EX-20.14 15 a06-6495_1ex20d14.htm OTHER DOCUMENTS OR STATEMENTS TO SECURITY HOLDERS

Exhibit 20.14

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - February 2006

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

$591 MM

 

Expected Maturity (Class A)

 

04/15/2008

 

 

 

 

 

Gross Monthly Payment Rate

 

17.13

%

Delinquency Rate:

30 to 59 days

 

 

1.16

%

 

60 to 89 days

 

 

0.77

%

 

90 + days

 

 

1.71

%

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

 

 

19.04

%

Weighted Average Coupon

 

 

 

6.23

%

Servicing Fee Percentage

 

 

 

1.50

%

Net Loss Rate

 

 

 

1.61

%

 

 

 

 

 

 

Excess Spread Percentage:

Feb-06

 

 

 

 

9.70

%

 

Jan-06

 

 

 

 

8.59

%

 

Dec-06

 

 

 

 

10.03

%

3-Month Average Excess Spread

 

 

 

9.44

%

 

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.

 


 

Capital One Master Trust (COMT)

Performance Summary - February 2006

 

Series

 

COMT 1999-3

 

Size

 

$500 MM

 

Expected Maturity (Class A)

 

07/17/2006

 

 

 

 

 

Gross Monthly Payment Rate

 

17.13

%

Delinquency Rate:

30 to 59 days

 

 

1.16

%

 

60 to 89 days

 

 

0.77

%

 

90 + days

 

 

1.71

%

 

Excess Spread Analysis

 

Series

 

COMT 1999-3

 

Portfolio Yield

 

 

 

19.04

%

Weighted Average Coupon

 

 

 

5.28

%

Servicing Fee Percentage

 

 

 

1.50

%

Net Loss Rate

 

 

 

1.61

%

 

 

 

 

 

 

Excess Spread Percentage:

Feb-06

 

 

 

 

10.65

%

 

Jan-06

 

 

 

 

9.74

%

 

Dec-06

 

 

 

 

11.66

%

3-Month Average Excess Spread

 

 

 

10.68

%

 

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 - February 2006

 

Series

 

COMT 2000-3

 

Size

 

$1000 MM

 

Expected Maturity (Class A)

 

08/15/2007

 

 

 

 

 

Gross Monthly Payment Rate

 

17.13

%

Delinquency Rate:

30 to 59 days

 

 

1.16

%

 

60 to 89 days

 

 

0.77

%

 

90 + days

 

 

1.71

%

 

Excess Spread Analysis

 

Series

 

COMT 2000-3

 

Portfolio Yield

 

 

 

19.04

%

Weighted Average Coupon

 

 

 

5.30

%

Servicing Fee Percentage

 

 

 

2.00

%

Net Loss Rate

 

 

 

1.61

%

 

 

 

 

 

 

Excess Spread Percentage:

Feb-06

 

 

 

 

10.13

%

 

Jan-06

 

 

 

 

9.22

%

 

Dec-06

 

 

 

 

11.15

%

3-Month Average Excess Spread

 

 

 

10.16

%

 

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 - February 2006

 

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

 

17.13

%

17.13

%

17.13

%

17.13

%

Delinquency Rate:

30 to 59 days

 

1.16

%

1.16

%

1.16

%

1.16

%

 

60 to 89 days

 

0.77

%

0.77

%

0.77

%

0.77

%

 

90 + days

 

1.71

%

1.71

%

1.71

%

1.71

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-2

 

COMT 2001-3

 

COMT 2001-5

 

Portfolio Yield

 

19.04

%

19.06

%

19.05

%

19.04

%

Weighted Average Coupon

 

5.03

%

5.45

%

5.38

%

5.25

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

1.61

%

1.61

%

1.61

%

1.61

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Feb-06

 

10.40

%

10.00

%

10.06

%

10.18

%

 

Jan-06

 

9.47

%

8.88

%

8.93

%

9.06

%

 

Dec-06

 

11.31

%

10.24

%

10.33

%

10.46

%

3-Month Average Excess Spread

 

10.40

%

9.71

%

9.77

%

9.90

%

 

Capital One Master Trust (COMT)

Performance Summary - February 2006

 

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

 

17.13

%

17.13

%

Delinquency Rate:

30 to 59 days

 

1.16

%

1.16

%

 

60 to 89 days

 

0.77

%

0.77

%

 

90 + days

 

1.71

%

1.71

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-6

 

COMT 2001-8

 

Portfolio Yield

 

19.04

%

19.04

%

Weighted Average Coupon

 

5.15

%

4.68

%

Servicing Fee Percentage

 

2.00

%

2.00

%

Net Loss Rate

 

1.61

%

1.61

%

 

 

 

 

 

 

 

Excess Spread Percentage:

Feb-06

 

10.28

%

10.75

%

 

Jan-06

 

9.37

%

9.63

%

 

Dec-06

 

11.27

%

11.03

%

3-Month Average Excess Spread

 

10.31

%

10.47

%

 

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.

 


 

Capital One Master Trust (COMT)

Performance Summary - February 2006

 

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

 

17.13

%

17.13

%

17.13

%

Delinquency Rate:

30 to 59 days

 

1.16

%

1.16

%

1.16

%

 

60 to 89 days

 

0.77

%

0.77

%

0.77

%

 

90 + days

 

1.71

%

1.71

%

1.71

%

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Portfolio Yield

 

19.04

%

19.04

%

19.04

%

Weighted Average Coupon

 

5.06

%

4.99

%

4.95

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

1.61

%

1.61

%

1.61

%

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Feb-06

 

10.37

%

10.44

%

10.48

%

 

Jan-06

 

9.44

%

9.51

%

9.36

%

 

Dec-06

 

11.28

%

11.35

%

10.76

%

3-Month Average Excess Spread

 

 

10.37

%

10.43

%

10.20

%

 

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.