424B3 1 d424b3.htm PRELIMINARY PROSPECTUS SUPPLEMENT Preliminary Prospectus Supplement

The information in the preliminary prospectus supplement (as supplemented by this supplement) is not complete and may be changed. We may not sell the notes described in the preliminary prospectus supplement (as supplemented by this supplement) until we deliver a final prospectus supplement and attached prospectus. The preliminary prospectus supplement (as supplemented by this supplement) is not an offer to sell these notes nor is it seeking an offer to buy these notes in any state where the laws in that state do not permit the seller to offer or sell these notes.

 

Filed Pursuant to Rule 424(b)(3)

Registration No. 333-128722

and 333-128722-03

$2,500,000,000

Capital One Auto Finance Trust 2006-B

Issuing Entity

Capital One Auto Receivables, LLC

Depositor and Seller

LOGO

Sponsor and Servicer

 


Supplement, dated July 26, 2006 (subject to completion)

to

Preliminary Prospectus Supplement, dated July 25, 2006 (subject to completion)

to

Prospectus dated July 25, 2006

 


This Supplement should be read in conjunction with the Preliminary Prospectus Supplement, dated July 25, 2006, and the Prospectus, dated July 25, 2006.

Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of these notes or determined if the prospectus supplement (as supplemented by this supplement) or the prospectus that accompanies the prospectus supplement is truthful or complete. Any representation to the contrary is a criminal offense.

The Preliminary Prospectus referenced above is hereby supplemented as follows:

Front Cover Page:

 

    The total initial Note Balance indicated on the top of the front cover page should read: $2,500,000,000.


    The column titled “Initial Note Balance” should read:

 

     Initial Note Balance

Class A-1 Notes

   $ 444,000,000

Class A-2 Notes

   $ 502,000,000

Class A-3-A Notes

   $ 442,500,000

Class A-3-B Notes

   $ 442,500,000

Class A-4 Notes

   $ 669,000,000
      

Total

   $ 2,500,000,000

 

    Under the column titled “Final Scheduled Payment Date,” the Final Scheduled Payment Date for the Class A-2 Notes should read: “May 2009 Payment Date”.

Summary of Terms:

 

    The table under “Summary of Terms – The Offered Notes” should read:

 

Class

   Initial Note Balance

Class A-1 Notes

   $ 444,000,000

Class A-2 Notes

   $ 502,000,000

Class A-3-A Notes

   $ 442,500,000

Class A-3-B Notes

   $ 442,500,000

Class A-4 Notes

   $ 669,000,000

 

    The first and second sentences of the first paragraph under “Summary of Terms – Subsequent Receivables” should read: “On the closing date, approximately $500,000,000 of the proceeds from the sale of the notes by the issuing entity will be deposited in an account, which we refer to as the “pre-funding account.” The amount deposited in the pre-funding account on the closing date represents approximately 18.55% of the initial Pool Balance (including the expected aggregate Principal Balance of the subsequent receivables).”

The Issuing Entity:

 

    The second and third lines of the first table under “The Issuing Entity – Capitalization and Liabilities of the Issuing Entity” should read:

 

Pre-funding Account

   $ 500,000,000

Reserve Account

   $ 36,929,741.14

 

    The second table under “The Issuing Entity – Capitalization and Liabilities of the Issuing Entity” should read:

 

Class A-1 Asset Backed Notes

   $ 444,000,000

Class A-2 Asset Backed Notes

   $ 502,000,000

Class A-3-A Asset Backed Notes

   $ 442,500,000

Class A-3-B Asset Backed Notes

   $ 442,500,000

Class A-4 Asset Backed Notes

   $ 669,000,000
      

Total

   $ 2,500,000,000

 

S-2


Weighted Average Life of the Notes:

 

    The first bullet point in the second paragraph under “Weighted Average Life of the Notes” should read:

 

    the issuing entity holds 10 pools of receivables with the following characteristics:

 

Pool

   Balance   

Gross

Contract Rate

   

Assumed

Cut-off

Date

  

Original Term

to Maturity

(in Months)

  

Remaining Term

to Maturity

(in Months)

  1

   $ 3,881,098.49    15.214 %   7/30/2006    27    25

  2

   $ 26,542,354.89    15.194 %   7/30/2006    37    36

  3

   $ 88,982,156.84    14.906 %   7/30/2006    49    47

  4

   $ 614,313,681.49    13.929 %   7/30/2006    61    54

  5

   $ 1,422,614,940.09    14.314 %   7/30/2006    72    70

  6

   $ 970,274.62    15.214 %   8/30/2006    27    27

  7

   $ 6,635,588.72    15.194 %   8/30/2006    37    37

  8

   $ 22,245,539.21    14.906 %   8/30/2006    49    49

  9

   $ 153,578,420.37    13.929 %   8/30/2006    61    61

10

   $ 355,653,735.02    14.314 %   8/30/2006    72    72
                 
   $ 2,695,417,789.74           

 

    The fourteenth bullet point in the second paragraph under “Weighted Average Life of the Notes” should read: “$500,000,000 will be deposited in the pre-funding account on the closing date; and”

 

    The “ABS Tables” referred to in “Weighted Average Life of the Notes” should read as set forth in Appendix A to this Supplement.

The Notes:

 

    The second bullet point under the third paragraph under “The Notes – Payments of Principal” should read:

 

    For the Class A-2 notes, May 2009 payment date;

The Transfer Agreements and the Indenture:

 

    The first and second sentences of the first paragraph under “The Transfer Agreements and the Indenture—Pre-Funding Account” should read “On the closing date, approximately $500,000,000 will be deposited from the proceeds of the sale of the notes into the pre-funding account which will be included in the issuing entity property. The amount deposited from the proceeds of the sale of the notes into the pre-funding account is not more than 50% of the proceeds of the offering and represents approximately 18.55% of the initial Pool Balance (including the expected aggregate Principal Balance of the subsequent receivables).”

 

S-3


Underwriting:

 

    The “Total” line at the bottom of the first table under “Underwriting” should read:

Total…… $444,000,000    $502,000,000    $442,500,000    $442,500,000    $669,000,000

Glossary:

 

    The dollar amount shown in the definition of “Class A-1 Note Balance” under “Glossary” should read: $444,000,000.

 

    The dollar amount shown in the definition of “Class A-2 Note Balance” under “Glossary” should read: $502,000,000.

 

    The dollar amount shown in the definition of “Class A-3-A Note Balance” under “Glossary” should read: $442,500,000.

 

    The dollar amount shown in the definition of “Class A-3-B Note Balance” under “Glossary” should read: $442,500,000.

 

    The dollar amount shown in the definition of “Class A-4 Note Balance” under “Glossary” should read: $669,000,000.

Back Cover Page:

 

    The table on the back cover page should read:

 

Class A-1 Notes

   $ 444,000,000

Class A-2 Notes

   $ 502,000,000

Class A-3-A Notes

   $ 442,500,000

Class A-3-B Notes

   $ 442,500,000

Class A-4 Notes

   $ 669,000,000

 

S-4


Appendix A

ABS Tables

 

A-1


Percent of the Initial Note Balance at Various ABS Percentages

Class A-1 Notes

 

Payment Date

   0.50%     1.00%     1.70%     2.50%  

Closing

   100.0 %   100.0 %   100.0 %   100.0 %

September, 2006

   91.0 %   88.4 %   84.7 %   80.2 %

October, 2006

   77.9 %   72.3 %   64.1 %   54.3 %

November, 2006

   64.9 %   56.3 %   43.8 %   28.8 %

December, 2006

   51.9 %   40.4 %   23.7 %   3.7 %

January, 2007

   38.9 %   24.6 %   4.8 %   0.0 %

February, 2007

   27.7 %   12.4 %   0.0 %   0.0 %

March, 2007

   19.2 %   1.5 %   0.0 %   0.0 %

April, 2007

   10.6 %   0.0 %   0.0 %   0.0 %

May, 2007

   2.1 %   0.0 %   0.0 %   0.0 %

June, 2007

   0.0 %   0.0 %   0.0 %   0.0 %

July, 2007

   0.0 %   0.0 %   0.0 %   0.0 %

August, 2007

   0.0 %   0.0 %   0.0 %   0.0 %

September, 2007

   0.0 %   0.0 %   0.0 %   0.0 %

October, 2007

   0.0 %   0.0 %   0.0 %   0.0 %

November, 2007

   0.0 %   0.0 %   0.0 %   0.0 %

December, 2007

   0.0 %   0.0 %   0.0 %   0.0 %

January, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

February, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

March, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

April, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

May, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

June, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

July, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

August, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

September, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

October, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

November, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

December, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

January, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

February, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

March, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

April, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

May, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

June, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

July, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

August, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

September, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

October, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

November, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

December, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

January, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

February, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

March, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

April, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

 

A-2


Payment Date

   0.50%    1.00%    1.70%    2.50%

May, 2010

   0.0%    0.0%    0.0%    0.0%

June, 2010

   0.0%    0.0%    0.0%    0.0%

July, 2010

   0.0%    0.0%    0.0%    0.0%

August, 2010

   0.0%    0.0%    0.0%    0.0%

September, 2010

   0.0%    0.0%    0.0%    0.0%

October, 2010

   0.0%    0.0%    0.0%    0.0%

November, 2010

   0.0%    0.0%    0.0%    0.0%

December, 2010

   0.0%    0.0%    0.0%    0.0%

January, 2011

   0.0%    0.0%    0.0%    0.0%

February, 2011

   0.0%    0.0%    0.0%    0.0%

March, 2011

   0.0%    0.0%    0.0%    0.0%

April, 2011

   0.0%    0.0%    0.0%    0.0%

May, 2011

   0.0%    0.0%    0.0%    0.0%

June, 2011

   0.0%    0.0%    0.0%    0.0%

July, 2011

   0.0%    0.0%    0.0%    0.0%

August, 2011

   0.0%    0.0%    0.0%    0.0%

Weighted Average Life (Years) to Call

   0.43    0.36    0.30    0.25

Weighted Average Life (Years) to Maturity

   0.43    0.36    0.30    0.25

 

A-3


Percent of the Initial Note Balance at Various ABS Percentages

Class A-2 Notes

 

Payment Date

   0.50%     1.00%     1.70%     2.50%  

Closing

   100.0 %   100.0 %   100.0 %   100.0 %

September, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

October, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

November, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

December, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

January, 2007

   100.0 %   100.0 %   100.0 %   84.4 %

February, 2007

   100.0 %   100.0 %   91.3 %   67.7 %

March, 2007

   100.0 %   100.0 %   78.5 %   51.2 %

April, 2007

   100.0 %   91.6 %   65.9 %   34.9 %

May, 2007

   100.0 %   82.1 %   53.3 %   18.9 %

June, 2007

   94.2 %   72.5 %   41.0 %   3.1 %

July, 2007

   86.6 %   63.0 %   28.8 %   0.0 %

August, 2007

   79.1 %   53.6 %   16.7 %   0.0 %

September, 2007

   71.5 %   44.3 %   4.8 %   0.0 %

October, 2007

   63.9 %   35.0 %   0.0 %   0.0 %

November, 2007

   56.2 %   25.7 %   0.0 %   0.0 %

December, 2007

   48.6 %   16.6 %   0.0 %   0.0 %

January, 2008

   41.0 %   7.5 %   0.0 %   0.0 %

February, 2008

   41.0 %   5.4 %   0.0 %   0.0 %

March, 2008

   33.3 %   0.0 %   0.0 %   0.0 %

April, 2008

   25.5 %   0.0 %   0.0 %   0.0 %

May, 2008

   17.7 %   0.0 %   0.0 %   0.0 %

June, 2008

   9.9 %   0.0 %   0.0 %   0.0 %

July, 2008

   2.1 %   0.0 %   0.0 %   0.0 %

August, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

September, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

October, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

November, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

December, 2008

   0.0 %   0.0 %   0.0 %   0.0 %

January, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

February, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

March, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

April, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

May, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

June, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

July, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

August, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

September, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

October, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

November, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

December, 2009

   0.0 %   0.0 %   0.0 %   0.0 %

January, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

February, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

March, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

April, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

May, 2010

   0.0 %   0.0 %   0.0 %   0.0 %

 

A-4


Payment Date

   0.50%    1.00%    1.70%    2.50%

June, 2010

   0.0%    0.0%    0.0%    0.0%

July, 2010

   0.0%    0.0%    0.0%    0.0%

August, 2010

   0.0%    0.0%    0.0%    0.0%

September, 2010

   0.0%    0.0%    0.0%    0.0%

October, 2010

   0.0%    0.0%    0.0%    0.0%

November, 2010

   0.0%    0.0%    0.0%    0.0%

December, 2010

   0.0%    0.0%    0.0%    0.0%

January, 2011

   0.0%    0.0%    0.0%    0.0%

February, 2011

   0.0%    0.0%    0.0%    0.0%

March, 2011

   0.0%    0.0%    0.0%    0.0%

April, 2011

   0.0%    0.0%    0.0%    0.0%

May, 2011

   0.0%    0.0%    0.0%    0.0%

June, 2011

   0.0%    0.0%    0.0%    0.0%

July, 2011

   0.0%    0.0%    0.0%    0.0%

August, 2011

   0.0%    0.0%    0.0%    0.0%

Weighted Average Life (Years) to Call

   1.42    1.11    0.85    0.66

Weighted Average Life (Years) to Maturity

   1.42    1.11    0.85    0.66

 

A-5


Percent of the Initial Note Balance at Various ABS Percentages

Class A-3-A Notes and Class A-3-B Notes

 

Payment Date

   0.50%     1.00%     1.70%     2.50%  

Closing

   100.0 %   100.0 %   100.0 %   100.0 %

September, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

October, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

November, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

December, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

January, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

February, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

March, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

April, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

May, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

June, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

July, 2007

   100.0 %   100.0 %   100.0 %   93.0 %

August, 2007

   100.0 %   100.0 %   100.0 %   84.3 %

September, 2007

   100.0 %   100.0 %   100.0 %   75.9 %

October, 2007

   100.0 %   100.0 %   96.1 %   67.5 %

November, 2007

   100.0 %   100.0 %   89.5 %   59.4 %

December, 2007

   100.0 %   100.0 %   83.0 %   51.4 %

January, 2008

   100.0 %   100.0 %   76.6 %   43.5 %

February, 2008

   100.0 %   100.0 %   73.6 %   38.4 %

March, 2008

   100.0 %   97.8 %   67.3 %   30.7 %

April, 2008

   100.0 %   92.7 %   61.1 %   23.2 %

May, 2008

   100.0 %   87.6 %   55.0 %   15.9 %

June, 2008

   100.0 %   82.5 %   49.0 %   8.8 %

July, 2008

   100.0 %   77.5 %   43.1 %   1.9 %

August, 2008

   96.8 %   72.5 %   37.3 %   0.0 %

September, 2008

   92.3 %   67.5 %   31.6 %   0.0 %

October, 2008

   87.9 %   62.7 %   26.1 %   0.0 %

November, 2008

   83.5 %   57.8 %   20.6 %   0.0 %

December, 2008

   79.1 %   53.0 %   15.3 %   0.0 %

January, 2009

   74.7 %   48.3 %   10.1 %   0.0 %

February, 2009

   70.3 %   43.6 %   5.1 %   0.0 %

March, 2009

   65.8 %   39.0 %   0.2 %   0.0 %

April, 2009

   61.4 %   34.4 %   0.0 %   0.0 %

May, 2009

   57.0 %   29.9 %   0.0 %   0.0 %

June, 2009

   52.6 %   25.5 %   0.0 %   0.0 %

July, 2009

   48.2 %   21.0 %   0.0 %   0.0 %

August, 2009

   43.8 %   16.7 %   0.0 %   0.0 %

September, 2009

   39.5 %   12.5 %   0.0 %   0.0 %

October, 2009

   35.2 %   8.3 %   0.0 %   0.0 %

November, 2009

   30.9 %   4.2 %   0.0 %   0.0 %

December, 2009

   26.6 %   0.2 %   0.0 %   0.0 %

January, 2010

   22.3 %   0.0 %   0.0 %   0.0 %

February, 2010

   18.0 %   0.0 %   0.0 %   0.0 %

March, 2010

   13.7 %   0.0 %   0.0 %   0.0 %

April, 2010

   9.4 %   0.0 %   0.0 %   0.0 %

 

A-6


Payment Date

   0.50%    1.00%    1.70%    2.50%

May, 2010

   5.1%    0.0%    0.0%    0.0%

June, 2010

   0.9%    0.0%    0.0%    0.0%

July, 2010

   0.0%    0.0%    0.0%    0.0%

August, 2010

   0.0%    0.0%    0.0%    0.0%

September, 2010

   0.0%    0.0%    0.0%    0.0%

October, 2010

   0.0%    0.0%    0.0%    0.0%

November, 2010

   0.0%    0.0%    0.0%    0.0%

December, 2010

   0.0%    0.0%    0.0%    0.0%

January, 2011

   0.0%    0.0%    0.0%    0.0%

February, 2011

   0.0%    0.0%    0.0%    0.0%

March, 2011

   0.0%    0.0%    0.0%    0.0%

April, 2011

   0.0%    0.0%    0.0%    0.0%

May, 2011

   0.0%    0.0%    0.0%    0.0%

June, 2011

   0.0%    0.0%    0.0%    0.0%

July, 2011

   0.0%    0.0%    0.0%    0.0%

August, 2011

   0.0%    0.0%    0.0%    0.0%

Weighted Average Life (Years) to Call

   2.96    2.48    1.90    1.44

Weighted Average Life (Years) to Maturity

   2.96    2.48    1.90    1.44

 

A-7


Percent of the Initial Note Balance at Various ABS Percentages

Class A-4 Notes

 

Payment Date

   0.50%     1.00%     1.70%     2.50%  

Closing

   100.0 %   100.0 %   100.0 %   100.0 %

September, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

October, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

November, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

December, 2006

   100.0 %   100.0 %   100.0 %   100.0 %

January, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

February, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

March, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

April, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

May, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

June, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

July, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

August, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

September, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

October, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

November, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

December, 2007

   100.0 %   100.0 %   100.0 %   100.0 %

January, 2008

   100.0 %   100.0 %   100.0 %   100.0 %

February, 2008

   100.0 %   100.0 %   100.0 %   100.0 %

March, 2008

   100.0 %   100.0 %   100.0 %   100.0 %

April, 2008

   100.0 %   100.0 %   100.0 %   100.0 %

May, 2008

   100.0 %   100.0 %   100.0 %   100.0 %

June, 2008

   100.0 %   100.0 %   100.0 %   100.0 %

July, 2008

   100.0 %   100.0 %   100.0 %   100.0 %

August, 2008

   100.0 %   100.0 %   100.0 %   93.5 %

September, 2008

   100.0 %   100.0 %   100.0 %   84.9 %

October, 2008

   100.0 %   100.0 %   100.0 %   76.5 %

November, 2008

   100.0 %   100.0 %   100.0 %   68.4 %

December, 2008

   100.0 %   100.0 %   100.0 %   60.6 %

January, 2009

   100.0 %   100.0 %   100.0 %   53.0 %

February, 2009

   100.0 %   100.0 %   100.0 %   45.7 %

March, 2009

   100.0 %   100.0 %   100.0 %   38.8 %

April, 2009

   100.0 %   100.0 %   93.9 %   0.0 %

May, 2009

   100.0 %   100.0 %   87.7 %   0.0 %

June, 2009

   100.0 %   100.0 %   81.7 %   0.0 %

July, 2009

   100.0 %   100.0 %   75.9 %   0.0 %

August, 2009

   100.0 %   100.0 %   70.2 %   0.0 %

September, 2009

   100.0 %   100.0 %   64.8 %   0.0 %

October, 2009

   100.0 %   100.0 %   59.6 %   0.0 %

November, 2009

   100.0 %   100.0 %   54.6 %   0.0 %

December, 2009

   100.0 %   100.0 %   49.8 %   0.0 %

January, 2010

   100.0 %   95.0 %   45.2 %   0.0 %

February, 2010

   100.0 %   89.8 %   40.8 %   0.0 %

March, 2010

   100.0 %   84.7 %   0.0 %   0.0 %

April, 2010

   100.0 %   79.7 %   0.0 %   0.0 %

 

A-8


Payment Date

   0.50%    1.00%    1.70%    2.50%

May, 2010

   100.0%    74.8%    0.0%    0.0%

June, 2010

   100.0%    70.0%    0.0%    0.0%

July, 2010

   95.5%    65.3%    0.0%    0.0%

August, 2010

   90.1%    60.8%    0.0%    0.0%

September, 2010

   84.8%    56.5%    0.0%    0.0%

October, 2010

   79.4%    52.2%    0.0%    0.0%

November, 2010

   74.1%    48.1%    0.0%    0.0%

December, 2010

   68.8%    44.1%    0.0%    0.0%

January, 2011

   63.6%    40.1%    0.0%    0.0%

February, 2011

   58.3%    0.0%    0.0%    0.0%

March, 2011

   54.5%    0.0%    0.0%    0.0%

April, 2011

   50.8%    0.0%    0.0%    0.0%

May, 2011

   47.1%    0.0%    0.0%    0.0%

June, 2011

   43.3%    0.0%    0.0%    0.0%

July, 2011

   39.6%    0.0%    0.0%    0.0%

August, 2011

   0.0%    0.0%    0.0%    0.0%

Weighted Average Life (Years) to Call

   4.66    4.16    3.30    2.47

Weighted Average Life (Years) to Maturity

   4.83    4.40    3.49    2.56

 

A-9