | |
Excess Spread Analysis
Series |
| COMT 1999-3 |
| ||
Portfolio Yield |
|
|
| 19.10 | % |
Weighted Average Coupon |
|
|
| 3.87 | % |
Servicing Fee Percentage |
|
|
| 1.50 | % |
Net Loss Rate |
|
|
| 3.94 | % |
|
|
|
|
|
|
Excess Spread Percentage: | June-05 |
|
| 9.79 | % |
| May-05 |
|
| 9.76 | % |
| Apr-05 |
|
| 8.34 | % |
3-Month Average Excess Spread |
|
| 9.30 | % |
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.
Series |
| COMT 2000-3 |
| COMT 2000-4 |
| ||||
Size |
|
|
| $ | 1000 | MM | $ | 1200 | MM |
Expected Maturity (Class A) |
|
| 08/15/2007 |
| 10/17/2005 |
| |||
|
|
|
|
|
|
|
| ||
Gross Monthly Payment Rate |
|
| 17.05 | % | 17.05 | % | |||
Delinquency Rate: | 30 to 59 days |
|
| 1.28 | % | 1.28 | % | ||
| 60 to 89 days |
|
| 0.81 | % | 0.81 | % | ||
| 90 + days |
|
| 1.70 | % | 1.70 | % | ||
Excess Spread Analysis
Series |
| COMT 2000-3 |
| COMT 2000-4 |
| ||
Portfolio Yield |
|
|
| 19.10 | % | 19.10 | % |
Weighted Average Coupon |
|
|
| 3.89 | % | 6.21 | % |
Servicing Fee Percentage |
|
|
| 2.00 | % | 2.00 | % |
Net Loss Rate |
|
|
| 3.94 | % | 3.94 | % |
|
|
|
|
|
|
|
|
Excess Spread Percentage: | June-05 |
|
| 9.27 | % | 6.95 | % |
| May-05 |
|
| 9.25 | % | 6.83 | % |
| Apr-05 |
|
| 7.82 | % | 5.20 | % |
3-Month Average Excess Spread |
|
| 8.78 | % | 6.33 | % |
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.
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: |
| 17.05 | % | 17.05 | % | 17.05 | % | 17.05 | % | |||||
Delinquency Rate: | 30 to 59 days |
| 1.28 | % | 1.28 | % | 1.28 | % | 1.28 | % | ||||
| 60 to 89 days |
| 0.81 | % | 0.81 | % | 0.81 | % | 0.81 | % | ||||
| 90 + days |
| 1.70 | % | 1.70 | % | 1.70 | % | 1.70 | % | ||||
Excess Spread Analysis
Series |
| COMT 2001-1 |
| COMT 2001-2 |
| COMT 2001-3 |
| COMT 2001-5 |
| ||
Portfolio Yield |
|
| 19.10 | % | 19.10 | % | 19.10 | % | 19.10 | % | |
Weighted Average Coupon |
| 3.54 | % | 5.27 | % | 5.23 | % | 5.10 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
|
| 3.94 | % | 3.94 | % | 3.94 | % | 3.94 | % | |
|
|
|
|
|
|
|
|
|
|
| |
Excess Spread Percentage: | June-05 |
| 9.63 | % | 7.90 | % | 7.94 | % | 8.06 | % | |
| May-05 |
| 9.61 | % | 7.78 | % | 7.81 | % | 7.94 | % | |
| Apr-05 |
| 8.18 | % | 6.14 | % | 6.18 | % | 6.31 | % | |
3-Month Average Excess Spread |
| 9.14 | % | 7.27 | % | 7.31 | % | 7.44 | % | ||
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 |
| 17.05 | % | 17.05 | % | |||
Delinquency Rate: | 30 to 59 days |
| 1.28 | % | 1.28 | % | ||
| 60 to 89 days |
| 0.81 | % | 0.81 | % | ||
| 90 + days |
| 1.70 | % | 1.70 | % | ||
Excess Spread Analysis
Series |
| COMT 2001-6 |
| COMT 2001-8 |
| |
Portfolio Yield |
| 19.10 | % | 19.10 | % | |
Weighted Average Coupon |
| 3.73 | % | 4.53 | % | |
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | |
Net Loss Rate |
| 3.94 | % | 3.94 | % | |
|
|
|
|
|
| |
Excess Spread Percentage: | June-05 |
| 9.43 | % | 8.64 | % |
| May-05 |
| 9.41 | % | 8.51 | % |
| Apr-05 |
| 7.98 | % | 6.88 | % |
3-Month Average Excess Spread |
| 8.94 | % | 8.01 | % |
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.
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 |
|
| 17.05 | % | 17.05 | % | 17.05 | % | ||||
Delinquency Rate: | 30 to 59 days |
|
| 1.28 | % | 1.28 | % | 1.28 | % | |||
| 60 to 89 days |
|
| 0.81 | % | 0.81 | % | 0.81 | % | |||
| 90 + days |
|
| 1.70 | % | 1.70 | % | 1.70 | % | |||
Excess Spread Analysis
Series |
| COMT 2002-1 |
| COMT 2002-2 |
| COMT 2002-4 |
| ||
Portfolio Yield |
|
|
| 19.10 | % | 19.10 | % | 19.10 | % |
Weighted Average Coupon |
|
|
| 3.57 | % | 3.50 | % | 4.80 | % |
Servicing Fee Percentage |
|
|
| 2.00 | % | 2.00 | % | 2.00 | % |
Net Loss Rate |
|
|
| 3.94 | % | 3.94 | % | 3.94 | % |
|
|
|
|
|
|
|
|
|
|
Excess Spread Percentage: | June-05 |
|
| 9.60 | % | 9.66 | % | 8.36 | % |
| May-05 |
|
| 9.58 | % | 9.65 | % | 8.24 | % |
| Apr-05 |
|
| 8.15 | % | 8.22 | % | 6.61 | % |
3-Month Average Excess Spread |
|
| 9.11 | % | 9.18 | % | 7.74 | % |
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.