EX-20.9 10 a07-7631_1ex20d9.htm EX-20.9

Exhibit 20.9

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - February 2007

 

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

 

 

$

591 MM

 

Expected Maturity (Class A)

 

 

 

04/15/2008

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

 

 

16.99

%

Delinquency Rate:

 

30 - 59 Days

 

1.13

%

 

 

60 - 89 Days

 

0.76

%

 

 

90 + Days

 

1.85

%

 

 

 

 

 

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

 

 

18.38

%

Weighted Average Coupon

 

 

 

6.78

%

Servicing Fee Percentage

 

 

 

1.50

%

Net Loss Rate

 

 

 

2.86

%

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

Feb-07

 

7.23

%

 

 

Jan-07

 

6.24

%

 

 

Dec-06

 

7.16

%

3-Month Average Excess Spread

 

 

 

6.88

%

 

 

 

 

 

 

 

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

 

 

 

16.99

%

Delinquency Rate:

 

30 - 59 Days

 

1.13

%

 

 

60 - 89 Days

 

0.76

%

 

 

90 + Days

 

1.85

%

 

Excess Spread Analysis

 

Series

 

COMT 2000-3

 

Portfolio Yield

 

 

 

18.38

%

Weighted Average Coupon

 

 

 

5.98

%

Servicing Fee Percentage

 

 

 

2.00

%

Net Loss Rate

 

 

 

2.86

%

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

Feb-07

 

7.53

%

 

 

Jan-07

 

6.77

%

 

 

Dec-06

 

7.87

%

3-Month Average Excess Spread

 

 

 

7.39

%

 

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

 

 

 

16.99

%

16.99

%

Delinquency Rate:

 

30 - 59 Days

 

1.13

%

1.13

%

 

 

60 - 89 Days

 

0.76

%

0.76

%

 

 

90 + Days

 

1.85

%

1.85

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-6

 

Portfolio Yield

 

 

 

18.38

%

18.38

%

Weighted Average Coupon

 

 

 

5.78

%

5.83

%

Servicing Fee Percentage

 

 

 

2.00

%

2.00

%

Net Loss Rate

 

 

 

2.86

%

2.86

%

 

 

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

 

 

Feb-07

 

7.73

%

7.68

%

 

 

Jan-07

 

6.91

%

6.91

%

 

 

Dec-06

 

7.96

%

7.99

%

3-Month Average Excess Spread

 

 

 

7.54

%

7.53

%

 

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

 

 

 

16.99

%

16.99

%

16.99

%

Delinquency Rate:

 

30 - 59 Days

 

1.13

%

1.13

%

1.13

%

 

 

60 - 89 Days

 

0.76

%

0.76

%

0.76

%

 

 

90 + Days

 

1.85

%

1.85

%

1.85

%

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Portfolio Yield

 

 

 

18.38

%

18.40

%

18.38

%

Weighted Average Coupon

 

 

 

5.81

%

5.74

%

5.06

%

Servicing Fee Percentage

 

 

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

 

 

2.86

%

2.86

%

2.86

%

 

 

 

 

 

 

 

 

 

 

Excess Spread Percentage

 

 

 

 

 

 

 

 

 

 

 

Feb-07

 

7.70

%

7.79

%

8.45

%

 

 

Jan-07

 

6.89

%

6.98

%

7.43

%

 

 

Dec-06

 

7.93

%

8.01

%

8.31

%

3-Month Average Excess Spread

 

 

 

7.51

%

7.59

%

8.06

%

 

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.