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CAPITAL ONE MASTER TRUST (RECEIVABLES)
MONTHLY PERIOD : SEPTEMBER 1999
Beginning of the Month Principal Receivables : 10,942,791,501.68
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Beginning of the Month Finance Charge Receivables : 368,973,365.28
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Beginning of the Month Discounted Receivables : 0.00
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Beginning of the Month Total Receivables : 11,311,764,866.96
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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 : 619,653,919.74
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Additional Finance Charge Receivables : 44,783,108.97
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Additional Total Receivables : 664,437,028.71
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Discounted Receivables Generated this Period 0.00
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End of the Month Principal Receivables : 10,665,942,752.17
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End of the Month Finance Charge Receivables : 368,550,549.32
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End of the Month Discounted Receivables : 0.00
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End of the Month Total Receivables : 11,034,493,301.49
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Excess Funding Account Balance 0.00
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Adjusted Invested Amount of all Master Trust Series 9,383,561,473.32
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End of the Month Seller Percentage 12.02%
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CAPITAL ONE MASTER TRUST (DELINQUENCIES AND LOSSES)
MONTHLY PERIOD : SEPTEMBER 1999 ACCOUNTS RECEIVABLES
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End of the Month Delinquencies :
30 - 59 Days Delinquent 163,745.00 197,191,093.48
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60 - 89 Days Delinquent 95,922.00 120,172,171.55
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90 + Days Delinquent 174,447.00 231,342,072.54
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Total 30 + Days Delinquent 434,114.00 548,705,337.57
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Delinquencies 30 + Days as a Percent of End of the Month Total Receivables 4.97%
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Defaulted Accounts During the Month 51,738.00 49,075,904.74
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Annualized Default Rate as a Percent of Beginning of the Month Principal Receivables 5.38%
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CAPITAL ONE MASTER TRUST (COLLECTIONS)
MONTHLY PERIOD : SEPTEMBER 1999 COLLECTIONS PERCENTAGES
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Total Collections and Gross Payment Rate 1,618,523,885.75 14.31%
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Collections of Principal Receivables and Principal Payment Rate 1,395,783,923.98 12.76%
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Prior Month Billed Finance Charge and Fees 181,180,559.92
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Amortized AMF Income 13,529,664.90
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Interchange Collected 16,401,774.63
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Recoveries of Charged Off Accounts 14,621,400.80
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Collections of Discounted Receivables 0.00
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Collections of Finance Charge Receivables and Annualized Yield 225,733,400.25 24.75%
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CAPITAL ONE MASTER TRUST (AMF COLLECTIONS)
MONTHLY PERIOD : SEPTEMBER 1999
Beginning Unamortized AMF Balance 60,110,807.26
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+ AMF Slug for Added Accounts 11,891,588.30
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+ AMF Collections 10,536,226.42
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- - Amortized AMF Income 13,529,664.90
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Ending Unamortized AMF Balance 69,008,957.08
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CAPITAL ONE MASTER TRUST (DISCOUNTED RECEIVABLES)
MONTHLY PERIOD : SEPTEMBER 1999
Gross Principal Payment Rate 12.76%
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May 17, 1994 3% Discount of Addition 50,184,973.92
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Total Discounted Receivables Collections as of Beginning of Month 50,184,973.92
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Collections of Discounted Receivables Current Month 0.00
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Discounted Receivables to be Collected 0.00
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/s/ Charles Kim
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Charles Kim
Securitization Manager
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