EX-20.11 12 a06-17637_1ex20d11.htm EX-20

Exhibit 20.11

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - July 2006

Capital One Master Trust (COMT)

 

Series

 

COMT 1998-1

 

Size

 

$

591 MM

 

Expected Maturity (Class A)

 

4/15/2008

 

 

 

 

 

Gross Monthly Payment Rate

 

18.13

%

Delinquency Rate:

30 to 59 days

 

 

1.15

%

 

60 to 89 days

 

 

0.75

%

 

90 + days

 

 

1.55

%

 

Excess Spread Analysis

 

Series

 

COMT 1998-1

 

Portfolio Yield

 

18.98

%

Weighted Average Coupon

 

6.30

%

Servicing Fee Percentage

 

1.50

%

Net Loss Rate

 

2.63

%

 

 

 

 

Excess Spread Percentage:

Jul-06

 

 

8.55

%

 

Jun-06

 

 

7.91

%

 

May-06

 

 

8.85

%

3-Month Average Excess Spread

 

8.44

%

 

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 - July 2006

Capital One Master Trust (COMT)

 

Series

 

COMT 2000-3

 

Size

 

$

1000 MM

 

Expected Maturity (Class A)

 

8/15/2007

 

 

 

 

 

Gross Monthly Payment Rate

 

18.13

%

Delinquency Rate:

30 to 59 days

 

 

1.15

%

 

60 to 89 days

 

 

0.75

%

 

90 + days

 

 

1.55

%

 

Excess Spread Analysis

 

Series

 

COMT 2000-3

 

Portfolio Yield

 

18.98

%

Weighted Average Coupon

 

5.92

%

Servicing Fee Percentage

 

2.00

%

Net Loss Rate

 

2.63

%

 

 

 

 

Excess Spread Percentage:

Jul-06

 

 

8.43

%

 

Jun-06

 

 

8.24

%

 

May-06

 

 

9.19

%

3-Month Average Excess Spread

 

8.62

%

 

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 - July 2006

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-1

 

COMT 2001-5

 

COMT 2001-6

 

Size

 

$

1200 MM

 

$

1000 MM

 

$

1300 MM

 

Expected Maturity (Class A)

 

2/15/2008

 

8/15/2006

 

8/15/2008

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

18.13

%

18.13

%

18.13

%

Delinquency Rate:

30 to 59 days

 

 

1.15

%

1.15

%

1.15

%

 

60 to 89 days

 

 

0.75

%

0.75

%

0.75

%

 

90 + days

 

 

1.55

%

1.55

%

1.55

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-1

 

COMT 2001-5

 

COMT 2001-6

 

Portfolio Yield

 

18.98

%

19.00

%

18.98

%

Weighted Average Coupon

 

5.75

%

5.40

%

5.78

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

2.63

%

2.63

%

2.63

%

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Jul-06

 

 

8.60

%

8.98

%

8.57

%

 

Jun-06

 

 

8.35

%

8.30

%

8.37

%

 

May-06

 

 

9.33

%

9.27

%

9.32

%

3-Month Average Excess Spread

 

8.76

%

8.85

%

8.75

%

 

CAPITAL ONE MASTER TRUST (COMT)

Performance Summary - July 2006

Capital One Master Trust (COMT)

 

Series

 

COMT 2001-8

 

Size

 

$

1000 MM

 

Expected Maturity (Class A)

 

10/16/2006

 

 

 

 

 

Gross Monthly Payment Rate

 

18.13

%

Delinquency Rate:

30 to 59 days

 

 

1.15

%

 

60 to 89 days

 

 

0.75

%

 

90 + days

 

 

1.55

%

 

Excess Spread Analysis

 

Series

 

COMT 2001-8

 

Portfolio Yield

 

18.99

%

Weighted Average Coupon

 

4.83

%

Servicing Fee Percentage

 

2.00

%

Net Loss Rate

 

2.63

%

 

 

 

 

Excess Spread Percentage:

Jul-06

 

 

9.53

%

 

Jun-06

 

 

8.84

%

 

May-06

 

 

9.82

%

3-Month Average Excess Spread

 

9.40

%

 

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 - July 2006

Capital One Master Trust (COMT)

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Size

 

$1000 MM

 

$620 MM

 

$750 MM

 

Expected Maturity (Class A)

 

1/15/2009

 

3/15/2007

 

5/15/2007

 

 

 

 

 

 

 

 

 

Gross Monthly Payment Rate

 

18.13

%

18.13

%

18.13

%

Delinquency Rate:

30 to 59 days

 

 

1.15

%

1.15

%

1.15

%

 

60 to 89 days

 

 

0.75

%

0.75

%

0.75

%

 

90 + days

 

 

1.55

%

1.55

%

1.55

%

 

Excess Spread Analysis

 

Series

 

COMT 2002-1

 

COMT 2002-2

 

COMT 2002-4

 

Portfolio Yield

 

18.98

%

18.98

%

18.98

%

Weighted Average Coupon

 

5.78

%

5.72

%

5.10

%

Servicing Fee Percentage

 

2.00

%

2.00

%

2.00

%

Net Loss Rate

 

2.63

%

2.63

%

2.63

%

 

 

 

 

 

 

 

 

Excess Spread Percentage:

Jul-06

 

 

8.57

%

8.63

%

9.25

%

 

Jun-06

 

 

8.32

%

8.39

%

8.57

%

 

May-06

 

 

9.30

%

9.37

%

9.54

%

3-Month Average Excess Spread

 

8.73

%

8.80

%

9.12

%

 

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.