EX-99.2 3 a06-13408_1ex99d2.htm EX-99

 

Exhibit 99.2

 

CARD SERIES SCHEDULE TO

MONTHLY NOTEHOLDERS’ STATEMENT

Date: 06/09/2006

 

CAPITAL ONE MULTI-ASSET EXECUTION TRUST, ASSET POOL 1

Monthly Period Ending: May 31, 2006

 

                Reference is made to the Series 2002-CC Supplement (the “Series 2002-CC Supplement”), dated as of October 9, 2002, between Capital One Funding, LLC, a Virginia limited liability company (“Funding”), as Transferor, Capital One Bank, a Virginia banking corporation (the “Bank”), as Servicer, and The Bank of New York, as Trustee, and the Indenture (the “Indenture”), dated as of October 9, 2002, between Capital One Multi-asset Execution Trust, as Issuer, and The Bank of New York, as Indenture Trustee.

 

The following computations are prepared with respect to the Transfer Date of June 14, 2006 and with respect to the performance of the Trust during the related Monthly Period from May 1, 2006 through May 31, 2006. Current Distribution Date is June 15, 2006.

 

Interest Period for all tranches generally includes the previous Distribution Date (or in the case of the initial Interest Payment Date, the Issuance Date) through the day preceding the current Distribution Date. Interest on floating rate tranches is calculated on the basis of 360-day year and the actual number of days in the related interest Period. Interest on fixed rate tranches is calculated on the basis of a 360-day year and twelve 30-day months.

 

Material terms, parties and related abbreviations used herein may be found in the following documents as filed with the Securities and Exchange Commision (“SEC”).

 

Amended and Restated Pooling and Servicing Agreement dated as of August 1, 2002

 

Included in Exibit 4.7. to the Trust’s Form S-3/A filed with the SEC on September 13, 2002

 

 

 

Series 2002-CC Supplement to the Amended and Restated Pooling and Servicing Agreement dated as of October 9, 2002, relating to the COMT Collateral Certificate.

 

Included in Exhibit 4.1 to Funding’s Form 8-K filed with the SEC on November 12, 2002.

 

 

 

Transfer and Administration Agreement dated as of October 9, 2002.

 

Included in Exhibit 4.2 to Funding’s Form 8-K filed with the SEC on November 12, 2002.

 

 

 

Capital One Multi-asset Execution Trust Amended and Restated Trust Agreement dated as of October 9, 2002.

 

Included in Exhibit 4.3 to Funding’s Form 8-K filed with the SEC on November 12, 2002.

 

 

 

Indenture dated as of October 9, 2002.

 

Included in Exhibit 4.4 to Funding’s Form 8-K filed with the SEC on November 12, 2002.

 

 

 

COMT Asset Pool 1 Supplement dated as of October 9, 2002.

 

Included in Exhibit 4.5 to Funding’s Form 8-K filed with the SEC on November 12, 2002.

 

 

 

COMT Asset Pool 1 Supplement dated as of October 9, 2002.

 

Included in Exhibit 4.6 to Funding’s Form 8-K filed with the SEC on November 12, 2002.

 

 

1


 

A. Interest to be paid on the corresponding Distribution Date:

 

 

 

CUSIP Number

 

Interest Payment
Date

 

Total Amount of
Interest to be paid

 

Per $1000 of
Outstanding Dollar
Principal Amount

 

Class A (2002-1)

 

14041NAC5

 

15-Jun-06

 

2,303,743.47

 

4.6074869400

 

Class A (2003-3)

 

14041NAS0

 

15-Jun-06

 

2,295,132.36

 

4.5902647200

 

Class A (2003-4)

 

14041NAW1

 

15-Jun-06

 

2,281,250.00

 

3.0416666667

 

Class A (2003-5)

 

14041NAX9

 

15-Jun-06

 

2,312,354.58

 

4.6247091600

 

Class A (2003-6)

 

14041NAY7

 

15-Jun-06

 

1,229,166.67

 

2.4583333400

 

Class A (2003-7)

 

14041NBC4

 

15-Jun-06

 

3,397,490.21

 

4.5299869467

 

Class A (2003-A)

 

 

 

15-Jun-06

 

1,889,803.51

 

4.7245087750

 

Class A (2004-1)

 

14041NBG5

 

15-Jun-06

 

2,277,910.14

 

4.5558202800

 

Class A (2004-2)

 

14041NBL4

 

15-Jun-06

 

3,339,365.21

 

4.4524869467

 

Class A (2004-3)

 

14041NBM2

 

15-Jun-06

 

2,230,549.03

 

4.4610980600

 

Class A (2004-4)

 

14041NBN0

 

15-Jun-06

 

2,282,215.69

 

4.5644313800

 

Class A (2004-5)

 

14041NBP5

 

15-Jun-06

 

900,830.72

 

4.5041536000

 

Class A (2004-6)

 

14041NBQ3

 

15-Jun-06

 

9,487,500.00

 

12.6500000000

 

Class A (2004-7)

 

14041NBU4

 

15-Jun-06

 

—

 

0.0000000000

 

Class A (2004-8)

 

14041NBW0

 

15-Jun-06

 

2,243,465.69

 

4.4869313800

 

Class A (2005- 1)

 

14041NBY6

 

15-Jun-06

 

3,326,448.54

 

4.4352647200

 

Class A (2005- 2)

 

14041NCA7

 

15-Jun-06

 

1,687,500.00

 

3.3750000000

 

Class A (2005- 3)

 

14041NCC3

 

15-Jun-06

 

1,687,500.00

 

3.3750000000

 

Class A (2005- 4)

 

14041NCD1

 

15-Jun-06

 

1,312,496.08

 

4.3749869333

 

Class A (2005- 5)

 

14041NCE9

 

15-Jun-06

 

2,198,257.36

 

4.3965147200

 

Class A (2005- 6)

 

14041NCF6

 

15-Jun-06

 

—

 

0.0000000000

 

Class A (2005- 7)

 

14041NCH2

 

15-Jun-06

 

1,958,333.33

 

3.9166666600

 

Class A (2005- 8)

 

14041NCJ8

 

15-Jun-06

 

1,833,333.33

 

3.6666666600

 

Class A (2005- 9)

 

14041NCK5

 

15-Jun-06

 

1,447,058.26

 

4.4524869538

 

Class A (2005-10)

 

14041NCL3

 

15-Jun-06

 

2,221,937.92

 

4.4438758400

 

Class A (2005-11)

 

14041NCM1

 

15-Jun-06

 

2,204,715.69

 

4.4094313800

 

Class A (2006-1)

 

14041NCN9

 

15-Jun-06

 

2,202,562.92

 

4.4051258400

 

Class A (2006-2)

 

14041NCP4

 

15-Jun-06

 

2,020,833.33

 

4.0416666600

 

Class A (2006-3)

 

14041NCQ2

 

15-Jun-06

 

1,683,333.33

 

4.2083333250

 

Class A (2006-4)

 

14041NCR0

 

15-Jun-06

 

4,409,431.39

 

4.4094313900

 

Class A (2006-5)

 

14041NCS8

 

15-Jun-06

 

2,213,326.81

 

4.4266536200

 

Class A (2006-6)

 

14041N CU 3

 

15-Jun-06

 

2,208,333.33

 

4.4166666600

 

Class A (2006-7)

 

14041NCV1

 

15-Jun-06

 

4,116,896.39

 

4.1168963900

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

 

 

 

 

77,203,075.29

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

14041NAT8

 

15-Jun-06

 

562,500.00

 

3.7500000000

 

Class B (2003-4)

 

14041NAU5

 

15-Jun-06

 

1,012,775.17

 

5.0638758500

 

Class B (2003-5)

 

14041NBA8

 

15-Jun-06

 

598,750.00

 

3.9916666667

 

Class B (2003-6)

 

14041NBB6

 

15-Jun-06

 

1,207,843.96

 

4.8313758400

 

Class B (2004-1)

 

14041NBF7

 

15-Jun-06

 

1,188,468.96

 

4.7538758400

 

Class B (2004-2)

 

14041NBJ9

 

15-Jun-06

 

1,141,107.85

 

4.5644314000

 

Class B (2004-3)

 

14041NBL4

 

15-Jun-06

 

750,539.71

 

5.0035980667

 

Class B (2004-4)

 

14041NBR1

 

15-Jun-06

 

694,998.04

 

4.6333202667

 

Class B (2004-5)

 

14041NBS9

 

15-Jun-06

 

616,666.67

 

3.0833333500

 

Class B (2004-6)

 

14041NBV2

 

15-Jun-06

 

691,666.67

 

3.4583333500

 

Class B (2004-7)

 

 

 

15-Jun-06

 

—

 

0.0000000000

 

Class B (2005-1)

 

14041NBX8

 

15-Jun-06

 

714,583.33

 

4.0833333143

 

Class B (2005-2)

 

14041NCB5

 

15-Jun-06

 

675,623.04

 

4.5041536000

 

Class B (2005-3)

 

14041NCG4

 

15-Jun-06

 

—

 

0.0000000000

 

Class B (2006-1)

 

14041N CT 6

 

15-Jun-06

 

807,817.16

 

4.6160980571

 

 

 

 

 

 

 

 

 

 

 

Total Class B

 

 

 

 

 

10,663,340.56

 

 

 

 

2


 

 

 

CUSIP Number

 

Interest Payment
Date

 

Total Amount of
Interest to be paid

 

Per $1000 of
Outstanding Dollar
Principal Amount

 

Class C (2002-1)

 

14041NAB7

 

15-Jun-06

 

1,011,456.38

 

6.7430425333

 

Class C (2003-1)

 

14041NAP6

 

15-Jun-06

 

1,642,705.07

 

6.5708202800

 

Class C (2003-2)

 

14041NAQ4

 

15-Jun-06

 

810,000.00

 

3.6000000000

 

Class C (2003-3)

 

14041NAV3

 

15-Jun-06

 

1,578,121.74

 

6.3124869600

 

Class C (2003-4)

 

14041NAZ4

 

15-Jun-06

 

1,250,000.00

 

5.0000000000

 

Class C (2003-5)

 

14041NBD2

 

15-Jun-06

 

804,789.71

 

5.3652647333

 

Class C (2003-A)

 

14041NAE1

 

15-Jun-06

 

717,359.81

 

7.1735981000

 

Class C (2004-1)

 

14041NBE0

 

15-Jun-06

 

566,666.67

 

2.8333333500

 

Class C (2004-2)

 

14041NBH3

 

15-Jun-06

 

527,915.36

 

5.2791536000

 

Class C (2004-3)

 

 

 

15-Jun-06

 

5,879,081.25

 

15.9975000000

 

Class C (2004-4)

 

14041NBT7

 

15-Jun-06

 

740,206.38

 

4.9347092000

 

Class C (2005-1)

 

14041NBZ3

 

15-Jun-06

 

825,900.49

 

4.7194313714

 

Class C (2006-1)

 

14041NCW9

 

15-Jun-06

 

757,109.65

 

4.3263408571

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

 

 

 

 

17,111,312.51

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

 

 

104,977,728.36

 

 

 

*For Interest Payment information on the NOVA Notes Program, refer to Exhibit B to the Class A (2004-NOVA) Terms document.

 

B. Principal to be paid on the Distribution Date:

 

 

 

 

CUSIP Number

 

Principal Payment
Date

 

Total Amount of
Principal to be
paid

 

Per $1000 of
Outstanding Dollar
Principal Amount

 

 

 

 

 

 

 

 

 

 

 

Class C (2003-2)

 

14041NAQ4

 

15-Jun-06

 

225,000,000.00

 

1,000.00

 

 

 

C. Outstanding Dollar Principal Amount and Nominal Liquidation Amount for the related Monthly Period: (as of the end of the related Monthly Period)

 

 

 

Initial Dollar
Principal Amount

 

Outstanding
Dollar Principal
Amount

 

Adjusted
Outstanding Dollar
Principal Amount

 

Nominal
Liquidation
Amount

 

Class A (2002-1)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2003-3)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2003-4)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2003-5)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2003-6)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2003-7)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2003-A)

 

400,000,000.00

 

400,000,000.00

 

400,000,000.00

 

400,000,000.00

 

Class A (2004-1)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2004-2)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2004-3)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2004-4)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2004-5)

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

Class A (2004-6)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2004-7)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2004-8)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2004-NOVA)

 

1,500,000,000.00

 

1,500,000,000.00

 

1,500,000,000.00

 

1,500,000,000.00

 

Class A (2005- 1)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2005- 2)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2005- 3)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2005- 4)

 

300,000,000.00

 

300,000,000.00

 

300,000,000.00

 

300,000,000.00

 

Class A (2005- 5)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2005- 6)

 

455,000,000.00

 

455,000,000.00

 

455,000,000.00

 

455,000,000.00

 

Class A (2005- 7)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2005- 8)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2005- 9)

 

325,000,000.00

 

325,000,000.00

 

325,000,000.00

 

325,000,000.00

 

Class A (2005-10)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2005-11)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-1)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-2)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-3)

 

400,000,000.00

 

400,000,000.00

 

400,000,000.00

 

400,000,000.00

 

Class A (2006-4)

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

Class A (2006-5)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-6)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-7)

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

19,330,000,000.00

 

19,330,000,000.00

 

19,330,000,000.00

 

19,330,000,000.00

 

 

3


 

 

 

Initial Dollar
Principal Amount

 

Outstanding
Dollar Principal
Amount

 

Adjusted
Outstanding Dollar
Principal Amount

 

Nominal
Liquidation
Amount

 

Class B (2003-3)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class B (2003-4)

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

Class B (2003-5)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class B (2003-6)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class B (2004-1)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class B (2004-2)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class B (2004-3)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class B (2004-4)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class B (2004-5)

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

Class B (2004-6)

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

Class B (2004-7)

 

184,605,000.00

 

184,605,000.00

 

184,605,000.00

 

184,605,000.00

 

Class B (2005-1)

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

Class B (2005-2)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class B (2005-3)

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

Class B (2006-1)

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

 

 

 

 

 

 

 

 

 

 

Total Class B

 

2,734,605,000.00

 

2,734,605,000.00

 

2,734,605,000.00

 

2,734,605,000.00

 

 

 

 

 

 

 

 

 

 

 

Class C (2002-1)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class C (2003-1)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class C (2003-2)

 

225,000,000.00

 

225,000,000.00

 

225,000,000.00

 

225,000,000.00

 

Class C (2003-3)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class C (2003-4)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class C (2003-5)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class C (2003-A)

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

Class C (2004-1)

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

Class C (2004-2)

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

Class C (2004-3)

 

367,500,000.00

 

367,500,000.00

 

367,500,000.00

 

367,500,000.00

 

Class C (2004-4)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Class C (2005-1)

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

Class C (2006-1)

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

2,542,500,000.00

 

2,542,500,000.00

 

2,542,500,000.00

 

2,542,500,000.00

 

 

 

 

 

 

 

 

 

 

 

Class D (2002-1)

 

256,920,078.67

 

256,920,078.67

 

256,920,078.67

 

256,920,078.67

 

 

 

 

 

 

 

 

 

 

 

Total

 

24,864,025,078.67

 

24,864,025,078.67

 

24,864,025,078.67

 

24,864,025,078.67

 

 

4


 

D. Nominal Liquidation Amount for Tranches of Notes Outstanding:

(including all tranches issued as of the end of the Monthly Period, after taking into account all allocations expected to occur on the Distribution Date)

 

 

 

End of Month
Nominal
Liquidation
Amount

 

Increase due to
accretions of
Principal for
Discount Notes

 

Withdrawal from
Principal Funding
sub-Account

 

Reimbursements
of Nominal
Liquidation
Amount from
Available Funds

 

Reductions due
to reallocation of
Card Series
Principal Amounts

 

Reduction due to
Investor
Charge-offs

 

Reductions due to
deposits into the
Principal Funding
sub-Account

 

Nominal
Liquidation
Amount as of the
Distribution Date*

 

Class A (2002—1)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2003—3)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2003—4)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2003—5)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2003—6)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2003—7)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2003—A)

 

400,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

400,000,000.00

 

Class A (2004—1)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2004—2)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2004—3)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2004—4)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2004—5)

 

200,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

200,000,000.00

 

Class A (2004—6)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2004—7)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2004—8)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2004—NOVA)

 

1,500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

1,500,000,000.00

 

Class A (2005— 1)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2005— 2)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2005— 3)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2005— 4)

 

300,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

300,000,000.00

 

Class A (2005— 5)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2005— 6)

 

455,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

455,000,000.00

 

Class A (2005— 7)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2005— 8)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2005— 9)

 

325,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

325,000,000.00

 

Class A (2005—10)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2005—11)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006—1)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006—2)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006—3)

 

400,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

400,000,000.00

 

Class A (2006—4)

 

1,000,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

1,000,000,000.00

 

Class A (2006—5)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006—6)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006—7)

 

1,000,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

1,000,000,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

19,330,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

19,330,000,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003—3)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class B (2003—4)

 

200,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

200,000,000.00

 

Class B (2003—5)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class B (2003—6)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class B (2004—1)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class B (2004—2)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class B (2004—3)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class B (2004—4)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class B (2004—5)

 

200,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

200,000,000.00

 

Class B (2004—6)

 

200,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

200,000,000.00

 

Class B (2004—7)

 

184,605,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

184,605,000.00

 

Class B (2005—1)

 

175,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

175,000,000.00

 

Class B (2005—2)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class B (2005—3)

 

100,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

100,000,000.00

 

Class B (2006—1)

 

175,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

175,000,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class B

 

2,734,605,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

2,734,605,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2002—1)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class C (2003—1)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class C (2003—2)

 

225,000,000.00

 

—

 

—

 

—

 

—

 

—

 

225,000,000.00

 

—

 

Class C (2003—3)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class C (2003—4)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class C (2003—5)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class C (2003—A)

 

100,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

100,000,000.00

 

Class C (2004—1)

 

200,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

200,000,000.00

 

Class C (2004—2)

 

100,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

100,000,000.00

 

Class C (2004—3)

 

367,500,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

367,500,000.00

 

Class C (2004—4)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Class C (2005—1)

 

175,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

175,000,000.00

 

Class C (2006—1)

 

175,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

175,000,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

2,542,500,000.00

 

—

 

—

 

—

 

—

 

—

 

225,000,000.00

 

2,317,500,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class D (2002—1)

 

256,920,078.67

 

—

 

—

 

—

 

—

 

—

 

—

 

254,647,128.70

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

24,864,025,078.67

 

—

 

—

 

—

 

—

 

—

 

225,000,000.00

 

24,636,752,128.70

 

* This report does not capture any new issuances of notes occurring after the end of the Monthly Period. Additionally, the Class D balance reflects any reductions due to maturities that will occur on the distribution date.

 

E. Targeted Deposits to Principal Funding sub-Accounts:

 

 

 

Beginning
Principal Funding
sub-Account
Balance

 

Targeted Deposit
to Principal
Funding
sub-Account

 

Previous shortfalls
of targeted
deposits to the
Principal Funding
Sub-Accout

 

Actual Deposit to
Principal Funding
sub-Account

 

Amounts withdrawn
from the Principal
Funding
sub-Account for
payment to
Noteholders

 

Ending
Principal Funding
sub-Account
Balance

 

Principal Funding
sub-Account
Earnings

 

Class C (2003-2)

 

—

 

225,000,000.00

 

—

 

225,000,000.00

 

225,000,000.00

 

—

 

—

 

 

5


 

F. Targeted Deposits to Interest Funding sub-Accounts:

 

 

 

 

Applicable Interest Rates

 

Beginning Interest Funding sub—Account Balance (1)

 

Targeted Deposit to Interest Funding sub—Account

 

Previous Shortfalls of targeted deposits to the Interest Funding sub—Account

 

Actual Deposit to Interest Funding sub—Account (2)

 

Amounts withdrawn from the Interest
Funding sub—Account for payment to Noteholder’s (3)

 

Ending Interest Funding sub—Account Balance (1)

 

Interest Funding sub—Account Earnings

 

Class A (2002—1)

 

5.351

%

—

 

2,303,743.47

 

—

 

2,303,743.47

 

(2,303,743.47

)

—

 

0.00

 

Class A (2003—3)

 

5.331

%

—

 

2,295,132.36

 

—

 

2,295,132.36

 

(2,295,132.36

)

—

 

0.00

 

Class A (2003—4)

 

3.650

%

—

 

2,281,250.00

 

—

 

2,281,250.00

 

(2,281,250.00

)

—

 

0.00

 

Class A (2003—5)

 

5.371

%

—

 

2,312,354.58

 

—

 

2,312,354.58

 

(2,312,354.58

)

—

 

0.00

 

Class A (2003—6)

 

2.950

%

—

 

1,229,166.67

 

—

 

1,229,166.67

 

(1,229,166.67

)

—

 

0.00

 

Class A (2003—7)

 

5.261

%

—

 

3,397,490.21

 

—

 

3,397,490.21

 

(3,397,490.21

)

—

 

0.00

 

Class A (2003—A)

 

—

 

—

 

1,889,803.51

 

—

 

1,889,803.51

 

(1,889,803.51

)

—

 

0.00

 

Class A (2004—1)

 

5.291

%

—

 

2,277,910.14

 

—

 

2,277,910.14

 

(2,277,910.14

)

—

 

0.00

 

Class A (2004—2)

 

5.171

%

—

 

3,339,365.21

 

—

 

3,339,365.21

 

(3,339,365.21

)

—

 

0.00

 

Class A (2004—3)

 

5.181

%

—

 

2,230,549.03

 

—

 

2,230,549.03

 

(2,230,549.03

)

—

 

0.00

 

Class A (2004—4)

 

5.301

%

—

 

2,282,215.69

 

—

 

2,282,215.69

 

(2,282,215.69

)

—

 

0.00

 

Class A (2004—5)

 

5.231

%

—

 

900,830.72

 

—

 

900,830.72

 

(900,830.72

)

—

 

0.00

 

Class A (2004—6)

 

4.950

%

6,290,625.00

 

3,196,875.00

 

—

 

3,196,875.00

 

(9,487,500.00

)

—

 

22,142.92

 

Class A (2004—7)

 

5.320

%

—

 

2,290,555.56

 

—

 

2,290,555.56

 

—

 

2,290,555.56

 

9,751.08

 

Class A (2004—8)

 

5.211

%

—

 

2,243,465.69

 

—

 

2,243,465.69

 

(2,243,465.69

)

—

 

0.00

 

Class A (2004—NOVA)

 

—

 

22,440,719.19

 

5,600,685.96

 

—

 

5,451,498.47

 

—

 

34,537,694.11

 

113,517.17

 

Class A (2005— 1)

 

5.151

%

—

 

3,326,448.54

 

—

 

3,326,448.54

 

(3,326,448.54

)

—

 

0.00

 

Class A (2005— 2)

 

4.050

%

—

 

1,687,500.00

 

—

 

1,687,500.00

 

(1,687,500.00

)

—

 

0.00

 

Class A (2005— 3)

 

4.050

%

—

 

1,687,500.00

 

—

 

1,687,500.00

 

(1,687,500.00

)

—

 

0.00

 

Class A (2005— 4)

 

5.081

%

—

 

1,312,496.08

 

—

 

1,312,496.08

 

(1,312,496.08

)

—

 

0.00

 

Class A (2005— 5)

 

5.106

%

—

 

2,198,257.36

 

—

 

2,198,257.36

 

(2,198,257.36

)

—

 

0.00

 

Class A (2005— 6)

 

5.118

%

1,811,291.81

 

2,005,358.78

 

—

 

2,005,358.78

 

—

 

3,816,650.59

 

3,708.19

 

Class A (2005— 7)

 

4.700

%

—

 

1,958,333.33

 

—

 

1,958,333.33

 

(1,958,333.33

)

—

 

0.00

 

Class A (2005— 8)

 

4.400

%

—

 

1,833,333.33

 

—

 

1,833,333.33

 

(1,833,333.33

)

—

 

0.00

 

Class A (2005— 9)

 

5.171

%

—

 

1,447,058.26

 

—

 

1,447,058.26

 

(1,447,058.26

)

—

 

0.00

 

Class A (2005—10)

 

5.161

%

—

 

2,221,937.92

 

—

 

2,221,937.92

 

(2,221,937.92

)

—

 

0.00

 

Class A (2005—11)

 

5.121

%

—

 

2,204,715.69

 

—

 

2,204,715.69

 

(2,204,715.69

)

—

 

0.00

 

Class A (2006—1)

 

5.116

%

—

 

2,202,562.92

 

—

 

2,202,562.92

 

(2,202,562.92

)

—

 

0.00

 

Class A (2006—2)

 

4.850

%

—

 

2,020,833.33

 

—

 

2,020,833.33

 

(2,020,833.33

)

—

 

0.00

 

Class A (2006—3)

 

5.050

%

—

 

1,683,333.33

 

—

 

1,683,333.33

 

(1,683,333.33

)

—

 

0.00

 

Class A (2006—4)

 

5.121

%

—

 

4,409,431.39

 

—

 

4,409,431.39

 

(4,409,431.39

)

—

 

0.00

 

Class A (2006—5)

 

5.141

%

—

 

2,213,326.81

 

—

 

2,213,326.81

 

(2,213,326.81

)

—

 

0.00

 

Class A (2006—6)

 

5.300

%

—

 

2,208,333.33

 

—

 

2,208,333.33

 

(2,208,333.33

)

—

 

0.00

 

Class A (2006—7)

 

5.111

%

—

 

4,116,896.39

 

—

 

4,116,896.39

 

(4,116,896.39

)

—

 

0.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

 

 

30,542,636.00

 

80,809,050.59

 

—

 

80,659,863.10

 

(77,203,075.29

)

40,644,900.26

 

149,119.36

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003—3)

 

4.500

%

—

 

562,500.00

 

—

 

562,500.00

 

(562,500.00

)

—

 

0.00

 

Class B (2003—4)

 

5.881

%

—

 

1,012,775.17

 

—

 

1,012,775.17

 

(1,012,775.17

)

—

 

0.00

 

Class B (2003—5)

 

4.790

%

—

 

598,750.00

 

—

 

598,750.00

 

(598,750.00

)

—

 

0.00

 

Class B (2003—6)

 

5.611

%

—

 

1,207,843.96

 

—

 

1,207,843.96

 

(1,207,843.96

)

—

 

0.00

 

Class B (2004—1)

 

5.521

%

—

 

1,188,468.96

 

—

 

1,188,468.96

 

(1,188,468.96

)

—

 

0.00

 

Class B (2004—2)

 

5.301

%

—

 

1,141,107.85

 

—

 

1,141,107.85

 

(1,141,107.85

)

—

 

0.00

 

Class B (2004—3)

 

5.811

%

—

 

750,539.71

 

—

 

750,539.71

 

(750,539.71

)

—

 

0.00

 

Class B (2004—4)

 

5.381

%

—

 

694,998.04

 

—

 

694,998.04

 

(694,998.04

)

—

 

0.00

 

Class B (2004—5)

 

3.700

%

—

 

616,666.67

 

—

 

616,666.67

 

(616,666.67

)

—

 

0.00

 

Class B (2004—6)

 

4.150

%

—

 

691,666.67

 

—

 

691,666.67

 

(691,666.67

)

—

 

0.00

 

Class B (2004—7)

 

5.671

%

814,263.12

 

959,667.25

 

—

 

959,667.25

 

—

 

1,773,930.37

 

1,828.24

 

Class B (2005—1)

 

4.900

%

—

 

714,583.33

 

—

 

714,583.33

 

(714,583.33

)

—

 

0.00

 

Class B (2005—2)

 

5.231

%

—

 

675,623.04

 

—

 

675,623.04

 

(675,623.04

)

—

 

0.00

 

Class B (2005—3)

 

5.618

%

436,975.00

 

483,793.75

 

—

 

483,793.75

 

—

 

920,768.75

 

1,053.87

 

Class B (2006—1)

 

5.361

%

—

 

807,817.16

 

—

 

807,817.16

 

(807,817.16

)

—

 

0.00

 

Total Class B

 

 

 

1,251,238.12

 

12,106,801.56

 

—

 

12,106,801.56

 

(10,663,340.56

)

2,694,699.12

 

2,882.11

 

Class C (2002—1)

 

7.831

%

—

 

1,011,456.38

 

—

 

1,011,456.38

 

(1,011,456.38

)

—

 

0.00

 

Class C (2003—1)

 

7.631

%

—

 

1,642,705.07

 

—

 

1,642,705.07

 

(1,642,705.07

)

—

 

0.00

 

Class C (2003—2)

 

4.320

%

—

 

810,000.00

 

—

 

810,000.00

 

(810,000.00

)

—

 

0.00

 

Class C (2003—3)

 

7.331

%

—

 

1,578,121.74

 

—

 

1,578,121.74

 

(1,578,121.74

)

—

 

0.00

 

Class C (2003—4)

 

6.000

%

—

 

1,250,000.00

 

—

 

1,250,000.00

 

(1,250,000.00

)

—

 

0.00

 

Class C (2003—5)

 

6.231

%

—

 

804,789.71

 

—

 

804,789.71

 

(804,789.71

)

—

 

0.00

 

Class C (2003—A)

 

—

 

—

 

717,359.81

 

—

 

717,359.81

 

(717,359.81

)

—

 

0.00

 

Class C (2004—1)

 

3.400

%

—

 

566,666.67

 

—

 

566,666.67

 

(566,666.67

)

—

 

0.00

 

Class C (2004—2)

 

6.131

%

—

 

527,915.36

 

—

 

527,915.36

 

(527,915.36

)

—

 

0.00

 

Class C (2004—3)

 

6.399

%

3,919,387.50

 

1,959,693.75

 

—

 

1,959,693.75

 

(5,879,081.25

)

—

 

13,418.56

 

Class C (2004—4)

 

5.731

%

—

 

740,206.38

 

—

 

740,206.38

 

(740,206.38

)

—

 

0.00

 

Class C (2005—1)

 

5.481

%

—

 

825,900.49

 

—

 

825,900.49

 

(825,900.49

)

—

 

0.00

 

Class C (2006—1)

 

5.371

%

—

 

757,109.65

 

—

 

757,109.65

 

(757,109.65

)

—

 

0.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

 

 

3,919,387.50

 

13,191,925.01

 

—

 

13,191,925.01

 

(17,111,312.51

)

—

 

13,418.56

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

35,713,261.62

 

106,107,777.16

 

—

 

105,958,589.67

 

(104,977,728.36

)

43,339,599.38

 

165,420.03

 

1. Interest Funding sub-account Balances for Class A (2004-NOVA) reflects activities as of the Beginning or End of Month, respectively.

2. Actual Deposit to Interest Funding sub-Account (2004-NOVA) to be made on Distribution date does not include Monthly Liquidity Fee.

3. For Interest Payment information on the NOVA Notes Program, refer to Exhibit B to the Class A (2004-NOVA) Terms document.

 

6


 

G. Class C Reserve sub-Accounts:

 

 

 

Beginning Class C Reserve

sub-Account

Balance

 

Targeted Deposit to Class C

Reserve

sub-Account

 

Actual Deposit to

Class C Reserve

sub-Account

 

Withdrawls from Class C Reserve

sub-Account

Balance

 

Ending Class C Reserve sub-Account

Balance

 

Class C Reserve sub-Account

Earnings

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

H. Targeted Deposits to Class D Reserve sub-Accounts:

 

 

 

Beginning Class D Reserve

sub-Account

Balance

 

Targeted Deposit to Class D

Reserve

sub-Account

 

Actual Deposit to

Class D Reserve

sub-Account

 

Withdrawls from Class D Reserve

sub-Account

Balance

 

Ending Class D Reserve sub-Account

Balance

 

Class D Reserve sub-Account

Earnings

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

I. Targeted Deposits to Accumulation Reserve sub-Accounts:

 

 

 

Beginning Accumulation Reserve

sub-Account Balance

 

Targeted Deposit to Accumulation

Reserve sub-Account

 

Actual Deposit to Accumulation

Reserve sub-Account

 

Withdrawals from Accumulation

Reserve Account for Interest

 

Withdrawals from Accumulation Reserve Account

for Payments to Issuer

 

Ending Accumulation Reserve

sub-Account Balance

 

Accumulation Reserve

sub-Account Earnings

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

J. Class A Usage of Class B, C and D Subordination Amounts:

 

 

 

Class A Usage of Class B Subordination

Amount for this

Monthly Period

 

Class A Usage of Class C Subordination

Amount for this

Monthly Period

 

Class A Usage of Class D Subordination

Amount for this

Monthly Period

 

Cumulative Class A Usage of Class B Subordination

Amount

 

Cumulative Class A Usage of Class C Subordination

Amount

 

Cumulative Class A Usage of Class D Subordination

Amount

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

K. Class B Usage of Class C and D Subordination Amounts:

 

 

 

Class B Usage of Class C
Subordination
Amount for this
Monthly Period

 

Class B Usage of Class D
Subordination
Amount for this
Monthly Period

 

Cumulative Class B Usage of Class C Subordination
Amount

 

Cumulative Class B Usage of Class D Subordination
Amount

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

L. Class C Usage of Class D Subordination Amounts:

 

 

 

Class C Usage of Class D
Subordination
Amount for this
Monthly Period

 

Cumulative Class C Usage of Class D
Subordination
Amount

 

NOTHING TO REPORT

 

 

 

 

 

 

 

7


 

M. Required and Available Subordination Amount to Class A, B and C Notes:

(as of Determination Date, after taking into account all maturities expected to occur on the Distribution Date)

 

 

 

Required Subordination Amount from Class B Notes

 

Available Subordination Amount from Class B Notes

 

Required Subordination Amount from Class C Notes

 

Available Subordination Amount from Class C Notes

 

Required Subordination Amount from Class D Notes

 

Available Subordination Amount from Class D Notes

 

Class A (2002-1)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2003-3)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2003-4)

 

81,325,500.00

 

81,325,500.00

 

63,253,500.00

 

63,253,500.00

 

9,036,750.00

 

9,036,750.00

 

Class A (2003-5)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2003-6)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2003-7)

 

81,325,500.00

 

81,325,500.00

 

63,253,500.00

 

63,253,500.00

 

9,036,750.00

 

9,036,750.00

 

Class A (2003-A)

 

43,373,600.00

 

43,373,600.00

 

33,735,200.00

 

33,735,200.00

 

4,819,600.00

 

4,819,600.00

 

Class A (2004-1)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2004-2)

 

81,325,500.00

 

81,325,500.00

 

63,253,500.00

 

63,253,500.00

 

9,036,750.00

 

9,036,750.00

 

Class A (2004-3)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2004-4)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2004-5)

 

21,686,800.00

 

21,686,800.00

 

16,867,600.00

 

16,867,600.00

 

2,409,800.00

 

2,409,800.00

 

Class A (2004-6)

 

81,325,500.00

 

81,325,500.00

 

63,253,500.00

 

63,253,500.00

 

9,036,750.00

 

9,036,750.00

 

Class A (2004-7)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2004-8)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2004-NOVA)

 

 

 

 

 

128,100,000.00

 

128,100,000.00

 

24,793,500.00

 

24,793,500.00

 

Class A (2005- 1)

 

81,325,500.00

 

81,325,500.00

 

63,253,500.00

 

63,253,500.00

 

9,036,750.00

 

9,036,750.00

 

Class A (2005- 2)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2005- 3)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2005- 4)

 

32,530,200.00

 

32,530,200.00

 

25,301,400.00

 

25,301,400.00

 

3,614,700.00

 

3,614,700.00

 

Class A (2005- 5)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2005- 6)

 

49,337,470.00

 

49,337,470.00

 

38,373,790.00

 

38,373,790.00

 

5,482,295.00

 

5,482,295.00

 

Class A (2005- 7)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2005- 8)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2005- 9)

 

35,241,050.00

 

35,241,050.00

 

27,409,850.00

 

27,409,850.00

 

3,915,925.00

 

3,915,925.00

 

Class A (2005-10)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2005-11)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2006-1)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2006-2)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2006-3)

 

43,373,600.00

 

43,373,600.00

 

33,735,200.00

 

33,735,200.00

 

4,819,600.00

 

4,819,600.00

 

Class A (2006-4)

 

108,434,000.00

 

108,434,000.00

 

84,338,000.00

 

84,338,000.00

 

12,049,000.00

 

12,049,000.00

 

Class A (2006-5)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2006-6)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

Class A (2006-7)

 

108,434,000.00

 

108,434,000.00

 

84,338,000.00

 

84,338,000.00

 

12,049,000.00

 

12,049,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

1,933,378,220.00

 

1,933,378,220.00

 

1,631,846,540.00

 

1,631,846,540.00

 

239,627,170.00

 

239,627,170.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

 

 

 

 

85,828,272.20

 

85,828,272.20

 

12,261,899.17

 

12,261,899.17

 

Class B (2003-4)

 

 

 

 

 

114,437,696.26

 

114,437,696.26

 

16,349,198.88

 

16,349,198.88

 

Class B (2003-5)

 

 

 

 

 

85,828,272.20

 

85,828,272.20

 

12,261,899.17

 

12,261,899.17

 

Class B (2003-6)

 

 

 

 

 

143,047,120.34

 

143,047,120.34

 

20,436,498.60

 

20,436,498.60

 

Class B (2004-1)

 

 

 

 

 

143,047,120.34

 

143,047,120.34

 

20,436,498.60

 

20,436,498.60

 

Class B (2004-2)

 

 

 

 

 

143,047,120.34

 

143,047,120.34

 

20,436,498.60

 

20,436,498.60

 

Class B (2004-3)

 

 

 

 

 

85,828,272.20

 

85,828,272.20

 

12,261,899.17

 

12,261,899.17

 

Class B (2004-4)

 

 

 

 

 

85,828,272.20

 

85,828,272.20

 

12,261,899.17

 

12,261,899.17

 

Class B (2004-5)

 

 

 

 

 

114,437,696.26

 

114,437,696.26

 

16,349,198.88

 

16,349,198.88

 

Class B (2004-6)

 

 

 

 

 

114,437,696.26

 

114,437,696.26

 

16,349,198.88

 

16,349,198.88

 

Class B (2004-7)

 

 

 

 

 

105,628,854.60

 

105,628,854.60

 

15,090,719.30

 

15,090,719.30

 

Class B (2005-1)

 

 

 

 

 

100,132,984.23

 

100,132,984.23

 

14,305,549.03

 

14,305,549.03

 

Class B (2005-2)

 

 

 

 

 

85,828,272.20

 

85,828,272.20

 

12,261,899.17

 

12,261,899.17

 

Class B (2005-3)

 

 

 

 

 

57,218,848.13

 

57,218,848.13

 

8,174,599.45

 

8,174,599.45

 

Class B (2006-1)

 

 

 

 

 

100,132,984.23

 

100,132,984.23

 

14,305,549.03

 

14,305,549.03

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class B

 

 

 

 

 

1,564,709,481.99

 

1,564,709,481.99

 

223,543,005.10

 

223,543,005.10

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2002-1)

 

 

 

 

 

 

 

 

 

16,482,014.80

 

16,482,014.80

 

Class C (2003-1)

 

 

 

 

 

 

 

 

 

27,470,024.67

 

27,470,024.67

 

Class C (2003-2)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2003-3)

 

 

 

 

 

 

 

 

 

27,470,024.67

 

27,470,024.67

 

Class C (2003-4)

 

 

 

 

 

 

 

 

 

27,470,024.67

 

27,470,024.67

 

Class C (2003-5)

 

 

 

 

 

 

 

 

 

16,482,014.80

 

16,482,014.80

 

Class C (2003-A)

 

 

 

 

 

 

 

 

 

10,988,009.87

 

10,988,009.87

 

Class C (2004-1)

 

 

 

 

 

 

 

 

 

21,976,019.74

 

21,976,019.74

 

Class C (2004-2)

 

 

 

 

 

 

 

 

 

10,988,009.87

 

10,988,009.87

 

Class C (2004-3)

 

 

 

 

 

 

 

 

 

40,380,936.27

 

40,380,936.27

 

Class C (2004-4)

 

 

 

 

 

 

 

 

 

16,482,014.80

 

16,482,014.80

 

Class C (2005-1)

 

 

 

 

 

 

 

 

 

19,229,017.27

 

19,229,017.27

 

Class C (2006-1)

 

 

 

 

 

 

 

 

 

19,229,017.27

 

19,229,017.27

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

 

 

 

 

 

 

 

 

254,647,128.70

 

254,647,128.70

 

* All balances for 2004-NOVA tranche are as of End of Month.

 

8


 

N. Early Redemption Event

 

Current Month Excess Spread Amount

 

$

197,884,263.46

 

Prior Month Excess Spread Amount

 

$

168,793,549.24

 

Two Months Prior Excess Spread Amount

 

$

178,384,442.31

 

Three Month Average Excess Spread Amount

 

$

181,687,418.34

 

Is the average of the Excess Spread Amount
for preceding three months greater than $0?

 

YES

 

 

 

IN WITNESS WHEREOF, the undersigned has duly executed and delivered this Certificate this 9th day of June, 2006.

 

 

Capital One Bank,

as Administrator

 

 

By: 

/s/ Steve Richter

 

 

Name: 

Steve Richter

Title: 

Director, Corporate Accounting and Reporting

Date: 

6/09/2006

 

9