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. |
