CAPITAL ONE MASTER TRUST (RECEIVABLES)
MONTHLY PERIOD : October 2001
Beginning of the Month Principal Receivables : 20,936,334,010.21
------------------------------
Beginning of the Month Finance Charge Receivables : 876,602,177.49
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Beginning of the Month Discounted Receivables : 0.00
------------------------------
Beginning of the Month Total Receivables : 21,812,936,187.70
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Removed Principal Receivables : 0.00
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Removed Finance Charge Receivables : 0.00
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Removed Total Receivables : 0.00
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Additional Principal Receivables : 910,208,574.19
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Additional Finance Charge Receivables : 3,999,807.07
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Additional Total Receivables : 914,208,381.26
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Discounted Receivables Generated this Period 0.00
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End of the Month Principal Receivables : 21,444,605,916.91
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End of the Month Finance Charge Receivables : 862,221,512.44
------------------------------
End of the Month Discounted Receivables : 0.00
------------------------------
End of the Month Total Receivables : 22,306,827,429.35
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Excess Funding Account Balance 0.00
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Adjusted Invested Amount of all Master Trust Series 18,351,504,048.68
------------------------------
End of the Month Seller Percentage 14.42%
------------------------------
CAPITAL ONE MASTER TRUST (DELINQUENCIES AND LOSSES)
MONTHLY PERIOD : October 2001
ACCOUNTS RECEIVABLES
-------- -----------
End of the Month Delinquencies :
30 - 59 Days Delinquent 451,911.00 388,757,635.58
---------------------------- ------------------------------
60 - 89 Days Delinquent 292,174.00 260,257,891.00
---------------------------- ------------------------------
90 + Days Delinquent 612,610.00 577,846,216.47
---------------------------- ------------------------------
Total 30 + Days Delinquent 1,356,695.00 1,226,861,743.05
---------------------------- ------------------------------
Delinquencies 30 + Days as a Percent of
End of the Month Total Receivables 5.50%
------------------------------
Defaulted Accounts During the Month 192,593.00 101,766,488.79
---------------------------- ------------------------------
Annualized Default Rate as a Percent of Beginning
of the Month Principal Receivables 5.59%
------------------------------
* See note on last page of the report
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CAPITAL ONE MASTER TRUST (COLLECTIONS)
MONTHLY PERIOD : October 2001
COLLECTIONS PERCENTAGES
----------- -----------
Total Collections and Gross Payment Rate 3,551,221,801.20 15.63%
---------------------------- ------------------------------
Collections of Principal Receivables and Principal
Payment Rate 3,116,077,766.43 14.26%
---------------------------- ------------------------------
Prior Month Billed Finance Charge and Fees 349,592,783.54
----------------------------
Amortized AMF Income 38,468,982.51
----------------------------
Interchange Collected 34,951,531.17
----------------------------
Recoveries of Charged Off Accounts 25,584,057.27
----------------------------
Collections of Discounted Receivables 0.00
----------------------------
Collections of Finance Charge Receivables and
Annualized Yield 448,597,354.49 24.64%
---------------------------- ------------------------------
CAPITAL ONE MASTER TRUST (AMF COLLECTIONS)
MONTHLY PERIOD : October 2001
Beginning Unamortized AMF Balance 188,661,620.70
------------------------------
+ AMF Slug for Added Accounts 502,878.95
----------------------------
+ AMF Collections 25,015,662.79
----------------------------
- - Amortized AMF Income 38,468,982.51
----------------------------
Ending Unamortized AMF Balance 175,711,179.93
------------------------------
/s/ Tom Feil
---------------------------
Tom Feil
Director of Securitization
*For calculation purposes Beginning of Month Principal Receivables includes
Additional Principal Receivables.
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