EX-99.2 3 a08-19910_1ex99d2.htm EX-99.2

Exhibit 99.2

 

CARD SERIES SCHEDULE TO
MONTHLY NOTEHOLDERS’ STATEMENT

 

Date: 07/09/2008

 

CAPITAL ONE MULTI-ASSET EXECUTION TRUST, ASSET POOL 1
Monthly Period Ending: June 30, 2008

 

Reference is made to the Series 2002-CC Supplement as amended,(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 (USA), National Association, a national banking association (the “Bank”), as Servicer, and The Bank of New York, as Trustee, and the Indenture as amended,(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 July 14, 2008 and with respect to the performance of the Trust during the related Monthly Period from June 1, 2008 through June 30, 2008. Current Distribution Date is July 15, 2008.

 

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 Exhibit 4.2 to Funding’s Form 8-K filed with the SEC on July 6, 2007.

 

 

 

First Amendment to Amended and Restated Pooling and Servicing Agreement dated as of March 1, 2008.

 

Included in Exhibit 4.2 to Funding’s Form 8-K filed with the SEC on March 4, 2008.

 

 

 

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.

 

 

 

First Amendment to the Series 2002-CC Supplement dated as of March 1, 2008.

 

Included in Exhibit 4.6 to Funding’s Form 8-K filed with the SEC on March 4, 2008.

 

 

 

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.

 

 

 

First Amendment to Transfer and Administration Agreement dated as of March 1, 2008.

 

Included in Exhibit 4.10 to Funding’s Form 8-K filed with the SEC on March 4, 2008.

 

1


 

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.

 

 

 

First Amendment to Indenture dated as of March 1, 2008.

 

Included in Exhibit 4.7 to Funding’s Form 8-K filed with the SEC on March 4, 2008.

 

 

 

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.

 

 

 

First Amendment to COMT Asset Pool 1 Supplement dated as of March 1, 2008.

 

Included in Exhibit 4.8 to Funding’s Form 8-K filed with the SEC on March 4, 2008.

 

 

 

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.

 

 

 

First Amendment to Card Series Indenture Supplement dated as of March 1, 2008.

 

Included in Exhibit 4.9 to Funding’s Form 8-K filed with the SEC on March 4, 2008.

 

2


 

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 (2003-3)

 

14041NAS0

 

15-Jul-08

 

1,096,059.03

 

2.1921180600

 

Class A (2003-4)

 

14041NAW1

 

15-Jul-08

 

2,281,250.00

 

3.0416666667

 

Class A (2003-5)

 

14041NAX9

 

15-Jul-08

 

1,112,170.14

 

2.2243402800

 

Class A (2003-7)

 

14041NBC4

 

15-Jul-08

 

1,601,796.88

 

2.1357291733

 

Class A (2004-1)

 

14041NBG5

 

15-Jul-08

 

1,079,947.92

 

2.1598958400

 

Class A (2004-2)

 

14041NBK6

 

15-Jul-08

 

1,547,421.88

 

2.0632291733

 

Class A (2004-3)

 

14041NBM2

 

15-Jul-08

 

1,035,642.36

 

2.0712847200

 

Class A (2004-4)

 

14041NBN0

 

15-Jul-08

 

1,083,975.69

 

2.1679513800

 

Class A (2004-5)

 

14041NBP5

 

15-Jul-08

 

422,312.50

 

2.1115625000

 

Class A (2004-7)

 

14041NBU4

 

15-Aug-08

 

—

 

0.0000000000

 

Class A (2004-8)

 

14041NBW0

 

15-Jul-08

 

1,047,725.69

 

2.0954513800

 

Class A (2005- 1)

 

14041NBY6

 

15-Jul-08

 

1,535,338.54

 

2.0471180533

 

Class A (2005- 3)

 

14041 NCC3

 

15-Jul-08

 

1,687,500.00

 

3.3750000000

 

Class A (2005- 4)

 

14041NCD1

 

15-Jul-08

 

597,218.75

 

1.9907291667

 

Class A (2005- 5)

 

14041NCE9

 

15-Jul-08

 

1,005,434.03

 

2.0108680600

 

Class A (2005- 6)

 

14041NCF6

 

15-Jul-08

 

3,177,983.27

 

6.9845786154

 

Class A (2005- 7)

 

14041NCH2

 

15-Jul-08

 

1,958,333.33

 

3.9166666600

 

Class A (2005- 8)

 

14041NCJ8

 

15-Jul-08

 

1,833,333.33

 

3.6666666600

 

Class A (2005- 9)

 

14041NCK5

 

15-Jul-08

 

670,549.48

 

2.0632291692

 

Class A (2005-10)

 

14041NCL3

 

15-Jul-08

 

1,027,586.81

 

2.0551736200

 

Class A (2005-11)

 

14041NCM1

 

15-Jul-08

 

1,011,475.69

 

2.0229513800

 

Class A (2006- 1)

 

14041NCN9

 

15-Jul-08

 

1,009,461.81

 

2.0189236200

 

Class A (2006- 2)

 

14041NCP4

 

15-Jul-08

 

2,020,833.33

 

4.0416666600

 

Class A (2006- 3)

 

14041NCQ2

 

15-Jul-08

 

1,683,333.33

 

4.2083333250

 

Class A (2006- 4)

 

14041NCR0

 

15-Jul-08

 

2,022,951.39

 

2.0229513900

 

Class A (2006- 5)

 

14041NCS8

 

15-Jul-08

 

1,019,531.25

 

2.0390625000

 

Class A (2006- 6)

 

14041NCU3

 

15-Jul-08

 

2,208,333.33

 

4.4166666600

 

Class A (2006- 7)

 

14041NCV1

 

15-Jul-08

 

2,014,895.83

 

2.0148958300

 

Class A (2006- 8)

 

14041NCX7

 

15-Jul-08

 

604,468.75

 

2.0148958333

 

Class A (2006- 9)

 

14041NCY5

 

15-Jul-08

 

1,502,109.38

 

2.0028125067

 

Class A (2006-10)

 

14041NDA6

 

15-Jul-08

 

2,145,833.33

 

4.2916666600

 

Class A (2006-11)

 

14041NDB4

 

15-Jul-08

 

1,547,421.88

 

2.0632291733

 

Class A (2006-12)

 

14041NDC2

 

15-Jul-08

 

1,019,531.25

 

2.0390625000

 

Class A (2006-13)

 

14041NDE8

 

15-Jul-08

 

987,309.03

 

1.9746180600

 

Class A (2006-14)

 

14041NDF5

 

15-Jul-08

 

999,392.36

 

1.9987847200

 

Class A (2006-A)

 

 

 

15-Jul-08

 

—

 

0.0000000000

 

Class A (2006-B)

 

 

 

15-Jul-08

 

—

 

0.0000000000

 

Class A (2006-C)

 

 

 

15-Jul-08

 

—

 

0.0000000000

 

Class A (2006-D)

 

 

 

15-Jul-08

 

—

 

0.0000000000

 

Class A (2006-E)

 

 

 

15-Jul-08

 

—

 

0.0000000000

 

Class A (2007-1)

 

14041NDG3

 

15-Jul-08

 

1,269,379.34

 

2.0310069440

 

 

3


 

 

 

 

 

 

 

 

 

Per $1000 of

 

 

 

 

 

Interest Payment

 

Total Amount of

 

Outstanding Dollar

 

 

 

CUSIP Number

 

Date

 

Interest to be paid

 

Principal Amount

 

 

 

 

 

 

 

 

 

 

 

Class A (2007- 2)

 

14041NDL2

 

15-Jul-08

 

1,438,621.53

 

2.0551736143

 

Class A (2007- 3)

 

14041NDP3

 

15-Jul-08

 

1,493,046.88

 

1.9907291733

 

Class A (2007- 4)

 

14041NDS7

 

15-Jul-08

 

1,511,171.88

 

2.0148958400

 

Class A (2007- A)

 

U13554AD9

 

15-Jul-08

 

866,666.67

 

4.3333333500

 

Class A (2007-5)

 

14041NDT5

 

15-Jul-08

 

1,213,770.83

 

2.0229513833

 

Class A (2007-6)

 

14041NDW8

 

15-Jul-08

 

2,047,118.06

 

2.0471180600

 

Class A (2007-7)

 

14041NDX6

 

15-Jul-08

 

4,791,666.67

 

4.7916666700

 

Class A (2007-8)

 

14041NDY4

 

15-Sep-08

 

—

 

0.0000000000

 

Class A (2007-9)

 

14041NDZ1

 

15-Jul-08

 

3,093,750.00

 

4.1250000000

 

Class A (2008-1)

 

14041NEB3

 

15-Jul-08

 

4,800,557.29

 

2.5948958324

 

Class A (2008-2)

 

14041NEC1

 

15-Jul-08

 

1,398,142.36

 

2.7962847200

 

Class A (2008-3)

 

14041NED9

 

15-Jul-08

 

2,525,000.00

 

4.2083333333

 

Class A (2008-4)

 

14041NEE7

 

15-Jul-08

 

2,202,514.76

 

3.0379513931

 

Class A (2008-5)

 

14041NEF4

 

15-Jul-08

 

3,031,250.00

 

4.0416666667

 

Class A (2008-6)

 

14041NEG2

 

15-Jul-08

 

1,438,420.14

 

2.8768402800

 

Class A (2008-A)

 

 

 

15-Jul-08

 

—

 

0.0000000000

 

Class A (2008-B)

 

 

 

15-Jul-08

 

—

 

0.0000000000

 

Total Class A

 

 

 

 

 

80,719,537.98

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

14041NAT8

 

15-Jul-08

 

562,500.00

 

3.7500000000

 

Class B (2003-4)

 

14041NAU5

 

15-Jul-08

 

527,034.72

 

2.6351736000

 

Class B (2003-5)

 

14041NBA8

 

15-Jul-08

 

598,750.00

 

3.9916666667

 

Class B (2003-6)

 

14041NBB6

 

15-Jul-08

 

604,418.40

 

2.4176736000

 

Class B (2004-1)

 

14041NBF7

 

15-Jul-08

 

586,293.40

 

2.3451736000

 

Class B (2004-3)

 

14041NBL4

 

15-Jul-08

 

386,817.71

 

2.5787847333

 

Class B (2004-6)

 

14041NBV2

 

15-Jul-08

 

691,666.67

 

3.4583333500

 

Class B (2004-7)

 

 

 

15-Jul-08

 

1,544,645.10

 

8.3672982855

 

Class B (2005-1)

 

14041NBX8

 

15-Jul-08

 

714,583.33

 

4.0833333143

 

Class B (2005-3)

 

14041NCG4

 

15-Jul-08

 

824,846.75

 

8.2484675000

 

Class B (2006-1)

 

14041NCT6

 

15-Jul-08

 

387,849.83

 

2.2162847429

 

Class B (2006-2)

 

14041YAA5

 

15-Jul-08

 

722,130.21

 

2.0632291714

 

Class B (2007- 1)

 

14041NDH1

 

15-Jul-08

 

772,880.21

 

2.2082291714

 

Class B (2007- 2)

 

14041NDM0

 

15-Jul-08

 

358,950.52

 

2.0511458286

 

Class B (2007- 3)

 

14041NDQ1

 

15-Jul-08

 

1,052,083.33

 

4.2083333200

 

Class B (2007- 4)

 

14041NDR9

 

15-Jul-08

 

515,807.29

 

2.0632291600

 

Class B (2007- 5)

 

14041NDV0

 

15-Jul-08

 

675,000.00

 

4.5000000000

 

Total Class B

 

 

 

 

 

11,526,257.47

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2003-3)

 

14041NAV3

 

15-Jul-08

 

950,807.29

 

3.8032291600

 

Class C (2003-4)

 

14041NAZ4

 

15-Jul-08

 

1,250,000.00

 

5.0000000000

 

Class C (2003-5)

 

14041NBD2

 

15-Jul-08

 

437,567.71

 

2.9171180667

 

 

4


 

 

 

 

 

 

 

 

 

Per $1000 of

 

 

 

 

 

Interest Payment

 

Total Amount of

 

Outstanding Dollar

 

 

 

CUSIP Number

 

Date

 

Interest to be paid

 

Principal Amount

 

 

 

 

 

 

 

 

 

 

 

Class C (2004-2)

 

14041NBH3

 

15-Jul-08

 

283,656.25

 

2.8365625000

 

Class C (2004-3)

 

 

 

15-Sep-08

 

—

 

0.0000000000

 

Class C (2004-4)

 

14041NBT7

 

15-Jul-08

 

377,151.04

 

2.5143402667

 

Class C (2005-1)

 

14041NBZ3

 

15-Jul-08

 

404,766.49

 

2.3129513714

 

Class C (2006-1)

 

14041NCW9

 

15-Jul-08

 

389,259.55

 

2.2243402857

 

Class C (2006-2)

 

14041NCZ2

 

15-Jul-08

 

223,239.58

 

2.2323958000

 

Class C (2006-3)

 

14041NDD0

 

15-Jul-08

 

281,063.37

 

2.2485069600

 

Class C (2007-1)

 

14041NDJ7

 

15-Jul-08

 

713,218.75

 

2.3773958333

 

Class C (2007-2)

 

14041NDK4

 

15-Jul-08

 

558,098.96

 

2.2323958400

 

Class C (2007-3)

 

14041NDU2

 

15-Jul-08

 

278,042.53

 

2.2243402400

 

Class C (2007-4)

 

14041NEA5

 

15-Jul-08

 

1,077,380.21

 

3.0782291714

 

Total Class C

 

 

 

 

 

7,224,251.73

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

 

 

99,470,047.18

 

 

 

 

B. Principal to be paid on the Distribution Date:

 

 

 

CUSIP Number

 

Principal Payment 
Date

 

Total Amount of 
Principal to be 
paid

 

Per $1000 of 
Outstanding Dollar 
Principal Amount

 

 

 

 

 

 

 

 

 

 

 

Class A (2003-3)

 

14041NAS0

 

15-Jul-08

 

500,000,000.00

 

1,000.0000000000

 

 

5


 

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

 

 

 

Initial Dollar 
Principal Amount

 

Outstanding Dollar 
Principal Amount

 

Adjusted 
Outstanding Dollar 
Principal Amount

 

Nominal 
Liquidation 
Amount

 

 

 

 

 

 

 

 

 

 

 

Class A (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 (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 (2005- 1)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

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

 

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)

 

—

 

—

 

—

 

—

 

 

6


 

 

 

Initial Dollar 
Principal Amount

 

Outstanding Dollar 
Principal Amount

 

Adjusted 
Outstanding Dollar 
Principal Amount

 

Nominal 
Liquidation 
Amount

 

 

 

 

 

 

 

 

 

 

 

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

 

Class A (2007-7)

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

1,000,000,000.00

 

Class A (2007-8)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2007-9)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2008-1)

 

1,850,000,000.00

 

1,850,000,000.00

 

1,850,000,000.00

 

1,850,000,000.00

 

Class A (2008-2)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2008-3)

 

600,000,000.00

 

600,000,000.00

 

600,000,000.00

 

600,000,000.00

 

Class A (2008-4)

 

725,000,000.00

 

725,000,000.00

 

725,000,000.00

 

725,000,000.00

 

Class A (2008-5)

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

750,000,000.00

 

Class A (2008-6)

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

500,000,000.00

 

Class A (2008-A)

 

—

 

—

 

—

 

—

 

Class A (2008-B)

 

—

 

—

 

—

 

—

 

Total Class A

 

30,780,000,000.00

 

30,780,000,000.00

 

30,780,000,000.00

 

30,780,000,000.00

 

 

 

 

 

 

 

 

 

 

 

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 (2005-3)

 

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

 

 

7


 

 

 

 

 

 

 

Adjusted

 

Nominal

 

 

 

Initial Dollar

 

Outstanding Dollar 

 

Outstanding Dollar 

 

Liquidation 

 

 

 

Principal Amount

 

Principal Amount

 

Principal Amount

 

Amount

 

 

 

 

 

 

 

 

 

 

 

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

 

3,509,605,000.00

 

3,509,605,000.00

 

3,509,605,000.00

 

3,509,605,000.00

 

 

 

 

 

 

 

 

 

 

 

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 (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

 

Class C (2007-4)

 

350,000,000.00

 

350,000,000.00

 

350,000,000.00

 

350,000,000.00

 

Total Class C

 

2,867,500,000.00

 

2,867,500,000.00

 

2,867,500,000.00

 

2,867,500,000.00

 

 

 

 

 

 

 

 

 

 

 

Class D (2002-1)

 

 

 

375,349,185.38

 

375,349,185.38

 

375,349,185.38

 

Total

 

37,157,105,000.00

 

37,532,454,185.38

 

37,532,454,185.38

 

37,532,454,185.38

 

 

8


 

D.  Nominal Liquidation Amount for Tranches of Notes Outstanding:
(including all tranches issued as of the end of the Monthly Period, after taking into account all allocations expected to occur on the Distribution Date)

 

 

 

End of Month
Nominal
Liquidation 
Amount

 

Increase due to
accretions of 
Principal for
Discount Notes

 

Withdrawal from
Principal Funding 
sub-Account

 

Reimbursements 
of Nominal
Liquidation
Amount from
Available Funds

 

Reductions due
to reallocation of 
Card Series
Principal Amounts

 

Reduction due to 
Investor
Charge-offs

 

Reductions due to 
deposits into the
Principal Funding 
sub-Account

 

Nominal
Liquidation
Amount as of the
Distribution Date*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2003-3)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

500,000,000

 

—

 

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 (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 (2005- 1)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

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

 

 

9


 

 

 

End of Month
Nominal
Liquidation 
Amount

 

Increase due to
accretions of 
Principal for
Discount Notes

 

Withdrawal from
Principal Funding 
sub-Account

 

Reimbursements 
of Nominal
Liquidation
Amount from
Available Funds

 

Reductions due
to reallocation of 
Card Series
Principal Amounts

 

Reduction due to 
Investor
Charge-offs

 

Reductions due to 
deposits into the
Principal Funding 
sub-Account

 

Nominal
Liquidation
Amount as of the
Distribution Date*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (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

 

Class A (2007-7)

 

1,000,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

1,000,000,000.00

 

Class A (2007-8)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2007-9)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2008-1)

 

1,850,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

1,850,000,000.00

 

Class A (2008-2)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2008-3)

 

600,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

600,000,000.00

 

Class A (2008-4)

 

725,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

725,000,000.00

 

Class A (2008-5)

 

750,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

750,000,000.00

 

Class A (2008-6)

 

500,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

Class A (2008-A)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Class A (2008-B)

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

—

 

Total Class A

 

30,780,000,000.00

 

—

 

—

 

—

 

—

 

—

 

500,000,000.00

 

30,280,000,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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 (2004-3)

 

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 (2005-3)

 

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

 

 

10


 

 

 

End of Month
Nominal
Liquidation 
Amount

 

Increase due to
accretions of 
Principal for
Discount Notes

 

Withdrawal from
Principal Funding 
sub-Account

 

Reimbursements 
of Nominal
Liquidation
Amount from
Available Funds

 

Reductions due
to reallocation of 
Card Series
Principal Amounts

 

Reduction due to 
Investor
Charge-offs

 

Reductions due to 
deposits into the
Principal Funding 
sub-Account

 

Nominal
Liquidation
Amount as of the
Distribution Date*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class 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

 

3,509,605,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

3,509,605,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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 (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

 

Class C (2007-4)

 

350,000,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

350,000,000.00

 

Total Class C

 

2,867,500,000.00

 

—

 

—

 

—

 

—

 

—

 

—

 

2,867,500,000.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class D (2002-1)

 

375,349,185.38

 

—

 

—

 

—

 

—

 

—

 

—

 

370,298,342.47

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

37,532,454,185.38

 

—

 

—

 

—

 

—

 

—

 

500,000,0000.00

 

37,027,403,342.47

 

 

* 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.

 

11


 

E. Targeted Deposits to Principal Funding sub-Accounts:

 

 

 

Beginning
Principal Funding
sub-Account 
Balance

 

Targeted Deposit
to Principal 
Funding
sub-Account

 

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

 

Actual Deposit to
Principal Funding
sub-Account

 

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

 

Ending
Principal Funding
sub-Account 
Balance

 

Principal Funding
sub-Account 
Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2003-3)

 

—

 

500,000,000.00

 

—

 

500,000,000.00

 

500,000,000.00

 

—

 

—

 

 

12


 

F. Targeted Deposits to Interest Funding sub-Accounts:

 

 

 

Applicable
Interest Rates

 

Beginning Interest
Funding 
sub-Account 
Balance (1)

 

Targeted Deposit
to Interest 
Funding
sub-Account

 

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

 

Actual Deposit to 
Interest Funding
sub-Account (2)

 

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

 

Ending
Interest Funding 
sub-Account 
Balance (1)

 

Interest Funding 
sub-Account 
Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2003-3)

 

2.721

%

—

 

1,096,059.03

 

—

 

1,096,059.03

 

(1,096,059.03

)

—

 

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)

 

2.761

%

—

 

1,112,170.14

 

—

 

1,112,170.14

 

(1,112,170.14

)

—

 

0.00

 

Class A (2003-7)

 

2.651

%

—

 

1,601,796.88

 

—

 

1,601,796.88

 

(1,601,796.88

)

—

 

0.00

 

Class A (2004-1)

 

2.681

%

—

 

1,079,947.92

 

—

 

1,079,947.92

 

(1,079,947.92

)

—

 

0.00

 

Class A (2004-2)

 

2.561

%

—

 

1,547,421.88

 

—

 

1,547,421.88

 

(1,547,421.88

)

—

 

0.00

 

Class A (2004-3)

 

2.571

%

—

 

1,035,642.36

 

—

 

1,035,642.36

 

(1,035,642.36

)

—

 

0.00

 

Class A (2004-4)

 

2.691

%

—

 

1,083,975.69

 

—

 

1,083,975.69

 

(1,083,975.69

)

—

 

0.00

 

Class A (2004-5)

 

2.621

%

—

 

422,312.50

 

—

 

422,312.50

 

(422,312.50

)

—

 

0.00

 

Class A (2004-7)

 

2.826

%

1,255,835.56

 

1,138,100.97

 

—

 

1,138,100.97

 

—

 

2,393,936.53

 

1,374.26

 

Class A (2004-8)

 

2.601

%

—

 

1,047,725.69

 

—

 

1,047,725.69

 

(1,047,725.69

)

—

 

0.00

 

Class A (2005- 1)

 

2.541

%

—

 

1,535,338.54

 

—

 

1,535,338.54

 

(1,535,338.54

)

—

 

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)

 

2.471

%

—

 

597,218.75

 

—

 

597,218.75

 

(597,218.75

)

—

 

0.00

 

Class A (2005- 5)

 

2.496

%

—

 

1,005,434.03

 

—

 

1,005,434.03

 

(1,005,434.03

)

—

 

0.00

 

Class A (2005- 6)

 

2.763

%

2,165,219.37

 

1,012,763.90

 

—

 

1,012,763.90

 

(3,177,983.27

)

—

 

3,503.42

 

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)

 

2.561

%

—

 

670,549.48

 

—

 

670,549.48

 

(670,549.48

)

—

 

0.00

 

Class A (2005-10)

 

2.551

%

—

 

1,027,586.81

 

—

 

1,027,586.81

 

(1,027,586.81

)

—

 

0.00

 

Class A (2005-11)

 

2.511

%

—

 

1,011,475.69

 

—

 

1,011,475.69

 

(1,011,475.69

)

—

 

0.00

 

Class A (2006- 1)

 

2.506

%

—

 

1,009,461.81

 

—

 

1,009,461.81

 

(1,009,461.81

)

—

 

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)

 

2.511

%

—

 

2,022,951.39

 

—

 

2,022,951.39

 

(2,022,951.39

)

—

 

0.00

 

Class A (2006- 5)

 

2.531

%

—

 

1,019,531.25

 

—

 

1,019,531.25

 

(1,019,531.25

)

—

 

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)

 

2.501

%

—

 

2,014,895.83

 

—

 

2,014,895.83

 

(2,014,895.83

)

—

 

0.00

 

Class A (2006- 8)

 

2.501

%

—

 

604,468.75

 

—

 

604,468.75

 

(604,468.75

)

—

 

0.00

 

Class A (2006- 9)

 

2.486

%

—

 

1,502,109.38

 

—

 

1,502,109.38

 

(1,502,109.38

)

—

 

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)

 

2.561

%

—

 

1,547,421.88

 

—

 

1,547,421.88

 

(1,547,421.88

)

—

 

0.00

 

Class A (2006-12)

 

2.531

%

—

 

1,019,531.25

 

—

 

1,019,531.25

 

(1,019,531.25

)

—

 

0.00

 

Class A (2006-13)

 

2.451

%

—

 

987,309.03

 

—

 

987,309.03

 

(987,309.03

)

—

 

0.00

 

Class A (2006-14)

 

2.481

%

—

 

999,392.36

 

—

 

999,392.36

 

(999,392.36

)

—

 

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

 

 

13


 

 

 

Applicable 
Interest Rates

 

Beginning Interest
Funding 
sub-Account 
Balance (1)

 

Targeted Deposit
to Interest 
Funding 
sub-Account

 

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

 

Actual Deposit to 
Interest Funding 
sub-Account (2)

 

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

 

Ending
Interest Funding 
sub-Account 
Balance (1)

 

Interest Funding 
sub-Account 
Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-D)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Class A (2006-E)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Class A (2007- 1)

 

2.521

%

—

 

1,269,379.34

 

—

 

1,269,379.34

 

(1,269,379.34

)

—

 

0.00

 

Class A (2007- 2)

 

2.551

%

—

 

1,438,621.53

 

—

 

1,438,621.53

 

(1,438,621.53

)

—

 

0.00

 

Class A (2007- 3)

 

2.471

%

—

 

1,493,046.88

 

—

 

1,493,046.88

 

(1,493,046.88

)

—

 

0.00

 

Class A (2007- 4)

 

2.501

%

—

 

1,511,171.88

 

—

 

1,511,171.88

 

(1,511,171.88

)

—

 

0.00

 

Class A (2007- A)

 

5.200

%

—

 

866,666.67

 

—

 

866,666.67

 

(866,666.67

)

—

 

0.00

 

Class A (2007-5)

 

2.511

%

—

 

1,213,770.83

 

—

 

1,213,770.83

 

(1,213,770.83

)

—

 

0.00

 

Class A (2007-6)

 

2.541

%

—

 

2,047,118.06

 

—

 

2,047,118.06

 

(2,047,118.06

)

—

 

0.00

 

Class A (2007-7)

 

5.750

%

—

 

4,791,666.67

 

—

 

4,791,666.67

 

(4,791,666.67

)

—

 

0.00

 

Class A (2007-8)

 

3.076

%

—

 

1,239,045.14

 

—

 

1,239,045.14

 

—

 

1,239,045.14

 

2,764.83

 

Class A (2007-9)

 

4.950

%

—

 

3,093,750.00

 

—

 

3,093,750.00

 

(3,093,750.00

)

—

 

0.00

 

Class A (2008-1)

 

3.221

%

—

 

4,800,557.29

 

—

 

4,800,557.29

 

(4,800,557.29

)

—

 

0.00

 

Class A (2008-2)

 

3.471

%

—

 

1,398,142.36

 

—

 

1,398,142.36

 

(1,398,142.36

)

—

 

0.00

 

Class A (2008-3)

 

5.050

%

—

 

2,525,000.00

 

—

 

2,525,000.00

 

(2,525,000.00

)

—

 

0.00

 

Class A (2008-4)

 

3.771

%

—

 

2,202,514.76

 

—

 

2,202,514.76

 

(2,202,514.76

)

—

 

0.00

 

Class A (2008-5)

 

4.850

%

—

 

3,031,250.00

 

—

 

3,031,250.00

 

(3,031,250.00

)

—

 

0.00

 

Class A (2008-6)

 

3.571

%

—

 

1,438,420.14

 

—

 

1,438,420.14

 

(1,438,420.14

)

—

 

0.00

 

Class A (2008-A)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

Class A (2008-B)

 

—

 

—

 

0.00

 

—

 

0.00

 

—

 

—

 

0.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

 

 

3,421,054.93

 

80,931,464.72

 

—

 

80,931,464.72

 

(80,719,537.98

)

3,632,981.67

 

7,642.51

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

4.500

%

—

 

562,500.00

 

—

 

562,500.00

 

(562,500.00

)

—

 

0.00

 

Class B (2003-4)

 

3.271

%

—

 

527,034.72

 

—

 

527,034.72

 

(527,034.72

)

—

 

0.00

 

Class B (2003-5)

 

4.790

%

—

 

598,750.00

 

—

 

598,750.00

 

(598,750.00

)

—

 

0.00

 

Class B (2003-6)

 

3.001

%

—

 

604,418.40

 

—

 

604,418.40

 

(604,418.40

)

—

 

0.00

 

Class B (2004-1)

 

2.911

%

—

 

586,293.40

 

—

 

586,293.40

 

(586,293.40

)

—

 

0.00

 

Class B (2004-3)

 

3.201

%

—

 

386,817.71

 

—

 

386,817.71

 

(386,817.71

)

—

 

0.00

 

Class B (2004-6)

 

4.150

%

—

 

691,666.67

 

—

 

691,666.67

 

(691,666.67

)

—

 

0.00

 

Class B (2004-7)

 

3.310

%

1,052,395.56

 

492,249.54

 

—

 

492,249.54

 

(1,544,645.10

)

—

 

1,739.78

 

Class B (2005-1)

 

4.900

%

—

 

714,583.33

 

—

 

714,583.33

 

(714,583.33

)

—

 

0.00

 

Class B (2005-3)

 

3.263

%

561,983.50

 

262,863.25

 

—

 

262,863.25

 

(824,846.75

)

—

 

909.33

 

Class B (2006-1)

 

2.751

%

—

 

387,849.83

 

—

 

387,849.83

 

(387,849.83

)

—

 

0.00

 

Class B (2006-2)

 

2.561

%

—

 

722,130.21

 

—

 

722,130.21

 

(722,130.21

)

—

 

0.00

 

Class B (2007- 1)

 

2.741

%

—

 

772,880.21

 

—

 

772,880.21

 

(772,880.21

)

—

 

0.00

 

Class B (2007- 2)

 

2.546

%

—

 

358,950.52

 

—

 

358,950.52

 

(358,950.52

)

—

 

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)

 

2.561

%

—

 

515,807.29

 

—

 

515,807.29

 

(515,807.29

)

—

 

0.00

 

 

14


 

 

 

 

Applicable 
Interest Rates

 

Beginning Interest
Funding 
sub-Account 
Balance (1)

 

Targeted Deposit
to Interest 
Funding 
sub-Account

 

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

 

Actual Deposit to 
Interest Funding 
sub-Account (2)

 

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

 

Ending
Interest Funding 
sub-Account 
Balance (1)

 

Interest Funding 
sub-Account 
Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2007- 5)

 

5.400

%

—

 

675,000.00

 

—

 

675,000.00

 

(675,000.00

)

—

 

0.00

 

Total Class B

 

 

 

1,614,379.06

 

9,911,878.41

 

—

 

9,911,878.41

 

(11,526,257.47

)

—

 

2,649.11

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2003-3)

 

4.721

%

—

 

950,807.29

 

—

 

950,807.29

 

(950,807.29

)

—

 

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)

 

3.621

%

—

 

437,567.71

 

—

 

437,567.71

 

(437,567.71

)

—

 

0.00

 

Class C (2004-2)

 

3.521

%

—

 

283,656.25

 

—

 

283,656.25

 

(283,656.25

)

—

 

0.00

 

Class C (2004-3)

 

6.399

%

—

 

1,959,693.75

 

—

 

1,959,693.75

 

—

 

1,959,693.75

 

4,265.90

 

Class C (2004-4)

 

3.121

%

—

 

377,151.04

 

—

 

377,151.04

 

(377,151.04

)

—

 

0.00

 

Class C (2005-1)

 

2.871

%

—

 

404,766.49

 

—

 

404,766.49

 

(404,766.49

)

—

 

0.00

 

Class C (2006-1)

 

2.761

%

—

 

389,259.55

 

—

 

389,259.55

 

(389,259.55

)

—

 

0.00

 

Class C (2006-2)

 

2.771

%

—

 

223,239.58

 

—

 

223,239.58

 

(223,239.58

)

—

 

0.00

 

Class C (2006-3)

 

2.791

%

—

 

281,063.37

 

—

 

281,063.37

 

(281,063.37

)

—

 

0.00

 

Class C (2007-1)

 

2.951

%

—

 

713,218.75

 

—

 

713,218.75

 

(713,218.75

)

—

 

0.00

 

Class C (2007-2)

 

2.771

%

—

 

558,098.96

 

—

 

558,098.96

 

(558,098.96

)

—

 

0.00

 

Class C (2007-3)

 

2.761

%

—

 

278,042.53

 

—

 

278,042.53

 

(278,042.53

)

—

 

0.00

 

Class C (2007-4)

 

3.821

%

—

 

1,077,380.21

 

—

 

1,077,380.21

 

(1,077,380.21

)

—

 

0.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

 

 

—

 

9,183,945.48

 

—

 

9,183,945.48

 

(7,224,251.73

)

1,959,693.75

 

4,265.90

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

 

 

5,035,433.99

 

100,027,288.61

 

—

 

100,027,288.61

 

(99,470,047.18

)

5,592,675.42

 

14,557.52

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

15


 

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

 

 

 

Beginning Class D 
Reserve 
sub-Account 
Balance

 

Targeted Deposit
to Class D
Reserve
sub-Account

 

Actual Deposit to 
Class D Reserve 
sub-Account

 

Withdrawls from 
Class D Reserve 
sub-Account 
Balance

 

Ending Class D 
Reserve 
sub-Account 
Balance

 

Class D Reserve 
sub-Account 
Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

I. Targeted Deposits to Accumulation Reserve sub-Accounts:

 

 

 

Beginning
Accumulation
Reserve

 

Targeted Deposit
to Accumulation 

 

Actual Deposit to
Accumulation

 

Withdrawals from 
Accumulation

 

Withdrawals from 
Accumulation
Reserve Account

 

Ending
Accumulation
Reserve

 

Accumulation
Reserve

 

 

 

sub-Account
Balance

 

Reserve
sub-Account

 

Reserve
sub-Account

 

Reserve Account 
for Interest

 

for Payments to 
Issuer

 

sub-Account 
Balance

 

sub-Account 
Earnings

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

NOTHING TO REPORT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

Class A Usage of
Class B

 

Class A Usage of
Class C

 

Class A Usage of
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 C

 

Class B Usage of 
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

 

 

 

 

 

 

 

 

 

 

16


 

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

 

 

 

 

 

 

17


 

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 (2003-3)

 

 

 

 

 

 

 

 

 

 

 

 

 

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 (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 (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- 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

 

Class A (2006-A)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-B)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-C)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2006-D)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

18


 

 

 

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-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

 

Class A (2007-7)

 

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 (2007-8)

 

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 (2007-9)

 

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 (2008-1)

 

200,602,900.00

 

200,602,900.00

 

156,025,300.00

 

156,025,300.00

 

22,290,650.00

 

22,290,650.00

 

Class A (2008-2)

 

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 (2008-3)

 

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 (2008-4)

 

78,614,650.00

 

78,614,650.00

 

61,145,050.00

 

61,145,050.00

 

8,735,525.00

 

8,735,525.00

 

Class A (2008-5)

 

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 (2008-6)

 

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 (2008-A)

 

 

 

 

 

 

 

 

 

 

 

 

 

Class A (2008-B)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class A

 

3,283,381,520.00

 

3,283,381,520.00

 

2,553,754,640.00

 

2,553,754,640.00

 

364,843,720.00

 

364,843,720.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class B (2003-3)

 

 

 

 

 

109,882,763.41

 

109,882,763.41

 

15,698,466.17

 

15,698,466.17

 

Class B (2003-4)

 

 

 

 

 

146,510,351.22

 

146,510,351.22

 

20,931,288.24

 

20,931,288.24

 

Class B (2003-5)

 

 

 

 

 

109,882,763.41

 

109,882,763.41

 

15,698,466.17

 

15,698,466.17

 

Class B (2003-6)

 

 

 

 

 

183,137,939.02

 

183,137,939.02

 

26,164,110.29

 

26,164,110.29

 

Class B (2004-1)

 

 

 

 

 

183,137,939.02

 

183,137,939.02

 

26,164,110.29

 

26,164,110.29

 

Class B (2004-3)

 

 

 

 

 

109,882,763.41

 

109,882,763.41

 

15,698,466.17

 

15,698,466.17

 

Class B (2004-6)

 

 

 

 

 

146,510,351.22

 

146,510,351.22

 

20,931,288.24

 

20,931,288.24

 

Class B (2004-7)

 

 

 

 

 

135,232,716.93

 

135,232,716.93

 

19,320,102.32

 

19,320,102.32

 

Class B (2005-1)

 

 

 

 

 

128,196,557.32

 

128,196,557.32

 

18,314,877.21

 

18,314,877.21

 

Class B (2005-3)

 

 

 

 

 

73,255,175.61

 

73,255,175.61

 

10,465,644.12

 

10,465,644.12

 

Class B (2006-1)

 

 

 

 

 

128,196,557.32

 

128,196,557.32

 

18,314,877.21

 

18,314,877.21

 

Class B (2006-2)

 

 

 

 

 

256,393,114.63

 

256,393,114.63

 

36,629,754.41

 

36,629,754.41

 

Class B (2007- 1)

 

 

 

 

 

256,393,114.63

 

256,393,114.63

 

36,629,754.41

 

36,629,754.41

 

Class B (2007- 2)

 

 

 

 

 

128,196,557.32

 

128,196,557.32

 

18,314,877.21

 

18,314,877.21

 

Class B (2007- 3)

 

 

 

 

 

183,137,939.02

 

183,137,939.02

 

26,164,110.29

 

26,164,110.29

 

Class B (2007- 4)

 

 

 

 

 

183,137,939.02

 

183,137,939.02

 

26,164,110.29

 

26,164,110.29

 

Class B (2007- 5)

 

 

 

 

 

109,882,763.41

 

109,882,763.41

 

15,698,466.17

 

15,698,466.17

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class B

 

 

 

 

 

2,570,967,305.92

 

2,570,967,305.92

 

367,302,769.21

 

367,302,769.21

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Class C (2003-3)

 

 

 

 

 

 

 

 

 

32,284,075.20

 

32,284,075.20

 

Class C (2003-4)

 

 

 

 

 

 

 

 

 

32,284,075.20

 

32,284,075.20

 

 

19


 

 

 

 

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 (2003-5)

 

 

 

 

 

 

 

 

 

19,370,445.12

 

19,370,445.12

 

Class C (2004-2)

 

 

 

 

 

 

 

 

 

12,913,630.07

 

12,913,630.07

 

Class C (2004-3)

 

 

 

 

 

 

 

 

 

47,457,590.53

 

47,457,590.53

 

Class C (2004-4)

 

 

 

 

 

 

 

 

 

19,370,445.12

 

19,370,445.12

 

Class C (2005-1)

 

 

 

 

 

 

 

 

 

22,598,852.63

 

22,598,852.63

 

Class C (2006-1)

 

 

 

 

 

 

 

 

 

22,598,852.63

 

22,598,852.63

 

Class C (2006-2)

 

 

 

 

 

 

 

 

 

12,913,630.07

 

12,913,630.07

 

Class C (2006-3)

 

 

 

 

 

 

 

 

 

16,142,037.60

 

16,142,037.60

 

Class C (2007-1)

 

 

 

 

 

 

 

 

 

38,740,890.23

 

38,740,890.23

 

Class C (2007-2)

 

 

 

 

 

 

 

 

 

32,284,075.20

 

32,284,075.20

 

Class C (2007-3)

 

 

 

 

 

 

 

 

 

16,142,037.60

 

16,142,037.60

 

Class C (2007-4)

 

 

 

 

 

 

 

 

 

45,197,705.27

 

45,197,705.27

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Class C

 

 

 

 

 

 

 

 

 

370,298,342.47

 

370,298,342.47

 

 

* All balances for 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

 

$

264,929,462.53

 

 

 

 

 

Prior Month Excess Spread Amount

 

$

287,075,003.64

 

 

 

 

 

Two Months Prior Excess Spread Amount

 

$

289,230,216.24

 

 

 

 

 

Three Month Average Excess Spread Amount

 

$

280,411,560.80

 

 

 

 

 

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

 

YES

 

 

20


 

IN WITNESS WHEREOF, the undersigned has duly executed and delivered this Certificate this 9th day of July, 2008.

 

 

Capital One Bank (USA), National Association

 

as Administrator

 

 

 

By:

 

/s/ Pam Koch

 

 

 

 

 

Name:

 

Pam Koch

 

Title:

 

Authorized Officer

 

Date:

 

07/10/2008

 

21