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.