-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, RFlylKBeV8IOzezFzXrwqCXL4dYuGIf2pSztrMElt2Grn3Q8ryTacFNtzAakmAqW n3ELWu7J+67BZEfMB++0Sg== 0000950133-99-002885.txt : 19990820 0000950133-99-002885.hdr.sgml : 19990820 ACCESSION NUMBER: 0000950133-99-002885 CONFORMED SUBMISSION TYPE: 8-K/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 19990816 ITEM INFORMATION: ITEM INFORMATION: FILED AS OF DATE: 19990819 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAPITAL ONE MASTER TRUST CENTRAL INDEX KEY: 0000922869 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 541719855 STATE OF INCORPORATION: VA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K/A SEC ACT: SEC FILE NUMBER: 000-25762 FILM NUMBER: 99696269 BUSINESS ADDRESS: STREET 1: 11013 W BROAD ST RD CITY: GLEN ALLEN STATE: VA ZIP: 23060 BUSINESS PHONE: 8049671000 MAIL ADDRESS: STREET 1: 11013 WEST BROAD ST RD CITY: GLEN ALLEN STATE: VA ZIP: 23060 FORMER COMPANY: FORMER CONFORMED NAME: SIGNET MASTER TRUST DATE OF NAME CHANGE: 19940509 8-K/A 1 FORM 8-K/A 1 SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 ----------------------- FORM 8-K/A Current Report THIS AMENDMENT IS BEING FILED TO INCLUDE EXCESS SPREAD INFORMATION ON COMT SERIES 1999-3 - INDEX ITEM 20 ON PAGE 45 Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 Date of Report: August 16, 1999 --------------- CAPITAL ONE MASTER TRUST CAPITAL ONE BANK (Exact name of registrant as specified in its charter) Virginia 0-25762 54-1719855 - ------------------------------- ------------ ------------------ (State or other jurisdiction of (Commission (IRS Employer incorporation) File Number) Identification No.) 11013 West Broad Street Road, Glen Allen, Virginia 23060 - -------------------------------------------------- ------------- (Address of principal executive offices) (Zip Code) (Registrant's telephone number, including area code): (804) 967-1000 (Former name or former address, if changed since last report): Not Applicable Page 1 of 45 2 ITEM 5. OTHER EVENTS The July 1999 monthly Certificateholder's Statements to investors were distributed August 16, 1999. ITEM 7 (c). EXHIBITS The following are filed as exhibits to this Report under Exhibit 20: 1. July Performance Summary 2. Series 1994-3 Class A and Class B Certificateholder's Statements for the month of July 1999. 3. Series 1994-A Certificateholder's Statement for the month of July 1999. 4. Series 1995-1 Class A and Class B Certificateholder's Statements for the month of July 1999. 5. Series 1995-3 Class A and Class B Certificateholder's Statements for the month of July 1999. 6. Series 1996-1 Class A and Class B Certificateholder's Statements for the month of July 1999. 7. Series 1996-2 Class A and Class B Certificateholder's Statements for the month of July 1999. 8. Series 1996-3 Class A and Class B Certificateholder's Statements for the month of July 1999. 9. Series 1997-1 Class A and Class B Certificateholder's Statements for the month of July 1999. 10. Series 1997-2 Class A and Class B Certificateholder's Statements for the month of July 1999. 11. Series 1998-1 Class A and Class B Certificateholder's Statements for the month of July 1999. 12. Series 1998-2 Class A and Class B Certificateholder's Statements for the month of July 1999. 13. Series 1998-3 Class A and Class B Certificateholder's Statements for the month of July 1999. 14. Series 1998-4 Class A and Class B Certificateholder's Statements for the month of July 1999. 15. Series 1998-5 Certificateholder's Statement for the month of July 1999. 16. Series 1998-6 Certificateholder's Statement for the month of July 1999. Page 2 of 45 3 17. Series 1999-1 Class A and Class B Certificateholder's Statements for the month of July 1999 18. Series 1999-2 Class A and Class B Certificateholder's Statements for the month of July 1999 19. Series 1999-3 Class A and Class B Certificateholder's Statements for the month of July 1999 20. Trust Excess Spread Analysis SIGNATURE Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned there-unto duly authorized. CAPITAL ONE MASTER TRUST By: CAPITAL ONE BANK Servicer By: /s/ David M. Willey ----------------------------------- David M. Willey Senior Vice President and Treasurer Date: August 18, 1999 Page 3 of 45 4 SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 ---------- EXHIBITS TO FORM 8-K/A CAPITAL ONE MASTER TRUST CAPITAL ONE BANK (Exact name of registrant as specified in its charter) Page 4 of 45 5
INDEX TO EXHIBITS SEQUENTIALLY EXHIBIT NUMBERED NUMBER EXHIBITS PAGE - ------- -------- ------------ 1 July Performance Summary 07 2 Series 1994-3 Class A and Class B Certificate- holder's Statements for the month of July 1999 09 3 Series 1994-A Certificateholder's Statement for the month of July 1999 11 4 Series 1995-1 Class A and Class B Certificate- holder's Statements for the month of July 1999 12 5 Series 1995-3 Class A and Class B Certificate- holder's Statements for the month of July 1999 14 6 Series 1996-1 Class A and Class B Certificate- holder's Statements for the month of July 1999 16 7 Series 1996-2 Class A and Class B Certificate- holder's Statements for the month of July 1999 18 8 Series 1996-3 Class A and Class B Certificate- holder's Statements for the month of July 1999 20 9 Series 1997-1 Class A and Class B Certificate- holder's Statements for the month of July 1999 22 10 Series 1997-2 Class A and Class B Certificate- holder's Statements for the month of July 1999 24 11 Series 1998-1 Class A and Class B Certificate- holder's Statements for the month of July 1999 27 12 Series 1998-2 Class A and Class B Certificate- holder's Statements for the month of July 1999 30 13 Series 1998-3 Class A and Class B Certificate- holder's Statements for the month of July 1999 32
Page 5 of 45 6 14 Series 1998-4 Class A and Class B Certificate- holder's Statements for the month of July 1999 35 15 Series 1998-5 Certificateholder's Statement for the month of July 1999 37 16 Series 1998-6 Certificateholder's Statement for the month of July 1999 38 17 Series 1999-1 Class A and Class B Certificate- holder's Statements for the month of July 1999 39 18 Series 1999-2 Class A and Class B Certificate- holder's Statements for the month of July 1999 41 19 Series 1999-3 Class A and Class B Certificate- holder's Statements for the month of July 1999 43 20 Trust Excess Spread Analysis 45
Page 6 of 45 EX-20.20 2 TRUST EXCESS SPREAD ANALYSIS 1 CAPITAL ONE MASTER TRUST TRUST EXCESS SPREAD ANALYSIS - JULY-99
Card Trust COMT 94-3 COMT 95-1 COMT 95-3 COMT 96-1* COMT 96-2 COMT 96-3 OMT 97-1* Deal Size $453MM $900MM $1050MM $845MM $750MM $500MM $608MM Expected Maturity(Class A): 6/15/99 6/15/00 8/15/00 8/15/01 12/15/01 1/15/04 6/15/02 (94-3 paid out) (NON-US (NON-US TRANSACTION) TRANSACTION) - ----------------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.10% 22.10% 22.10% 22.10% 22.10% 22.10% 22.10% LESS: (Wt Avg) Coupon 6.19% 5.28% 5.25% 5.08% 5.22% 5.25% 5.08% SVC Fees 2.00% 2.00% 2.00% 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.58% 3.58% 3.58% 3.58% 3.58% 3.58% 3.58% Excess Spread: Jul-99 10.33% 11.24% 11.27% 11.94% 11.80% 11.77% 11.94% Jun-99 15.13% 11.25% 11.29% 11.80% 11.82% 11.79% 11.80% May-99 10.84% 11.10% 11.14% 11.58% 11.67% 11.63% 11.52% 3-Mo Avg Excess Spread 12.10% 11.20% 11.23% 11.77% 11.76% 11.73% 11.75% - ----------------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.59% 1.59% 1.59% 1.59% 1.59% 1.59% 1.59% 60 to 89 days 1.02% 1.02% 1.02% 1.02% 1.02% 1.02% 1.02% 90+ days 1.97% 1.97% 1.97% 1.97% 1.97% 1.97% 1.97% Monthly Payment Rate 14.03% 14.03% 14.03% 14.03% 14.03% 14.03% 14.03% (98-2 paid out) Card Trust COMT 97-2* COMT 98-1 COMT 98-2* COMT 98-3* COMT 98-4 COMT 99-1 COMT 99-2 Deal Size $502MM $591MM $502MM $464MM $750MM $625MM $625MM Expected Maturity(Class A): 8/15/02 4/15/08 8/10/99 8/16/01 11/15/03 5/15/04 5/15/02 (NON-US (NON-US (NON-US TRANSACTION) TRANSACTION) TRANSACTION) - ----------------------------------------------------------------------------------------------------------------------------------- Excess Spread: Portfolio Yield 22.10% 22.10% 22.10% 22.10% 22.10% 22.10% 22.10% LESS: (Wt Avg) Coupon 5.03% 6.33% 5.68% 6.20% 5.60% 5.30% 5.25% SVC Fees 1.50% 1.50% 1.50% 1.50% 1.50% 1.50% 1.50% Charge-Offs 3.58% 3.58% 3.58% 3.58% 3.58% 3.58% 3.58% Excess Spread: Jul-99 11.99% 10.69% 11.34% 10.82% 11.42% 11.72% 11.77% Jun-99 11.85% 10.68% 12.02% 11.19% 11.45% 11.18% 11.21% May-99 11.63% 10.53% 11.87% 11.23% 11.34% 10.94% 0.00% 3-Mo Avg Excess Spread 11.82% 10.63% 11.74% 11.08% 11.40% 11.28% NA - ----------------------------------------------------------------------------------------------------------------------------------- Delinquents: 30 to 59 days 1.59% 1.59% 1.59% 1.59% 1.59% 1.59% 1.59% 60 to 89 days 1.02% 1.02% 1.02% 1.02% 1.02% 1.02% 1.02% 90+ days 1.97% 1.97% 1.97% 1.97% 1.97% 1.97% 1.97% Monthly Payment Rate 14.03% 14.03% 14.03% 14.03% 14.03% 14.03% 14.03%
Card Trust COMT 99-3 Deal Size $500MM Expected Maturity(Class A): 7/15/06 - -------------------------------------------- Excess Spread: Portfolio Yield 22.10% LESS: (Wt Avg) Coupon 6.60% SVC Fees 1.50% Charge-Offs 3.58% Excess Spread: Jul-99 10.42% Jun-99 0.00% May-99 0.00% 3-Mo Avg Excess Spread NA - -------------------------------------------- Delinquents: 30 to 59 days 1.59% 60 to 89 days 1.02% 90+ days 1.97% Monthly Payment Rate 14.03%
* This material is for informational purposes only and is not an offer of securities for sale in the United States. These securities will not be and have not been registered under the Securities Act of 1933 and may not be offered or sold in the United States absent registration or an applicable exemption from the registration requirements. COMMENTS: Series 1994-3 pays out August 16, 1999 Series 1998-2 Class A pays out August 10,1999 Series 1998-2 pays out on August 16, 1999 Capital One Master Trust performance statistics are also available at the Capital One web site: http://www.capitalone.com Page 45 of 45 -----END PRIVACY-ENHANCED MESSAGE-----