EX-20.1 3 w55729ex20-1.txt NOVEMBER PERFORMANCE SUMMARY CAPITAL ONE MASTER TRUST (RECEIVABLES) MONTHLY PERIOD: NOVEMBER 2001 Beginning of the Month Principal Receivables: 21,444,605,916.91 ------------------------ Beginning of the Month Finance Charge Receivables: 862,221,512.44 ------------------------ Beginning of the Month Discounted Receivables: 0.00 ------------------------ Beginning of the Month Total Receivables: 22,306,827,429.35 ------------------------ Removed Principal Receivables: 0.00 ------------------------ Removed Finance Charge Receivables: 0.00 ------------------------ Removed Total Receivables: 0.00 ------------------------ Additional Principal Receivables: 469,232,123.75 ------------------------ Additional Finance Charge Receivables: 9,067,776.43 ------------------------ Additional Total Receivables: 478,299,900.18 ------------------------ Discounted Receivables Generated this Period 0.00 ------------------------ End of the Month Principal Receivables: 21,692,823,012.41 ------------------------ End of the Month Finance Charge Receivables: 858,766,932.05 ------------------------ End of the Month Discounted Receivables: 0.00 ------------------------ End of the Month Total Receivables: 22,551,589,944.46 ------------------------ Excess Funding Account Balance 0.00 ------------------------ Adjusted Invested Amount of all Master Trust Series 19,351,504,048.68 ------------------------ End of the Month Seller Percentage 10.79% ------------------------ CAPITAL ONE MASTER TRUST (DELINQUENCIES AND LOSSES) MONTHLY PERIOD: NOVEMBER 2001 ACCOUNTS RECEIVABLES -------- ----------- End of the Month Delinquencies: 30 - 59 Days Delinquent 454,197.00 396,375,215.76 ----------------------- ------------------------ 60 - 89 Days Delinquent 286,043.00 262,694,555.11 ----------------------- ------------------------ 90 + Days Delinquent 583,715.00 565,404,190.65 ----------------------- ------------------------ Total 30 + Days Delinquent 1,323,955.00 1,224,473,961.52 ----------------------- ------------------------ Delinquencies 30 + Days as a Percent of End of the Month Total Receivables 5.43% ------------------------ Defaulted Accounts During the Month 198,242.00 112,355,654.33 ----------------------- ------------------------ Annualized Default Rate as a Percent of Beginning of the Month Principal Receivables 6.15% ------------------------
* See note on last page of the report Page 7 of 53
CAPITAL ONE MASTER TRUST (COLLECTIONS) MONTHLY PERIOD: NOVEMBER 2001 COLLECTIONS PERCENTAGES ----------- ----------- Total Collections and Gross Payment Rate 3,448,422,991.10 15.13% ----------------------- ------------------------ Collections of Principal Receivables and Principal Payment Rate 3,029,619,476.30 13.83% ----------------------- ------------------------ Prior Month Billed Finance Charge and Fees 330,421,491.80 ----------------------- Amortized AMF Income 37,700,535.31 ----------------------- Interchange Collected 36,161,307.82 ----------------------- Recoveries of Charged Off Accounts 26,324,109.13 ----------------------- Collections of Discounted Receivables 0.00 ----------------------- Collections of Finance Charge Receivables and Annualized Yield 430,607,444.06 23.58% ----------------------- ------------------------ CAPITAL ONE MASTER TRUST (AMF COLLECTIONS) MONTHLY PERIOD: NOVEMBER 2001 Beginning Unamortized AMF Balance 175,711,179.93 ------------------------ + AMF Slug for Added Accounts 10,618,386.99 ----------------------- + AMF Collections 25,896,606.05 ----------------------- - Amortized AMF Income 37,700,535.31 ----------------------- Ending Unamortized AMF Balance 174,525,637.66 ------------------------
/s/ Tom Feil --------------------------- Tom Feil Director of Securitization *For calculation purposes Beginning of Month Principal Receivables includes Additional Principal Receivables. Page 8 of 53