EX-99.2 3 a07-23662_1ex99d2.htm EX-99.2

Exhibit 99.2

 

CARD SERIES SCHEDULE TO
MONTHLY NOTEHOLDERS’ STATEMENT

 

Date:   9/11/2007

 

CAPITAL ONE MULTI-ASSET EXECUTION TRUST, ASSET POOL 1
Monthly Period Ending:  August 31, 2007

 

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 September 14, 2007 and with respect to the performance of the Trust during the related Monthly Period from August 1, 2007 through August 31, 2007. Current Distribution Date is September 17, 2007.

 

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, January 13, 2006, March 23, 2007 and July 1, 2007

 

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

 

17-Sep-07

 

2,695,572.92

 

5.3911458400

 

Class A (2003-3)

 

14041NAS0

 

17-Sep-07

 

2,686,406.25

 

5.3728125000

 

Class A (2003-4)

 

14041NAW1

 

17-Sep-07

 

2,281,250.00

 

3.0416666667

 

Class A (2003-5)

 

14041NAX9

 

17-Sep-07

 

2,704,739.58

 

5.4094791600

 

Class A (2003-7)

 

14041NBC4

 

17-Sep-07

 

3,981,484.38

 

5.3086458400

 

Class A (2003-A)

 

 

 

17-Sep-07

 

2,200,458.33

 

5.5011458250

 

Class A (2004-1)

 

14041NBG5

 

17-Sep-07

 

2,668,072.92

 

5.3361458400

 

Class A (2004-2)

 

14041NBL4

 

17-Sep-07

 

3,919,609.38

 

5.2261458400

 

Class A (2004-3)

 

14041NBM2

 

17-Sep-07

 

2,617,656.25

 

5.2353125000

 

Class A (2004-4)

 

14041NBN0

 

17-Sep-07

 

2,672,656.25

 

5.3453125000

 

Class A (2004-5)

 

14041NBP5

 

17-Sep-07

 

1,056,229.17

 

5.2811458500

 

Class A (2004-7)

 

14041NBU4

 

15-Nov-07

 

—

 

0.0000000000

 

Class A (2004-8)

 

14041NBW0

 

17-Sep-07

 

2,631,406.25

 

5.2628125000

 

Class A (2005- 1)

 

14041NBY6

 

17-Sep-07

 

3,905,859.38

 

5.2078125067

 

Class A (2005- 2)

 

14041NCA7

 

17-Sep-07

 

1,687,500.00

 

3.3750000000

 

Class A (2005- 3)

 

14041NCC3

 

17-Sep-07

 

1,687,500.00

 

3.3750000000

 

Class A (2005- 4)

 

14041NCD1

 

17-Sep-07

 

1,543,093.75

 

5.1436458333

 

Class A (2005- 5)

 

14041NCE9

 

17-Sep-07

 

2,583,281.25

 

5.1665625000

 

Class A (2005- 6)

 

14041NCF6

 

15-Oct-07

 

—

 

0.0000000000

 

Class A (2005- 7)

 

14041NCH2

 

17-Sep-07

 

1,958,333.33

 

3.9166666600

 

Class A (2005- 8)

 

14041NCJ8

 

17-Sep-07

 

1,833,333.33

 

3.6666666600

 

Class A (2005- 9)

 

14041NCK5

 

17-Sep-07

 

1,698,497.40

 

5.2261458462

 

Class A (2005-10)

 

14041NCL3

 

17-Sep-07

 

2,608,489.58

 

5.2169791600

 

Class A (2005-11)

 

14041NCM1

 

17-Sep-07

 

2,590,156.25

 

5.1803125000

 

Class A (2006- 1)

 

14041NCN9

 

17-Sep-07

 

2,587,864.58

 

5.1757291600

 

Class A (2006- 2)

 

14041NCP4

 

17-Sep-07

 

2,020,833.33

 

4.0416666600

 

Class A (2006- 3)

 

14041NCQ2

 

17-Sep-07

 

1,683,333.33

 

4.2083333250

 

Class A (2006- 4)

 

14041NCR0

 

17-Sep-07

 

5,180,312.50

 

5.1803125000

 

Class A (2006- 5)

 

14041NCS8

 

17-Sep-07

 

2,599,322.92

 

5.1986458400

 

Class A (2006- 6)

 

14041N CU 3

 

17-Sep-07

 

2,208,333.33

 

4.4166666600

 

Class A (2006- 7)

 

14041NCV1

 

17-Sep-07

 

5,171,145.83

 

5.1711458300

 

Class A (2006- 8)

 

14041NCX7

 

17-Sep-07

 

1,551,343.75

 

5.1711458333

 

Class A (2006- 9)

 

14041NCY5

 

17-Sep-07

 

3,868,046.88

 

5.1573958400

 

Class A (2006-10)

 

14041NDA6

 

17-Sep-07

 

2,145,833.33

 

4.2916666600

 

Class A (2006-11)

 

14041NDB4

 

17-Sep-07

 

3,919,609.38

 

5.2261458400

 

Class A (2006-12)

 

14041NDC2

 

17-Sep-07

 

2,599,322.92

 

5.1986458400

 

Class A (2006-13)

 

14041NDE8

 

17-Sep-07

 

2,562,656.25

 

5.1253125000

 

Class A (2006-14)

 

14041N DF 5

 

17-Sep-07

 

2,576,406.25

 

5.1528125000

 

Class A (2006-A)

 

 

 

17-Sep-07

 

—

 

0.0000000000

 

Class A (2006-B)

 

 

 

17-Sep-07

 

—

 

0.0000000000

 

Class A (2006-C)

 

 

 

17-Sep-07

 

—

 

0.0000000000

 

 

2


 

 

 

 

 

 

 

 

 

Per $1000 of

 

 

 

 

 

Interest Payment

 

Total Amount of

 

Outstanding Dollar

 

 

 

CUSIP Number

 

Date

 

Interest to be paid

 

Principal Amount

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-D)

 

 

 

17-Sep-07

 

—

 

0.0000000000

 

Class A (2006-E)

 

 

 

17-Sep-07

 

—

 

0.0000000000

 

Class A (2007- 1)

 

14041NDG3

 

17-Sep-07

 

3,243,424.48

 

5.1894791680

 

Class A (2007- 2)

 

14041NDL2

 

17-Sep-07

 

3,651,885.42

 

5.2169791714

 

Class A (2007- 3)

 

14041NDP3

 

17-Sep-07

 

3,857,734.38

 

5.1436458400

 

Class A (2007- 4)

 

14041NDS7

 

17-Sep-07

 

3,878,359.38

 

5.1711458400

 

Class A (2007- A)

 

U13554 AD9

 

17-Sep-07

 

866,666.67

 

4.3333333500

 

Class A (2007-5)

 

14041N DT5

 

17-Sep-07

 

3,108,187.50

 

5.1803125000

 

Class A (2007-6)

 

14041N DW8

 

17-Sep-07

 

5,721,111.11

 

5.7211111100

 

Total Class A

 

 

 

 

 

119,213,319.47

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

14041NAT8

 

17-Sep-07

 

562,500.00

 

3.7500000000

 

Class B (2003-4)

 

14041NAU5

 

17-Sep-07

 

1,175,395.83

 

5.8769791500

 

Class B (2003-5)

 

14041NBA8

 

17-Sep-07

 

598,750.00

 

3.9916666667

 

Class B (2003-6)

 

14041NBB6

 

17-Sep-07

 

1,407,369.79

 

5.6294791600

 

Class B (2004-1)

 

14041NBF7

 

17-Sep-07

 

1,386,744.79

 

5.5469791600

 

Class B (2004-3)

 

14041NBL4

 

17-Sep-07

 

871,921.88

 

5.8128125333

 

Class B (2004-6)

 

14041NBV2

 

17-Sep-07

 

691,666.67

 

3.4583333500

 

Class B (2004-7)

 

 

 

15-Oct-07

 

—

 

0.0000000000

 

Class B (2005-1)

 

14041NBX8

 

17-Sep-07

 

714,583.33

 

4.0833333143

 

Class B (2005-2)

 

14041NCB5

 

17-Sep-07

 

792,171.88

 

5.2811458667

 

Class B (2005-3)

 

14041NCG4

 

15-Oct-07

 

—

 

0.0000000000

 

Class B (2006-1)

 

14041N CT 6

 

17-Sep-07

 

945,054.69

 

5.4003125143

 

Class B (2006-2)

 

14041YAA5

 

17-Sep-07

 

1,829,151.04

 

5.2261458286

 

Class B (2007- 1)

 

14041NDH1

 

17-Sep-07

 

1,886,901.04

 

5.3911458286

 

Class B (2007- 2)

 

14041NDM0

 

17-Sep-07

 

912,169.27

 

5.2123958286

 

Class B (2007- 3)

 

14041NDQ1

 

17-Sep-07

 

1,052,083.33

 

4.2083333200

 

Class B (2007- 4)

 

14041NDR9

 

17-Sep-07

 

1,306,536.46

 

5.2261458400

 

Class B (2007- 5)

 

14041NDV0

 

17-Sep-07

 

675,000.00

 

4.5000000000

 

Total Class B

 

 

 

 

 

16,808,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2002-1)

 

14041NAB7

 

17-Sep-07

 

1,149,671.88

 

7.6644792000

 

Class C (2003-1)

 

14041NAP6

 

17-Sep-07

 

1,870,286.46

 

7.4811458400

 

Class C (2003-3)

 

14041NAV3

 

17-Sep-07

 

1,801,536.46

 

7.2061458400

 

Class C (2003-4)

 

14041NAZ4

 

17-Sep-07

 

1,250,000.00

 

5.0000000000

 

Class C (2003-5)

 

14041NBD2

 

17-Sep-07

 

929,671.88

 

6.1978125333

 

Class C (2003-A)

 

14041NAE1

 

17-Sep-07

 

812,281.25

 

8.1228125000

 

Class C (2004-2)

 

14041NBH3

 

17-Sep-07

 

610,614.58

 

6.1061458000

 

Class C (2004-3)

 

 

 

17-Sep-07

 

5,879,081.25

 

15.9975000000

 

Class C (2004-4)

 

14041NBT7

 

17-Sep-07

 

860,921.88

 

5.7394792000

 

Class C (2005-1)

 

14041NBZ3

 

17-Sep-07

 

964,304.69

 

5.5103125143

 

 

3


 

 

 

 

 

 

 

 

 

Per $1000 of

 

 

 

 

 

Interest Payment

 

Total Amount of

 

Outstanding Dollar

 

 

 

CUSIP Number

 

Date

 

Interest to be paid

 

Principal Amount

 

 

 

 

 

 

 

 

 

 

 

Class C (2006-1)

 

14041NCW9

 

17-Sep-07

 

946,658.85

 

5.4094791429

 

Class C (2006-2)

 

14041NCZ2

 

17-Sep-07

 

541,864.58

 

5.4186458000

 

Class C (2006-3)

 

14041NDD0

 

17-Sep-07

 

679,622.40

 

5.4369792000

 

Class C (2007-1)

 

14041NDJ7

 

17-Sep-07

 

1,675,093.75

 

5.5836458333

 

Class C (2007-2)

 

14041NDK4

 

17-Sep-07

 

1,354,661.46

 

5.4186458400

 

Class C (2007-3)

 

14041NDU2

 

17-Sep-07

 

676,184.90

 

5.4094792000

 

Total Class C

 

 

 

 

 

22,002,456.27

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

 

 

158,023,775.74

 

 

 

 

*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:

 

 

 

 

 

 

 

Total Amount of

 

Per $1000 of

 

 

 

 

 

Principal Payment

 

Principal to be

 

Outstanding Dollar

 

 

 

CUSIP Number

 

Date

 

paid

 

Principal Amount

 

 

 

 

 

 

 

 

 

 

 

Class A (2002-1)

 

14041NAC5

 

17-Sep-07

 

500,000,000.00

 

1,000.0000000000

 

Class A (2004-NOVA)

 

 

 

17-Sep-07

 

909,250,000.00

 

606.1666666667

 

Class C (2002-1)

 

14041NAB7

 

17-Sep-07

 

150,000,000.00

 

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)

 

 

 

 

 

 

 

Adjusted

 

Nominal

 

 

 

Initial Dollar

 

Outstanding Dollar

 

Outstanding Dollar

 

Liquidation

 

 

 

Principal Amount

 

Principal 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 (2003-7)

 

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 (2004-7)

 

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

 

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

 

 

5


 

 

 

 

 

 

 

Adjusted

 

Nominal

 

 

 

Initial Dollar

 

Outstanding Dollar

 

Outstanding Dollar

 

Liquidation

 

 

 

Principal Amount

 

Principal Amount

 

Principal Amount

 

Amount

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-12)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-13)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-14)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2006-A)

 

—

 

—

 

—

 

—

 

Class A (2006-B)

 

—

 

—

 

—

 

—

 

Class A (2006-C)

 

—

 

—

 

—

 

—

 

Class A (2006-D)

 

—

 

—

 

—

 

—

 

Class A (2006-E)

 

—

 

—

 

—

 

—

 

Class A (2007- 1)

 

625,000,000.00

 

625,000,000.00

 

625,000,000.00

 

625,000,000.00

 

Class A (2007- 2)

 

700,000,000.00

 

700,000,000.00

 

700,000,000.00

 

700,000,000.00

 

Class A (2007- 3)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2007- 4)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2007- A)

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

200,000,000.00

 

Class A (2007-5)

 

600,000,000.00

 

600,000,000.00

 

600,000,000.00

 

600,000,000.00

 

Class A (2007-6)

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

Total Class A

 

26,505,000,000.00

 

26,505,000,000.00

 

26,505,000,000.00

 

26,505,000,000.00

 

 

 

 

 

 

 

 

 

 

 

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 (2004-3)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

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

 

Class B (2007- 1)

 

350,000,000.00

 

350,000,000.00

 

350,000,000.00

 

350,000,000.00

 

Class B (2007- 2)

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

175,000,000.00

 

Class B (2007- 3)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class B (2007- 4)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class B (2007- 5)

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

150,000,000.00

 

Total Class B

 

3,659,605,000.00

 

3,659,605,000.00

 

3,659,605,000.00

 

3,659,605,000.00

 

 

 

 

 

 

 

 

 

 

 

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

 

 

6


 

 

 

 

 

 

 

Adjusted

 

Nominal

 

 

 

Initial Dollar

 

Outstanding Dollar

 

Outstanding Dollar

 

Liquidation

 

 

 

Principal Amount

 

Principal Amount

 

Principal Amount

 

Amount

 

 

 

 

 

 

 

 

 

 

 

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 (2004-2)

 

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

 

Class C (2006-3)

 

125,000,000.00

 

125,000,000.00

 

125,000,000.00

 

125,000,000.00

 

Class C (2007-1)

 

300,000,000.00

 

300,000,000.00

 

300,000,000.00

 

300,000,000.00

 

Class C (2007-2)

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

250,000,000.00

 

Class C (2007-3)

 

125,000,000.00

 

125,000,000.00

 

125,000,000.00

 

125,000,000.00

 

Total Class C

 

3,017,500,000.00

 

3,017,500,000.00

 

3,017,500,000.00

 

3,017,500,000.00

 

 

 

 

 

 

 

 

 

 

 

Class D (2002-1)

 

 

 

343,541,889.83

 

343,541,889.83

 

343,541,889.83

 

Total

 

33,182,105,000.00

 

33,525,646,889.83

 

33,525,646,889.83

 

33,525,646,889.83

 

 

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 (2003-7)

 

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 (2004-7)

 

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

 

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 (2006-12)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006-13)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006-14)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2006-A)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2006-B)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2006-C)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2006-D)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2006-E)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2007- 1)

 

625,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

625,000,000.00

 

Class A (2007- 2)

 

700,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

700,000,000.00

 

Class A (2007- 3)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2007- 4)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2007- A)

 

200,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

200,000,000.00

 

Class A (2007-5)

 

600,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

600,000,000.00

 

Class A (2007-6)

 

1,000,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

1,000,000,000.00

 

Total Class A

 

26,505,000,000.00

 

—

 

—

 

—

 

—

 

—

 

2,000,000,000.00

 

24,505,000,000.00

 

 

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 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 (2004-3)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

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

 

Class B (2007- 1)

 

350,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

350,000,000.00

 

Class B (2007- 2)

 

175,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

175,000,000.00

 

Class B (2007- 3)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class B (2007- 4)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class B (2007- 5)

 

150,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

Total Class B

 

3,659,605,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

3,659,605,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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 (2004-2)

 

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

 

Class C (2006-2)

 

100,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

100,000,000.00

 

Class C (2006-3)

 

125,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

125,000,000.00

 

Class C (2007-1)

 

300,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

300,000,000.00

 

Class C (2007-2)

 

250,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

250,000,000.00

 

Class C (2007-3)

 

125,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

125,000,000.00

 

Total Class C

 

3,017,500,000.00

 

—

 

—

 

—

 

—

 

—

 

150,000,000.00

 

2,867,500,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class D (2002-1)

 

343,541,889.83

 

—

 

—

 

—

 

—

 

—

 

—

 

323,160,428.22

 

Total

 

33,525,646,889.83

 

—

 

—

 

—

 

—

 

—

 

2,150,000,000.00

 

31,355,265,428.22

 

 

* 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 (2002-1)

 

—

 

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

 

909,250,000.00

 

590,750,000.00

 

—

 

Class C (2002-1)

 

—

 

150,000,000.00

 

—

 

150,000,000.00

 

150,000,000.00

 

—

 

—

 

 

9


 

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)

 

5.881

%

—

 

2,695,572.92

 

—

 

2,695,572.92

 

(2,695,572.92

)

—

 

0.00

 

Class A (2003-3)

 

5.861

%

—

 

2,686,406.25

 

—

 

2,686,406.25

 

(2,686,406.25

)

—

 

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)

 

5.901

%

—

 

2,704,739.58

 

—

 

2,704,739.58

 

(2,704,739.58

)

—

 

0.00

 

Class A (2003-7)

 

5.791

%

—

 

3,981,484.38

 

—

 

3,981,484.38

 

(3,981,484.38

)

—

 

0.00

 

Class A (2003-A)

 

6.001

%

—

 

2,200,458.33

 

—

 

2,200,458.33

 

(2,200,458.33

)

—

 

0.00

 

Class A (2004-1)

 

5.821

%

—

 

2,668,072.92

 

—

 

2,668,072.92

 

(2,668,072.92

)

—

 

0.00

 

Class A (2004-2)

 

5.701

%

—

 

3,919,609.38

 

—

 

3,919,609.38

 

(3,919,609.38

)

—

 

0.00

 

Class A (2004-3)

 

5.711

%

—

 

2,617,656.25

 

—

 

2,617,656.25

 

(2,617,656.25

)

—

 

0.00

 

Class A (2004-4)

 

5.831

%

—

 

2,672,656.25

 

—

 

2,672,656.25

 

(2,672,656.25

)

—

 

0.00

 

Class A (2004-5)

 

5.761

%

—

 

1,056,229.17

 

—

 

1,056,229.17

 

(1,056,229.17

)

—

 

0.00

 

Class A (2004-7)

 

5.708

%

—

 

2,615,937.50

 

—

 

2,615,937.50

 

—

 

2,615,937.50

 

10,917.87

 

Class A (2004-8)

 

5.741

%

—

 

2,631,406.25

 

—

 

2,631,406.25

 

(2,631,406.25

)

—

 

0.00

 

Class A (2004-NOVA)

 

-

 

28,380,442.62

 

7,379,149.24

 

—

 

7,229,961.75

 

—

 

33,368,892.51

 

137,876.12

 

Class A (2005- 1)

 

5.681

%

—

 

3,905,859.38

 

—

 

3,905,859.38

 

(3,905,859.38

)

—

 

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)

 

5.611

%

—

 

1,543,093.75

 

—

 

1,543,093.75

 

(1,543,093.75

)

—

 

0.00

 

Class A (2005- 5)

 

5.636

%

—

 

2,583,281.25

 

—

 

2,583,281.25

 

(2,583,281.25

)

—

 

0.00

 

Class A (2005- 6)

 

5.410

%

2,051,291.67

 

2,256,420.83

 

—

 

2,256,420.83

 

—

 

4,307,712.50

 

4,803.06

 

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)

 

5.701

%

—

 

1,698,497.40

 

—

 

1,698,497.40

 

(1,698,497.40

)

—

 

0.00

 

Class A (2005-10)

 

5.691

%

—

 

2,608,489.58

 

—

 

2,608,489.58

 

(2,608,489.58

)

—

 

0.00

 

Class A (2005-11)

 

5.651

%

—

 

2,590,156.25

 

—

 

2,590,156.25

 

(2,590,156.25

)

—

 

0.00

 

Class A (2006- 1)

 

5.646

%

—

 

2,587,864.58

 

—

 

2,587,864.58

 

(2,587,864.58

)

—

 

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)

 

5.651

%

—

 

5,180,312.50

 

—

 

5,180,312.50

 

(5,180,312.50

)

—

 

0.00

 

Class A (2006- 5)

 

5.671

%

—

 

2,599,322.92

 

—

 

2,599,322.92

 

(2,599,322.92

)

—

 

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)

 

5.641

%

—

 

5,171,145.83

 

—

 

5,171,145.83

 

(5,171,145.83

)

—

 

0.00

 

Class A (2006- 8)

 

5.641

%

—

 

1,551,343.75

 

—

 

1,551,343.75

 

(1,551,343.75

)

—

 

0.00

 

Class A (2006- 9)

 

5.626

%

—

 

3,868,046.88

 

—

 

3,868,046.88

 

(3,868,046.88

)

—

 

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)

 

5.701

%

—

 

3,919,609.38

 

—

 

3,919,609.38

 

(3,919,609.38

)

—

 

0.00

 

Class A (2006-12)

 

5.671

%

—

 

2,599,322.92

 

—

 

2,599,322.92

 

(2,599,322.92

)

—

 

0.00

 

Class A (2006-13)

 

5.591

%

—

 

2,562,656.25

 

—

 

2,562,656.25

 

(2,562,656.25

)

—

 

0.00

 

 

10


 

 

 

 

 

 

 

 

 

 

 

 

 

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 (2006-14)

 

5.621

%

—

 

2,576,406.25

 

—

 

2,576,406.25

 

(2,576,406.25

)

—

 

0.00

 

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

 

Class A (2006-D)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Class A (2006-E)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Class A (2007- 1)

 

5.661

%

—

 

3,243,424.48

 

—

 

3,243,424.48

 

(3,243,424.48

)

—

 

0.00

 

Class A (2007- 2)

 

5.691

%

—

 

3,651,885.42

 

—

 

3,651,885.42

 

(3,651,885.42

)

—

 

0.00

 

Class A (2007- 3)

 

5.611

%

—

 

3,857,734.38

 

—

 

3,857,734.38

 

(3,857,734.38

)

—

 

0.00

 

Class A (2007- 4)

 

5.641

%

—

 

3,878,359.38

 

—

 

3,878,359.38

 

(3,878,359.38

)

—

 

0.00

 

Class A (2007- A)

 

5.200

%

—

 

866,666.67

 

—

 

866,666.67

 

(866,666.67

)

—

 

0.00

 

Class A (2007-5)

 

5.651

%

—

 

3,108,187.50

 

—

 

3,108,187.50

 

(3,108,187.50

)

—

 

0.00

 

Class A (2007-6)

 

5.420

%

—

 

5,721,111.11

 

—

 

5,721,111.11

 

(5,721,111.11

)

—

 

0.00

 

Total Class A

 

 

 

30,431,734.29

 

131,464,827.04

 

—

 

131,315,639.55

 

(119,213,319.47

)

40,292,542.51

 

153,597.05

 

 

 

 

 

 

 

 

 

—

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

4.500

%

—

 

562,500.00

 

—

 

562,500.00

 

(562,500.00

)

—

 

0.00

 

Class B (2003-4)

 

6.411

%

—

 

1,175,395.83

 

—

 

1,175,395.83

 

(1,175,395.83

)

—

 

0.00

 

Class B (2003-5)

 

4.790

%

—

 

598,750.00

 

—

 

598,750.00

 

(598,750.00

)

—

 

0.00

 

Class B (2003-6)

 

6.141

%

—

 

1,407,369.79

 

—

 

1,407,369.79

 

(1,407,369.79

)

—

 

0.00

 

Class B (2004-1)

 

6.051

%

—

 

1,386,744.79

 

—

 

1,386,744.79

 

(1,386,744.79

)

—

 

0.00

 

Class B (2004-3)

 

6.341

%

—

 

871,921.88

 

—

 

871,921.88

 

(871,921.88

)

—

 

0.00

 

Class B (2004-6)

 

4.150

%

—

 

691,666.67

 

—

 

691,666.67

 

(691,666.67

)

—

 

0.00

 

Class B (2004-7)

 

5.954

%

915,979.24

 

1,007,577.17

 

—

 

1,007,577.17

 

—

 

1,923,556.41

 

2,144.08

 

Class B (2005-1)

 

4.900

%

—

 

714,583.33

 

—

 

714,583.33

 

(714,583.33

)

—

 

0.00

 

Class B (2005-2)

 

5.761

%

—

 

792,171.88

 

—

 

792,171.88

 

(792,171.88

)

—

 

0.00

 

Class B (2005-3)

 

5.910

%

492,500.00

 

541,750.00

 

—

 

541,750.00

 

—

 

1,034,250.00

 

1,150.13

 

Class B (2006-1)

 

5.891

%

—

 

945,054.69

 

—

 

945,054.69

 

(945,054.69

)

—

 

0.00

 

Class B (2006-2)

 

5.701

%

—

 

1,829,151.04

 

—

 

1,829,151.04

 

(1,829,151.04

)

—

 

0.00

 

Class B (2007- 1)

 

5.881

%

—

 

1,886,901.04

 

—

 

1,886,901.04

 

(1,886,901.04

)

—

 

0.00

 

Class B (2007- 2)

 

5.686

%

—

 

912,169.27

 

—

 

912,169.27

 

(912,169.27

)

—

 

0.00

 

Class B (2007- 3)

 

5.050

%

—

 

1,052,083.33

 

—

 

1,052,083.33

 

(1,052,083.33

)

—

 

0.00

 

Class B (2007- 4)

 

5.701

%

—

 

1,306,536.46

 

—

 

1,306,536.46

 

(1,306,536.46

)

—

 

0.00

 

Class B (2007- 5)

 

5.400

%

—

 

675,000.00

 

—

 

675,000.00

 

(675,000.00

)

—

 

0.00

 

Total Class B

 

 

 

1,408,479.24

 

18,357,327.17

 

—

 

18,357,327.17

 

(16,808,000.00

)

2,957,806.41

 

3,294.21

 

 

 

 

 

 

 

 

 

—

 

 

 

 

 

 

 

 

 

Class C (2002-1)

 

8.361

%

—

 

1,149,671.88

 

—

 

1,149,671.88

 

(1,149,671.88

)

—

 

0.00

 

Class C (2003-1)

 

8.161

%

—

 

1,870,286.46

 

—

 

1,870,286.46

 

(1,870,286.46

)

—

 

0.00

 

Class C (2003-3)

 

7.861

%

—

 

1,801,536.46

 

—

 

1,801,536.46

 

(1,801,536.46

)

—

 

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)

 

6.761

%

—

 

929,671.88

 

—

 

929,671.88

 

(929,671.88

)

—

 

0.00

 

Class C (2003-A)

 

8.861

%

—

 

812,281.25

 

—

 

812,281.25

 

(812,281.25

)

—

 

0.00

 

Class C (2004-2)

 

6.661

%

—

 

610,614.58

 

—

 

610,614.58

 

(610,614.58

)

—

 

0.00

 

Class C (2004-3)

 

6.399

%

3,919,387.50

 

1,959,693.75

 

—

 

1,959,693.75

 

(5,879,081.25

)

—

 

13,637.78

 

Class C (2004-4)

 

6.261

%

—

 

860,921.88

 

—

 

860,921.88

 

(860,921.88

)

—

 

0.00

 

Class C (2005-1)

 

6.011

%

—

 

964,304.69

 

—

 

964,304.69

 

(964,304.69

)

—

 

0.00

 

Class C (2006-1)

 

5.901

%

—

 

946,658.85

 

—

 

946,658.85

 

(946,658.85

)

—

 

0.00

 

Class C (2006-2)

 

5.911

%

—

 

541,864.58

 

—

 

541,864.58

 

(541,864.58

)

—

 

0.00

 

Class C (2006-3)

 

5.931

%

—

 

679,622.40

 

—

 

679,622.40

 

(679,622.40

)

—

 

0.00

 

Class C (2007-1)

 

6.091

%

—

 

1,675,093.75

 

—

 

1,675,093.75

 

(1,675,093.75

)

—

 

0.00

 

Class C (2007-2)

 

5.911

%

—

 

1,354,661.46

 

—

 

1,354,661.46

 

(1,354,661.46

)

—

 

0.00

 

Class C (2007-3)

 

5.901

%

—

 

676,184.90

 

—

 

676,184.90

 

(676,184.90

)

—

 

0.00

 

Total Class C

 

 

 

3,919,387.50

 

18,083,068.77

 

—

 

18,083,068.77

 

(22,002,456.27

)

—

 

13,637.78

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

35,759,601.03

 

167,905,222.98

 

—

 

167,756,035.49

 

(158,023,775.74

)

43,250,348.92

 

170,529.04

 

 

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.

 

11


 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

I. Targeted Deposits to Accumulation Reserve sub-Accounts:

 

 

 

Beginning

 

 

 

 

 

 

 

Withdrawals from

 

Ending

 

 

 

 

 

Accumulation

 

Targeted Deposit

 

Actual Deposit to

 

Withdrawals 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 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

 

 

 

 

 

 

12


 

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)

 

 

 

 

 

 

 

 

 

 

 

 

 

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 (2003-7)

 

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 (2004-7)

 

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)

 

 

 

 

 

7,957,993.25

 

7,957,993.25

 

9,764,506.75

 

9,764,506.75

 

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 (2006-12)

 

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 (2006-13)

 

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 (2006-14)

 

54,217,000.00

 

54,217,000.00

 

42,169,000.00

 

42,169,000.00

 

6,024,500.00

 

6,024,500.00

 

 

13


 

 

 

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-A)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-B)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-C)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-D)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-E)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2007- 1)

 

67,771,250.00

 

67,771,250.00

 

52,711,250.00

 

52,711,250.00

 

7,530,625.00

 

7,530,625.00

 

Class A (2007- 2)

 

75,903,800.00

 

75,903,800.00

 

59,036,600.00

 

59,036,600.00

 

8,434,300.00

 

8,434,300.00

 

Class A (2007- 3)

 

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 (2007- 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 (2007- A)

 

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 (2007-5)

 

65,060,400.00

 

65,060,400.00

 

50,602,800.00

 

50,602,800.00

 

7,229,400.00

 

7,229,400.00

 

Class A (2007-6)

 

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

 

2,657,175,170.00

 

2,657,175,170.00

 

2,074,660,683.25

 

2,074,660,683.25

 

305,025,251.75

 

305,025,251.75

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

 

 

 

 

87,836,306.18

 

87,836,306.18

 

12,548,778.78

 

12,548,778.78

 

Class B (2003-4)

 

 

 

 

 

117,115,074.90

 

117,115,074.90

 

16,731,705.05

 

16,731,705.05

 

Class B (2003-5)

 

 

 

 

 

87,836,306.18

 

87,836,306.18

 

12,548,778.78

 

12,548,778.78

 

Class B (2003-6)

 

 

 

 

 

146,393,843.63

 

146,393,843.63

 

20,914,631.31

 

20,914,631.31

 

Class B (2004-1)

 

 

 

 

 

146,393,843.63

 

146,393,843.63

 

20,914,631.31

 

20,914,631.31

 

Class B (2004-3)

 

 

 

 

 

87,836,306.18

 

87,836,306.18

 

12,548,778.78

 

12,548,778.78

 

Class B (2004-6)

 

 

 

 

 

117,115,074.90

 

117,115,074.90

 

16,731,705.05

 

16,731,705.05

 

Class B (2004-7)

 

 

 

 

 

108,100,142.01

 

108,100,142.01

 

15,443,782.05

 

15,443,782.05

 

Class B (2005-1)

 

 

 

 

 

102,475,690.54

 

102,475,690.54

 

14,640,241.91

 

14,640,241.91

 

Class B (2005-2)

 

 

 

 

 

87,836,306.18

 

87,836,306.18

 

12,548,778.78

 

12,548,778.78

 

Class B (2005-3)

 

 

 

 

 

58,557,537.46

 

58,557,537.46

 

8,365,852.53

 

8,365,852.53

 

Class B (2006-1)

 

 

 

 

 

102,475,690.54

 

102,475,690.54

 

14,640,241.91

 

14,640,241.91

 

Class B (2006-2)

 

 

 

 

 

204,951,381.08

 

204,951,381.08

 

29,280,483.84

 

29,280,483.84

 

Class B (2007- 1)

 

 

 

 

 

204,951,381.08

 

204,951,381.08

 

29,280,483.84

 

29,280,483.84

 

Class B (2007- 2)

 

 

 

 

 

102,475,690.54

 

102,475,690.54

 

14,640,241.91

 

14,640,241.91

 

Class B (2007- 3)

 

 

 

 

 

146,393,843.63

 

146,393,843.63

 

20,914,631.31

 

20,914,631.31

 

Class B (2007- 4)

 

 

 

 

 

146,393,843.63

 

146,393,843.63

 

20,914,631.31

 

20,914,631.31

 

Class B (2007- 5)

 

 

 

 

 

87,836,306.18

 

87,836,306.18

 

12,548,778.78

 

12,548,778.78

 

Total Class B

 

 

 

 

 

2,142,974,568.47

 

2,142,974,568.47

 

306,157,157.23

 

306,157,157.23

 

Class C (2002-1)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2003-1)

 

 

 

 

 

 

 

 

 

28,174,405.25

 

28,174,405.25

 

Class C (2003-3)

 

 

 

 

 

 

 

 

 

28,174,405.25

 

28,174,405.25

 

Class C (2003-4)

 

 

 

 

 

 

 

 

 

28,174,405.25

 

28,174,405.25

 

Class C (2003-5)

 

 

 

 

 

 

 

 

 

16,904,643.15

 

16,904,643.15

 

Class C (2003-A)

 

 

 

 

 

 

 

 

 

11,269,762.10

 

11,269,762.10

 

Class C (2004-2)

 

 

 

 

 

 

 

 

 

11,269,762.10

 

11,269,762.10

 

Class C (2004-3)

 

 

 

 

 

 

 

 

 

41,416,375.72

 

41,416,375.72

 

 

14


 

 

 

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 C (2004-4)

 

 

 

 

 

 

 

 

 

16,904,643.15

 

16,904,643.15

 

Class C (2005-1)

 

 

 

 

 

 

 

 

 

19,722,083.67

 

19,722,083.67

 

Class C (2006-1)

 

 

 

 

 

 

 

 

 

19,722,083.67

 

19,722,083.67

 

Class C (2006-2)

 

 

 

 

 

 

 

 

 

11,269,762.10

 

11,269,762.10

 

Class C (2006-3)

 

 

 

 

 

 

 

 

 

14,087,202.63

 

14,087,202.63

 

Class C (2007-1)

 

 

 

 

 

 

 

 

 

33,809,286.30

 

33,809,286.30

 

Class C (2007-2)

 

 

 

 

 

 

 

 

 

28,174,405.25

 

28,174,405.25

 

Class C (2007-3)

 

 

 

 

 

 

 

 

 

14,087,202.63

 

14,087,202.63

 

Total Class C

 

 

 

 

 

 

 

 

 

323,160,428.22

 

323,160,428.22

 

 

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

 

N. Early Redemption Event

 

Current Month Excess Spread Amount

 

$

314,615,830.98

 

 

 

 

 

Prior Month Excess Spread Amount

 

$

260,750,944.72

 

 

 

 

 

Two Months Prior Excess Spread Amount

 

$

265,745,086.86

 

 

 

 

 

Three Month Average Excess Spread Amount

 

$

280,370,620.85

 

 

 

 

 

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 11th day of September, 2007.

 

 

 

Capital One Bank,

 

 

as Administrator

 

 

 

 

 

 

 

By:

 

/s/Steve Richter

 

 

 

 

 

Name:

 

Steve Richter

 

Title:

 

Authorized Officer

 

Date:

 

09/11/2007

 

15