EX-20.9 10 a06-25456_1ex20d9.htm EX-20

Exhibit 20.9

 

CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - November 2006

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

 

 

 

$

591 MM

 

Expected Maturity (Class A)

 

 

 

 

04/15/2008

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

 

16.97

%

Delinquency Rate:

 

30 - 59 Days

 

 

1.18

%

 

 

60 - 89 Days

 

 

0.84

%

 

 

90 + Days

 

 

1.84

%

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

 

 

 

18.54

%

Weighted Average Coupon

 

 

 

 

6.81

%

Servicing Fee Percentage

 

 

 

 

1.50

%

Net Loss Rate

 

 

 

 

3.16

%

 

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

 

Nov-06

 

 

7.07

%

 

 

Oct-06

 

 

7.40

%

 

 

Sep-06

 

 

7.14

%

3-Month Average Excess Spread

 

 

 

 

7.20

%

 

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.

 



 

Capital One Master Trust (COMT)

 

Series

 

COMT 2000-3

 

Size

 

 

 

 

$1,000 MM

 

Expected Maturity (Class A)

 

 

 

 

8/15/2007

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

 

16.97

%

Delinquency Rate:

 

30 - 59 Days

 

 

1.18

%

 

 

60 - 89 Days

 

 

0.84

%

 

 

90 + Days

 

 

1.84

%

 

Excess Spread Analysis

 

Series

 

COMT 2000-3

 

Portfolio Yield

 

 

 

 

18.54

%

Weighted Average Coupon

 

 

 

 

5.78

%

Servicing Fee Percentage

 

 

 

 

2.00

%

Net Loss Rate

 

 

 

 

3.16

%

 

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

 

Nov-06

 

 

7.60

%

 

 

Oct-06

 

 

7.93

%

 

 

Sep-06

 

 

7.77

%

3-Month Average Excess Spread

 

 

 

 

7.77

%

 

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 2001-6

 

Size

 

 

 

 

$1,200 MM

 

$1,300 MM

 

Expected Maturity (Class A)

 

 

 

 

2/15/2008

 

8/15/2008

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

 

16.97

%

16.97

%

Delinquency Rate:

 

30 - 59 Days

 

 

1.18

%

1.18

%

 

 

60 - 89 Days

 

 

0.84

%

0.84

%

 

 

90 + Days

 

 

1.84

%

1.84

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-6

 

Portfolio Yield

 

 

 

 

18.54

%

18.54

%

Weighted Average Coupon

 

 

 

 

5.64

%

5.65

%

Servicing Fee Percentage

 

 

 

 

2.00

%

2.00

%

Net Loss Rate

 

 

 

 

3.16

%

3.16

%

 

 

 

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

 

 

 

Nov-06

 

 

7.74

%

7.74

%

 

 

Oct-06

 

 

8.08

%

8.07

%

 

 

Sep-06

 

 

7.88

%

7.89

%

3-Month Average Excess Spread

 

 

 

 

7.90

%

7.90

%

 

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

 

 

 

 

$1,000 MM

 

$620 MM

 

$750 MM

 

Expected Maturity (Class A)

 

 

 

 

1/15/2009

 

3/15/2007

 

5/15/2007

 

 

 

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

 

16.97

%

16.97

%

16.97

%

Delinquency Rate:

 

30 - 59 Days

 

 

1.18

%

1.18

%

1.18

%

 

 

60 - 89 Days

 

 

0.84

%

0.84

%

0.84

%

 

 

90 + Days

 

 

1.84

%

1.84

%

1.84

%

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Portfolio Yield

 

 

 

 

18.54

%

18.54

%

18.54

%

Weighted Average Coupon

 

 

 

 

5.67

%

5.60

%

5.12

%

Servicing Fee Percentage

 

 

 

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

 

 

 

3.16

%

3.16

%

3.16

%

 

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

 

 

 

 

 

Nov-06

 

 

7.72

%

7.78

%

8.26

%

 

 

Oct-06

 

 

8.05

%

8.11

%

8.59

%

 

 

Sep-06

 

 

7.85

%

7.92

%

8.31

%

3-Month Average Excess Spread

 

 

 

 

7.87

%

7.94

%

8.38

%

 

Capital One Master Trust (COMT)

 

Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange to Capital One Bank as the Servicer of Capital One Master Trust.