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CAPITAL ONE MASTER TRUST (RECEIVABLES)
MONTHLY PERIOD : DECEMBER 1999
Beginning of the Month Principal Receivables : 11,273,381,217.61
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Beginning of the Month Finance Charge Receivables : 394,342,975.64
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Beginning of the Month Discounted Receivables : 0.00
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Beginning of the Month Total Receivables : 11,667,724,193.25
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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 : 248,577,551.10
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Additional Finance Charge Receivables : 676,299.90
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Additional Total Receivables : 249,253,851.00
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Discounted Receivables Generated this Period 0.00
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End of the Month Principal Receivables : 11,523,177,750.60
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End of the Month Finance Charge Receivables : 414,989,785.96
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End of the Month Discounted Receivables : 0.00
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End of the Month Total Receivables : 11,938,167,536.56
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Excess Funding Account Balance 0.00
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Adjusted Invested Amount of all Master Trust Series 9,832,976,677.68
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End of the Month Seller Percentage 14.67%
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CAPITAL ONE MASTER TRUST (DELINQUENCIES AND LOSSES)
MONTHLY PERIOD : DECEMBER 1999 ACCOUNTS RECEIVABLES
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End of the Month Delinquencies :
30 - 59 Days Delinquent 187,881.00 204,104,352.86
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60 - 89 Days Delinquent 114,320.00 135,124,501.70
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90 + Days Delinquent 199,148.00 259,727,324.79
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Total 30 + Days Delinquent 501,349.00 598,956,179.35
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Delinquencies 30 + Days as a Percent of End of the Month Total Receivables 5.02%
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Defaulted Accounts During the Month 51,924.00 46,670,937.67
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Annualized Default Rate as a Percent of Beginning of the Month Principal Receivables 4.97%
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CAPITAL ONE MASTER TRUST (COLLECTIONS)
MONTHLY PERIOD : DECEMBER 1999 COLLECTIONS PERCENTAGES
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Total Collections and Gross Payment Rate 1,780,224,787.30 15.26%
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Collections of Principal Receivables and Principal Payment Rate 1,537,329,328.55 13.64%
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Prior Month Billed Finance Charge and Fees 185,457,932.22
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Amortized AMF Income 16,223,352.97
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Interchange Collected 27,583,379.06
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Recoveries of Charged Off Accounts 15,016,353.41
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Collections of Discounted Receivables 0.00
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Collections of Finance Charge Receivables and Annualized Yield 244,281,017.66 26.00%
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CAPITAL ONE MASTER TRUST (AMF COLLECTIONS)
MONTHLY PERIOD : DECEMBER 1999
Beginning Unamortized AMF Balance 83,116,852.21
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+ AMF Slug for Added Accounts 63,018.81
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+ AMF Collections 14,837,794.06
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- - Amortized AMF Income 16,223,352.97
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Ending Unamortized AMF Balance 81,794,312.11
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/s/ Charles Kim
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Charles Kim
Securitization Manager
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