EX-20.1 2 a07-7631_1ex20d1.htm EX-20.1

Exhibit 20.1

 

Capital One Master Trust (RECEIVABLES)*

MONTHLY PERIOD: February 2007

 

1)

 

Beginning of the Month Principal Receivables:

 

$

41,808,523,847.67

 

2)

 

Beginning of the Month Finance Charge Receivables:

 

$

716,595,727.32

 

3)

 

Beginning of the Month AMF Receivables :

 

$

61,095,726.79

 

4)

 

Beginning of the Month Discounted Receivables:

 

$

0.00

 

5)

 

Beginning of the Month Total Receivables:

 

$

42,586,215,301.76

 

 

 

 

 

 

 

6)

 

Removed Principal Receivables:

 

$

0.00

 

7)

 

Removed Finance Charge Receivables:

 

$

0.00

 

8)

 

Removed AMF Receivables

 

$

0.00

 

9)

 

Removed Total Receivables:

 

$

0.00

 

 

 

 

 

 

 

10)

 

Additional Principal Receivables:

 

$

1,505,386,922.83

 

11)

 

Additional Finance Charge Receivables:

 

$

6,782,323.19

 

12)

 

Additional AMF Receivables

 

$

305,807.58

 

13)

 

Additional Total Receivables:

 

$

1,512,475,053.60

 

 

 

 

 

 

 

14)

 

Discounted Receivables Generated this Period:

 

$

0.00

 

 

 

 

 

 

 

15)

 

End of the Month Principal Receivables:

 

$

42,114,842,464.38

 

16)

 

End of the Month Finance Charge Receivables:

 

$

720,602,817.40

 

17)

 

End of the Month AMF Receivables

 

$

54,473,484.56

 

18)

 

End of the Month Discounted Receivables:

 

$

0.00

 

19)

 

End of the Month Total Receivables:

 

$

42,889,918,766.34

 

 

 

 

 

 

 

20)

 

Excess Funding Account Balance

 

$

0.00

 

21)

 

Adjusted Invested Amount of all Master Trust Series

 

$

36,804,843,239.55

 

 

 

 

 

 

 

22)

 

End of the Month Seller Percentage

 

12.61

%

 


 

Capital One Master Trust (DELINQUENCIES AND LOSSES)

MONTHLY PERIOD: February 2007

 

 

 

 

 

ACCOUNTS

 

RECEIVABLES

 

 

 

 

 

 

 

 

 

1)

 

End of the Month Delinquencies:

 

 

 

 

 

 

 

2)

30 - 59 days delinquent

 

329,851

 

$

482,998,036.19

 

 

 

3)

60 - 89 days delinquent

 

214,135

 

$

327,429,062.57

 

 

 

4)

90+ days delinquent

 

472,932

 

$

791,431,323.49

 

 

 

 

 

 

 

 

 

 

 

 

5)

Total 30+ days delinquent

 

1,016,918

 

$

1,601,858,422.25

 

 

 

 

 

 

 

 

 

 

 

 

6)

Delinquencies 30 + Days as a Percent of End of the Month Total Receivables

 

 

 

3.73

%

 

 

 

 

 

 

 

 

 

7)

 

Defaulted Accounts during the Month

 

143,058

 

$

183,965,222.93

 

 

 

 

 

 

 

 

 

 

8)

 

Annualized Default Rate as a Percent of Beginning of the Month Principal Receivables

 

 

 

5.10

%

 

*For calculation purposes, Beginning of Month Principal Receivables includes Additional Principal Receivables

 


 

Capital One Master Trust (COLLECTIONS)

MONTHLY PERIOD: February 2007

 

 

 

 

 

COLLECTIONS

 

PERCENTAGES

 

 

 

 

 

 

 

 

 

 

1)

 

Total Collections and Gross Payment Rate**

 

$

7,492,739,655.63

 

16.99

%

 

 

 

 

 

 

 

 

2)

 

Collections of Principal Receivables and Principal Payment Rate

 

$

6,752,198,625.19

 

15.59

%

 

 

 

 

 

 

 

 

 

 

3)

Prior Month Billed Finance Charges and Fees

 

$

535,061,941.62

 

 

 

 

 

4)

Amortized AMF Income

 

$

33,662,498.49

 

 

 

 

 

5)

Interchange Collected

 

$

94,519,914.10

 

 

 

 

 

6)

Recoveries of Charged Off Accounts

 

$

80,563,995.75

 

 

 

 

 

7)

Collections of Discounted Receivables

 

$

0.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

8)

Collections of Finance Charge Receivables and Annualized Yield

 

$

743,808,349.96

 

20.61

%

 

 

 

 

 

 

 

 

 

 

 

Capital One Master Trust (AMF COLLECTIONS)

 

 

MONTHLY PERIOD: February 2007

 

 

 

1)

 

Beginning Unamortized AMF Balance

 

 

 

$

187,284,239.33

 

 

 

2)

+ AMF Slug

 

$

1,452,816.38

 

 

 

 

 

3)

+ AMF Collections

 

$

30,395,178.97

 

 

 

 

 

4)

- Amortized AMF Income

 

$

33,662,498.49

 

 

 

5)

 

Ending Unamortized AMF Balance

 

 

 

$

185,469,736.19

 

 

**Total Collections and Gross Payment Rate is calculated as a Percent of Beginning of Month Total Receivables which includes

Additional Total Receivables