EX-20.1 2 a06-13407_1ex20d1.htm EX-20

 

Exhibit 20.1

 

Capital One Master Trust (RECEIVABLES)*

 

MONTHLY PERIOD: May 2006

 

 

 

 

 

 

 

1) Beginning of the Month Principal Receivables:

 

$

37,823,364,338.61

 

2) Beginning of the Month Finance Charge Receivables:

 

$

596,251,656.27

 

3) Beginning of the Month AMF Receivables:

 

$

65,576,582.71

 

4) Beginning of the Month Discounted Receivables:

 

$

0.00

 

5) Beginning of the Month Total Receivables:

 

$

38,485,192,577.59

 

 

 

 

 

6) Removed Principal Receivables:

 

$

0.00

 

7) Removed Finance Charge Receivables:

 

$

0.00

 

8) Removed AMF Receivables

 

$

0.00

 

9) Removed Total Receivables:

 

$

0.00

 

 

 

 

 

10) Additional Principal Receivables:

 

$

1,734,061,403.64

 

11) Additional Finance Charge Receivables:

 

$

19,317,710.80

 

12) Additional AMF Receivables

 

$

3,293,878.64

 

13) Additional Total Receivables:

 

$

1,756,672,993.08

 

 

 

 

 

14) Discounted Receivables Generated this Period:

 

$

0.00

 

 

 

 

 

15) End of the Month Principal Receivables:

 

$

39,493,940,561.28

 

16) End of the Month Finance Charge Receivables:

 

$

605,687,456.51

 

17) End of the Month AMF Receivables

 

$

67,017,857.45

 

18) End of the Month Discounted Receivables:

 

$

0.00

 

19) End of the Month Total Receivables:

 

$

40,166,645,875.24

 

 

 

 

 

20) Excess Funding Account Balance

 

$

0.00

 

21) Adjusted Invested Amount of all Master Trust Series

 

$

33,825,041,627.25

 

 

 

 

 

22) End of the Month Seller Percentage

 

14.35%

 

 

 


 

Capital One Master Trust (DELINQUENCIES AND LOSSES)

 

MONTHLY PERIOD: May 2006

 

ACCOUNTS

 

RECEIVABLES

 

 

 

 

 

 

 

 

 

1) End of the Month Delinquencies:

 

 

 

 

 

 

2)  30 - 59 days delinquent

 

380,200

 

$

440,911,764.09

 

 

3)  60 - 89 days delinquent

 

215,969

 

$

281,828,173.20

 

 

4)  90+ days delinquent

 

414,585

 

$

617,755,603.89

 

 

 

 

 

 

 

 

5)  Total 30+ days delinquent

 

1,010,754

 

$

1,340,495,541.18

 

 

 

 

 

 

 

6)  Delinquencies 30 + Days as a Percent of End of the Month Total Receivables

 

 

 

3.34%

 

 

 

 

 

 

 

7)  Defaulted Accounts during the Month

 

146,731

 

$

153,344,137.71

 

 

 

 

 

 

 

8)  Annualized Default Rate as a Percent of Beginning of the Month Principal Receivables

 

 

 

4.65%

 

 

 

 

 

 

*For calculation purposes, Beginning of Month Principal Receivables includes Additional Principal Receivables

 


 

Capital One Master Trust (COLLECTIONS)

 

MONTHLY PERIOD: May 2006

 

COLLECTIONS

 

PERCENTAGES

 

 

 

 

 

 

 

1)

Total Collections and Gross Payment Rate**

 

$

7,364,274,013.01

 

18.30%

 

 

 

 

 

 

 

2)

Collections of Principal Receivables and Principal Payment Rate

 

$

6,665,975,129.85

 

16.85%

 

 

 

 

 

 

 

 

3)  Prior Month Billed Finance Charges and Fees

 

$

479,663,122.41

 

 

 

 

4)  Amortized AMF Income

 

$

39,982,680.11

 

 

 

 

5)  Interchange Collected

 

$

112,944,706.82

 

 

 

 

6)  Recoveries of Charged Off Accounts

 

$

70,046,983.83

 

 

 

 

7)  Collections of Discounted Receivables

 

$

0.00

 

 

 

 

 

 

 

 

 

 

8)  Collections of Finance Charge Receivables and Annualized Yield

 

$

702,637,493.17

 

21.31%

 

 

 

 

 

 

 

 

 

Capital One Master Trust (AMF COLLECTIONS)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

MONTHLY PERIOD: May 2006

 

 

 

 

 

 

 

 

 

 

 

1)

Beginning Unamortized AMF Balance

 

 

 

$

206,156,731.40

 

 

2)  + AMF Slug

 

$

8,068,204.26

 

 

 

 

3)  + AMF Collections

 

$

35,644,070.10

 

 

 

 

4)  - Amortized AMF Income

 

$

39,982,680.11

 

 

 

5)

Ending Unamortized AMF Balance

 

 

 

$

209,886,325.65

 

 

 

 

 

 

**Total Collections and Gross Payment Rate is calculated as a Percent of Beginning of Month Total Receivables which includes Additional Total Receivables