Exhibit 99.2
National Collegiate Student Loan Trusts |
| Original Pool Characteristics |
Static Pool Information: Prior Securitized Pool Report |
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| NCSLT 2007-2 |
| NCSLT 2007-1 |
| NCSLT 2006-4 |
| NCSLT 2006-3 |
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Trust Summary |
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Date of Closing |
| 6/14/2007 |
| 3/8/2007 |
| 12/7/2006 |
| 9/28/2006 |
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Outstanding Principal Balance |
| $749,531,693 |
| $762,189,134 |
| $710,438,732 |
| $1,351,396,673 |
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Total Accrued Interest |
| $17,997,870 |
| $14,279,008 |
| $13,112,544 |
| $34,735,591 |
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Aggregate Pool Balance |
| $767,529,564 |
| $776,468,142 |
| $723,551,276 |
| $1,386,132,264 |
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Number of Loans |
| 62,979 |
| 68,759 |
| 57,407 |
| 104,757 |
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Average Initial Loan Balance |
| $11,901 |
| $11,085 |
| $12,375 |
| $12,900 |
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Weighted Average Annual Interest Rate Margin (LIBOR +) |
| 5.24% |
| 5.13% |
| 5.41% |
| 4.79% |
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Weighted Average Annual Interest Rate Margin in Repayment (LIBOR +) |
| 5.26% |
| 5.13% |
| 5.41% |
| 4.92% |
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Weighted Average Remaining Term to Maturity |
| 264 |
| 267 |
| 267 |
| 267 |
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Weighted Average FICO Score for Cosigned Loans |
| 713 |
| 715 |
| 713 |
| 713 |
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Weighted Average FICO Score for Non-Cosigned Loans |
| 706 |
| 705 |
| 704 |
| 705 |
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Weighted Average FICO Score for All Loans |
| 712 |
| 713 |
| 712 |
| 711 |
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Number of Borrowers |
| 57,845 |
| 66,307 |
| 55,209 |
| 97,555 |
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Borrower Type Distribution |
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Credit Ready - No Cosigner |
| $ | 3,530,175 |
| 0.50 | % | $ | 1,622,941 |
| 0.2 | % | $ | 698,874 |
| 0.1 | % | $ | 36,383,375 |
| 2.7 | % | |
Credit Ready - Cosigned |
| $ | 8,791 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 211,855 |
| 0.0 | % | |
Credit Worthy - No Cosigner |
| $ | 133,025,793 |
| 17.7 | % | $ | 130,392,447 |
| 17.1 | % | $ | 117,598,040 |
| 16.6 | % | $ | 201,630,211 |
| 14.9 | % | |
Credit Worthy - Cosigned |
| $ | 612,966,934 |
| 81.8 | % | $ | 630,173,746 |
| 82.7 | % | $ | 592,141,818 |
| 83.3 | % | $ | 1,113,171,231 |
| 82.4 | % | |
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Total |
| $ | 749,531,693 |
| 100 | % | $ | 762,189,134 |
| 100 | % | $ | 710,438,732 |
| 100 | % | $ | 1,351,396,673 |
| 100 | % | |
Borrower Payment Status Distribution |
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Deferment - Principal and Interest |
| $ | 693,136,339 |
| 92.5 | % | $ | 686,622,503 |
| 90.1 | % | $ | 637,583,211 |
| 89.7 | % | $ | 1,224,825,441 |
| 90.6 | % | |
Deferment - Principal Only |
| $ | 30,334,256 |
| 4.0 | % | $ | 40,360,057 |
| 5.3 | % | $ | 35,680,767 |
| 5.0 | % | $ | 59,181,702 |
| 4.4 | % | |
Forbearance |
| $ | 397,160 |
| 0.1 | % | $ | 439,853 |
| 0.1 | % | $ | 319,159 |
| 0.0 | % | $ | 702,584 |
| 0.1 | % | |
Repayment - Principal and Interest |
| $ | 25,663,938 |
| 3.4 | % | $ | 34,766,722 |
| 4.6 | % | $ | 36,855,594 |
| 5.2 | % | $ | 66,686,946 |
| 4.9 | % | |
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Total |
| $ | 749,531,693 |
| 100 | % | $ | 762,189,134 |
| 100 | % | $ | 710,438,732 |
| 100 | % | $ | 1,351,396,673 |
| 100 | % | |
Program Type Distribution |
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Consolidation |
| $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 762,857 |
| 0.1 | % | $ | 0 |
| 0.0 | % | |
Continuing Education |
| $ | 31,207,594 |
| 4.2 | % | $ | 21,470,261 |
| 2.8 | % | $ | 20,088,635 |
| 2.8 | % | $ | 27,833,810 |
| 2.1 | % | |
Graduate |
| $ | 82,036,131 |
| 10.9 | % | $ | 59,360,426 |
| 7.8 | % | $ | 66,634,313 |
| 9.4 | % | $ | 172,038,434 |
| 12.7 | % | |
K-12 |
| $ | 5,677,934 |
| 0.8 | % | $ | 13,732,044 |
| 1.8 | % | $ | 16,096,253 |
| 2.3 | % | $ | 23,845,152 |
| 1.8 | % | |
Medical |
| $ | 8,104,978 |
| 1.1 | % | $ | 12,197,562 |
| 1.6 | % | $ | 2,282,668 |
| 0.3 | % | $ | 22,015,564 |
| 1.6 | % | |
Other |
| $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | |
Parent |
| $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | |
Undergraduate |
| $ | 622,505,057 |
| 83.1 | % | $ | 655,428,843 |
| 86.0 | % | $ | 604,574,006 |
| 85.1 | % | $ | 1,105,663,714 |
| 81.8 | % | |
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Total |
| $ | 749,531,693 |
| 100 | % | $ | 762,189,134 |
| 100 | % | $ | 710,438,732 |
| 100 | % | $ | 1,351,396,673 |
| 100 | % | |
Student Loans by Interest Rate Distribution |
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LIBOR + at least 0.50% but less than 3.00% |
| $ | 62,593,167 |
| 8.4 | % | $ | 68,174,610 |
| 8.9 | % | $ | 8,328,114 |
| 1.2 | % | $ | 254,708,088 |
| 18.8 | % | |
LIBOR + at least 3.00% but less than 3.25% |
| $ | 11,698,069 |
| 1.6 | % | $ | 16,781,525 |
| 2.2 | % | $ | 2,507,507 |
| 0.4 | % | $ | 17,353,604 |
| 1.3 | % | |
LIBOR + at least 3.25% but less than 3.50% |
| $ | 14,873,599 |
| 2.0 | % | $ | 24,237,528 |
| 3.2 | % | $ | 5,790,294 |
| 0.8 | % | $ | 20,744,137 |
| 1.5 | % | |
LIBOR + at least 3.50% but less than 3.75% |
| $ | 35,003,078 |
| 4.7 | % | $ | 43,461,344 |
| 5.7 | % | $ | 50,208,429 |
| 7.1 | % | $ | 75,717,420 |
| 5.6 | % | |
LIBOR + at least 3.75% but less than 4.00% |
| $ | 19,312,224 |
| 2.6 | % | $ | 20,484,817 |
| 2.7 | % | $ | 5,715,882 |
| 0.8 | % | $ | 19,642,921 |
| 1.5 | % | |
LIBOR + at least 4.00% but less than 4.25% |
| $ | 40,922,311 |
| 5.5 | % | $ | 42,452,982 |
| 5.6 | % | $ | 47,418,688 |
| 6.7 | % | $ | 69,124,736 |
| 5.1 | % | |
LIBOR + at least 4.25% but less than 4.50% |
| $ | 24,836,663 |
| 3.3 | % | $ | 26,575,397 |
| 3.5 | % | $ | 14,003,038 |
| 2.0 | % | $ | 48,160,163 |
| 3.6 | % | |
LIBOR + at least 4.50% but less than 4.75% |
| $ | 103,379,758 |
| 13.8 | % | $ | 111,501,856 |
| 14.6 | % | $ | 142,840,612 |
| 20.1 | % | $ | 248,292,319 |
| 18.4 | % | |
LIBOR + at least 4.75% but less than 5.00% |
| $ | 8,814,869 |
| 1.2 | % | $ | 3,851,878 |
| 0.5 | % | $ | 17,883,240 |
| 2.5 | % | $ | 14,876,325 |
| 1.1 | % | |
LIBOR + at least 5.00% but less than 7.00% |
| $ | 300,392,956 |
| 40.1 | % | $ | 283,547,932 |
| 37.2 | % | $ | 289,686,982 |
| 40.8 | % | $ | 411,474,324 |
| 30.4 | % | |
LIBOR + at least 7.00% |
| $ | 127,705,000 |
| 17.0 | % | $ | 121,119,265 |
| 15.9 | % | $ | 126,055,946 |
| 17.7 | % | $ | 171,302,636 |
| 12.7 | % | |
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Total |
| $ | 749,531,693 |
| 100 | % | $ | 762,189,134 |
| 100 | % | $ | 710,438,732 |
| 100 | % | $ | 1,351,396,673 |
| 100 | % | |
Originator Concentrations (Originators > 10%) |
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| Charter One Bank |
| 37.6 | % | Chase Bank |
| 37.3 | % | Bank One |
| 40.6 | % | Bank One |
| 36.1 | % | |||||
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| Chase Bank |
| 31.1 | % | Charter One Bank |
| 26.9 | % | Charter One Bank |
| 27.2 | % | Bank of America |
| 36.0 | % | |||||
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| Bank of America |
| 10.4 | % | Bank of America |
| 11.6 | % | Bank of America |
| 17.1 | % | Charter One Bank |
| 19.4 | % | |||||
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Geographic Concentrations (States > 5%) |
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| California |
| 8.3 | % | Pennsylvania |
| 9.5 | % | California |
| 8.3 | % | California |
| 9.6 | % | |||||
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| Pennsylvania |
| 8.3 | % | New York |
| 9.4 | % | Texas |
| 8.2 | % | Texas |
| 9.0 | % | |||||
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| Ohio |
| 7.6 | % | Texas |
| 7.3 | % | Ohio |
| 7.5 | % | New York |
| 6.5 | % | |||||
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| Texas |
| 7.5 | % | California |
| 7.0 | % | New York |
| 6.7 | % | Ohio |
| 6.0 | % | |||||
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| New York |
| 6.5 | % | Ohio |
| 6.9 | % | Pennsylvania |
| 5.9 | % | Pennsylvania |
| 5.6 | % | |||||
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| Michigan |
| 5.6 | % | Michigan |
| 5.2 | % | Michigan |
| 5.8 | % | Florida |
| 5.4 | % | |||||
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| Florida |
| 5.4 | % | Illinois |
| 5.0 | % | Illinois |
| 5.5 | % | Illinois |
| 5.0 | % | |||||
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| Florida |
| 5.4 | % |
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| NCSLT 2006-2 |
| NCSLT 2006-1 |
| NCSLT 2005-3 |
| NCSLT 2005-2 |
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Trust Summary |
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Date of Closing |
| 6/8/2006 |
| 3/9/2006 |
| 10/12/2005 |
| 6/9/2005 |
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Outstanding Principal Balance |
| $497,888,025 |
| $729,482,489 |
| $1,249,472,574 |
| $457,179,375 |
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Total Accrued Interest |
| $7,726,302 |
| $11,771,598 |
| $15,914,886 |
| $5,110,015 |
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Aggregate Pool Balance |
| $505,614,328 |
| $741,254,087 |
| $1,265,387,461 |
| $462,289,390 |
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Number of Loans |
| 43,091 |
| 68,006 |
| 103,232 |
| 42,386 |
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Average Initial Loan Balance |
| $11,554 |
| $10,727 |
| $12,104 |
| $10,786 |
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Weighted Average Annual Interest Rate Margin (LIBOR +) |
| 4.80% |
| 4.44% |
| 4.28% |
| 4.57% |
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Weighted Average Annual Interest Rate Margin in Repayment (LIBOR +) |
| 4.79% |
| 4.44% |
| 4.45% |
| 4.58% |
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Weighted Average Remaining Term to Maturity |
| 264 |
| 266 |
| 264 |
| 253 |
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Weighted Average FICO Score for Cosigned Loans |
| 715 |
| 727 |
| 724 |
| 726 |
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Weighted Average FICO Score for Non-Cosigned Loans |
| 698 |
| 699 |
| 701 |
| 700 |
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Weighted Average FICO Score for All Loans |
| 711 |
| 721 |
| 720 |
| 720 |
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Number of Borrowers |
| 40,119 |
| 63,230 |
| 94,592 |
| 39,394 |
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Borrower Type Distribution |
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Credit Ready - No Cosigner |
| $ | 914,948 |
| 0.2 | % | $ | 3,156,301 |
| 0.4 | % | $ | 36,863,021 |
| 3.0 | % | $ | 981,942 |
| 0.2 | % |
Credit Ready - Cosigned |
| $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 204,358 |
| 0.0 | % | $ | 0 |
| 0.0 | % |
Credit Worthy - No Cosigner |
| $ | 106,186,524 |
| 21.3 | % | $ | 161,041,689 |
| 22.1 | % | $ | 208,203,476 |
| 16.7 | % | $ | 106,087,602 |
| 23.2 | % |
Credit Worthy - Cosigned |
| $ | 390,786,553 |
| 78.5 | % | $ | 565,284,499 |
| 77.5 | % | $ | 1,004,201,719 |
| 80.4 | % | $ | 350,109,832 |
| 76.6 | % |
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Total |
| $ | 497,888,025 |
| 100 | % | $ | 729,482,489 |
| 100 | % | $ | 1,249,472,574 |
| 100 | % | $ | 457,179,375 |
| 100 | % |
Borrower Payment Status Distribution |
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Deferment - Principal and Interest |
| $ | 450,664,977 |
| 90.5 | % | $ | 636,871,924 |
| 87.3 | % | $ | 1,114,855,091 |
| 89.2 | % | $ | 389,267,249 |
| 85.1 | % |
Deferment - Principal Only |
| $ | 19,574,444 |
| 3.9 | % | $ | 39,663,129 |
| 5.4 | % | $ | 69,307,053 |
| 5.5 | % | $ | 26,266,593 |
| 5.7 | % |
Forbearance |
| $ | 158,700 |
| 0.0 | % | $ | 467,413 |
| 0.1 | % | $ | 870,517 |
| 0.1 | % | $ | 202,494 |
| 0.0 | % |
Repayment - Principal and Interest |
| $ | 27,489,905 |
| 5.5 | % | $ | 52,480,022 |
| 7.2 | % | $ | 64,439,914 |
| 5.2 | % | $ | 41,443,039 |
| 9.1 | % |
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Total |
| $ | 497,888,025 |
| 100 | % | $ | 729,482,489 |
| 100 | % | $ | 1,249,472,574 |
| 100 | % | $ | 457,179,375 |
| 100 | % |
Program Type Distribution |
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Consolidation |
| $ | 975,937 |
| 0.2 | % | $ | 7,371,688 |
| 1.0 | % | $ | 0 |
| 0 | % | $ | 5,727,501 |
| 1.3 | % |
Continuing Education |
| $ | 13,229,606 |
| 2.7 | % | $ | 14,887,395 |
| 2.0 | % | $ | 17,865,324 |
| 1.4 | % | $ | 11,853,386 |
| 2.6 | % |
Graduate |
| $ | 62,553,097 |
| 12.6 | % | $ | 82,572,316 |
| 11.3 | % | $ | 185,850,251 |
| 14.9 | % | $ | 68,980,619 |
| 15.1 | % |
K-12 |
| $ | 12,453,607 |
| 2.5 | % | $ | 22,589,069 |
| 3.1 | % | $ | 30,687,798 |
| 2.5 | % | $ | 24,695,110 |
| 5.4 | % |
Medical |
| $ | 3,401,545 |
| 0.7 | % | $ | 12,077,917 |
| 1.7 | % | $ | 8,159,453 |
| 0.7 | % | $ | 106,742 |
| 0.0 | % |
Other |
| $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 4,117,837 |
| 0.3 | % | $ | 1,852,134 |
| 0.4 | % |
Parent |
| $ | 0 |
| 0.0 | % | $ | 0 |
| 0.0 | % | $ | 8,935 |
| 0.0 | % | $ | 0 |
| 0.0 | % |
Undergraduate |
| $ | 405,274,233 |
| 81.4 | % | $ | 589,984,104 |
| 80.9 | % | $ | 1,002,722,976 |
| 80.3 | % | $ | 343,963,883 |
| 75.2 | % |
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Total |
| $ | 497,888,025 |
| 100 | % | $ | 729,482,489 |
| 100 | % | $ | 1,249,412,574 |
| 100 | % | $ | 457,179,375 |
| 100 | % |
Student Loans by Interest Rate Distribution |
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LIBOR + at least 0.50% but less than 3.00% |
| $ | 16,565,386 |
| 3.3 | % | $ | 65,958,108 |
| 9.0 | % | $ | 259,413,091 |
| 20.8 | % | $ | 11,316,933 |
| 2.5 | % |
LIBOR + at least 3.00% but less than 3.25% |
| $ | 6,421,732 |
| 1.3 | % | $ | 24,019,339 |
| 3.3 | % | $ | 6,849,683 |
| 0.5 | % | $ | 4,749,132 |
| 1.0 | % |
LIBOR + at least 3.25% but less than 3.50% |
| $ | 5,069,835 |
| 1.0 | % | $ | 15,718,753 |
| 2.2 | % | $ | 4,914,579 |
| 0.4 | % | $ | 3,697,301 |
| 0.8 | % |
LIBOR + at least 3.50% but less than 3.75% |
| $ | 14,086,322 |
| 2.8 | % | $ | 30,044,979 |
| 4.1 | % | $ | 46,174,066 |
| 3.7 | % | $ | 38,823,976 |
| 8.5 | % |
LIBOR + at least 3.75% but less than 4.00% |
| $ | 7,838,387 |
| 1.6 | % | $ | 39,297,885 |
| 5.4 | % | $ | 7,219,161 |
| 0.6 | % | $ | 7,829,779 |
| 1.7 | % |
LIBOR + at least 4.00% but less than 4.25% |
| $ | 1,928,090 |
| 0.4 | % | $ | 5,121,861 |
| 0.7 | % | $ | 1,306,327 |
| 0.1 | % | $ | 880,562 |
| 0.2 | % |
LIBOR + at least 4.25% but less than 4.50% |
| $ | 11,940,120 |
| 2.4 | % | $ | 28,261,989 |
| 3.9 | % | $ | 21,508,341 |
| 1.7 | % | $ | 20,442,317 |
| 4.5 | % |
LIBOR + at least 4.50% but less than 4.75% |
| $ | 217,978,257 |
| 43.8 | % | $ | 367,123,819 |
| 50.3 | % | $ | 638,758,445 |
| 51.1 | % | $ | 262,445,832 |
| 57.4 | % |
LIBOR + at least 4.75% but less than 5.00% |
| $ | 112,754,938 |
| 22.6 | % | $ | 122,075,220 |
| 16.7 | % | $ | 218,757,268 |
| 17.5 | % | $ | 90,930,541 |
| 19.9 | % |
LIBOR + at least 5.00% but less than 7.00% |
| $ | 83,791,094 |
| 16.8 | % | $ | 9,472,794 |
| 1.3 | % | $ | 4,553,287 |
| 0.4 | % | $ | 2,234,556 |
| 0.5 | % |
LIBOR + at least 7.00% |
| $ | 19,513,866 |
| 3.9 | % | $ | 22,387,741 |
| 3.1 | % | $ | 40,018,327 |
| 3.2 | % | $ | 13,828,445 |
| 3.0 | % |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||
Total |
| $ | 497,888,025 |
| 100 | % | $ | 729,482,489 |
| 100 | % | $ | 1,249,472,574 |
| 100 | % | $ | 457,179,375 |
| 100 | % |
Originator Concentrations (Originators > 10%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||
|
| Bank One |
| 33.9 | % | Bank One |
| 30.4 | % | Bank of America |
| 37.0 | % | Bank One |
| 38.9 | % | ||||
|
| Charter One Bank |
| 30.6 | % | Charter One Bank |
| 28.5 | % | Bank One |
| 32.8 | % | Charter One Bank |
| 29.4 | % | ||||
|
| Bank of America |
| 14.7 | % | Bank of America |
| 15.6 | % | Charter One Bank |
| 22.6 | % | Bank of America |
| 17.3 | % | ||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||
Geographic Concentrations (States > 5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||
|
| Texas |
| 10.0 | % | Pennsylvania |
| 9.9 | % | Texas |
| 10.3 | % | Texas |
| 10.7 | % | ||||
|
| Ohio |
| 8.0 | % | New York |
| 8.6 | % | California |
| 9.3 | % | California |
| 8.0 | % | ||||
|
| California |
| 7.8 | % | Texas |
| 8.1 | % | Ohio |
| 6.9 | % | New York |
| 7.3 | % | ||||
|
| New York |
| 6.2 | % | Ohio |
| 6.6 | % | New York |
| 6.0 | % | Ohio |
| 6.7 | % | ||||
|
| Pennsylvania |
| 5.7 | % | California |
| 6.5 | % | Illinois |
| 5.6 | % | Pennsylvania |
| 5.3 | % | ||||
|
| Michigan |
| 5.6 | % |
|
|
|
| Florida |
| 5.2 | % | Illinois |
| 5.3 | % | ||||
|
| Florida |
| 5.3 | % |
|
|
|
|
|
|
|
|
|
|
|
| ||||
|
| Illinois |
| 5.1 | % |
|
|
|
|
|
|
|
| Florida |
| 5.2 | % | ||||
|
| NCSLT 2005-1 |
| NCSLT 2004-2 |
| NCSLT 2004-1 |
| |||||||||
Trust Summary |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Date of Closing |
| 2/23/2005 |
| 12/28/2004 |
| 6/11/2004 |
| |||||||||
Outstanding Principal Balance |
| $701,602,075 |
| $800,261,953 |
| $610,436,970 |
| |||||||||
Total Accrued Interest |
| $13,873,442 |
| $6,516,865 |
| $9,837,073 |
| |||||||||
Aggregate Pool Balance |
| $715,475,517 |
| $806,778,817 |
| $620,274,043 |
| |||||||||
Number of Loans |
| 67,976 |
| 68,366 |
| 59,399 |
| |||||||||
Average Initial Loan Balance |
| $10,321 |
| $11,706 |
| $10,277 |
| |||||||||
Weighted Average Annual Interest Rate Margin (LIBOR +) |
| 4.10% |
| 4.69% |
| 4.34% |
| |||||||||
Weighted Average Annual Interest Rate Margin in Repayment (LIBOR +) |
| 4.31% |
| 4.73% |
| 4.45% |
| |||||||||
Weighted Average Remaining Term to Maturity |
| 260 |
| 270 |
| 256 |
| |||||||||
Weighted Average FICO Score for Cosigned Loans |
| 726 |
| 721 |
| 724 |
| |||||||||
Weighted Average FICO Score for Non-Cosigned Loans |
| 703 |
| 697 |
| 701 |
| |||||||||
Weighted Average FICO Score for All Loans |
| 721 |
| 717 |
| 720 |
| |||||||||
Number of Borrowers |
| 61,222 |
| 65,240 |
| 52,243 |
| |||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Borrower Type Distribution |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Credit Ready - No Cosigner |
| $ | 24,849,659 |
| 3.5 | % | $ | 1,577,700 |
| 0.2 | % | $ | 14,786,292 |
| 2.4 | % |
Credit Ready - Cosigned |
| $ | 23,043 |
| 0.0 | % | $ | 17,514 |
| 0.0 | % | $ | 78,663 |
| 0.0 | % |
Credit Worthy - No Cosigner |
| $ | 116,489,844 |
| 16.6 | % | $ | 144,797,123 |
| 18.1 | % | $ | 106,899,380 |
| 17.5 | % |
Credit Worthy - Cosigned |
| $ | 560,239,529 |
| 79.9 | % | $ | 653,869,616 |
| 81.7 | % | $ | 488,672,653 |
| 80.1 | % |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Total |
| $ | 701,602,075 |
| 100 | % | $ | 800,261,953 |
| 100 | % | $ | 610,436,970 |
| 100 | % |
Borrower Payment Status Distribution |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Deferment - Principal and Interest |
| $ | 610,869,768 |
| 87.1 | % | $ | 690,491,612 |
| 86.3 | % | $ | 525,607,206 |
| 86.1 | % |
Deferment - Principal Only |
| $ | 41,963,782 |
| 6.0 | % | $ | 62,195,019 |
| 7.8 | % | $ | 41,886,175 |
| 6.9 | % |
Forbearance |
| $ | 476,500 |
| 0.1 | % | $ | 424,955 |
| 0.1 | % | $ | 409,399 |
| 0.1 | % |
Repayment - Principal and Interest |
| $ | 48,292,025 |
| 6.9 | % | $ | 47,150,367 |
| 5.9 | % | $ | 42,534,190 |
| 7.0 | % |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Total |
| $ | 701,602,075 |
| 100 | % | $ | 800,261,953 |
| 100 | % | $ | 610,436,970 |
| 100 | % |
Program Type Distribution |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Consolidation |
| $ | 11,122,051 |
| 1.6 | % | $ | 0 |
| 0 | % | $ | 0 |
| 0 | % |
Continuing Education |
| $ | 18,207,148 |
| 2.6 | % | $ | 24,262,010 |
| 3.0 | % | $ | 22,658,600 |
| 3.7 | % |
Graduate |
| $ | 99,304,390 |
| 14.2 | % | $ | 88,798,863 |
| 11.1 | % | $ | 94,755,371 |
| 15.5 | % |
K-12 |
| $ | 19,694,596 |
| 2.8 | % | $ | 23,552,804 |
| 2.9 | % | 22,335,565 |
| 3.7 | % | |
Medical |
| $ | 4,314,711 |
| 0.6 | % | $ | 308,882 |
| 0.0 | % | $ | 3,707,701 |
| 0.6 | % |
Other |
| $ | 1,503,178 |
| 0.2 | % | $ | 114,223 |
| 0.0 | % | $ | 0 |
| 0.0 | % |
Parent |
| $ | 0 |
| 0.0 | % | $ | 244,819 |
| 0.0 | % | $ | 0 |
| 0.0 | % |
Undergraduate |
| $ | 547,456,002 |
| 78.0 | % | $ | 662,980,351 |
| 82.8 | % | $ | 466,979,733 |
| 76.5 | % |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Total |
| $ | 701,602,075 |
| 100 | % | $ | 800,261,953 |
| 100 | % | $ | 610,436,970 |
| 100 | % |
Student Loans by Interest Rate Distribution |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
LIBOR + at least 0.50% but less than 3.00% |
| $ | 192,214,063 |
| 27.1 | % | $ | 25,621,046 |
| 3.2 | % | $ | 89,062,671 |
| 14.6 | % |
LIBOR + at least 3.00% but less than 3.25% |
| $ | 12,178,424 |
| 1.7 | % | $ | 2,161,643 |
| 0.3 | % | $ | 10,910,523 |
| 1.8 | % |
LIBOR + at least 3.25% but less than 3.50% |
| $ | 8,708,013 |
| 1.2 | % | $ | 2,021,762 |
| 0.3 | % | $ | 5,302,886 |
| 0.9 | % |
LIBOR + at least 3.50% but less than 3.75% |
| $ | 23,133,193 |
| 3.3 | % | $ | 27,284,895 |
| 3.4 | % | $ | 29,934,834 |
| 4.9 | % |
LIBOR + at least 3.75% but less than 4.00% |
| $ | 24,846,320 |
| 3.5 | % | $ | 3,970,480 |
| 0.5 | % | $ | 29,596,615 |
| 4.8 | % |
LIBOR + at least 4.00% but less than 4.25% |
| $ | 1,739,264 |
| 0.2 | % | $ | 1,356,808 |
| 0.2 | % | $ | 2,611,432 |
| 0.4 | % |
LIBOR + at least 4.25% but less than 4.50% |
| $ | 7,021,377 |
| 1.0 | % | $ | 15,544,917 |
| 1.9 | % | $ | 14,747,963 |
| 2.5 | % |
LIBOR + at least 4.50% but less than 4.75% |
| $ | 284,449,839 |
| 40.7 | % | $ | 469,290,302 |
| 58.6 | % | $ | 313,403,927 |
| 51.3 | % |
LIBOR + at least 4.75% but less than 5.00% |
| $ | 122,432,481 |
| 17.5 | % | $ | 210,627,688 |
| 26.3 | % | $ | 89,816,659 |
| 14.7 | % |
LIBOR + at least 5.00% but less than 7.00% |
| $ | 3,866,091 |
| 0.6 | % | $ | 5,692,375 |
| 0.7 | % | $ | 4,542,167 |
| 0.7 | % |
LIBOR + at least 7.00% |
| $ | 21,013,011 |
| 3.0 | % | $ | 36,690,037 |
| 4.6 | % | $ | 20,507,294 |
| 3.4 | % |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Total |
| $ | 701,602,075 |
| 100 | % | $ | 800,261,953 |
| 100 | % | $ | 610,436,970 |
| 100 | % |
Originator Concentrations (Originators > 10%) |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
| Bank of America |
| 36.2 | % | Bank One |
| 43.5 | % | Bank One |
| 47.2 | % | |||
|
| Bank One |
| 28.6 | % | Charter One Bank |
| 32.0 | % | Charter One Bank |
| 24.1 | % | |||
|
| Charter One Bank |
| 24.9 | % | Bank of America |
| 17.4 | % | Bank of America |
| 23.2 | % | |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
Geographic Concentrations (States > 5%) |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
| California |
| 10.1 | % | Texas |
| 11.1 | % | Texas |
| 11.0 | % | |||
|
| Texas |
| 9.8 | % | Ohio |
| 7.9 | % | California |
| 8.7 | % | |||
|
| Pennsylvania |
| 7.4 | % | Pennsylvania |
| 6.4 | % | Pennsylvania |
| 7.9 | % | |||
|
| Ohio |
| 6.2 | % | California |
| 6.1 | % | Ohio |
| 6.3 | % | |||
|
| Illinois |
| 5.2 | % | Illinois |
| 6.0 | % | New York |
| 5.6 | % | |||
|
| Florida |
| 5.2 | % |
|
|
|
| Illinois |
| 5.5 | % | |||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
| New York |
| 5.2 | % |
|
|
|
| Florida |
| 5.1 | % | |||
THE NATIONAL COLLEGIATE STUDENT LOAN TRUSTS |
| Borrower Payment Status |
Static Pool Information: Prior Securitized Pool Report |
|
|
As of: 6/30/07
|
| Deferment |
| Deferment |
|
|
| Repayment |
|
|
| |||||||||||||||
|
| Principal & Interest |
| Principal Only |
| Forbearance |
| Principal & Interest |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2007-1 |
| $ | 677,979,638 |
| 89.2 | % | $ | 33,924,229 |
| 4.5 | % | $ | 1,199,117 |
| 0.2 | % | $ | 47,123,766 |
| 6.2 | % | $ | 760,226,750 |
| 100 | % |
NCSLT 2006-4 |
| $ | 598,771,438 |
| 82.2 | % | $ | 25,332,745 |
| 3.5 | % | $ | 3,494,350 |
| 0.5 | % | $ | 101,157,415 |
| 13.9 | % | $ | 728,755,948 |
| 100 | % |
NCSLT 2006-3 |
| $ | 1,087,206,608 |
| 78.9 | % | $ | 39,482,400 |
| 2.9 | % | $ | 19,160,832 |
| 1.4 | % | $ | 232,859,637 |
| 16.9 | % | $ | 1,378,709,477 |
| 100 | % |
NCSLT 2006-2 |
| $ | 357,538,462 |
| 69.5 | % | $ | 9,743,827 |
| 1.9 | % | $ | 15,349,231 |
| 3.0 | % | $ | 131,558,057 |
| 25.6 | % | $ | 514,189,578 |
| 100 | % |
NCSLT 2006-1 |
| $ | 452,417,394 |
| 61.2 | % | $ | 18,609,722 |
| 2.5 | % | $ | 28,528,188 |
| 3.9 | % | $ | 239,369,278 |
| 32.4 | % | $ | 738,924,582 |
| 100 | % |
NCSLT 2005-3 |
| $ | 719,490,369 |
| 57.1 | % | $ | 27,788,218 |
| 2.2 | % | $ | 60,287,161 |
| 4.8 | % | $ | 452,144,157 |
| 35.9 | % | $ | 1,259,709,905 |
| 100 | % |
NCSLT 2005-2 |
| $ | 200,027,881 |
| 44.1 | % | $ | 6,730,639 |
| 1.5 | % | $ | 29,361,981 |
| 6.5 | % | $ | 217,137,687 |
| 47.9 | % | $ | 453,258,187 |
| 100 | % |
NCSLT 2005-1 |
| $ | 249,648,952 |
| 37.0 | % | $ | 9,687,922 |
| 1.4 | % | $ | 41,197,881 |
| 6.1 | % | $ | 374,789,159 |
| 55.5 | % | $ | 675,323,914 |
| 100 | % |
NCSLT 2004-2 |
| $ | 330,089,441 |
| 41.7 | % | $ | 14,982,121 |
| 1.9 | % | $ | 47,384,283 |
| 6.0 | % | $ | 399,923,229 |
| 50.5 | % | $ | 792,379,074 |
| 100 | % |
NCSLT 2004-1 |
| $ | 139,545,088 |
| 25.1 | % | $ | 5,905,722 |
| 1.1 | % | $ | 34,825,897 |
| 6.3 | % | $ | 374,929,630 |
| 67.5 | % | $ | 555,206,338 |
| 100 | % |
As of: 3/31/07
|
| Deferment |
| Deferment |
|
|
| Repayment |
|
|
| |||||||||||||||
|
| Principal & Interest |
| Principal Only |
| Forbearance |
| Principal & Interest |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2006-4 |
| $ | 638,565,179 |
| 89.3 | % | $ | 30,160,527 |
| 4.2 | % | $ | 1,638,886 |
| 0.2 | % | $ | 44,777,373 |
| 6.3 | % | $ | 715,141,965 |
| 100 | % |
NCSLT 2006-3 |
| $ | 1,168,102,704 |
| 85.5 | % | $ | 47,424,834 |
| 3.5 | % | $ | 12,443,016 |
| 0.9 | % | $ | 138,457,479 |
| 10.1 | % | $ | 1,366,428,033 |
| 100 | % |
NCSLT 2006-2 |
| $ | 393,159,179 |
| 77.1 | % | $ | 12,589,794 |
| 2.5 | % | $ | 13,780,110 |
| 2.7 | % | $ | 90,625,757 |
| 17.8 | % | $ | 510,154,840 |
| 100 | % |
NCSLT 2006-1 |
| $ | 501,376,456 |
| 67.9 | % | $ | 23,843,880 |
| 3.2 | % | $ | 31,379,153 |
| 4.3 | % | $ | 181,365,076 |
| 24.6 | % | $ | 737,964,566 |
| 100 | % |
NCSLT 2005-3 |
| $ | 788,428,342 |
| 62.5 | % | $ | 35,438,698 |
| 2.8 | % | $ | 63,969,200 |
| 5.1 | % | $ | 374,154,467 |
| 29.6 | % | $ | 1,261,990,707 |
| 100 | % |
NCSLT 2005-2 |
| $ | 227,489,582 |
| 49.8 | % | $ | 9,404,715 |
| 2.1 | % | $ | 34,276,603 |
| 7.5 | % | $ | 185,336,852 |
| 40.6 | % | $ | 456,507,752 |
| 100 | % |
NCSLT 2005-1 |
| $ | 280,875,067 |
| 41.0 | % | $ | 13,192,493 |
| 1.9 | % | $ | 46,707,891 |
| 6.8 | % | $ | 343,740,285 |
| 50.2 | % | $ | 684,515,736 |
| 100 | % |
NCSLT 2004-2 |
| $ | 367,485,228 |
| 45.9 | % | $ | 20,085,751 |
| 2.5 | % | $ | 54,817,845 |
| 6.8 | % | $ | 358,190,100 |
| 44.7 | % | $ | 800,578,924 |
| 100 | % |
NCSLT 2004-1 |
| $ | 160,503,496 |
| 28.3 | % | $ | 8,841,594 |
| 1.6 | % | $ | 41,763,024 |
| 7.4 | % | $ | 355,277,709 |
| 62.7 | % | $ | 566,385,823 |
| 100 | % |
*Balances include principal plus capitalized interest.
1
As of: 12/31/2006
|
| Deferment |
| Deferment |
|
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| Repayment |
|
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| |||||||||||||||
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| Principal Only |
| Forbearance |
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| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
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NCSLT 2006-3 |
| $ | 1,184,666,866 |
| 87.8 | % | $ | 52,821,047 |
| 3.9 | % | $ | 4,884,542 |
| 0.4 | % | $ | 107,664,423 |
| 8.0 | % | $ | 1,350,036,878 |
| 100 | % |
NCSLT 2006-2 |
| $ | 405,331,657 |
| 80.1 | % | $ | 14,658,577 |
| 2.9 | % | $ | 5,270,434 |
| 1.0 | % | $ | 80,720,294 |
| 16.0 | % | $ | 505,980,962 |
| 100 | % |
NCSLT 2006-1 |
| $ | 518,063,652 |
| 70.3 | % | $ | 26,416,002 |
| 3.6 | % | $ | 18,045,489 |
| 2.4 | % | $ | 174,811,864 |
| 23.7 | % | $ | 737,337,007 |
| 100 | % |
NCSLT 2005-3 |
| $ | 810,803,752 |
| 64.2 | % | $ | 38,920,025 |
| 3.1 | % | $ | 48,746,705 |
| 3.9 | % | $ | 364,790,978 |
| 28.9 | % | $ | 1,263,261,460 |
| 100 | % |
NCSLT 2005-2 |
| $ | 237,756,249 |
| 51.7 | % | $ | 11,079,345 |
| 2.4 | % | $ | 31,196,427 |
| 6.8 | % | $ | 179,728,183 |
| 39.1 | % | $ | 459,760,205 |
| 100 | % |
NCSLT 2005-1 |
| $ | 294,172,378 |
| 42.4 | % | $ | 14,787,739 |
| 2.1 | % | $ | 42,407,152 |
| 6.1 | % | $ | 343,000,151 |
| 49.4 | % | $ | 694,367,419 |
| 100 | % |
NCSLT 2004-2 |
| $ | 374,375,554 |
| 46.3 | % | $ | 22,122,022 |
| 2.7 | % | $ | 53,574,147 |
| 6.6 | % | $ | 358,344,870 |
| 44.3 | % | $ | 808,416,592 |
| 100 | % |
NCSLT 2004-1 |
| $ | 166,762,141 |
| 28.8 | % | $ | 9,667,233 |
| 1.7 | % | $ | 43,691,600 |
| 7.6 | % | $ | 357,969,029 |
| 61.9 | % | $ | 578,090,004 |
| 100 | % |
As of: 09/30/2006
|
| Deferment |
| Deferment |
|
|
| Repayment |
|
|
| |||||||||||||||
|
| Principal & Interest |
| Principal Only |
| Forbearance |
| Principal & Interest |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
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| |||||
NCSLT 2006-3 |
| $ | 1,231,243,062 |
| 91.2 | % | $ | 58,407,779 |
| 4.3 | % | $ | 1,117,927 |
| 0.1 | % | $ | 59,882,147 |
| 4.4 | % | $ | 1,350,650,914 |
| 100 | % |
NCSLT 2006-2 |
| $ | 444,039,418 |
| 89.2 | % | $ | 16,355,012 |
| 3.3 | % | $ | 1,494,128 |
| 0.3 | % | $ | 36,117,802 |
| 7.3 | % | $ | 498,006,360 |
| 100 | % |
NCSLT 2006-1 |
| $ | 606,826,498 |
| 82.9 | % | $ | 29,112,954 |
| 4.0 | % | $ | 6,133,906 |
| 0.8 | % | $ | 90,146,972 |
| 12.3 | % | $ | 732,220,329 |
| 100 | % |
NCSLT 2005-3 |
| $ | 970,152,748 |
| 77.2 | % | $ | 43,079,305 |
| 3.4 | % | $ | 29,584,180 |
| 2.4 | % | $ | 213,326,686 |
| 17.0 | % | $ | 1,256,142,918 |
| 100 | % |
NCSLT 2005-2 |
| $ | 298,286,541 |
| 64.8 | % | $ | 12,541,704 |
| 2.7 | % | $ | 20,777,632 |
| 4.5 | % | $ | 128,670,221 |
| 28.0 | % | $ | 460,276,098 |
| 100 | % |
NCSLT 2005-1 |
| $ | 399,402,488 |
| 57.5 | % | $ | 16,463,226 |
| 2.4 | % | $ | 35,498,710 |
| 5.1 | % | $ | 243,700,563 |
| 35.1 | % | $ | 695,064,986 |
| 100 | % |
NCSLT 2004-2 |
| $ | 458,892,922 |
| 56.4 | % | $ | 24,314,966 |
| 3.0 | % | $ | 43,721,734 |
| 5.4 | % | $ | 286,124,254 |
| 35.2 | % | $ | 813,053,875 |
| 100 | % |
NCSLT 2004-1 |
| $ | 216,089,276 |
| 36.8 | % | $ | 10,836,855 |
| 1.8 | % | $ | 41,308,206 |
| 7.0 | % | $ | 319,698,473 |
| 54.4 | % | $ | 587,932,811 |
| 100 | % |
As of: 06/30/2006
|
| Deferment |
| Deferment |
|
|
| Repayment |
|
|
| |||||||||||||||
|
| Principal & Interest |
| Principal Only |
| Forbearance |
| Principal & Interest |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
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| |||||
Trust |
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| |||||
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| |||||
NCSLT 2006-2 |
| $ | 445,674,196 |
| 89.8 | % | $ | 18,637,317 |
| 3.8 | % | $ | 368,901 |
| 0.1 | % | $ | 31,467,392 |
| 6.3 | % | $ | 496,147,806 |
| 100 | % |
NCSLT 2006-1 |
| $ | 618,681,426 |
| 85.1 | % | $ | 32,800,090 |
| 4.5 | % | $ | 1,492,149 |
| 0.2 | % | $ | 74,421,090 |
| 10.2 | % | $ | 727,394,756 |
| 100 | % |
NCSLT 2005-3 |
| $ | 994,012,160 |
| 79.2 | % | $ | 48,944,929 |
| 3.9 | % | $ | 11,066,120 |
| 0.9 | % | $ | 201,408,936 |
| 16.0 | % | $ | 1,255,432,145 |
| 100 | % |
NCSLT 2005-2 |
| $ | 308,025,352 |
| 66.8 | % | $ | 14,612,829 |
| 3.2 | % | $ | 11,406,455 |
| 2.5 | % | $ | 126,798,351 |
| 27.5 | % | $ | 460,842,987 |
| 100 | % |
NCSLT 2005-1 |
| $ | 410,701,935 |
| 58.5 | % | $ | 18,928,752 |
| 2.7 | % | $ | 27,684,496 |
| 3.9 | % | $ | 244,766,622 |
| 34.9 | % | $ | 702,081,805 |
| 100 | % |
NCSLT 2004-2 |
| $ | 482,642,033 |
| 59.1 | % | $ | 27,992,013 |
| 3.4 | % | $ | 31,032,770 |
| 3.8 | % | $ | 275,668,195 |
| 33.7 | % | $ | 817,335,012 |
| 100 | % |
NCSLT 2004-1 |
| $ | 223,290,439 |
| 37.4 | % | $ | 12,064,013 |
| 2.0 | % | $ | 35,526,048 |
| 6.0 | % | $ | 325,963,951 |
| 54.6 | % | $ | 596,844,450 |
| 100 | % |
*Balances include principal plus capitalized interest.
2
As of: 03/31/2006
|
| Deferment |
| Deferment |
| Forbearance |
| Repayment |
| TOTALS |
| |||||||||||||||
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|
|
| |||||
NCSLT 2006-1 |
| $ | 633,950,191 |
| 87.3 | % | $ | 38,905,862 |
| 5.4 | % | $ | 924,527 |
| 0.1 | % | $ | 52,752,855 |
| 7.3 | % | $ | 726,533,435 |
| 100 | % |
NCSLT 2005-3 |
| $ | 1,064,492,581 |
| 85.3 | % | $ | 58,730,236 |
| 4.7 | % | $ | 7,780,335 |
| 0.6 | % | $ | 117,661,742 |
| 9.4 | % | $ | 1,248,664,894 |
| 100 | % |
NCSLT 2005-2 |
| $ | 338,863,211 |
| 73.8 | % | $ | 18,232,827 |
| 4.0 | % | $ | 10,662,681 |
| 2.3 | % | $ | 91,114,617 |
| 19.9 | % | $ | 458,873,336 |
| 100 | % |
NCSLT 2005-1 |
| $ | 452,826,360 |
| 64.3 | % | $ | 24,626,201 |
| 3.5 | % | $ | 29,741,968 |
| 4.2 | % | $ | 196,652,203 |
| 27.9 | % | $ | 703,846,732 |
| 100 | % |
NCSLT 2004-2 |
| $ | 531,473,610 |
| 65.1 | % | $ | 34,506,292 |
| 4.2 | % | $ | 33,751,756 |
| 4.1 | % | $ | 217,049,020 |
| 26.6 | % | $ | 816,780,678 |
| 100 | % |
NCSLT 2004-1 |
| $ | 259,584,154 |
| 43.0 | % | $ | 16,281,188 |
| 2.7 | % | $ | 39,245,288 |
| 6.5 | % | $ | 288,695,144 |
| 47.8 | % | $ | 603,805,774 |
| 100 | % |
As of: 12/31/2005
|
| Principal & Interest |
| Principal Only |
|
|
| Principal & Interest |
|
|
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
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Trust |
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| |||||
NCSLT 2005-3 |
| $ | 1,076,071,533 |
| 86.7 | % | $ | 64,607,529 |
| 5.2 | % | $ | 2,711,498 |
| 0.2 | % | $ | 97,225,408 |
| 7.8 | % | $ | 1,240,615,967 |
| 100 | % |
NCSLT 2005-2 |
| $ | 349,102,656 |
| 76.4 | % | $ | 20,630,971 |
| 4.5 | % | $ | 3,464,502 |
| 0.8 | % | $ | 83,882,533 |
| 18.4 | % | $ | 457,080,662 |
| 100 | % |
NCSLT 2005-1 |
| $ | 469,901,911 |
| 66.6 | % | $ | 27,774,515 |
| 3.9 | % | $ | 11,862,713 |
| 1.7 | % | $ | 195,502,623 |
| 27.7 | % | $ | 705,041,762 |
| 100 | % |
NCSLT 2004-2 |
| $ | 545,379,905 |
| 66.9 | % | $ | 38,075,195 |
| 4.7 | % | $ | 22,686,323 |
| 2.8 | % | $ | 208,504,139 |
| 25.6 | % | $ | 814,645,561 |
| 100 | % |
NCSLT 2004-1 |
| $ | 282,699,241 |
| 46.5 | % | $ | 18,991,009 |
| 3.1 | % | $ | 33,412,358 |
| 5.5 | % | $ | 273,185,155 |
| 44.9 | % | $ | 608,287,763 |
| 100 | % |
As of: 09/30/2005
|
| Deferment |
| Deferment |
| Forbearance |
| Repayment |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
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| |||||
Trust |
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| |||||
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|
|
| |||||
NCSLT 2005-2 |
| $ | 383,790,441 |
| 84.7 | % | $ | 22,666,963 |
| 5.0 | % | $ | 914,638 |
| 0.2 | % | $ | 45,971,826 |
| 10.1 | % | $ | 453,343,868 |
| 100 | % |
NCSLT 2005-1 |
| $ | 574,551,768 |
| 82.0 | % | $ | 30,870,744 |
| 4.4 | % | $ | 5,986,545 |
| 0.9 | % | $ | 89,605,476 |
| 12.8 | % | $ | 701,014,532 |
| 100 | % |
NCSLT 2004-2 |
| $ | 628,602,686 |
| 77.6 | % | $ | 40,949,862 |
| 5.1 | % | $ | 12,022,975 |
| 1.5 | % | $ | 127,958,397 |
| 15.8 | % | $ | 809,533,919 |
| 100 | % |
NCSLT 2004-1 |
| $ | 356,974,351 |
| 58.6 | % | $ | 21,174,803 |
| 3.5 | % | $ | 23,276,628 |
| 3.8 | % | $ | 207,448,159 |
| 34.1 | % | $ | 608,873,941 |
| 100 | % |
*Balances include principal plus capitalized interest.
3
As of: 06/30/2005
|
| Deferment |
| Deferment |
| Forbearance |
| Repayment |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
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| |||||
Trust |
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| |||||
|
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|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2005-2 |
| $ | 387,438,480 |
| 85.0 | % | $ | 25,335,197 |
| 5.6 | % | $ | 343,523 |
| 0.1 | % | $ | 42,459,827 |
| 9.3 | % | $ | 455,577,027 |
| 100 | % |
NCSLT 2005-1 |
| $ | 587,674,909 |
| 84.0 | % | $ | 34,813,004 |
| 5.0 | % | $ | 1,816,993 |
| 0.3 | % | $ | 75,342,703 |
| 10.8 | % | $ | 699,647,608 |
| 100 | % |
NCSLT 2004-2 |
| $ | 641,184,421 |
| 79.5 | % | $ | 46,300,816 |
| 5.7 | % | $ | 5,038,945 |
| 0.6 | % | $ | 113,845,379 |
| 14.1 | % | $ | 806,369,562 |
| 100 | % |
NCSLT 2004-1 |
| $ | 368,753,173 |
| 60.2 | % | $ | 24,258,285 |
| 4.0 | % | $ | 20,167,584 |
| 3.3 | % | $ | 199,275,547 |
| 32.5 | % | $ | 612,454,589 |
| 100 | % |
|
| Principal & Interest |
| Principal Only |
|
|
| Principal & Interest |
|
|
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
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| |||||
Trust |
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| |||||
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2005-1 |
| $ | 606,335,453 |
| 86.8 | % | $ | 40,351,041 |
| 5.8 | % | $ | 863,184 |
| 0.1 | % | $ | 50,976,994 |
| 7.3 | % | $ | 698,526,672 |
| 100 | % |
NCSLT 2004-2 |
| $ | 676,690,479 |
| 84.4 | % | $ | 53,395,201 |
| 6.7 | % | $ | 2,921,005 |
| 0.4 | % | $ | 68,394,613 |
| 8.5 | % | $ | 801,401,298 |
| 100 | % |
NCSLT 2004-1 |
| $ | 407,279,825 |
| 66.5 | % | $ | 29,816,596 |
| 4.9 | % | $ | 21,503,400 |
| 3.5 | % | $ | 153,652,579 |
| 25.1 | % | $ | 612,252,400 |
| 100 | % |
As of: 12/31/2004
|
| Deferment |
| Deferment |
|
|
| Repayment |
|
|
| |||||||||||||||
|
| Principal & Interest |
| Principal Only |
| Forbearance |
| Principal & Interest |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
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| |||||
Trust |
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2004-2 |
| $ | 681,318,801 |
| 85.6 | % | $ | 58,884,615 |
| 7.4 | % | $ | 1,259,559 |
| 0.2 | % | $ | 54,600,571 |
| 6.9 | % | $ | 796,063,546 |
| 100 | % |
NCSLT 2004-1 |
| $ | 425,764,907 |
| 69.5 | % | $ | 33,640,989 |
| 5.5 | % | $ | 9,601,097 |
| 1.6 | % | $ | 143,621,495 |
| 23.4 | % | $ | 612,628,488 |
| 100 | % |
4
As of: 09/30/2004
|
| Deferment |
| Deferment |
|
|
| Repayment |
|
|
| |||||||||||||||
|
| Principal & Interest |
| Principal Only |
| Forbearance |
| Principal & Interest |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
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NCSLT 2004-1 |
| $ | 511,280,650 |
| 83.9 | % | $ | 36,174,668 |
| 5.9 | % | $ | 2,559,208 |
| 0.4 | % | $ | 59,100,429 |
| 9.7 | % | $ | 609,114,956 |
| 100 | % |
As of: 06/30/2004
|
| Deferment |
| Deferment |
|
|
| Repayment |
|
|
| |||||||||||||||
|
| Principal & Interest |
| Principal Only |
| Forbearance |
| Principal & Interest |
| TOTALS |
| |||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
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Trust |
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| |||||
NCSLT 2004-1 |
| $ | 519,340,462 |
| 85.2 | % | $ | 40,360,324 |
| 6.6 | % | $ | 689,921 |
| 0.1 | % | $ | 48,897,570 |
| 8.0 | % | $ | 609,288,278 |
| 100 | % |
5
National Collegiate Student Loan Trusts |
|
|
Static Pool Information: Prior Securitized Pool Report |
| Delinquency Data For Loans in Repayment (Excluding Forbearance) |
As of: 6/30/2007
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
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Trust |
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|
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|
|
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|
|
|
|
|
| |||||
NCSLT 2007-1 |
| 78,167,541 |
| 96.4 | % | $ | 752,076 |
| 0.9 | % | $ | 1,007,536 |
| 1.2 | % | $ | 1,087,815 |
| 1.3 | % | $ | 33,028 |
| 0.0 | % | $ | 81,047,995 |
| 100 | % |
NCSLT 2006-4 |
| 117,961,997 |
| 93.3 | % | $ | 3,894,687 |
| 3.1 | % | $ | 2,438,919 |
| 1.9 | % | $ | 1,357,544 |
| 1.1 | % | $ | 837,013 |
| 0.7 | % | $ | 126,490,160 |
| 100 | % |
NCSLT 2006-3 |
| 254,345,747 |
| 93.4 | % | $ | 7,751,574 |
| 2.8 | % | $ | 5,414,202 |
| 2.0 | % | $ | 3,540,815 |
| 1.3 | % | $ | 1,289,699 |
| 0.5 | % | $ | 272,342,037 |
| 100 | % |
NCSLT 2006-2 |
| 124,751,148 |
| 88.3 | % | $ | 5,700,879 |
| 4.0 | % | $ | 4,012,353 |
| 2.8 | % | $ | 4,441,019 |
| 3.1 | % | $ | 2,396,485 |
| 1.7 | % | $ | 141,301,885 |
| 100 | % |
NCSLT 2006-1 |
| 233,530,151 |
| 90.5 | % | $ | 7,728,939 |
| 3.0 | % | $ | 6,431,146 |
| 2.5 | % | $ | 6,109,070 |
| 2.4 | % | $ | 4,179,695 |
| 1.6 | % | $ | 257,979,001 |
| 100 | % |
NCSLT 2005-3 |
| 432,935,443 |
| 90.2 | % | $ | 16,222,495 |
| 3.4 | % | $ | 11,261,315 |
| 2.3 | % | $ | 12,334,343 |
| 2.6 | % | $ | 7,178,779 |
| 1.5 | % | $ | 479,932,375 |
| 100 | % |
NCSLT 2005-2 |
| 199,368,436 |
| 89.1 | % | $ | 8,079,977 |
| 3.6 | % | $ | 5,570,757 |
| 2.5 | % | $ | 7,265,033 |
| 3.2 | % | $ | 3,584,122 |
| 1.6 | % | $ | 223,868,326 |
| 100 | % |
NCSLT 2005-1 |
| 346,608,398 |
| 90.2 | % | $ | 12,113,084 |
| 3.2 | % | $ | 9,029,876 |
| 2.3 | % | $ | 10,887,202 |
| 2.8 | % | $ | 5,838,521 |
| 1.5 | % | $ | 384,477,081 |
| 100 | % |
NCSLT 2004-2 |
| 368,703,321 |
| 88.9 | % | $ | 16,475,522 |
| 4.0 | % | $ | 9,530,867 |
| 2.3 | % | $ | 12,598,253 |
| 3.0 | % | $ | 7,597,387 |
| 1.8 | % | $ | 414,905,350 |
| 100 | % |
NCSLT 2004-1 |
| 343,080,590 |
| 90.1 | % | $ | 14,505,049 |
| 3.8 | % | $ | 7,616,052 |
| 2.0 | % | $ | 10,197,844 |
| 2.7 | % | $ | 5,435,817 |
| 1.4 | % | $ | 380,835,353 |
| 100 | % |
As of: 3/31/2007
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
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Trust |
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|
|
| |||||
NCSLT 2006-4 |
| 70,184,695 |
| 93.7 | % | $ | 2,823,487 |
| 3.8 | % | $ | 842,970 |
| 1.1 | % | $ | 1,073,561 |
| 1.4 | % | $ | 13,187 |
| 0.0 | % | $ | 74,937,900 |
| 100 | % |
NCSLT 2006-3 |
| 176,085,335 |
| 94.7 | % | $ | 5,082,568 |
| 2.7 | % | $ | 2,155,524 |
| 1.2 | % | $ | 1,694,570 |
| 0.9 | % | $ | 864,316 |
| 0.5 | % | $ | 185,882,313 |
| 100 | % |
NCSLT 2006-2 |
| 89,773,512 |
| 87.0 | % | $ | 5,134,765 |
| 5.0 | % | $ | 3,224,785 |
| 3.1 | % | $ | 4,258,156 |
| 4.1 | % | $ | 824,333 |
| 0.8 | % | $ | 103,215,550 |
| 100 | % |
NCSLT 2006-1 |
| 182,268,043 |
| 88.8 | % | $ | 8,580,386 |
| 4.2 | % | $ | 5,088,548 |
| 2.5 | % | $ | 7,558,772 |
| 3.7 | % | $ | 1,713,207 |
| 0.8 | % | $ | 205,208,957 |
| 100 | % |
NCSLT 2005-3 |
| 363,587,572 |
| 88.8 | % | $ | 17,999,657 |
| 4.4 | % | $ | 10,303,856 |
| 2.5 | % | $ | 12,589,353 |
| 3.1 | % | $ | 5,112,727 |
| 1.2 | % | $ | 409,593,165 |
| 100 | % |
NCSLT 2005-2 |
| 171,064,488 |
| 87.8 | % | $ | 9,107,970 |
| 4.7 | % | $ | 5,123,380 |
| 2.6 | % | $ | 6,328,681 |
| 3.2 | % | $ | 3,117,048 |
| 1.6 | % | $ | 194,741,566 |
| 100 | % |
NCSLT 2005-1 |
| 318,691,639 |
| 89.3 | % | $ | 14,316,807 |
| 4.0 | % | $ | 9,075,652 |
| 2.5 | % | $ | 9,870,398 |
| 2.8 | % | $ | 4,978,282 |
| 1.4 | % | $ | 356,932,778 |
| 100 | % |
NCSLT 2004-2 |
| 330,655,146 |
| 87.4 | % | $ | 19,060,245 |
| 5.0 | % | $ | 9,748,081 |
| 2.6 | % | $ | 11,676,767 |
| 3.1 | % | $ | 7,135,612 |
| 1.9 | % | $ | 378,275,851 |
| 100 | % |
NCSLT 2004-1 |
| 325,422,106 |
| 89.4 | % | $ | 14,923,464 |
| 4.1 | % | $ | 8,129,085 |
| 2.2 | % | $ | 9,140,822 |
| 2.5 | % | $ | 6,503,826 |
| 1.8 | % | $ | 364,119,303 |
| 100 | % |
As of: 12/31/2006
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
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Trust |
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|
|
| |||||
NCSLT 2006-3 |
| 151,952,589 |
| 94.7 | % | $ | 4,269,967 |
| 2.7 | % | $ | 1,985,443 |
| 1.2 | % | $ | 2,208,340 |
| 1.4 | % | $ | 69,131 |
| 0.0 | % | $ | 160,485,469 |
| 100 | % |
NCSLT 2006-2 |
| 88,627,097 |
| 92.9 | % | $ | 3,349,092 |
| 3.5 | % | $ | 1,559,795 |
| 1.6 | % | $ | 1,392,040 |
| 1.5 | % | $ | 450,847 |
| 0.5 | % | $ | 95,378,871 |
| 100 | % |
NCSLT 2006-1 |
| 188,168,709 |
| 93.5 | % | $ | 6,192,126 |
| 3.1 | % | $ | 3,035,509 |
| 1.5 | % | $ | 3,297,639 |
| 1.5 | % | $ | 533,883 |
| 0.3 | % | $ | 201,227,866 |
| 100 | % |
NCSLT 2005-3 |
| 373,626,935 |
| 92.5 | % | $ | 12,281,803 |
| 3.0 | % | $ | 6,624,146 |
| 1.6 | % | $ | 9,386,020 |
| 2.3 | % | $ | 1,792,099 |
| 0.4 | % | $ | 403,711,003 |
| 100 | % |
NCSLT 2005-2 |
| 173,325,167 |
| 90.8 | % | $ | 6,927,689 |
| 3.6 | % | $ | 3,593,702 |
| 1.9 | % | $ | 5,466,445 |
| 2.9 | % | $ | 1,494,526 |
| 0.8 | % | $ | 190,807,528 |
| 100 | % |
NCSLT 2005-1 |
| 328,367,499 |
| 91.8 | % | $ | 12,078,789 |
| 3.4 | % | $ | 5,452,906 |
| 1.5 | % | $ | 8,706,369 |
| 2.4 | % | $ | 3,182,327 |
| 0.9 | % | $ | 357,787,890 |
| 100 | % |
NCSLT 2004-2 |
| 340,128,356 |
| 89.4 | % | $ | 15,125,987 |
| 4.0 | % | $ | 8,762,431 |
| 2.3 | % | $ | 12,357,367 |
| 3.2 | % | $ | 4,092,751 |
| 1.1 | % | $ | 380,466,892 |
| 100 | % |
NCSLT 2004-1 |
| 331,087,211 |
| 90.1 | % | $ | 13,128,155 |
| 3.6 | % | $ | 7,211,864 |
| 2.0 | % | $ | 11,174,496 |
| 3.0 | % | $ | 5,034,536 |
| 1.4 | % | $ | 367,636,262 |
| 100 | % |
6
As of: 09/30/2006
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
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| |||||
Trust |
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|
| |||||
NCSLT 2006-3 |
| 115,740,215 |
| 97.8 | % | $ | 1,124,621 |
| 1.0 | % | $ | 1,073,330 |
| 0.9 | % | $ | 301,223 |
| 0.3 | % | $ | 50,536 |
| 0.0 | % | $ | 118,289,926 |
| 100 | % |
NCSLT 2006-2 |
| 49,076,312 |
| 93.5 | % | $ | 1,320,280 |
| 2.5 | % | $ | 1,171,919 |
| 2.2 | % | $ | 825,931 |
| 1.6 | % | $ | 78,371 |
| 0.1 | % | $ | 52,472,814 |
| 100 | % |
NCSLT 2006-1 |
| 110,171,897 |
| 92.4 | % | $ | 3,856,997 |
| 3.2 | % | $ | 3,535,348 |
| 3.0 | % | $ | 1,323,327 |
| 1.1 | % | $ | 372,357 |
| 0.3 | % | $ | 119,259,926 |
| 100 | % |
NCSLT 2005-3 |
| 226,723,040 |
| 88.4 | % | $ | 11,734,003 |
| 4.6 | % | $ | 12,388,166 |
| 4.8 | % | $ | 4,252,179 |
| 1.7 | % | $ | 1,308,602 |
| 0.5 | % | $ | 256,405,990 |
| 100 | % |
NCSLT 2005-2 |
| 120,116,059 |
| 85.1 | % | $ | 8,114,825 |
| 5.7 | % | $ | 8,034,211 |
| 5.7 | % | $ | 3,123,566 |
| 2.2 | % | $ | 1,823,264 |
| 1.3 | % | $ | 141,211,925 |
| 100 | % |
NCSLT 2005-1 |
| 227,141,572 |
| 87.3 | % | $ | 13,096,748 |
| 5.0 | % | $ | 11,007,560 |
| 4.2 | % | $ | 5,825,824 |
| 2.2 | % | $ | 3,092,084 |
| 1.2 | % | $ | 260,163,789 |
| 100 | % |
NCSLT 2004-2 |
| 266,520,754 |
| 85.9 | % | $ | 17,049,246 |
| 5.5 | % | $ | 14,857,208 |
| 4.8 | % | $ | 7,752,530 |
| 2.5 | % | $ | 4,259,481 |
| 1.4 | % | $ | 310,439,219 |
| 100 | % |
NCSLT 2004-1 |
| 287,636,386 |
| 87.0 | % | $ | 15,750,346 |
| 4.8 | % | $ | 12,312,613 |
| 3.7 | % | $ | 9,448,625 |
| 2.9 | % | $ | 5,387,358 |
| 1.6 | % | $ | 330,535,328 |
| 100 | % |
As of: 06/30/2006
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
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Trust |
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| |||||
NCSLT 2006-2 |
| 48,716,446 |
| 97.2 | % | $ | 557,759 |
| 1.1 | % | $ | 591,485 |
| 1.2 | % | $ | 201,341 |
| 0.4 | % | $ | 37,679 |
| 0.1 | % | $ | 50,104,710 |
| 100 | % |
NCSLT 2006-1 |
| 104,242,003 |
| 97.2 | % | $ | 1,126,444 |
| 1.1 | % | $ | 698,469 |
| 0.7 | % | $ | 1,045,733 |
| 1.0 | % | $ | 108,532 |
| 0.1 | % | $ | 107,221,180 |
| 100 | % |
NCSLT 2005-3 |
| 238,074,603 |
| 95.1 | % | $ | 4,980,107 |
| 2.0 | % | $ | 3,350,295 |
| 1.3 | % | $ | 3,096,647 |
| 1.2 | % | $ | 852,213 |
| 0.3 | % | $ | 250,353,865 |
| 100 | % |
NCSLT 2005-2 |
| 130,076,850 |
| 92.0 | % | $ | 4,142,374 |
| 2.9 | % | $ | 2,471,209 |
| 1.7 | % | $ | 3,604,672 |
| 2.5 | % | $ | 1,116,074 |
| 0.8 | % | $ | 141,411,180 |
| 100 | % |
NCSLT 2005-1 |
| 240,015,058 |
| 91.0 | % | $ | 8,129,771 |
| 3.1 | % | $ | 6,001,750 |
| 2.3 | % | $ | 6,829,783 |
| 2.6 | % | $ | 2,719,012 |
| 1.0 | % | $ | 263,695,374 |
| 100 | % |
NCSLT 2004-2 |
| 273,823,264 |
| 90.2 | % | $ | 9,414,866 |
| 3.1 | % | $ | 7,473,851 |
| 2.5 | % | $ | 8,955,345 |
| 2.9 | % | $ | 3,992,882 |
| 1.3 | % | $ | 303,660,209 |
| 100 | % |
NCSLT 2004-1 |
| 302,233,495 |
| 89.4 | % | $ | 12,308,590 |
| 3.6 | % | $ | 8,377,001 |
| 2.5 | % | $ | 12,063,574 |
| 3.6 | % | $ | 3,045,304 |
| 0.9 | % | $ | 338,027,963 |
| 100 | % |
7
As of: 03/31/2006
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
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| |||||
Trust |
|
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| |||||
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|
|
| |||||
NCSLT 2006-1 |
| 88,747,091 |
| 96.8 | % | $ | 2,186,511 |
| 2.4 | % | $ | 441,649 |
| 0.5 | % | $ | 283,466 |
| 0.3 | % | $ | 0 |
| 0.0 | % | $ | 91,658,717 |
| 100 | % |
NCSLT 2005-3 |
| 167,831,227 |
| 95.1 | % | $ | 4,949,481 |
| 2.8 | % | $ | 1,771,025 |
| 1.0 | % | $ | 1,458,963 |
| 0.8 | % | $ | 381,283 |
| 0.2 | % | $ | 176,391,979 |
| 100 | % |
NCSLT 2005-2 |
| 99,587,077 |
| 91.1 | % | $ | 3,488,177 |
| 3.2 | % | $ | 2,559,421 |
| 2.3 | % | $ | 3,479,866 |
| 3.2 | % | $ | 232,904 |
| 0.2 | % | $ | 109,347,445 |
| 100 | % |
NCSLT 2005-1 |
| 197,883,482 |
| 89.4 | % | $ | 8,292,033 |
| 3.7 | % | $ | 6,015,452 |
| 2.7 | % | $ | 7,998,992 |
| 3.6 | % | $ | 1,088,445 |
| 0.5 | % | $ | 221,278,404 |
| 100 | % |
NCSLT 2004-2 |
| 219,698,077 |
| 87.3 | % | $ | 11,712,029 |
| 4.7 | % | $ | 6,533,502 |
| 2.6 | % | $ | 10,828,134 |
| 4.3 | % | $ | 2,783,570 |
| 1.1 | % | $ | 251,555,312 |
| 100 | % |
NCSLT 2004-1 |
| 271,314,444 |
| 89.0 | % | $ | 13,641,598 |
| 4.5 | % | $ | 7,101,558 |
| 2.3 | % | $ | 9,246,413 |
| 3.0 | % | $ | 3,672,319 |
| 1.2 | % | $ | 304,976,332 |
| 100 | % |
As of: 12/31/2005
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2005-3 |
| 154,958,758 |
| 95.8 | % | $ | 3,945,941 |
| 2.4 | % | $ | 1,651,188 |
| 1.0 | % | $ | 1,260,778 |
| 0.8 | % | $ | 16,271 |
| 0.0 | % | $ | 161,832,937 |
| 100 | % |
NCSLT 2005-2 |
| 99,878,622 |
| 95.6 | % | $ | 2,463,708 |
| 2.4 | % | $ | 1,255,873 |
| 1.2 | % | $ | 755,340 |
| 0.7 | % | $ | 159,960 |
| 0.2 | % | $ | 104,513,503 |
| 100 | % |
NCSLT 2005-1 |
| 212,144,220 |
| 95.0 | % | $ | 4,779,652 |
| 2.1 | % | $ | 2,642,980 |
| 1.2 | % | $ | 3,372,715 |
| 1.5 | % | $ | 337,571 |
| 0.2 | % | $ | 223,277,138 |
| 100 | % |
NCSLT 2004-2 |
| 226,106,579 |
| 91.7 | % | $ | 8,506,504 |
| 3.4 | % | $ | 4,595,071 |
| 1.9 | % | $ | 6,011,861 |
| 2.4 | % | $ | 1,359,318 |
| 0.6 | % | $ | 246,579,334 |
| 100 | % |
NCSLT 2004-1 |
| 268,473,560 |
| 91.9 | % | $ | 9,112,448 |
| 3.1 | % | $ | 4,898,877 |
| 1.7 | % | $ | 7,396,054 |
| 2.5 | % | $ | 2,295,225 |
| 0.8 | % | $ | 292,176,164 |
| 100 | % |
As of: 09/30/2005
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2005-2 |
| 66,810,628 |
| 97.3 | % | $ | 539,525 |
| 0.8 | % | $ | 647,094 |
| 0.9 | % | $ | 594,085 |
| 0.9 | % | $ | 47,457 |
| 0.1 | % | $ | 68,638,789 |
| 100 | % |
NCSLT 2005-1 |
| 111,773,282 |
| 92.8 | % | $ | 4,092,705 |
| 3.4 | % | $ | 3,162,488 |
| 2.6 | % | $ | 1,098,599 |
| 0.9 | % | $ | 349,145 |
| 0.3 | % | $ | 120,476,219 |
| 100 | % |
NCSLT 2004-2 |
| 151,803,041 |
| 89.9 | % | $ | 6,328,508 |
| 3.7 | % | $ | 7,514,300 |
| 4.4 | % | $ | 2,576,426 |
| 1.5 | % | $ | 685,985 |
| 0.4 | % | $ | 168,908,259 |
| 100 | % |
NCSLT 2004-1 |
| 202,764,379 |
| 88.7 | % | $ | 10,092,526 |
| 4.4 | % | $ | 9,098,614 |
| 4.0 | % | $ | 4,625,282 |
| 2.0 | % | $ | 2,042,161 |
| 0.9 | % | $ | 228,622,962 |
| 100 | % |
8
As of: 06/30/2005
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2005-2 |
| 66,894,958 |
| 98.7 | % | $ | 269,469 |
| 0.4 | % | $ | 383,178 |
| 0.6 | % | $ | 228,703 |
| 0.3 | % | $ | 18,715 |
| 0.0 | % | $ | 67,795,023 |
| 100 | % |
NCSLT 2005-1 |
| 107,134,700 |
| 97.3 | % | $ | 1,148,595 |
| 1.0 | % | $ | 841,966 |
| 0.8 | % | $ | 809,117 |
| 0.7 | % | $ | 221,328 |
| 0.2 | % | $ | 110,155,706 |
| 100 | % |
NCSLT 2004-2 |
| 153,477,449 |
| 95.8 | % | $ | 2,234,592 |
| 1.4 | % | $ | 2,244,842 |
| 1.4 | % | $ | 1,847,332 |
| 1.2 | % | $ | 341,980 |
| 0.2 | % | $ | 160,146,196 |
| 100 | % |
NCSLT 2004-1 |
| 208,466,356 |
| 93.3 | % | $ | 5,091,795 |
| 2.3 | % | $ | 3,623,978 |
| 1.6 | % | $ | 4,126,981 |
| 1.8 | % | $ | 2,224,722 |
| 1.0 | % | $ | 223,533,832 |
| 100 | % |
As of: 03/31/2005
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2005-1 |
| 88,474,729 |
| 96.9 | % | $ | 2,013,922 |
| 2.2 | % | $ | 461,637 |
| 0.5 | % | $ | 375,708 |
| 0.4 | % | $ | 2,039 |
| 0.0 | % | $ | 91,328,035 |
| 100 | % |
NCSLT 2004-2 |
| 117,491,517 |
| 96.5 | % | $ | 2,953,180 |
| 2.4 | % | $ | 539,664 |
| 0.4 | % | $ | 652,016 |
| 0.5 | % | $ | 153,437 |
| 0.1 | % | $ | 121,789,814 |
| 100 | % |
NCSLT 2004-1 |
| 167,758,987 |
| 91.4 | % | $ | 5,739,723 |
| 3.1 | % | $ | 3,999,756 |
| 2.2 | % | $ | 5,400,095 |
| 2.9 | % | $ | 570,613 |
| 0.3 | % | $ | 183,469,174 |
| 100 | % |
As of: 12/31/2004
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2004-2 |
| 109,467,394 |
| 96.5 | % | $ | 2,673,103 |
| 2.4 | % | $ | 854,546 |
| 0.8 | % | $ | 442,148 |
| 0.4 | % | $ | 47,996 |
| 0.0 | % | $ | 113,485,186 |
| 100 | % |
NCSLT 2004-1 |
| 170,115,903 |
| 96.0 | % | $ | 3,884,686 |
| 2.2 | % | $ | 1,580,645 |
| 0.9 | % | $ | 1,275,227 |
| 0.7 | % | $ | 406,023 |
| 0.2 | % | $ | 177,262,484 |
| 100 | % |
As of: 09/30/2004
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2004-1 |
| 91,958,919 |
| 96.5 | % | $ | 1,345,873 |
| 1.4 | % | $ | 1,047,701 |
| 1.1 | % | $ | 793,566 |
| 0.8 | % | $ | 129,038 |
| 0.1 | % | $ | 95,275,097 |
| 100 | % |
As of: 06/30/2004
|
| Current |
| 31 - 60 Days |
| 61 - 90 Days |
| 91 - 180 Days |
| > 180 Days |
| TOTALS |
| |||||||||||||||||
|
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| Balance* |
| Percent |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||
NCSLT 2004-1 |
| 88,143,992 |
| 98.8 | % | $ | 342,258 |
| 0.4 | % | $ | 416,178 |
| 0.5 | % | $ | 355,468 |
| 0.4 | % | $ | 0 |
| 0.0 | % | $ | 89,257,895 |
| 100 | % |
9
THE NATIONAL COLLEGIATE STUDENT LOAN TRUSTS |
|
|
Static Pool Information: Prior Securitized Pool Report |
| Cumulative Loss Data |
As of: 6/30/2007
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2007-1 |
| $ | 279,818 |
| $ | 0 |
| $ | 279,818 |
| 0.30 | % | $ | 163,758 |
| $ | 116,061 |
| $ | 0 |
|
NCSLT 2006-4 |
| $ | 1,361,287 |
| $ | 16,304 |
| $ | 1,344,982 |
| 0.92 | % | $ | 406,175 |
| $ | 938,807 |
| $ | 0 |
|
NCSLT 2006-3 |
| $ | 3,179,895 |
| $ | 146,253 |
| $ | 3,033,642 |
| 0.90 | % | $ | 1,628,358 |
| $ | 1,405,284 |
| $ | 0 |
|
NCSLT 2006-2 |
| $ | 4,528,738 |
| $ | 317,932 |
| $ | 4,210,806 |
| 2.33 | % | $ | 2,067,732 |
| $ | 2,143,074 |
| $ | 0 |
|
NCSLT 2006-1 |
| $ | 8,856,377 |
| $ | 799,384 |
| $ | 8,056,993 |
| 2.39 | % | $ | 4,401,001 |
| $ | 3,655,992 |
| $ | 0 |
|
NCSLT 2005-3 |
| $ | 19,820,140 |
| $ | 2,375,471 |
| $ | 17,444,668 |
| 2.64 | % | $ | 10,871,770 |
| $ | 6,572,898 |
| $ | 0 |
|
NCSLT 2005-2 |
| $ | 13,404,555 |
| $ | 1,950,205 |
| $ | 11,454,351 |
| 3.61 | % | $ | 8,015,583 |
| $ | 3,438,767 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 25,045,975 |
| $ | 3,610,523 |
| $ | 21,435,453 |
| 4.00 | % | $ | 16,078,111 |
| $ | 5,357,342 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 36,005,660 |
| $ | 5,513,817 |
| $ | 30,491,843 |
| 5.12 | % | $ | 23,617,860 |
| $ | 6,873,983 |
| $ | 0 |
|
NCSLT 2004-1 |
| $ | 41,529,095 |
| $ | 6,618,629 |
| $ | 34,910,466 |
| 6.27 | % | $ | 29,736,092 |
| $ | 5,174,374 |
| $ | 0 |
|
As of: 3/31/2007
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2006-4 |
| $ | 264,396 |
| $ | 16,304 |
| $ | 248,092 |
| 0.29 | % | $ | 57,717 |
| $ | 190,375 |
| $ | 0 |
|
NCSLT 2006-3 |
| $ | 1,569,703 |
| $ | 71,640 |
| $ | 1,498,064 |
| 0.65 | % | $ | 415,158 |
| $ | 1,082,906 |
| $ | 0 |
|
NCSLT 2006-2 |
| $ | 2,197,829 |
| $ | 70,763 |
| $ | 2,127,065 |
| 1.58 | % | $ | 1,176,714 |
| $ | 950,351 |
| $ | 0 |
|
NCSLT 2006-1 |
| $ | 4,870,781 |
| $ | 438,010 |
| $ | 4,432,771 |
| 1.61 | % | $ | 2,537,812 |
| $ | 1,894,959 |
| $ | 0 |
|
NCSLT 2005-3 |
| $ | 12,718,923 |
| $ | 2,104,456 |
| $ | 10,614,466 |
| 1.86 | % | $ | 5,571,067 |
| $ | 5,043,399 |
| $ | 0 |
|
NCSLT 2005-2 |
| $ | 9,574,381 |
| $ | 1,251,988 |
| $ | 8,322,393 |
| 2.95 | % | $ | 4,964,050 |
| $ | 3,358,343 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 19,073,564 |
| $ | 2,855,154 |
| $ | 16,218,410 |
| 3.27 | % | $ | 11,410,815 |
| $ | 4,807,595 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 28,704,610 |
| $ | 4,299,206 |
| $ | 24,405,403 |
| 4.47 | % | $ | 17,141,550 |
| $ | 7,263,854 |
| $ | 0 |
|
NCSLT 2004-1 |
| $ | 35,724,745 |
| $ | 5,547,799 |
| $ | 30,176,946 |
| 5.71 | % | $ | 24,030,773 |
| $ | 6,146,173 |
| $ | 0 |
|
As of: 12/31/2006
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2006-3 |
| $ | 304,997 |
| $ | 19,446 |
| $ | 285,552 |
| 0.16 | % | $ | 122,118 |
| $ | 163,433 |
| $ | 0 |
|
NCSLT 2006-2 |
| $ | 1,057,452 |
| $ | 28,474 |
| $ | 1,028,977 |
| 0.92 | % | $ | 500,159 |
| $ | 528,818 |
| $ | 0 |
|
NCSLT 2006-1 |
| $ | 2,618,050 |
| $ | 247,619 |
| $ | 2,370,431 |
| 0.96 | % | $ | 1,712,266 |
| $ | 658,164 |
| $ | 0 |
|
NCSLT 2005-3 |
| $ | 6,218,270 |
| $ | 984,799 |
| $ | 5,233,471 |
| 0.99 | % | $ | 3,405,628 |
| $ | 1,827,843 |
| $ | 0 |
|
NCSLT 2005-2 |
| $ | 5,744,082 |
| $ | 804,627 |
| $ | 4,939,455 |
| 1.87 | % | $ | 3,498,172 |
| $ | 1,441,283 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 12,832,540 |
| $ | 1,909,360 |
| $ | 10,923,180 |
| 2.31 | % | $ | 8,305,320 |
| $ | 2,617,860 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 20,075,472 |
| $ | 3,150,731 |
| $ | 16,924,740 |
| 3.21 | % | $ | 13,297,759 |
| $ | 3,626,981 |
| $ | 0 |
|
NCSLT 2004-1 |
| $ | 28,475,783 |
| $ | 4,368,029 |
| $ | 24,107,753 |
| 4.67 | % | $ | 19,704,943 |
| $ | 4,402,810 |
| $ | 0 |
|
*Trust loss data is representative of prior month's servicer reports. Starting Mar/2006 data will be representative of reporting month.
10
As of: 09/30/2006
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2006-3 |
| $ | 110,697 |
| $ | 0 |
| $ | 110,697 |
| 0.09 | % | $ | 0 |
| $ | 110,697 |
| $ | 0 |
|
NCSLT 2006-2 |
| $ | 483,450 |
| $ | 5,474 |
| $ | 477,977 |
| 0.79 | % | $ | 86,668 |
| $ | 391,309 |
| $ | 0 |
|
NCSLT 2006-1 |
| $ | 1,566,978 |
| $ | 100,256 |
| $ | 1,466,722 |
| 1.02 | % | $ | 804,574 |
| $ | 662,148 |
| $ | 0 |
|
NCSLT 2005-3 |
| $ | 3,909,917 |
| $ | 666,021 |
| $ | 3,243,896 |
| 0.95 | % | $ | 1,931,017 |
| $ | 1,312,880 |
| $ | 0 |
|
NCSLT 2005-2 |
| $ | 4,098,226 |
| $ | 476,883 |
| $ | 3,621,343 |
| 1.85 | % | $ | 1,901,311 |
| $ | 1,720,032 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 9,605,141 |
| $ | 1,343,489 |
| $ | 8,261,653 |
| 2.34 | % | $ | 5,420,776 |
| $ | 2,840,877 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 15,837,073 |
| $ | 2,370,738 |
| $ | 13,466,335 |
| 3.14 | % | $ | 9,792,027 |
| $ | 3,674,308 |
| $ | 0 |
|
NCSLT 2004-1 |
| $ | 23,417,418 |
| $ | 3,555,530 |
| $ | 19,861,888 |
| 4.33 | % | $ | 14,988,297 |
| $ | 4,873,591 |
| $ | 0 |
|
As of: 06/30/2006
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2006-2 |
| $ | 82,894 |
| $ | 0 |
| $ | 82,894 |
| 0.16 | % | $ | 0 |
| $ | 82,894 |
| $ | 0 |
|
NCSLT 2006-1 |
| $ | 692,944 |
| $ | 8,211 |
| $ | 684,733 |
| 0.58 | % | $ | 126,974 |
| $ | 557,759 |
| $ | 0 |
|
NCSLT 2005-3 |
| $ | 2,134,941 |
| $ | 268,224 |
| $ | 1,866,717 |
| 0.63 | % | $ | 926,524 |
| $ | 940,193 |
| $ | 0 |
|
NCSLT 2005-2 |
| $ | 2,252,978 |
| $ | 202,707 |
| $ | 2,050,271 |
| 1.15 | % | $ | 978,731 |
| $ | 1,071,540 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 6,312,453 |
| $ | 741,746 |
| $ | 5,570,707 |
| 1.67 | % | $ | 2,810,851 |
| $ | 2,759,856 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 11,702,318 |
| $ | 1,524,094 |
| $ | 10,178,224 |
| 2.60 | % | $ | 6,163,240 |
| $ | 4,014,984 |
| $ | 0 |
|
NCSLT 2004-1 |
| $ | 17,900,575 |
| $ | 2,724,146 |
| $ | 15,176,429 |
| 3.41 | % | $ | 11,992,451 |
| $ | 3,183,978 |
| $ | 0 |
|
As of: 03/31/2006
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2006-1 |
| $ | 61,758 |
| $ | 0 |
| $ | 61,758 |
| 0.06 | % | $ | 0 |
| $ | 61,758 |
| $ | 0 |
|
NCSLT 2005-3 |
| $ | 953,866 |
| $ | 47,202 |
| $ | 906,664 |
| 0.50 | % | $ | 354,441 |
| $ | 552,223 |
| $ | 0 |
|
NCSLT 2005-2 |
| $ | 984,939 |
| $ | 98,318 |
| $ | 886,621 |
| 0.63 | % | $ | 546,398 |
| $ | 340,222 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 3,177,523 |
| $ | 450,855 |
| $ | 2,726,667 |
| 0.96 | % | $ | 1,457,290 |
| $ | 1,269,377 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 7,236,545 |
| $ | 912,894 |
| $ | 6,323,651 |
| 1.92 | % | $ | 3,386,935 |
| $ | 2,936,716 |
| $ | 0 |
|
NCSLT 2004-1 |
| $ | 14,226,963 |
| $ | 2,145,921 |
| $ | 12,081,043 |
| 3.01 | % | $ | 8,059,865 |
| $ | 4,021,178 |
| $ | 0 |
|
As of: 12/31/2005
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2005-3 |
| $ | 201,028 |
| $ | 0 |
| $ | 201,028 |
| 0.14 | % | $ | 123,118 |
| $ | 77,911 |
| $ | 0 |
|
NCSLT 2005-2 |
| $ | 494,423 |
| $ | 24,334 |
| $ | 470,089 |
| 0.38 | % | $ | 266,461 |
| $ | 203,628 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 1,409,983 |
| $ | 206,689 |
| $ | 1,203,294 |
| 0.47 | % | $ | 794,054 |
| $ | 409,240 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 3,749,648 |
| $ | 326,891 |
| $ | 3,422,758 |
| 1.13 | % | $ | 2,024,953 |
| $ | 1,397,804 |
| $ | 0 |
|
NCSLT 2004-1* |
| $ | 8,659,072 |
| $ | 1,442,073 |
| $ | 7,216,999 |
| 2.07 | % | $ | 5,118,974 |
| $ | 2,098,025 |
| $ | 0 |
|
*Trust loss data is representative of prior month's servicer reports. Starting Mar/2006 data will be representative of reporting month.
11
As of: 09/30/2005
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2005-2 |
| $ | 267,313 |
| $ | 3,911 |
| $ | 263,402 |
| 0.33 | % | $ | 64,499 |
| $ | 198,904 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 835,547 |
| $ | 75,793 |
| $ | 759,754 |
| 0.53 | % | $ | 316,133 |
| $ | 443,621 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 2,031,662 |
| $ | 50,136 |
| $ | 1,981,526 |
| 0.96 | % | $ | 1,045,312 |
| $ | 863,388 |
| $ | 0 |
|
NCSLT 2004-1* |
| $ | 6,247,155 |
| $ | 830,206 |
| $ | 5,416,949 |
| 1.93 | % | $ | 3,038,790 |
| $ | 2,378,158 |
| $ | 0 |
|
As of: 06/30/2005
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2005-2 |
| $ | 50,219 |
| $ | 0 |
| $ | 50,219 |
| 0.07 | % | $ | 0 |
| $ | 50,219 |
| $ | 0 |
|
NCSLT 2005-1 |
| $ | 363,942 |
| $ | 16,949 |
| $ | 346,993 |
| 0.29 | % | $ | 49,589 |
| $ | 297,404 |
| $ | 0 |
|
NCSLT 2004-2 |
| $ | 1,044,663 |
| $ | 32,677 |
| $ | 1,011,986 |
| 0.55 | % | $ | 587,333 |
| $ | 424,653 |
| $ | 0 |
|
NCSLT 2004-1* |
| $ | 3,134,037 |
| $ | 394,202 |
| $ | 2,739,835 |
| 1.18 | % | $ | 2,250,162 |
| $ | 489,673 |
| $ | 0 |
|
As of: 03/31/2005
*Trust loss data is representative of prior month's servicer reports. Starting Mar/2006 data will be representative of reporting month.
12
As of: 12/31/2004
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2004-2 |
| $ | 144,052 |
| $ | 0 |
| $ | 144,052 |
| 0.12 | % | $ | 28,700 |
| $ | 115,353 |
| $ | 0 |
|
NCSLT 2004-1* |
| $ | 1,137,088 |
| $ | 88,934 |
| $ | 1,048,154 |
| 0.62 | % | $ | 498,354 |
| $ | 549,799 |
| $ | 0 |
|
As of: 09/31/2004
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2004-1* |
| $ | 583,975 |
| $ | 178,208 |
| $ | 405,767 |
| 0.58 | % | $ | 178,208 |
| $ | 397,545 |
| $ | 0 |
|
As of: 06/30/2004
|
| Cumulative Claims |
| Claims Cancelled |
| Cumulative Claims |
| Cumulative Default Rate Net |
| Cumulative Claim |
| Claims in Process |
| Net Loss to Trust as a |
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ||||||
NCSLT 2004-1* |
| $ | 0 |
| $ | 0 |
| $ | 0 |
| 0.00 | % | $ | 0 |
| $ | 0 |
| $ | 0 |
|
*Trust loss data is representative of prior month's servicer reports. Starting Mar/2006 data will be representative of reporting month.
13
THE NATIONAL COLLEGIATE STUDENT LOAN TRUSTS |
| Prepayment Data |
Static Pool Information: Prior Securitized Pool Report |
|
|
As of: 6/30/2007
|
| Ending Pool Balances* |
| Periodic Prepayment Rate(1) |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2007-1(2) |
| $ | 788,002,147 |
| 2.94 | % |
NCSLT 2006-4 |
| $ | 747,160,381 |
| 3.26 | % |
NCSLT 2006-3 |
| $ | 1,431,047,761 |
| 3.98 | % |
NCSLT 2006-2 |
| $ | 528,228,442 |
| 3.66 | % |
NCSLT 2006-1 |
| $ | 765,788,958 |
| 4.53 | % |
NCSLT 2005-3 |
| $ | 1,301,568,455 |
| 5.06 | % |
NCSLT 2005-2 |
| $ | 464,350,827 |
| 5.97 | % |
NCSLT 2005-1 |
| $ | 699,411,801 |
| 6.75 | % |
NCSLT 2004-2 |
| $ | 809,278,139 |
| 6.25 | % |
NCSLT 2004-1 |
| $ | 568,679,478 |
| 7.21 | % |
(1) Periodic Prepayment Rate: annualized six-month prepayment rate for the most recent period ending June 30.
(2) Annualized Quarterly Prepayment rate as only three full months of data available for the trust
As of: 3/31/2007
|
| Ending Pool Balances* |
| Periodic Prepayment Rate(1) |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2006-4 |
| $ | 736,084,593 |
|
|
|
NCSLT 2006-3 |
| $ | 1,416,145,211 |
|
|
|
NCSLT 2006-2 |
| $ | 524,029,097 |
|
|
|
NCSLT 2006-1 |
| $ | 763,858,488 |
|
|
|
NCSLT 2005-3 |
| $ | 1,303,421,879 |
|
|
|
NCSLT 2005-2 |
| $ | 467,899,305 |
|
|
|
NCSLT 2005-1 |
| $ | 708,684,446 |
|
|
|
NCSLT 2004-2 |
| $ | 817,808,527 |
|
|
|
NCSLT 2004-1 |
| $ | 580,285,651 |
|
|
|
(1) Periodic Prepayment Rate: annualized six-month prepayment rate for the most recent period ending June 30.
*Balances include principal plus capitalized interest plus outstanding accrued interest plus late fees.
14
As of: 12/31/2006
|
| Ending Pool Balances* |
| Periodic Prepayment Rate(1) |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2006-3(2) |
| $ | 1,401,953,864 |
| 2.81 | % |
NCSLT 2006-2 |
| $ | 519,318,170 |
| 3.19 | % |
NCSLT 2006-1 |
| $ | 761,214,727 |
| 3.81 | % |
NCSLT 2005-3 |
| $ | 1,303,456,491 |
| 4.99 | % |
NCSLT 2005-2 |
| $ | 471,246,325 |
| 5.26 | % |
NCSLT 2005-1 |
| $ | 718,436,522 |
| 6.11 | % |
NCSLT 2004-2 |
| $ | 826,116,563 |
| 5.83 | % |
NCSLT 2004-1 |
| $ | 592,315,359 |
| 6.78 | % |
(1) Periodic Prepayment Rate: annualized six-month prepayment rate for the most recent period ending June 30.
(2) Annualized Quarterly Prepayment rate as only two full months of data available for the trust
As of: 9/30/2006
|
| Ending Pool Balances* |
| Periodic Prepayment Rate(1) |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2006-3 |
| $ | 1,386,268,501 |
|
|
|
NCSLT 2006-2 |
| $ | 512,450,587 |
|
|
|
NCSLT 2006-1(2) |
| $ | 754,717,557 |
|
|
|
NCSLT 2005-3 |
| $ | 1,297,326,963 |
|
|
|
NCSLT 2005-2 |
| $ | 472,062,307 |
|
|
|
NCSLT 2005-1 |
| $ | 723,284,461 |
|
|
|
NCSLT 2004-2 |
| $ | 830,688,984 |
|
|
|
NCSLT 2004-1 |
| $ | 602,774,807 |
|
|
|
(1) Periodic Prepayment Rate: annualized six-month prepayment rate for the most recent period ending June 30.
(2) Annualized Quarterly Prepayment rate as only three full months of data available for the trust
*Balances include principal plus capitalized interest plus outstanding accrued interest plus late fees.
15
As of: 6/30/2006
|
| Ending Pool Balances* |
| Periodic Prepayment Rate(1) |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2006-2 |
| $ | 506,359,715 |
|
|
|
NCSLT 2006-1(2) |
| $ | 744,443,613 |
| 3.24 | % |
NCSLT 2005-3 |
| $ | 1,291,550,041 |
| 3.82 | % |
NCSLT 2005-2 |
| $ | 466,444,303 |
| 3.77 | % |
NCSLT 2005-1 |
| $ | 727,336,447 |
| 4.31 | % |
NCSLT 2004-2 |
| $ | 833,704,349 |
| 3.88 | % |
NCSLT 2004-1 |
| $ | 606,782,284 |
| 5.22 | % |
(1) Periodic Prepayment Rate: annualized six-month prepayment rate for the most recent period ending June 30.
(2) Annualized Quarterly Prepayment rate as only three full months of data available for the trust
As of: 03/31/2006
|
| Ending Pool Balances* |
| Periodic Prepayment Rate |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2006-1 |
| $ | 741,505,548 |
|
|
|
NCSLT 2005-3 |
| $ | 1,282,341,521 |
|
|
|
NCSLT 2005-2 |
| $ | 469,005,318 |
|
|
|
NCSLT 2005-1 |
| $ | 727,519,137 |
|
|
|
NCSLT 2004-2 |
| $ | 832,868,015 |
|
|
|
NCSLT 2004-1 |
| $ | 617,245,354 |
|
|
|
As of: 12/31/2005
|
| Ending Pool Balances* |
| Periodic Prepayment Rate |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2005-3 |
| $ | 1,272,471,279 |
|
|
|
NCSLT 2005-2 |
| $ | 466,319,024 |
|
|
|
NCSLT 2005-1 |
| $ | 726,150,492 |
|
|
|
NCSLT 2004-2 |
| $ | 829,751,541 |
|
|
|
NCSLT 2004-1 |
| $ | 622,162,827 |
|
|
|
*Balances include principal plus capitalized interest plus outstanding accrued interest plus late fees.
16
As of: 09/30/2005
|
| Ending Pool Balances* |
| Periodic Prepayment Rate |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2005-2 |
| $ | 463,030,467 |
|
|
|
NCSLT 2005-1 |
| $ | 723,026,134 |
|
|
|
NCSLT 2004-2 |
| $ | 824,255,378 |
|
|
|
NCSLT 2004-1 |
| $ | 624,077,210 |
|
|
|
As of: 06/30/2005
|
| Ending Pool Balances* |
| Periodic Prepayment Rate |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2005-2 |
| $ | 462,034,870 |
|
|
|
NCSLT 2005-1 |
| $ | 719,735,963 |
|
|
|
NCSLT 2004-2 |
| $ | 819,621,349 |
|
|
|
NCSLT 2004-1 |
| $ | 625,170,864 |
|
|
|
As of: 03/31/2005
|
| Ending Pool Balances* |
| Periodic Prepayment Rate |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2005-1 |
| $ | 715,709,747 |
|
|
|
NCSLT 2004-2 |
| $ | 813,661,493 |
|
|
|
NCSLT 2004-1 |
| $ | 624,107,005 |
|
|
|
As of: 12/31/2004
|
| Ending Pool Balances* |
| Periodic Prepayment Rate |
| |
|
|
|
|
|
| |
Trust |
|
|
|
|
| |
|
|
|
|
|
| |
NCSLT 2004-2 |
| $ | 809,687,713 |
|
|
|
NCSLT 2004-1 |
| $ | 623,103,207 |
|
|
|
*Balances include principal plus capitalized interest plus outstanding accrued interest plus late fees.
17