Exhibit 20.1
Capital One Master Trust (RECEIVABLES)*
MONTHLY PERIOD: February 2006
1) | | Beginning of the Month Principal Receivables: | | $ | 37,682,354,030.01 | |
2) | | Beginning of the Month Finance Charge Receivables: | | $ | 661,046,997.03 | |
3) | | Beginning of the Month AMF Receivables: | | $ | 81,568,757.19 | |
4) | | Beginning of the Month Discounted Receivables: | | $ | 0.00 | |
5) | | Beginning of the Month Total Receivables: | | $ | 38,424,969,784.23 | |
| | | | | |
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: | | $ | 1,285,567,520.89 | |
11) | | Additional Finance Charge Receivables: | | $ | 13,177,145.57 | |
12) | | Additional AMF Receivables | | $ | 1,590,756.07 | |
13) | | Additional Total Receivables: | | $ | 1,300,335,422.53 | |
| | | | | |
14) | | Discounted Receivables Generated this Period: | | $ | 0.00 | |
| | | | | |
15) | | End of the Month Principal Receivables: | | $ | 37,913,505,865.49 | |
16) | | End of the Month Finance Charge Receivables: | | $ | 631,833,630.83 | |
17) | | End of the Month AMF Receivables | | $ | 67,936,111.68 | |
18) | | End of the Month Discounted Receivables: | | $ | 0.00 | |
19) | | End of the Month Total Receivables: | | $ | 38,613,275,608.00 | |
| | | | | |
20) | | Excess Funding Account Balance | | $ | 0.00 | |
21) | | Adjusted Invested Amount of all Master Trust Series | | $ | 33,304,024,925.86 | |
| | | | | |
22) | | End of the Month Seller Percentage | | 12.16 | % |
Capital One Master Trust (DELINQUENCIES AND LOSSES)
MONTHLY PERIOD: February 2006
| | ACCOUNTS | | RECEIVABLES | |
| | | | | |
1) | | End of the Month Delinquencies: | | | | | |
| | 2) | | 30 - 59 days delinquent | | 358,859 | | $ | 446,415,968.05 | |
| | 3) | | 60 - 89 days delinquent | | 224,534 | | $ | 295,792,984.87 | |
| | 4) | | 90+ days delinquent | | 470,516 | | $ | 658,742,138.42 | |
| | | | | | | | | |
| | 5) | | Total 30+ days delinquent | | 1,053,909 | | $ | 1,400,951,091.34 | |
| | | | | | | | | |
| | 6) | | Delinquencies 30 + Days as a Percent of End of the Month Total Receivables | | | | 3.63 | % |
| | | | | | | | | |
7) | | Defaulted Accounts during the Month | | 143,170 | | $ | 135,931,576.72 | |
| | | | | | | |
8) | | Annualized Default Rate as a Percent of Beginning of the Month Principal Receivables | | | | 4.19 | % |
*For calculation purposes, Beginning of Month Principal Receivables includes Additional Principal Receivables
| | Capital One Master Trust (COLLECTIONS) | | | | | |
| | MONTHLY PERIOD: February 2006 | | | | | |
| | | | | COLLECTIONS | | PERCENTAGES | |
| | | | | | | | |
1) | | Total Collections and Gross Payment Rate** | | $ | 6,803,461,404.33 | | 17.13 | % |
| | | | | | | | |
2) | | Collections of Principal Receivables and Principal Payment Rate | | $ | 6,102,706,412.23 | | 15.66 | % |
| | | | | | | | |
| | 3) | Prior Month Billed Finance Charges and Fees | | $ | 495,070,361.41 | | | |
| | 4) | Amortized AMF Income | | $ | 38,634,778.50 | | | |
| | 5) | Interchange Collected | | $ | 84,676,563.52 | | | |
| | 6) | Recoveries of Charged Off Accounts | | $ | 83,574,264.70 | | | |
| | 7) | Collections of Discounted Receivables | | $ | 0.00 | | | |
| | | | | | | | |
| | 8) | Collections of Finance Charge Receivables and Annualized Yield | | $ | 701,955,968.13 | | 21.62 | % |
| | | | | | | | |
| | Capital One Master Trust (AMF COLLECTIONS) | | | | | |
| | MONTHLY PERIOD: August 2005 | | | | | |
| | | | | | | | |
1) | | Beginning Unamortized AMF Balance | | | | $ | 211,322,843.25 | |
| | 2) | + AMF Slug | | $ | 6,102,075.93 | | | |
| | 3) | + AMF Collections | | $ | 37,433,802.47 | | | |
| | 4) | - Amortized AMF Income | | $ | 38,634,778.50 | | | |
5) | | Ending Unamortized AMF Balance | | | | $ | 216,223,943.15 | |
** Total Collections and Gross Payment Rate is calculated as a Percent of Beginning of Month Total Receivables which includes Additional Total Receivables
