Exhibit 20.9
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - December 2006
Capital One Master Trust (COMT)
Series |
| COMT 1998-1 |
| ||||
Size |
|
|
|
| $ | 591 MM |
|
Expected Maturity (Class A) |
|
|
|
| 04/15/2008 |
| |
|
|
|
|
|
|
| |
Gross Monthly Payment Rate |
|
|
|
| 17.17 | % | |
Delinquency Rate: |
| 30 - 59 Days |
|
| 1.19 | % | |
|
| 60 - 89 Days |
|
| 0.80 | % | |
|
| 90 + Days |
|
| 1.85 | % | |
|
|
|
|
|
|
| |
Excess Spread Analysis | |||||||
| |||||||
Series |
| COMT 1998-1 |
| ||||
Portfolio Yield |
|
|
|
| 19.09 | % | |
Weighted Average Coupon |
|
|
|
| 6.84 | % | |
Servicing Fee Percentage |
|
|
|
| 1.50 | % | |
Net Loss Rate |
|
|
|
| 3.59 | % | |
|
|
|
|
|
|
| |
Excess Spread Percentage |
|
|
|
|
|
| |
|
| Dec-06 |
|
| 7.16 | % | |
|
| Nov-06 |
|
| 7.07 | % | |
|
| Oct-06 |
|
| 7.40 | % | |
3-Month Average Excess Spread |
|
|
|
| 7.21 | % | |
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 |
|
|
|
| 17.17 | % | |
Delinquency Rate: |
| 30 - 59 Days |
|
| 1.19 | % | |
|
| 60 - 89 Days |
|
| 0.80 | % | |
|
| 90 + Days |
|
| 1.85 | % | |
Excess Spread Analysis
Series |
| COMT 2000-3 |
| |||
Portfolio Yield |
|
|
|
| 19.09 | % |
Weighted Average Coupon |
|
|
|
| 5.63 | % |
Servicing Fee Percentage |
|
|
|
| 2.00 | % |
Net Loss Rate |
|
|
|
| 3.59 | % |
|
|
|
|
|
|
|
Excess Spread Percentage |
|
|
|
|
|
|
|
| Dec-06 |
|
| 7.87 | % |
|
| Nov-06 |
|
| 7.60 | % |
|
| Oct-06 |
|
| 7.93 | % |
3-Month Average Excess Spread |
|
|
|
| 7.80 | % |
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 |
|
|
| 17.17 | % | 17.17 | % | ||
Delinquency Rate: |
| 30 - 59 Days |
| 1.19 | % | 1.19 | % | ||
|
| 60 - 89 Days |
| 0.80 | % | 0.80 | % | ||
|
| 90 + Days |
| 1.85 | % | 1.85 | % | ||
Excess Spread Analysis
Series |
| COMT 2001-1 |
| COMT 2001-6 |
| ||
Portfolio Yield |
|
|
| 19.09 | % | 19.09 | % |
Weighted Average Coupon |
|
|
| 5.54 | % | 5.51 | % |
Servicing Fee Percentage |
|
|
| 2.00 | % | 2.00 | % |
Net Loss Rate |
|
|
| 3.59 | % | 3.59 | % |
|
|
|
|
|
|
|
|
Excess Spread Percentage |
|
|
|
|
|
|
|
|
| Dec-06 |
| 7.96 | % | 7.99 | % |
|
| Nov-06 |
| 7.74 | % | 7.74 | % |
|
| Oct-06 |
| 8.08 | % | 8.07 | % |
3-Month Average Excess Spread |
|
|
| 7.93 | % | 7.93 | % |
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 |
|
|
| 17.17 | % | 17.17 | % | 17.17 | % | |||
Delinquency Rate: |
| 30 - 59 Days |
| 1.19 | % | 1.19 | % | 1.19 | % | |||
|
| 60 - 89 Days |
| 0.80 | % | 0.80 | % | 0.80 | % | |||
|
| 90 + Days |
| 1.85 | % | 1.85 | % | 1.85 | % | |||
Excess Spread Analysis
Series |
| COMT 2002-1 |
| COMT 2002-2 |
| COMT 2002-4 |
| ||
Portfolio Yield |
|
|
| 19.09 | % | 19.11 | % | 19.09 | % |
Weighted Average Coupon |
|
|
| 5.57 | % | 5.50 | % | 5.19 | % |
Servicing Fee Percentage |
|
|
| 2.00 | % | 2.00 | % | 2.00 | % |
Net Loss Rate |
|
|
| 3.59 | % | 3.59 | % | 3.59 | % |
|
|
|
|
|
|
|
|
|
|
Excess Spread Percentage |
|
|
|
|
|
|
|
|
|
|
| Dec-06 |
| 7.93 | % | 8.01 | % | 8.31 | % |
|
| Nov-06 |
| 7.72 | % | 7.78 | % | 8.26 | % |
|
| Oct-06 |
| 8.05 | % | 8.11 | % | 8.59 | % |
3-Month Average Excess Spread |
|
|
| 7.90 | % | 7.97 | % | 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.
