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.
