Exhibit 20.12
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - May 2006
Capital One Master Trust (COMT)
Series |
|
|
| COMT 1998-1 |
|
Size |
|
|
| $591 MM |
|
Expected Maturity (Class A) |
|
|
| 4/15/2008 |
|
|
|
|
|
|
|
Gross Monthly Payment Rate |
|
|
| 18.30% |
|
Delinquency Rate: |
| 30 to 59 days |
| 1.10% |
|
|
| 60 to 89 days |
| 0.70% |
|
|
| 90 + days |
| 1.54% |
|
Excess Spread Analysis | |||||
Series |
|
|
| COMT 1998-1 |
|
Portfolio Yield |
|
|
| 19.19% |
|
Weighted Average Coupon |
|
|
| 6.31% |
|
Servicing Fee Percentage |
|
|
| 1.50% |
|
Net Loss Rate |
|
|
| 2.53% |
|
|
|
|
|
|
|
Excess Spread Percentage: |
| May-06 |
| 8.85% |
|
|
| Apr-06 |
| 7.70% |
|
|
| Mar-06 |
| 9.01% |
|
3-Month Average Excess Spread |
|
|
| 8.52% |
|
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 - May 2006
Capital One Master Trust (COMT)
Series |
|
|
| COMT 1999-3 |
|
Size |
|
|
| $500 MM |
|
Expected Maturity (Class A) |
|
|
| 7/17/2006 |
|
|
|
|
|
|
|
Gross Monthly Payment Rate |
|
|
| 18.30% |
|
Delinquency Rate: |
| 30 to 59 days |
| 1.10% |
|
|
| 60 to 89 days |
| 0.70% |
|
|
| 90 + days |
| 1.54% |
|
Excess Spread Analysis | |||||
Series |
|
|
| COMT 1999-3 |
|
Portfolio Yield |
|
|
| 19.19% |
|
Weighted Average Coupon |
|
|
| 5.46% |
|
Servicing Fee Percentage |
|
|
| 1.50% |
|
Net Loss Rate |
|
|
| 2.53% |
|
|
|
|
|
|
|
Excess Spread Percentage: |
| May-06 |
| 9.71% |
|
|
| Apr-06 |
| 8.38% |
|
|
| Mar-06 |
| 10.33% |
|
3-Month Average Excess Spread |
|
|
| 9.47% |
|
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 - May 2006
Capital One Master Trust (COMT)
Series |
|
|
| COMT 2000-3 |
|
Size |
|
|
| $1000 MM |
|
Expected Maturity (Class A) |
|
|
| 8/15/2007 |
|
|
|
|
|
|
|
Gross Monthly Payment Rate |
|
|
| 18.30% |
|
Delinquency Rate: |
| 30 to 59 days |
| 1.10% |
|
|
| 60 to 89 days |
| 0.70% |
|
|
| 90 + days |
| 1.54% |
|
Excess Spread Analysis | |||||
Series |
|
|
| COMT 2000-3 |
|
Portfolio Yield |
|
|
| 19.19% |
|
Weighted Average Coupon |
|
|
| 5.47% |
|
Servicing Fee Percentage |
|
|
| 2.00% |
|
Net Loss Rate |
|
|
| 2.53% |
|
|
|
|
|
|
|
Excess Spread Percentage: |
| May-06 |
| 9.19% |
|
|
| Apr-06 |
| 7.86% |
|
|
| Mar-06 |
| 9.81% |
|
3-Month Average Excess Spread |
|
|
| 8.95% |
|
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 - May 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 |
|
|
| 18.30% |
| 18.30% |
| 18.30% |
|
Delinquency Rate: |
| 30 to 59 days |
| 1.10% |
| 1.10% |
| 1.10% |
|
|
| 60 to 89 days |
| 0.70% |
| 0.70% |
| 0.70% |
|
|
| 90 + days |
| 1.54% |
| 1.54% |
| 1.54% |
|
Excess Spread Analysis
Series |
|
|
| COMT 2001-1 |
| COMT 2001-5 |
| COMT 2001-6 |
|
Portfolio Yield |
|
|
| 19.19% |
| 19.21% |
| 19.19% |
|
Weighted Average Coupon |
|
|
| 5.33% |
| 5.41% |
| 5.34% |
|
Servicing Fee Percentage |
|
|
| 2.00% |
| 2.00% |
| 2.00% |
|
Net Loss Rate |
|
|
| 2.53% |
| 2.53% |
| 2.53% |
|
|
|
|
|
|
|
|
|
|
|
Excess Spread Percentage: |
| May-06 |
| 9.33% |
| 9.27% |
| 9.32% |
|
|
| Apr-06 |
| 8.10% |
| 8.16% |
| 8.01% |
|
|
| Mar-06 |
| 9.94% |
| 9.41% |
| 9.94% |
|
3-Month Average Excess Spread |
|
|
| 9.12% |
| 8.94% |
| 9.09% |
|
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - May 2006
Capital One Master Trust (COMT)
Series |
|
|
| COMT 2001-8 |
|
|
|
|
|
Size |
|
|
| $1000 MM |
|
|
|
|
|
Expected Maturity (Class A) |
|
|
| 10/16/2006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gross Monthly Payment Rate |
|
|
| 18.30% |
|
|
|
|
|
Delinquency Rate: |
| 30 to 59 days |
| 1.10% |
|
|
|
|
|
|
| 60 to 89 days |
| 0.70% |
|
|
|
|
|
|
| 90 + days |
| 1.54% |
|
|
|
|
|
Excess Spread Analysis
Series |
|
|
| COMT 2001-8 |
|
|
|
|
|
Portfolio Yield |
|
|
| 19.19% |
|
|
|
|
|
Weighted Average Coupon |
|
|
| 4.84% |
|
|
|
|
|
Servicing Fee Percentage |
|
|
| 2.00% |
|
|
|
|
|
Net Loss Rate |
|
|
| 2.53% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Excess Spread Percentage: |
| May-06 |
| 9.82% |
|
|
|
|
|
|
| Apr-06 |
| 8.73% |
|
|
|
|
|
|
| Mar-06 |
| 9.97% |
|
|
|
|
|
3-Month Average Excess Spread |
|
|
| 9.51% |
|
|
|
|
|
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 - May 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 |
|
|
| 18.30% |
| 18.30% |
| 18.30% |
|
Delinquency Rate: |
| 30 to 59 days |
| 1.10% |
| 1.10% |
| 1.10% |
|
|
| 60 to 89 days |
| 0.70% |
| 0.70% |
| 0.70% |
|
|
| 90 + days |
| 1.54% |
| 1.54% |
| 1.54% |
|
Excess Spread Analysis
Series |
|
|
| COMT 2002-1 |
| COMT 2002-2 |
| COMT 2002-4 |
|
Portfolio Yield |
|
|
| 19.19% |
| 19.19% |
| 19.19% |
|
Weighted Average Coupon |
|
|
| 5.36% |
| 5.29% |
| 5.12% |
|
Servicing Fee Percentage |
|
|
| 2.00% |
| 2.00% |
| 2.00% |
|
Net Loss Rate |
|
|
| 2.53% |
| 2.53% |
| 2.53% |
|
|
|
|
|
|
|
|
|
|
|
Excess Spread Percentage: |
| May-06 |
| 9.30% |
| 9.37% |
| 9.54% |
|
|
| Apr-06 |
| 8.07% |
| 8.14% |
| 8.46% |
|
|
| Mar-06 |
| 9.91% |
| 9.98% |
| 9.70% |
|
3-Month Average Excess Spread |
|
|
| 9.09% |
| 9.16% |
| 9.24% |
|
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. | |
