Exhibit 20.14
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - December 2005
Capital One Master Trust (COMT)
Series |
|
|
| COMT 1998-1 |
| ||
Size |
|
|
| $ | 591 MM |
| |
Expected Maturity (Class A) |
|
|
| 04/15/2008 |
| ||
|
|
|
|
|
| ||
Gross Monthly Payment Rate |
|
|
| 18.26 | % | ||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.15 | % | |
| 60 to 89 days |
|
|
| 0.76 | % | |
| 90 + days |
|
|
| 1.74 | % | |
Excess Spread Analysis
Series |
|
|
| COMT 1998-1 |
| |
Portfolio Yield |
|
|
| 20.34 | % | |
Weighted Average Coupon |
|
|
| 6.28 | % | |
Servicing Fee Percentage |
|
|
| 1.50 | % | |
Net Loss Rate |
|
|
| 2.52 | % | |
|
|
|
|
|
| |
Excess Spread Percentage: | Dec-05 |
|
|
| 10.03 | % |
| Nov-05 |
|
|
| 8.36 | % |
| Oct-05 |
|
|
| 2.70 | % |
3-Month Average Excess Spread |
|
|
| 7.03 | % |
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)
Performance Summary - December 2005
Series |
|
|
| COMT 1999-3 |
| ||
Size |
|
|
| $ | 500 MM |
| |
Expected Maturity (Class A) |
|
|
| 07/17/2006 |
| ||
|
|
|
|
|
| ||
Gross Monthly Payment Rate |
|
|
| 18.26 | % | ||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.15 | % | |
| 60 to 89 days |
|
|
| 0.76 | % | |
| 90 + days |
|
|
| 1.74 | % | |
Excess Spread Analysis
Series |
|
|
| COMT 1999-3 |
| |
Portfolio Yield |
|
|
| 20.34 | % | |
Weighted Average Coupon |
|
|
| 4.66 | % | |
Servicing Fee Percentage |
|
|
| 1.50 | % | |
Net Loss Rate |
|
|
| 2.52 | % | |
|
|
|
|
|
| |
Excess Spread Percentage: | Dec-05 |
|
|
| 11.66 | % |
| Nov-05 |
|
|
| 9.92 | % |
| Oct-05 |
|
|
| 4.26 | % |
3-Month Average Excess Spread |
|
|
| 8.61 | % |
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)
Performance Summary - December 2005
Series |
|
|
| COMT 2000-3 |
| ||
Size |
|
|
| $ | 1000 MM |
| |
Expected Maturity (Class A) |
|
|
| 08/15/2007 |
| ||
|
|
|
|
|
| ||
Gross Monthly Payment Rate |
|
|
| 18.26 | % | ||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.15 | % | |
| 60 to 89 days |
|
|
| 0.76 | % | |
| 90 + days |
|
|
| 1.74 | % | |
Excess Spread Analysis
Series |
|
|
| COMT 2000-3 |
| |
Portfolio Yield |
|
|
| 20.34 | % | |
Weighted Average Coupon |
|
|
| 4.67 | % | |
Servicing Fee Percentage |
|
|
| 2.00 | % | |
Net Loss Rate |
|
|
| 2.52 | % | |
|
|
|
|
|
| |
Excess Spread Percentage: | Dec-05 |
|
|
| 11.15 | % |
| Nov-05 |
|
|
| 9.40 | % |
| Oct-05 |
|
|
| 3.74 | % |
3-Month Average Excess Spread |
|
|
| 8.10 | % |
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)
Performance Summary - December 2005
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 |
|
|
| 18.26 | % | 18.26 | % | 18.26 | % | 18.26 | % | |||||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.15 | % | 1.15 | % | 1.15 | % | 1.15 | % | ||||
| 60 to 89 days |
|
|
| 0.76 | % | 0.76 | % | 0.76 | % | 0.76 | % | ||||
| 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 |
|
|
| 20.34 | % | 20.34 | % | 20.34 | % | 20.34 | % | |
Weighted Average Coupon |
|
|
| 4.50 | % | 5.58 | % | 5.48 | % | 5.35 | % | |
Servicing Fee Percentage |
|
|
| 2.00 | % | 2.00 | % | 2.00 | % | 2.00 | % | |
Net Loss Rate |
|
|
| 2.52 | % | 2.52 | % | 2.52 | % | 2.52 | % | |
|
|
|
|
|
|
|
|
|
|
|
| |
Excess Spread Percentage: | Dec-05 |
|
|
| 11.31 | % | 10.24 | % | 10.33 | % | 10.46 | % |
| Nov-05 |
|
|
| 9.66 | % | 8.66 | % | 8.73 | % | 8.86 | % |
| Oct-05 |
|
|
| 4.05 | % | 3.03 | % | 3.09 | % | 3.22 | % |
3-Month Average Excess Spread |
|
|
| 8.34 | % | 7.31 | % | 7.38 | % | 7.51 | % |
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 |
|
|
| 18.26 | % | 18.26 | % |
|
|
|
| |||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.15 | % | 1.15 | % |
|
|
|
| ||
| 60 to 89 days |
|
|
| 0.76 | % | 0.76 | % |
|
|
|
| ||
| 90 + days |
|
|
| 1.74 | % | 1.74 | % |
|
|
|
| ||
Excess Spread Analysis
Series |
|
|
| COMT 2001-6 |
| COMT 2001-8 |
|
|
|
|
| |
Portfolio Yield |
|
|
| 20.34 | % | 20.34 | % |
|
|
|
| |
Weighted Average Coupon |
|
|
| 4.54 | % | 4.79 | % |
|
|
|
| |
Servicing Fee Percentage |
|
|
| 2.00 | % | 2.00 | % |
|
|
|
| |
Net Loss Rate |
|
|
| 2.52 | % | 2.52 | % |
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
| |
Excess Spread Percentage: | Dec-05 |
|
|
| 11.27 | % | 11.03 | % |
|
|
|
|
| Nov-05 |
|
|
| 9.55 | % | 9.43 | % |
|
|
|
|
| Oct-05 |
|
|
| 3.90 | % | 3.79 | % |
|
|
|
|
3-Month Average Excess Spread |
|
|
| 8.24 | % | 8.08 | % |
|
|
|
|
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)
Performance Summary - December 2005
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 |
|
|
| 18.26 | % | 18.26 | % | 18.26 | % | ||||
Delinquency Rate: | 30 to 59 days |
|
|
| 1.15 | % | 1.15 | % | 1.15 | % | |||
| 60 to 89 days |
|
|
| 0.76 | % | 0.76 | % | 0.76 | % | |||
| 90 + days |
|
|
| 1.74 | % | 1.74 | % | 1.74 | % | |||
Excess Spread Analysis
Series |
|
|
| COMT 2002-1 |
| COMT 2002-2 |
| COMT 2002-4 |
| |
Portfolio Yield |
|
|
| 20.34 | % | 20.34 | % | 20.34 | % | |
Weighted Average Coupon |
|
|
| 4.53 | % | 4.47 | % | 5.06 | % | |
Servicing Fee Percentage |
|
|
| 2.00 | % | 2.00 | % | 2.00 | % | |
Net Loss Rate |
|
|
| 2.52 | % | 2.52 | % | 2.52 | % | |
|
|
|
|
|
|
|
|
|
| |
Excess Spread Percentage: | Dec-05 |
|
|
| 11.28 | % | 11.35 | % | 10.76 | % |
| Nov-05 |
|
|
| 9.63 | % | 9.70 | % | 9.16 | % |
| Oct-05 |
|
|
| 4.02 | % | 4.09 | % | 3.51 | % |
3-Month Average Excess Spread |
|
|
| 8.31 | % | 8.38 | % | 7.81 | % |
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.