Exhibit 20.12
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - June 2006
Capital One Master Trust (COMT)
Series |
| COMT 1998-1 |
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Size |
| $ | 591 MM |
| ||
Expected Maturity (Class A) |
| 04/15/2008 |
| |||
|
|
|
| |||
Gross Monthly Payment Rate |
| 18.04 | % | |||
Delinquency Rate: | 30 to 59 days |
|
| 1.12 | % | |
| 60 to 89 days |
|
| 0.71 | % | |
| 90 + days |
|
| 1.51 | % | |
Excess Spread Analysis |
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|
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Series |
| COMT 1998-1 |
| ||
Portfolio Yield |
| 18.35 | % | ||
Weighted Average Coupon |
| 6.33 | % | ||
Servicing Fee Percentage |
| 1.50 | % | ||
Net Loss Rate |
| 2.61 | % | ||
|
|
|
| ||
Excess Spread Percentage: | Jun-06 |
|
| 7.91 | % |
| May-06 |
|
| 8.85 | % |
| Apr-06 |
|
| 7.70 | % |
3-Month Average Excess Spread |
| 8.16 | % | ||
Capital One Master Trust (COMT) |
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|
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Note: Servicing Fee Percentage includes 0.75% paid as Servicer |
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CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - June 2006
Capital One Master Trust (COMT)
Series |
| COMT 1999-3 |
| |||
Size |
| $ | 500 MM |
| ||
Expected Maturity (Class A) |
| 07/17/2006 |
| |||
|
|
|
| |||
Gross Monthly Payment Rate |
| 18.04 | % | |||
Delinquency Rate: | 30 to 59 days |
|
| 1.12 | % | |
| 60 to 89 days |
|
| 0.71 | % | |
| 90 + days |
|
| 1.51 | % | |
Excess Spread Analysis |
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|
| ||||
Series |
| COMT 1999-3 |
| ||
Portfolio Yield |
| 18.35 | % | ||
Weighted Average Coupon |
| 5.48 | % | ||
Servicing Fee Percentage |
| 1.50 | % | ||
Net Loss Rate |
| 2.61 | % | ||
|
|
|
| ||
Excess Spread Percentage: | Jun-06 |
|
| 8.76 | % |
| May-06 |
|
| 9.71 | % |
| Apr-06 |
|
| 8.38 | % |
3-Month Average Excess Spread |
| 8.95 | % | ||
Capital One Master Trust (COMT) |
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| |
Note: Servicing Fee Percentage includes 0.75% paid as Servicer |
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CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - June 2006
Capital One Master Trust (COMT)
Series |
| COMT 2000-3 |
| |||
Size |
| $ | 1000 MM |
| ||
Expected Maturity (Class A) |
| 08/15/2007 |
| |||
|
|
|
| |||
Gross Monthly Payment Rate |
| 18.04 | % | |||
Delinquency Rate: | 30 to 59 days |
|
| 1.12 | % | |
| 60 to 89 days |
|
| 0.71 | % | |
| 90 + days |
|
| 1.51 | % | |
Excess Spread Analysis |
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|
| ||||
Series |
| COMT 2000-3 |
| ||
Portfolio Yield |
| 18.35 | % | ||
Weighted Average Coupon |
| 5.50 | % | ||
Servicing Fee Percentage |
| 2.00 | % | ||
Net Loss Rate |
| 2.61 | % | ||
|
|
|
| ||
Excess Spread Percentage: | Jun-06 |
|
| 8.24 | % |
| May-06 |
|
| 9.19 | % |
| Apr-06 |
|
| 7.86 | % |
3-Month Average Excess Spread |
| 8.43 | % | ||
Capital One Master Trust (COMT) |
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|
|
|
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Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange |
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CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - June 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) |
| 02/15/2008 |
| 08/15/2006 |
| 08/15/2008 |
| |||||
|
|
|
|
|
|
|
| |||||
Gross Monthly Payment Rate |
| 18.04 | % | 18.04 | % | 18.04 | % | |||||
Delinquency Rate: | 30 to 59 days |
|
| 1.12 | % | 1.12 | % | 1.12 | % | |||
| 60 to 89 days |
|
| 0.71 | % | 0.71 | % | 0.71 | % | |||
| 90 + days |
|
| 1.51 | % | 1.51 | % | 1.51 | % | |||
Excess Spread Analysis |
Series |
| COMT 2001-1 |
| COMT 2001-5 |
| COMT 2001-6 |
| ||
Portfolio Yield |
| 18.35 | % | 18.37 | % | 18.35 | % | ||
Weighted Average Coupon |
| 5.39 | % | 5.46 | % | 5.37 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 2.61 | % | 2.61 | % | 2.61 | % | ||
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|
|
|
|
|
|
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Excess Spread Percentage: | Jun-06 |
|
| 8.35 | % | 8.30 | % | 8.37 | % |
| May-06 |
|
| 9.33 | % | 9.27 | % | 9.32 | % |
| Apr-06 |
|
| 8.10 | % | 8.16 | % | 8.01 | % |
3-Month Average Excess Spread |
| 8.59 | % | 8.58 | % | 8.57 | % | ||
CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - June 2006
Capital One Master Trust (COMT)
Series |
| COMT 2001-8 |
| |||
Size |
| $ | 1000 MM |
| ||
Expected Maturity (Class A) |
| 10/16/2006 |
| |||
|
|
|
| |||
Gross Monthly Payment Rate |
| 18.04 | % | |||
Delinquency Rate: | 30 to 59 days |
|
| 1.12 | % | |
| 60 to 89 days |
|
| 0.71 | % | |
| 90 + days |
|
| 1.51 | % | |
Excess Spread Analysis |
Series |
| COMT 2001-8 |
| ||
Portfolio Yield |
| 18.35 | % | ||
Weighted Average Coupon |
| 4.90 | % | ||
Servicing Fee Percentage |
| 2.00 | % | ||
Net Loss Rate |
| 2.61 | % | ||
|
|
|
| ||
Excess Spread Percentage: | Jun-06 |
|
| 8.84 | % |
| May-06 |
|
| 9.82 | % |
| Apr-06 |
|
| 8.73 | % |
3-Month Average Excess Spread |
| 9.13 | % | ||
Capital One Master Trust (COMT) |
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Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange |
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CAPITAL ONE MASTER TRUST (COMT)
Performance Summary - June 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) |
| 01/15/2009 |
| 03/15/2007 |
| 05/15/2007 |
| |||||
|
|
|
|
|
|
|
| |||||
Gross Monthly Payment Rate |
| 18.04 | % | 18.04 | % | 18.04 | % | |||||
Delinquency Rate: | 30 to 59 days |
|
| 1.12 | % | 1.12 | % | 1.12 | % | |||
| 60 to 89 days |
|
| 0.71 | % | 0.71 | % | 0.71 | % | |||
| 90 + days |
|
| 1.51 | % | 1.51 | % | 1.51 | % | |||
Excess Spread Analysis |
Series |
| COMT 2002-1 |
| COMT 2002-2 |
| COMT 2002-4 |
| ||
Portfolio Yield |
| 18.35 | % | 18.35 | % | 18.35 | % | ||
Weighted Average Coupon |
| 5.42 | % | 5.35 | % | 5.17 | % | ||
Servicing Fee Percentage |
| 2.00 | % | 2.00 | % | 2.00 | % | ||
Net Loss Rate |
| 2.61 | % | 2.61 | % | 2.61 | % | ||
|
|
|
|
|
|
|
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Excess Spread Percentage: | Jun-06 |
|
| 8.32 | % | 8.39 | % | 8.57 | % |
| May-06 |
|
| 9.30 | % | 9.37 | % | 9.54 | % |
| Apr-06 |
|
| 8.07 | % | 8.14 | % | 8.46 | % |
3-Month Average Excess Spread |
| 8.56 | % | 8.63 | % | 8.86 | % | ||
Capital One Master Trust (COMT) |
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Note: Servicing Fee Percentage includes 0.75% paid as Servicer Interchange |
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