EX-99.2 3 a06-20967_1ex99d2.htm EX-99

Exhibit 99.2

 

CARD SERIES SCHEDULE TO
MONTHLY NOTEHOLDERS’ STATEMENT

 

Date:   10/10/2006

 

CAPITAL ONE MULTI-ASSET EXECUTION TRUST, ASSET POOL 1
Monthly Period Ending:  September 30, 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 October 13, 2006 and with respect to the performance of the Trust during the related Monthly Period from September 1, 2006 through September 30, 2006. Current Distribution Date is October 16, 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:

 

 

 

 

 

 

 

 

 

Per $1000 of

 

 

 

 

 

Interest Payment

 

Total Amount of

 

Outstanding Dollar

 

 

 

CUSIP Number

 

Date

 

Interest to be paid

 

Principal Amount

 

Class A (2002-1)

 

14041NAC5

 

16-Oct-06

 

2,411,111.11

 

4.8222222200

 

Class A (2003-3)

 

14041NAS0

 

16-Oct-06

 

2,402,500.00

 

4.8050000000

 

Class A (2003-4)

 

14041NAW1

 

16-Oct-06

 

2,281,250.00

 

3.0416666667

 

Class A (2003-5)

 

14041NAX9

 

16-Oct-06

 

2,419,722.22

 

4.8394444400

 

Class A (2003-6)

 

14041NAY7

 

16-Oct-06

 

1,229,166.67

 

2.4583333400

 

Class A (2003-7)

 

14041NBC4

 

16-Oct-06

 

3,558,541.67

 

4.7447222267

 

Class A (2003-A)

 

 

 

16-Oct-06

 

2,059,958.43

 

5.1498960750

 

Class A (2004-1)

 

14041NBG5

 

16-Oct-06

 

2,385,277.78

 

4.7705555600

 

Class A (2004-2)

 

14041NBL4

 

16-Oct-06

 

3,500,416.67

 

4.6672222267

 

Class A (2004-3)

 

14041NBM2

 

16-Oct-06

 

2,337,916.67

 

4.6758333400

 

Class A (2004-4)

 

14041NBN0

 

16-Oct-06

 

2,389,583.33

 

4.7791666600

 

Class A (2004-5)

 

14041NBP5

 

16-Oct-06

 

943,777.78

 

4.7188889000

 

Class A (2004-6)

 

14041NBQ3

 

15-Dec-06

 

—

 

0.0000000000

 

Class A (2004-7)

 

14041NBU4

 

15-Nov-06

 

—

 

0.0000000000

 

Class A (2004-8)

 

14041NBW0

 

16-Oct-06

 

2,350,833.33

 

4.7016666600

 

Class A (2005- 1)

 

14041NBY6

 

16-Oct-06

 

3,487,500.00

 

4.6500000000

 

Class A (2005- 2)

 

14041NCA7

 

16-Oct-06

 

1,687,500.00

 

3.3750000000

 

Class A (2005- 3)

 

14041NCC3

 

16-Oct-06

 

1,687,500.00

 

3.3750000000

 

Class A (2005- 4)

 

14041NCD1

 

16-Oct-06

 

1,376,916.67

 

4.5897222333

 

Class A (2005- 5)

 

14041NCE9

 

16-Oct-06

 

2,305,625.00

 

4.6112500000

 

Class A (2005- 6)

 

14041NCF6

 

16-Oct-06

 

6,391,183.80

 

14.0465578022

 

Class A (2005- 7)

 

14041NCH2

 

16-Oct-06

 

1,958,333.33

 

3.9166666600

 

Class A (2005- 8)

 

14041NCJ8

 

16-Oct-06

 

1,833,333.33

 

3.6666666600

 

Class A (2005- 9)

 

14041NCK5

 

16-Oct-06

 

1,516,847.22

 

4.6672222154

 

Class A (2005-10)

 

14041NCL3

 

16-Oct-06

 

2,329,305.56

 

4.6586111200

 

Class A (2005-11)

 

14041NCM1

 

16-Oct-06

 

2,312,083.33

 

4.6241666600

 

Class A (2006- 1)

 

14041NCN9

 

16-Oct-06

 

2,309,930.56

 

4.6198611200

 

Class A (2006- 2)

 

14041NCP4

 

16-Oct-06

 

2,020,833.33

 

4.0416666600

 

Class A (2006- 3)

 

14041NCQ2

 

16-Oct-06

 

1,683,333.33

 

4.2083333250

 

Class A (2006- 4)

 

14041NCR0

 

16-Oct-06

 

4,624,166.67

 

4.6241666700

 

Class A (2006- 5)

 

14041NCS8

 

16-Oct-06

 

2,320,694.44

 

4.6413888800

 

Class A (2006- 6)

 

14041N CU 3

 

16-Oct-06

 

2,208,333.33

 

4.4166666600

 

Class A (2006- 7)

 

14041NCV1

 

16-Oct-06

 

4,615,555.56

 

4.6155555600

 

Class A (2006- 8)

 

14041NCX7

 

16-Oct-06

 

1,384,666.67

 

4.6155555667

 

Class A (2006- 9)

 

14041NCY5

 

16-Oct-06

 

3,451,979.17

 

4.6026388933

 

Class A (2006-10)

 

14041NDA6

 

16-Oct-06

 

2,145,833.33

 

4.2916666600

 

Class A (2006-11)

 

14041NDB4

 

16-Oct-06

 

5,081,250.00

 

6.7750000000

 

Class A (2006-A)

 

 

 

16-Oct-06

 

—

 

0.0000000000

 

Class A (2006-B)

 

 

 

16-Oct-06

 

—

 

0.0000000000

 

Class A (2006-C)

 

 

 

16-Oct-06

 

—

 

0.0000000000

 

Total Class A

 

 

 

 

 

89,002,760.29

 

 

 

 

2


 

 

 

 

 

 

 

 

 

Per $1000 of

 

 

 

 

 

Interest Payment

 

Total Amount of

 

Outstanding Dollar

 

 

 

CUSIP Number

 

Date

 

Interest to be paid

 

Principal Amount

 

Class B (2003-3)

 

14041NAT8

 

16-Oct-06

 

562,500.00

 

3.7500000000

 

Class B (2003-4)

 

14041NAU5

 

16-Oct-06

 

1,055,722.22

 

5.2786111000

 

Class B (2003-5)

 

14041NBA8

 

16-Oct-06

 

598,750.00

 

3.9916666667

 

Class B (2003-6)

 

14041NBB6

 

16-Oct-06

 

1,261,527.78

 

5.0461111200

 

Class B (2004-1)

 

14041NBF7

 

16-Oct-06

 

1,242,152.78

 

4.9686111200

 

Class B (2004-2)

 

14041NBJ9

 

16-Oct-06

 

1,194,791.67

 

4.7791666800

 

Class B (2004-3)

 

14041NBL4

 

16-Oct-06

 

782,750.00

 

5.2183333333

 

Class B (2004-4)

 

14041NBR1

 

16-Oct-06

 

727,208.33

 

4.8480555333

 

Class B (2004-5)

 

14041NBS9

 

16-Oct-06

 

616,666.67

 

3.0833333500

 

Class B (2004-6)

 

14041NBV2

 

16-Oct-06

 

691,666.67

 

3.4583333500

 

Class B (2004-7)

 

 

 

16-Oct-06

 

2,839,133.63

 

15.3795055930

 

Class B (2005-1)

 

14041NBX8

 

16-Oct-06

 

714,583.33

 

4.0833333143

 

Class B (2005-2)

 

14041NCB5

 

16-Oct-06

 

707,833.33

 

4.7188888667

 

Class B (2005-3)

 

14041NCG4

 

16-Oct-06

 

1,531,044.67

 

15.3104467000

 

Class B (2006-1)

 

14041N CT 6

 

16-Oct-06

 

845,395.83

 

4.8308333143

 

Class B (2006-2)

 

14041YAA5

 

16-Oct-06

 

1,633,527.78

 

4.6672222286

 

Total Class B

 

 

 

 

 

17,005,254.69

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2002-1)

 

14041NAB7

 

16-Oct-06

 

1,043,666.67

 

6.9577778000

 

Class C (2003-1)

 

14041NAP6

 

16-Oct-06

 

1,696,388.89

 

6.7855555600

 

Class C (2003-3)

 

14041NAV3

 

16-Oct-06

 

1,631,805.56

 

6.5272222400

 

Class C (2003-4)

 

14041NAZ4

 

16-Oct-06

 

1,250,000.00

 

5.0000000000

 

Class C (2003-5)

 

14041NBD2

 

16-Oct-06

 

837,000.00

 

5.5800000000

 

Class C (2003-A)

 

14041NAE1

 

16-Oct-06

 

738,833.33

 

7.3883333000

 

Class C (2004-1)

 

14041NBE0

 

16-Oct-06

 

566,666.67

 

2.8333333500

 

Class C (2004-2)

 

14041NBH3

 

16-Oct-06

 

549,388.89

 

5.4938889000

 

Class C (2004-3)

 

 

 

15-Dec-06

 

—

 

0.0000000000

 

Class C (2004-4)

 

14041NBT7

 

16-Oct-06

 

772,416.67

 

5.1494444667

 

Class C (2005-1)

 

14041NBZ3

 

16-Oct-06

 

863,479.17

 

4.9341666857

 

Class C (2006-1)

 

14041NCW9

 

16-Oct-06

 

846,902.78

 

4.8394444571

 

Class C (2006-2)

 

14041NCZ2

 

16-Oct-06

 

484,805.56

 

4.8480556000

 

Total Class C

 

 

 

 

 

11,281,354.19

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

 

 

117,289,369.17

 

 

 

 

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

 

3


 

B.            Principal to be paid on the Distribution Date:

 

 

 

 

 

 

 

Total Amount of

 

Per $1000 of

 

 

 

CUSIP Number

 

Interest Payment
Date

 

Principal to be
paid

 

Outstanding Dollar
Principal Amount

 

Class A (2003-6)

 

14041NAY7

 

16-Oct-06

 

500,000,000.00

 

1,000.0000000000

 

 

4


 

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

 

 

 

 

 

Outstanding

 

Adjusted

 

Nominal

 

 

 

Initial Dollar

 

Dollar Principal

 

Outstanding Dollar

 

Liquidation

 

 

 

Principal Amount

 

Amount

 

Principal Amount

 

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

 

Class A (2006- 8)

 

300,000,000.00

 

300,000,000.00

 

300,000,000.00

 

300,000,000.00

 

Class A (2006- 9)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

 

5


 

 

 

 

 

Outstanding

 

Adjusted

 

Nominal

 

 

 

Initial Dollar

 

Dollar Principal

 

Outstanding Dollar

 

Liquidation

 

 

 

Principal Amount

 

Amount

 

Principal Amount

 

Amount

 

Class A (2006-10)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-11)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2006-A)

 

—

 

—

 

—

 

—

 

Class A (2006-B)

 

—

 

—

 

—

 

—

 

Class A (2006-C)

 

—

 

—

 

—

 

—

 

Total Class A

 

21,630,000,000.00

 

21,630,000,000.00

 

21,630,000,000.00

 

21,630,000,000.00

 

 

 

 

 

 

 

 

 

 

 

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

 

Class B (2006-2)

 

350,000,000.00

 

350,000,000.00

 

350,000,000.00

 

350,000,000.00

 

Total Class B

 

3,084,605,000.00

 

3,084,605,000.00

 

3,084,605,000.00

 

3,084,605,000.00

 

 

 

 

 

 

 

 

 

 

 

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 (2003-3)

 

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

 

Class C (2006-2)

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

100,000,000.00

 

Total Class C

 

2,417,500,000.00

 

2,417,500,000.00

 

2,417,500,000.00

 

2,417,500,000.00

 

 

6


 

 

 

 

 

Outstanding

 

Adjusted

 

Nominal

 

 

 

Initial Dollar

 

Dollar Principal

 

Outstanding Dollar

 

Liquidation

 

 

 

Principal Amount

 

Amount

 

Principal Amount

 

Amount

 

Class D (2002-1)

 

 

 

282,426,684.91

 

282,426,684.91

 

282,426,684.91

 

Total

 

27,132,105,000.00

 

27,414,531,684.91

 

27,414,531,684.91

 

27,414,531,684.91

 

 

7


 

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)

 

 

 

 

 

 

 

 

 

Reimbursements

 

 

 

 

 

 

 

 

 

 

 

End of Month

 

Increase due to

 

 

 

of Nominal

 

Reductions due

 

 

 

Reductions due to

 

Nominal

 

 

 

Nominal

 

accretions of

 

Withdrawal from

 

Liquidation

 

to reallocation of

 

Reduction due to

 

deposits into the

 

Liquidation

 

 

 

Liquidation

 

Principal for

 

Principal Funding

 

Amount from

 

Card Series

 

Investor

 

Principal Funding

 

Amount as of the

 

 

 

Amount

 

Discount Notes

 

sub-Account

 

Available Funds

 

Principal Amounts

 

Charge-offs

 

sub-Account

 

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

 

Class A (2006- 8)

 

300,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

300,000,000.00

 

 

8


 

 

 

 

 

 

 

 

 

Reimbursements

 

 

 

 

 

 

 

 

 

 

 

End of Month

 

Increase due to

 

 

 

of Nominal

 

Reductions due

 

 

 

Reductions due to

 

Nominal

 

 

 

Nominal

 

accretions of

 

Withdrawal from

 

Liquidation

 

to reallocation of

 

Reduction due to

 

deposits into the

 

Liquidation

 

 

 

Liquidation

 

Principal for

 

Principal Funding

 

Amount from

 

Card Series

 

Investor

 

Principal Funding

 

Amount as of the

 

 

 

Amount

 

Discount Notes

 

sub-Account

 

Available Funds

 

Principal Amounts

 

Charge-offs

 

sub-Account

 

Distribution Date*

 

Class A (2006- 9)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2006-10)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006-11)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2006-A)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2006-B)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2006-C)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Total Class A

 

21,630,000,000.00

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

21,130,000,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

Class B (2006-2)

 

350,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

350,000,000.00

 

Total Class B

 

3,084,605,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

3,084,605,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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 (2003-3)

 

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

 

 

9


 

 

 

 

 

 

 

 

 

 

Reimbursements

 

 

 

 

 

 

 

 

 

 

 

End of Month

 

Increase due to

 

 

 

of Nominal

 

Reductions due

 

 

 

Reductions due to

 

Nominal

 

 

 

Nominal

 

accretions of

 

Withdrawal from

 

Liquidation

 

to reallocation of

 

Reduction due to

 

deposits into the

 

Liquidation

 

 

 

Liquidation

 

Principal for

 

Principal Funding

 

Amount from

 

Card Series

 

Investor

 

Principal Funding

 

Amount as of the

 

 

 

Amount

 

Discount Notes

 

sub-Account

 

Available Funds

 

Principal Amounts

 

Charge-offs

 

sub-Account

 

Distribution Date*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2005-1)

 

175,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

175,000,000.00

 

Class C (2006-1)

 

175,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

175,000,000.00

 

Class C (2006-2)

 

100,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

100,000,000.00

 

Total Class C

 

2,417,500,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

2,417,500,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class D (2002-1)

 

282,426,684.91

 

—

 

—

 

—

 

—

 

—

 

—

 

277,375,842.08

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

27,414,531,684.91

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

26,909,480,842.08

 

 

* This report does not capture any new issuances or increases 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:

 

 

 

 

 

 

 

 

 

 

 

Amounts withdrawn

 

 

 

 

 

 

 

 

 

 

 

Previous shortfalls

 

 

 

from the Principal

 

 

 

 

 

 

 

Beginning

 

Targeted Deposit

 

of targeted

 

 

 

Funding

 

Ending

 

 

 

 

 

Principal Funding

 

to Principal

 

deposits to the

 

Actual Deposit to

 

sub-Account for

 

Principal Funding

 

Principal Funding

 

 

 

sub-Account

 

Funding

 

Principal Funding

 

Principal Funding

 

payment to

 

sub-Account

 

sub-Account

 

 

 

Balance

 

sub-Account

 

Sub-Accout

 

sub-Account

 

Noteholders

 

Balance

 

Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2003-6)

 

—

 

500,000,000.00

 

—

 

500,000,000.00

 

500,000,000.00

 

—

 

—

 

 

10


 

F. Targeted Deposits to Interest Funding sub-Accounts:

 

 

 

 

 

 

 

 

 

 

 

 

 

Amounts withdrawn

 

 

 

 

 

 

 

 

 

Beginning Interest

 

Targeted Deposit

 

Previous Shortfalls

 

 

 

from the Interest

 

Ending

 

 

 

 

 

 

 

Funding

 

to Interest

 

of targeted deposits

 

Actual Deposit to

 

Funding sub-Account

 

Interest Funding

 

Interest Funding

 

 

 

Applicable

 

sub-Account

 

Funding

 

to the Interest

 

Interest Funding

 

for payment to

 

sub-Account

 

sub-Account

 

 

 

Interest Rates

 

Balance (1)

 

sub-Account

 

Funding sub-Account

 

sub-Account (2)

 

Noteholder’s (3)

 

Balance (1)

 

Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2002-1)

 

5.600

%

—

 

2,411,111.11

 

—

 

2,411,111.11

 

(2,411,111.11

)

—

 

0.00

 

Class A (2003-3)

 

5.580

%

—

 

2,402,500.00

 

—

 

2,402,500.00

 

(2,402,500.00

)

—

 

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)

 

5.620

%

—

 

2,419,722.22

 

—

 

2,419,722.22

 

(2,419,722.22

)

—

 

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)

 

5.510

%

—

 

3,558,541.67

 

—

 

3,558,541.67

 

(3,558,541.67

)

—

 

0.00

 

Class A (2003-A)

 

5.720

%

—

 

2,059,958.43

 

—

 

2,059,958.43

 

(2,059,958.43

)

—

 

0.00

 

Class A (2004-1)

 

5.540

%

—

 

2,385,277.78

 

—

 

2,385,277.78

 

(2,385,277.78

)

—

 

0.00

 

Class A (2004-2)

 

5.420

%

—

 

3,500,416.67

 

—

 

3,500,416.67

 

(3,500,416.67

)

—

 

0.00

 

Class A (2004-3)

 

5.430

%

—

 

2,337,916.67

 

—

 

2,337,916.67

 

(2,337,916.67

)

—

 

0.00

 

Class A (2004-4)

 

5.550

%

—

 

2,389,583.33

 

—

 

2,389,583.33

 

(2,389,583.33

)

—

 

0.00

 

Class A (2004-5)

 

5.480

%

—

 

943,777.78

 

—

 

943,777.78

 

(943,777.78

)

—

 

0.00

 

Class A (2004-6)

 

5.430

%

—

 

3,506,875.00

 

—

 

3,506,875.00

 

—

 

3,506,875.00

 

18,217.89

 

Class A (2004-7)

 

5.555

%

2,391,736.11

 

2,391,736.11

 

—

 

2,391,736.11

 

—

 

4,783,472.22

 

3,907.73

 

Class A (2004-8)

 

5.460

%

—

 

2,350,833.33

 

—

 

2,350,833.33

 

(2,350,833.33

)

—

 

0.00

 

Class A (2004-NOVA)

 

—

 

27,979,163.95

 

6,857,167.65

 

—

 

6,712,792.65

 

—

 

32,272,718.83

 

127,729.68

 

Class A (2005- 1)

 

5.400

%

—

 

3,487,500.00

 

—

 

3,487,500.00

 

(3,487,500.00

)

—

 

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)

 

5.330

%

—

 

1,376,916.67

 

—

 

1,376,916.67

 

(1,376,916.67

)

—

 

0.00

 

Class A (2005- 5)

 

5.355

%

—

 

2,305,625.00

 

—

 

2,305,625.00

 

(2,305,625.00

)

—

 

0.00

 

Class A (2005- 6)

 

5.557

%

4,213,967.34

 

2,177,216.46

 

—

 

2,177,216.46

 

(6,391,183.80

)

—

 

12,537.24

 

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)

 

5.420

%

—

 

1,516,847.22

 

—

 

1,516,847.22

 

(1,516,847.22

)

—

 

0.00

 

Class A (2005-10)

 

5.410

%

—

 

2,329,305.56

 

—

 

2,329,305.56

 

(2,329,305.56

)

—

 

0.00

 

Class A (2005-11)

 

5.370

%

—

 

2,312,083.33

 

—

 

2,312,083.33

 

(2,312,083.33

)

—

 

0.00

 

Class A (2006- 1)

 

5.365

%

—

 

2,309,930.56

 

—

 

2,309,930.56

 

(2,309,930.56

)

—

 

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)

 

5.370

%

—

 

4,624,166.67

 

—

 

4,624,166.67

 

(4,624,166.67

)

—

 

0.00

 

Class A (2006- 5)

 

5.390

%

—

 

2,320,694.44

 

—

 

2,320,694.44

 

(2,320,694.44

)

—

 

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)

 

5.360

%

—

 

4,615,555.56

 

—

 

4,615,555.56

 

(4,615,555.56

)

—

 

0.00

 

Class A (2006- 8)

 

5.360

%

—

 

1,384,666.67

 

—

 

1,384,666.67

 

(1,384,666.67

)

—

 

0.00

 

Class A (2006- 9)

 

5.345

%

—

 

3,451,979.17

 

—

 

3,451,979.17

 

(3,451,979.17

)

—

 

0.00

 

Class A (2006-10)

 

5.150

%

—

 

2,145,833.33

 

—

 

2,145,833.33

 

(2,145,833.33

)

—

 

0.00

 

Class A (2006-11)

 

5.420

%

—

 

5,081,250.00

 

—

 

5,081,250.00

 

(5,081,250.00

)

—

 

0.00

 

 

11


 

 

 

 

 

 

 

 

 

 

 

 

 

Amounts withdrawn

 

 

 

 

 

 

 

 

 

Beginning Interest

 

Targeted Deposit

 

Previous Shortfalls

 

 

 

from the Interest

 

Ending

 

 

 

 

 

 

 

Funding

 

to Interest

 

of targeted deposits

 

Actual Deposit to

 

Funding sub-Account

 

Interest Funding

 

Interest Funding

 

 

 

Applicable

 

sub-Account

 

Funding

 

to the Interest

 

Interest Funding

 

for payment to

 

sub-Account

 

sub-Account

 

 

 

Interest Rates

 

Balance (1)

 

sub-Account

 

Funding sub-Account

 

sub-Account (2)

 

Noteholder’s (3)

 

Balance (1)

 

Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-A)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Class A (2006-B)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Class A (2006-C)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Total Class A

 

 

 

34,584,867.40

 

97,544,571.71

 

—

 

97,400,196.71

 

(89,002,760.29

)

40,563,066.05

 

162,392.54

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

4.500

%

—

 

562,500.00

 

—

 

562,500.00

 

(562,500.00

)

—

 

0.00

 

Class B (2003-4)

 

6.130

%

—

 

1,055,722.22

 

—

 

1,055,722.22

 

(1,055,722.22

)

—

 

0.00

 

Class B (2003-5)

 

4.790

%

—

 

598,750.00

 

—

 

598,750.00

 

(598,750.00

)

—

 

0.00

 

Class B (2003-6)

 

5.860

%

—

 

1,261,527.78

 

—

 

1,261,527.78

 

(1,261,527.78

)

—

 

0.00

 

Class B (2004-1)

 

5.770

%

—

 

1,242,152.78

 

—

 

1,242,152.78

 

(1,242,152.78

)

—

 

0.00

 

Class B (2004-2)

 

5.550

%

—

 

1,194,791.67

 

—

 

1,194,791.67

 

(1,194,791.67

)

—

 

0.00

 

Class B (2004-3)

 

6.060

%

—

 

782,750.00

 

—

 

782,750.00

 

(782,750.00

)

—

 

0.00

 

Class B (2004-4)

 

5.630

%

—

 

727,208.33

 

—

 

727,208.33

 

(727,208.33

)

—

 

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)

 

6.084

%

1,934,354.78

 

904,778.85

 

—

 

904,778.85

 

(2,839,133.63

)

—

 

5,548.37

 

Class B (2005-1)

 

4.900

%

—

 

714,583.33

 

—

 

714,583.33

 

(714,583.33

)

—

 

0.00

 

Class B (2005-2)

 

5.480

%

—

 

707,833.33

 

—

 

707,833.33

 

(707,833.33

)

—

 

0.00

 

Class B (2005-3)

 

6.057

%

1,009,480.00

 

521,564.67

 

—

 

521,564.67

 

(1,531,044.67

)

—

 

3,175.35

 

Class B (2006-1)

 

5.610

%

—

 

845,395.83

 

—

 

845,395.83

 

(845,395.83

)

—

 

0.00

 

Class B (2006-2)

 

5.420

%

—

 

1,633,527.78

 

—

 

1,633,527.78

 

(1,633,527.78

)

—

 

0.00

 

Total Class B

 

 

 

2,943,834.78

 

14,061,419.91

 

—

 

14,061,419.91

 

(17,005,254.69

)

—

 

8,723.72

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2002-1)

 

8.080

%

—

 

1,043,666.67

 

—

 

1,043,666.67

 

(1,043,666.67

)

—

 

0.00

 

Class C (2003-1)

 

7.880

%

—

 

1,696,388.89

 

—

 

1,696,388.89

 

(1,696,388.89

)

—

 

0.00

 

Class C (2003-3)

 

7.580

%

—

 

1,631,805.56

 

—

 

1,631,805.56

 

(1,631,805.56

)

—

 

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)

 

6.480

%

—

 

837,000.00

 

—

 

837,000.00

 

(837,000.00

)

—

 

0.00

 

Class C (2003-A)

 

8.580

%

—

 

738,833.33

 

—

 

738,833.33

 

(738,833.33

)

—

 

0.00

 

Class C (2004-1)

 

3.400

%

—

 

566,666.67

 

—

 

566,666.67

 

(566,666.67

)

—

 

0.00

 

Class C (2004-2)

 

6.380

%

—

 

549,388.89

 

—

 

549,388.89

 

(549,388.89

)

—

 

0.00

 

Class C (2004-3)

 

6.399

%

—

 

1,959,693.75

 

—

 

1,959,693.75

 

—

 

1,959,693.75

 

10,443.68

 

Class C (2004-4)

 

5.980

%

—

 

772,416.67

 

—

 

772,416.67

 

(772,416.67

)

—

 

0.00

 

Class C (2005-1)

 

5.730

%

—

 

863,479.17

 

—

 

863,479.17

 

(863,479.17

)

—

 

0.00

 

Class C (2006-1)

 

5.620

%

—

 

846,902.78

 

—

 

846,902.78

 

(846,902.78

)

—

 

0.00

 

Class C (2006-2)

 

5.630

%

—

 

484,805.56

 

—

 

484,805.56

 

(484,805.56

)

—

 

0.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

 

 

—

 

13,241,047.94

 

—

 

13,241,047.94

 

(11,281,354.19

)

1,959,693.75

 

10,443.68

 

 

 

12


 

 

 

 

 

 

 

 

 

 

 

 

 

Amounts withdrawn

 

 

 

 

 

 

 

 

 

Beginning Interest

 

Targeted Deposit

 

Previous Shortfalls

 

 

 

from the Interest

 

Ending

 

 

 

 

 

 

 

Funding

 

to Interest

 

of targeted deposits

 

Actual Deposit to

 

Funding sub-Account

 

Interest Funding

 

Interest Funding

 

 

 

Applicable

 

sub-Account

 

Funding

 

to the Interest

 

Interest Funding

 

for payment to

 

sub-Account

 

sub-Account

 

 

 

Interest Rates

 

Balance (1)

 

sub-Account

 

Funding sub-Account

 

sub-Account (2)

 

Noteholder’s (3)

 

Balance (1)

 

Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

37,528,702.18

 

124,847,039.56

 

—

 

124,702,664.56

 

(117,289,369.17

)

42,522,759.80

 

181,559.94

 

 

(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.

 

G. Class C Reserve sub-Accounts:

 

 

 

Beginning Class C

 

Targeted Deposit

 

 

 

Withdrawls from

 

Ending Class C

 

 

 

 

 

Reserve

 

to Class C

 

Actual Deposit to

 

Class C Reserve

 

Reserve

 

Class C Reserve

 

 

 

sub-Account

 

Reserve

 

Class C Reserve

 

sub-Account

 

sub-Account

 

sub-Account

 

 

 

Balance

 

sub-Account

 

sub-Account

 

Balance

 

Balance

 

Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

Beginning Class D

 

Targeted Deposit

 

 

 

Withdrawls from

 

Ending Class D

 

 

 

 

 

Reserve

 

to Class D

 

Actual Deposit to

 

Class D Reserve

 

Reserve

 

Class D Reserve

 

 

 

sub-Account

 

Reserve

 

Class D Reserve

 

sub-Account

 

sub-Account

 

sub-Account

 

 

 

Balance

 

sub-Account

 

sub-Account

 

Balance

 

Balance

 

Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

13


 

I. Targeted Deposits to Accumulation Reserve sub-Accounts:

 

 

 

 

Beginning

 

 

 

 

 

 

 

Withdrawls from

 

Ending

 

 

 

 

 

Accumulation

 

Targeted Deposit

 

Actual Deposit to

 

Withdrawls from

 

Accumulation

 

Accumulation

 

Accumulation

 

 

 

Reserve

 

to Accumulation

 

Accumulation

 

Accumulation

 

Reserve Account

 

Reserve

 

Reserve

 

 

 

sub-Account

 

Reserve

 

Reserve

 

Reserve Account

 

for payments to

 

sub-Account

 

sub-Account

 

 

 

Balance

 

sub-Account

 

sub-Account

 

for interest

 

Issuer

 

Balance

 

Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

Class A Usage of

 

Class A Usage of

 

Class A Usage of

 

 

 

 

 

 

 

 

 

Class B

 

Class C

 

Class D

 

Cumulative Class

 

Cumulative Class

 

Cumulative Class

 

 

 

Subordination

 

Subordination

 

Subordination

 

A Usage of Class

 

A Usage of Class

 

A Usage of Class

 

 

 

Amount for this

 

Amount for this

 

Amount for this

 

B Subordination

 

C Subordination

 

D Subordination

 

 

 

Monthly Period

 

Monthly Period

 

Monthly Period

 

Amount

 

Amount

 

Amount

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

Class B Usage of

 

Class B Usage of

 

 

 

 

 

 

 

Class C

 

Class D

 

Cumulative Class

 

Cumulative Class

 

 

 

Subordination

 

Subordination

 

B Usage of Class

 

B Usage of Class

 

 

 

Amount for this

 

Amount for this

 

C Subordination

 

D Subordination

 

 

 

Monthly Period

 

Monthly Period

 

Amount

 

Amount

 

 

 

 

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

14


 

L. Class C Usage of Class D Subordination Amounts:

 

 

 

Class C Usage of

 

 

 

 

 

Class D

 

Cumulative Class C

 

 

 

Subordination

 

Usage of Class D

 

 

 

Amount for this

 

Subordination

 

 

 

Monthly Period

 

Amount

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

15


 

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

 

Available

 

Required

 

Available

 

Required

 

Available

 

 

 

Subordination

 

Subordination

 

Subordination

 

Subordination

 

Subordination

 

Subordination

 

 

 

Amount from

 

Amount from

 

Amount from

 

Amount from

 

Amount from

 

Amount from

 

 

 

Class B Notes

 

Class B Notes

 

Class C Notes

 

Class C Notes

 

Class D Notes

 

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)

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

Class A (2006- 8)

 

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 (2006- 9)

 

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 (2006-10)

 

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 (2006-11)

 

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 (2006-A)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

16


 

 

 

Required

 

Available

 

Required

 

Available

 

Required

 

Available

 

 

 

Subordination

 

Subordination

 

Subordination

 

Subordination

 

Subordination

 

Subordination

 

 

 

Amount from

 

Amount from

 

Amount from

 

Amount from

 

Amount from

 

Amount from

 

 

 

Class B Notes

 

Class B Notes

 

Class C Notes

 

Class C Notes

 

Class D Notes

 

Class D Notes

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-B)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-C)

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

2,128,559,420.00

 

2,128,559,420.00

 

1,783,654,940.00

 

1,783,654,940.00

 

261,315,370.00

 

261,315,370.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

 

 

 

 

84,044,678.98

 

84,044,678.98

 

12,007,084.48

 

12,007,084.48

 

Class B (2003-4)

 

 

 

 

 

112,059,571.97

 

112,059,571.97

 

16,009,445.97

 

16,009,445.97

 

Class B (2003-5)

 

 

 

 

 

84,044,678.98

 

84,044,678.98

 

12,007,084.48

 

12,007,084.48

 

Class B (2003-6)

 

 

 

 

 

140,074,464.97

 

140,074,464.97

 

20,011,807.47

 

20,011,807.47

 

Class B (2004-1)

 

 

 

 

 

140,074,464.97

 

140,074,464.97

 

20,011,807.47

 

20,011,807.47

 

Class B (2004-2)

 

 

 

 

 

140,074,464.97

 

140,074,464.97

 

20,011,807.47

 

20,011,807.47

 

Class B (2004-3)

 

 

 

 

 

84,044,678.98

 

84,044,678.98

 

12,007,084.48

 

12,007,084.48

 

Class B (2004-4)

 

 

 

 

 

84,044,678.98

 

84,044,678.98

 

12,007,084.48

 

12,007,084.48

 

Class B (2004-5)

 

 

 

 

 

112,059,571.97

 

112,059,571.97

 

16,009,445.97

 

16,009,445.97

 

Class B (2004-6)

 

 

 

 

 

112,059,571.97

 

112,059,571.97

 

16,009,445.97

 

16,009,445.97

 

Class B (2004-7)

 

 

 

 

 

103,433,786.42

 

103,433,786.42

 

14,777,118.87

 

14,777,118.87

 

Class B (2005-1)

 

 

 

 

 

98,052,125.48

 

98,052,125.48

 

14,008,265.22

 

14,008,265.22

 

Class B (2005-2)

 

 

 

 

 

84,044,678.98

 

84,044,678.98

 

12,007,084.48

 

12,007,084.48

 

Class B (2005-3)

 

 

 

 

 

56,029,785.99

 

56,029,785.99

 

8,004,722.98

 

8,004,722.98

 

Class B (2006-1)

 

 

 

 

 

98,052,125.48

 

98,052,125.48

 

14,008,265.22

 

14,008,265.22

 

Class B (2006-2)

 

 

 

 

 

196,104,250.95

 

196,104,250.95

 

28,016,530.45

 

28,016,530.45

 

Total Class B

 

 

 

 

 

1,728,297,580.04

 

1,728,297,580.04

 

246,914,085.46

 

246,914,085.46

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2002-1)

 

 

 

 

 

 

 

 

 

17,210,496.92

 

17,210,496.92

 

Class C (2003-1)

 

 

 

 

 

 

 

 

 

28,684,161.54

 

28,684,161.54

 

Class C (2003-3)

 

 

 

 

 

 

 

 

 

28,684,161.54

 

28,684,161.54

 

Class C (2003-4)

 

 

 

 

 

 

 

 

 

28,684,161.54

 

28,684,161.54

 

Class C (2003-5)

 

 

 

 

 

 

 

 

 

17,210,496.92

 

17,210,496.92

 

Class C (2003-A)

 

 

 

 

 

 

 

 

 

11,473,664.62

 

11,473,664.62

 

Class C (2004-1)

 

 

 

 

 

 

 

 

 

22,947,329.23

 

22,947,329.23

 

Class C (2004-2)

 

 

 

 

 

 

 

 

 

11,473,664.62

 

11,473,664.62

 

Class C (2004-3)

 

 

 

 

 

 

 

 

 

42,165,717.47

 

42,165,717.47

 

Class C (2004-4)

 

 

 

 

 

 

 

 

 

17,210,496.92

 

17,210,496.92

 

Class C (2005-1)

 

 

 

 

 

 

 

 

 

20,078,913.07

 

20,078,913.07

 

Class C (2006-1)

 

 

 

 

 

 

 

 

 

20,078,913.07

 

20,078,913.07

 

Class C (2006-2)

 

 

 

 

 

 

 

 

 

11,473,664.62

 

11,473,664.62

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

 

 

 

 

 

 

 

 

277,375,842.08

 

277,375,842.08

 

 

* All balances for 2004-NOVA, 2006-AA, 2006-AB and 2006-AC tranches are as of End of Month.

 

17


 

N. Early Redemption Event

 

Current Month Excess Spread Amount

 

$

183,000,933.09

 

 

 

 

 

Prior Month Excess Spread Amount

 

$

196,961,346.01

 

 

 

 

 

Two Months Prior Excess Spread Amount

 

$

200,468,442.73

 

 

 

 

 

Three Month Average Excess Spread Amount

 

$

193,476,907.28

 

 

 

 

 

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 10th day of October, 2006.

 

 

 

Capital One Bank,

 

 

as Administrator

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

/s/ Steve Richter

 

 

 

 

 

Name:

 

Steve Richter

 

Title:

 

Vice President, Accounting

 

Date:

 

10/10/2006

 

18