Exhibit 99.2
National Collegiate Student Loan Trusts | | Original Pool Characteristics |
Static Pool Information: Prior Securitized Pool Report
| | NCSLT 2007-4 | | NCSLT 2007-3 | | NCSLT 2007-2 | | NCSLT 2007-1 | | NCSLT 2006-4 | | NCSLT 2006-3 | | NCSLT 2006-2 | |
Trust Summary | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
Date of Closing | | 9/20/2007 | | 9/20/2007 | | 6/14/2007 | | 3/8/2007 | | 12/7/2006 | | 9/28/2006 | | 6/8/2006 | |
Outstanding Principal Balance | | $ | 989,697,216 | | $ | 991,179,649 | | $ | 749,531,693 | | $ | 762,189,134 | | $ | 710,438,732 | | $ | 1,351,396,673 | | $ | 497,888,025 | |
Total Accrued Interest | | $ | 23,049,510 | | $ | 23,152,807 | | $ | 17,997,870 | | $ | 14,279,008 | | $ | 13,112,544 | | $ | 34,735,591 | | $ | 7,726,302 | |
Aggregate Pool Balance | | $ | 1,012,746,726 | | $ | 1,014,332,457 | | $ | 767,529,563 | | $ | 776,468,142 | | $ | 723,551,276 | | $ | 1,386,132,264 | | $ | 505,614,328 | |
Number of Loans | | 71,379 | | 71,564 | | 62,979 | | 68,759 | | 57,407 | | 104,757 | | 43,091 | |
Average Initial Loan Balance | | $ | 13,865 | | $ | 13,850 | | $ | 11,901 | | $ | 11,085 | | $ | 12,375 | | $ | 12,900 | | $ | 11,554 | |
Weighted Average Annual Interest Rate Margin (LIBOR+) | | 5.14 | % | 5.13 | % | 5.24 | % | 5.13 | % | 5.41 | % | 4.79 | % | 4.80 | % |
Weighted Average Annual Interest Rate Marginin Repayment (LIBOR+) | | 5.19 | % | 5.19 | % | 5.26 | % | 5.13 | % | 5.41 | % | 4.92 | % | 4.79 | % |
Weighted Average Remaining Termto Maturity | | 269 | | 269 | | 264 | | 267 | | 267 | | 267 | | 264 | |
Weighted Average FICO Score for Cosigned Loans | | 712 | | 712 | | 713 | | 715 | | 713 | | 713 | | 715 | |
Weighted Average FICO Score for Non-Cosigned Loans | | 707 | | 707 | | 706 | | 705 | | 704 | | 705 | | 698 | |
Weighted Average FICO Score for All Loans | | 711 | | 711 | | 712 | | 713 | | 712 | | 711 | | 711 | |
Number of Borrowers | | 69,231 | | 69,337 | | 57,845 | | 66,307 | | 55,209 | | 97,555 | | 40,119 | |
| | | | | | | | | | | | | | | |
Borrower Type Distribution | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
Credit Ready-NoCosigner | | $ | 9,774,957 | | 1.0 | % | $ | 9,804,672 | | 1.0 | % | $ | 3,530,175 | | 0.50 | % | $ | 1,622,941 | | 0.2 | % | $ | 698,874 | | 0.1 | % | $ | 36,383,375 | | 2.7 | % | $ | 914,948 | | 0.2 | % |
Credit Ready-Cosigned | | $ | 145,421 | | 0.0 | % | $ | 143,851 | | 0.0 | % | $ | 8,791 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 211,855 | | 0.0 | % | $ | 0 | | 0.0 | % |
Credit Worthy-NoCosigner | | $ | 151,072,125 | | 15.3 | % | $ | 151,518,517 | | 15.3 | % | $ | 133,025,793 | | 17.7 | % | $ | 130,392447 | | 17.1 | % | $ | 117,598,040 | | 16.6 | % | $ | 201,630,211 | | 14.9 | % | $ | 106,186,524 | | 21.3 | % |
Credit Worthy-Cosigned | | $ | 828,704,713 | | 83.7 | % | $ | 829,712,609 | | 83.7 | % | $ | 612,966,934 | | 81.8 | % | $ | 630,173,746 | | 82.7 | % | $ | 592,141,818 | | 83.3 | % | $ | 1,113,171,231 | | 82.4 | % | $ | 390,786,553 | | 78.5 | % |
Total | | $ | 989,697,216 | | 100 | % | $ | 991,179,649 | | 100 | % | $ | 749,531,693 | | 100 | % | $ | 762,189,134 | | 100 | % | $ | 710,438,732 | | 100 | % | $ | 1,351,396,673 | | 100 | % | $ | 497,888,025 | | 100 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Borrower Payment Status Distribution | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Deferment-Principal and Interest | | $ | 905,862,240 | | 91.5 | % | $ | 908,300,725 | | 91.6 | % | $ | 693,136,339 | | 92.5 | % | $ | 686,622,503 | | 90.1 | % | $ | 637,583,211 | | 89.7 | % | $ | 1,224,825,441 | | 90.6 | % | $ | 450,664,977 | | 90.5 | % |
Deferment-Principal Only | | $ | 44,708,917 | | 4.5 | % | $ | 45,633,194 | | 4.6 | % | $ | 30,334,256 | | 4.0 | % | $ | 40,360,057 | | 5.3 | % | $ | 35,680,767 | | 5.0 | % | $ | 59,181,702 | | 4.4 | % | $ | 19,574,444 | | 3.9 | % |
Forbearance | | $ | 855,342 | | 0.1 | % | $ | 283,586 | | 0.0 | % | $ | 397,160 | | 0.1 | % | $ | 439,853 | | 0.1 | % | $ | 319,159 | | 0.0 | % | $ | 702,584 | | 0.1 | % | $ | 158,700 | | 0.0 | % |
Repayment-Principal and Interest | | $ | 38,270,718 | | 3.9 | % | $ | 36,962,144 | | 3.7 | % | $ | 25,663,938 | | 3.4 | % | $ | 34,766,722 | | 4.6 | % | $ | 36,855,594 | | 5.2 | % | $ | 66,686,946 | | 4.9 | % | $ | 27,489,905 | | 5.5 | % |
Total | | $ | 989,697,216 | | 100 | % | $ | 991,179,649 | | 100 | % | $ | 749,531,693 | | 100 | % | $ | 762,189,134 | | 100 | % | $ | 710,438,732 | | 100 | % | $ | 1,351,396,673 | | 100 | % | | | 100 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Program Type Distribution | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Consolidation | | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 762,857 | | 0.1 | % | $ | 0 | | 0.0 | % | $ | 975,937 | | 0.2 | % |
Continuing Education | | $ | 29,884,979 | | 3.0 | % | $ | 29,961,724 | | 3.0 | % | $ | 31,207,594 | | 4.2 | % | $ | 21,470,261 | | 2.8 | % | $ | 20,088,635 | | 2.8 | % | $ | 27,833,810 | | 2.1 | % | $ | 13,229,606 | | 2.7 | % |
Graduate | | $ | 92,709,642 | | 9.4 | % | $ | 93,098,470 | | 9.4 | % | $ | 82,036,131 | | 10.9 | % | $ | 59,360,426 | | 7.8 | % | $ | 66,634,313 | | 9.4 | % | $ | 172,038,434 | | 12.7 | % | $ | 62,553,097 | | 12.6 | % |
K-12 | | $ | 12,489,544 | | 1.3 | % | $ | 12,480,874 | | 1.3 | % | $ | 5,677,934 | | 0.8 | % | $ | 13,732,044 | | 1.8 | % | $ | 16,096,253 | | 2.3 | % | $ | 23,845,152 | | 1.8 | % | $ | 12,453,607 | | 2.5 | % |
Medical | | $ | 10,272,753 | | 1.0 | % | $ | 10,216,001 | | 1.0 | % | $ | 8,104,978 | | 1.1 | % | $ | 12,197,562 | | 1.6 | % | $ | 2,282,668 | | 0.3 | % | $ | 22,015,564 | | 1.6 | % | $ | 3,401,545 | | 0.7 | % |
Other | | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 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 | % | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % |
Undergraduate | | $ | 844,340,299 | | 85.3 | % | $ | 845,422,581 | | 85.3 | % | $ | 622,505,057 | | 83.1 | % | $ | 655,428,843 | | 86.0 | % | $ | 604,574,006 | | 85.1 | % | $ | 1,105,663,714 | | 81.8 | % | $ | 405,274,233 | | 81.4 | % |
Total | | $ | 989,697,216 | | 100 | % | $ | 991,179,649 | | 100 | % | $ | 749,531,693 | | 100 | % | $ | 762,189,134 | | 100 | % | $ | 710,438,732 | | 100 | % | $ | 1,351,396,673 | | 100 | % | $ | 497,888,025 | | 100 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
StudentLoansbyInterestRateDistribution | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
LIBOR + at least 0.00% but less than 3.00% | | $ | 103,277,164 | | 10.4 | % | $ | 103,440,818 | | 10.4 | % | $ | 62,593,167 | | 8.4 | % | $ | 68,174,610 | | 8.9 | % | $ | 8,328,114 | | 1.2 | % | $ | 254,708,088 | | 18.8 | % | $ | 16,565,386 | | 3.3 | % |
LIBOR + at least 3.00% but less than 3.25% | | $ | 9,178,703 | | 0.9 | % | $ | 9,592,341 | | 1.0 | % | $ | 11,698,069 | | 1.6 | % | $ | 16,781,525 | | 2.2 | % | $ | 2,507,507 | | 0.4 | % | $ | 17,353,604 | | 1.3 | % | $ | 6,421,732 | | 1.3 | % |
LIBOR + at least 3.25% but less than 3.50% | | $ | 12,638,496 | | 1.3 | % | $ | 11,996,938 | | 1.2 | % | $ | 14,873,599 | | 2.0 | % | $ | 24,237,528 | | 3.2 | % | $ | 5,790,294 | | 0.8 | % | $ | 20,744,137 | | 1.5 | % | $ | 5,069,835 | | 1.0 | % |
LIBOR + at least 3.50% but less than 3.75% | | $ | 56,918,723 | | 5.8 | % | $ | 57,050,629 | | 5.8 | % | $ | 35,003,078 | | 4.7 | % | $ | 43,461,344 | | 5.7 | % | $ | 50,208,429 | | 7.1 | % | $ | 75,717,420 | | 5.6 | % | $ | 14,086,322 | | 2.8 | % |
LIBOR + at least 3.75% but less than 4.00% | | $ | 10,359,946 | | 1.0 | % | $ | 10,574,334 | | 1.1 | % | $ | 19,312,224 | | 2.6 | % | $ | 20,484,817 | | 2.7 | % | $ | 5,715,882 | | 0.8 | % | $ | 19,642,921 | | 1.5 | % | $ | 7,838,387 | | 1.6 | % |
LIBOR + at least 4.00% but less than 4.25% | | $ | 61,939,144 | | 6.3 | % | $ | 62,224,590 | | 6.3 | % | $ | 40,922,311 | | 5.5 | % | $ | 42,452,982 | | 5.6 | % | $ | 47,418,688 | | 6.7 | % | $ | 69,124,736 | | 5.1 | % | $ | 1,928,090 | | 0.4 | % |
LIBOR + at least 4.25% but less than 4.50% | | $ | 22,723,403 | | 2.3 | % | $ | 22,152,531 | | 2.2 | % | $ | 24,836,663 | | 3.3 | % | $ | 26,575,397 | | 3.5 | % | $ | 14,003,038 | | 2.0 | % | $ | 48,160,163 | | 3.6 | % | $ | 11,940,120 | | 2.4 | % |
LIBOR + at least 4.50% but less than 4.75% | | $ | 171,517,671 | | 17.3 | % | $ | 172,306,693 | | 17.4 | % | $ | 103,379,758 | | 13.8 | % | $ | 111,501,856 | | 14.6 | % | $ | 142,840,612 | | 20.1 | % | $ | 248,292,319 | | 18.4 | % | $ | 217,978,257 | | 43.8 | % |
LIBOR + at least 4.75% but less than 5.00% | | $ | 5,938,883 | | 0.6 | % | $ | 6,053,973 | | 0.6 | % | $ | 8,814,869 | | 1.2 | % | $ | 3,851,878 | | 0.5 | % | $ | 17,883,240 | | 2.5 | % | $ | 14,876,325 | | 1.1 | % | $ | 112,754,938 | | 22.6 | % |
LIBOR + at least 5.00% but less than 7.00% | | $ | 379,019,316 | | 38.3 | % | $ | 379,335,066 | | 38.3 | % | $ | 300,392,956 | | 40.1 | % | $ | 283,547,932 | | 37.2 | % | $ | 289,686,982 | | 40.8 | % | $ | 411,474,324 | | 30.4 | % | $ | 83,791,094 | | 16.8 | % |
LIBOR + at least 7.00% | | $ | 156,185,767 | | 15.8 | % | $ | 156,451,735 | | 15.8 | % | $ | 127,705,000 | | 17.0 | % | $ | 121,119,265 | | 15.9 | % | $ | 126,055,946 | | 17.7 | % | $ | 171,302,636 | | 12.7 | % | $ | 19,513,866 | | 3.9 | % |
Total | | $ | 989,697,216 | | 100 | % | $ | 991,179,649 | | 100 | % | $ | 749,531,693 | | 100 | % | $ | 762,189,134 | | 100 | % | $ | 710,438,732 | | 100 | % | $ | 1,351,396,673 | | 100 | % | $ | 497,888,025 | | 100 | % |
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Originator Concentrations (Originators > 10%) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Chase Bank | | 33.1 | % | Chase Bank | | 33.1 | % | Charter One Bank | | 37.6 | % | Chase Bank | | 37.3 | % | Bank One | | 40.6 | % | Bank One | | 36.1 | % | Bank One | | 33.9 | % |
| | Bank of America | | 26.1 | % | Bank of America | | 25.6 | % | Chase Bank | | 31.1 | % | Charter One Bank | | 26.9 | % | Charter One Bank | | 27.2 | % | Bank of America | | 36.0 | % | Charter One Bank | | 30.6 | % |
| | RBS Citizens | | 20.2 | % | RBS Citizens | | 20.6 | % | Bank of America | | 10.4 | % | Bank of America | | 11.6 | % | Bank of America | | 17.1 | % | Charter One Bank | | 19.4 | % | Bank of America | | 14.7 | % |
| | Union Federal SB | | 10.7 | % | Union Federal SB | | 10.6 | % | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Geographic Concentrations (States > 5%) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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| | California | | 8.4 | % | California | | 8.6 | % | California | | 8.3 | % | Pennsylvania | | 9.5 | % | California | | 8.3 | % | California | | 9.6 | % | Texas | | 10.0 | % |
| | Texas | | 7.8 | % | Texas | | 7.9 | % | Pennsylvania | | 8.3 | % | New York | | 9.4 | % | Texas | | 8.2 | % | Texas | | 9.0 | % | Ohio | | 8.0 | % |
| | New York | | 7.1 | % | New York | | 7.0 | % | Ohio | | 7.6 | % | Texas | | 7.3 | % | Ohio | | 7.5 | % | New York | | 6.5 | % | California | | 7.8 | % |
| | Ohio | | 6.3 | % | Pennsylvania | | 6.1 | % | Texas | | 7.5 | % | California | | 7.0 | % | New York | | 6.7 | % | Ohio | | 6.0 | % | New York | | 6.2 | % |
| | Pennsylvania | | 6.2 | % | Ohio | | 6.0 | % | New York | | 6.5 | % | Ohio | | 6.9 | % | Pennsylvania | | 5.9 | % | Pennsylvania | | 5.6 | % | Pennsylvania | | 5.7 | % |
| | Florida | | 5.5 | % | Florida | | 5.7 | % | Michigan | | 5.6 | % | Michigan | | 5.2 | % | Michigan | | 5.8 | % | Florida | | 5.4 | % | Michigan | | 5.6 | % |
| | Illinois | | 5.2 | % | Illinois | | 5.3 | % | Florida | | 5.4 | % | Illinois | | 5.0 | % | Illinois | | 5.5 | % | Illinois | | 5.0 | % | Florida | | 5.3 | % |
| | | | | | | | | | Illinois | | 5.0 | % | | | | | Florida | | 5.4 | % | | | | | Illinois | | 5.1 | % |
1
| | NCSLT 2006-1 | | NCSLT 2005-3 | | NCSLT 2005-2 | | NCSLT 2005-1 | | NCSLT 2004-2 | | NCSLT 2004-1 | |
Trust Summary | | | | | | | | | | | | | |
| | | | | | | | | | | | | |
Date of Closing | | 3/9/2006 | | 10/12/2005 | | 6/9/2005 | | 2/23/2005 | | 12/28/2004 | | 6/11/2004 | |
Outstanding Principal Balance | | $ | 729,482,489 | | $ | 1,249,472,574 | | $ | 457,179,375 | | $ | 701,602,075 | | $ | 800,261,953 | | $ | 610,436,970 | |
Total Accrued Interest | | $ | 11,771,598 | | $ | 15,914,886 | | $ | 5,110,015 | | $ | 13,873,442 | | $ | 6,516,865 | | $ | 9,837,073 | |
Aggregate Pool Balance | | $ | 741,254,087 | | $ | 1,265,387,461 | | $ | 462,289,390 | | $ | 715,475,517 | | $ | 806,778,817 | | $ | 620,274,043 | |
Number of Loans | | 68,006 | | 103,232 | | 42,386 | | 67,976 | | 68,366 | | 59,399 | |
Average Initial Loan Balance | | $ | 10,727 | | $ | 12,104 | | $ | 10,786 | | $ | 10,321 | | $ | 11,706 | | $ | 10,277 | % |
Weighted Average Annual Interest Rate Margin (LIBOR+) | | 4.44 | % | 4.28 | % | 4.57 | % | 4.10 | % | 4.69 | % | 4.34 | % |
Weighted Average Annual Interest Rate Marginin Repayment (LIBOR+) | | 4.44 | % | 4.45 | % | 4.58 | % | 4.31 | % | 4.73 | % | 4.45 | |
Weighted Average Remaining Termto Maturity | | 266 | | 264 | | 253 | | 260 | | 270 | | 256 | |
Weighted Average FICO Score for Cosigned Loans | | 727 | | 724 | | 726 | | 726 | | 721 | | 724 | |
Weighted Average FICO Score for Non-Cosigned Loans | | 699 | | 701 | | 700 | | 703 | | 697 | | 701 | |
Weighted Average FICO Score for All Loans | | 721 | | 720 | | 720 | | 721 | | 717 | | 720 | |
Number of Borrowers | | 63,230 | | 94,592 | | 39,394 | | 61,222 | | 65,240 | | 52,243 | |
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Borrower Type Distribution | | | | | | | | | | | | | |
| | | | | | | | | | | | | |
Credit Ready-NoCosigner | | $ | 3,156,301 | | 0.4 | % | $ | 36,863,021 | | 3.0 | % | $ | 981,942 | | 0.2 | % | $ | 24,849,659 | | 3.5 | % | $ | 1,577,700 | | 0.2 | % | $ | 14,786,292 | | 2.4 | % |
Credit Ready-Cosigned | | $ | 0 | | 0.0 | % | $ | 204,358 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 23,043 | | 0.0 | % | $ | 17,514 | | 0.0 | % | $ | 78,663 | | 0.0 | % |
Credit Worthy-NoCosigner | | $ | 161,041,689 | | 22.1 | % | $ | 208,203,476 | | 16.7 | % | $ | 106,087,602 | | 23.2 | % | $ | 116,489,844 | | 16.6 | % | $ | 144,797,123 | | 18.1 | % | $ | 106,899,380 | | 17.5 | % |
Credit Worthy-Cosigned | | $ | 565,284,499 | | 77.5 | % | $ | 1,004,201,719 | | 80.4 | % | $ | 350,109,832 | | 76.6 | % | $ | 560,239,529 | | 79.9 | % | $ | 653,869,616 | | 81.7 | % | $ | 488,672,653 | | 80.1 | % |
Total | | $ | 729,482,489 | | 100 | % | $ | 1,249,472,574 | | 100 | % | $ | 457,179,375 | | 100 | % | $ | 701,602,075 | | 100 | % | $ | 800,261,953 | | 100 | % | $ | 610,436,970 | | 100 | % |
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Borrower Payment Status Distribution | | | | | % | | | | % | | | | % | | | | % | | | | % | | | | % |
| | | | | % | | | | % | | | | % | | | | % | | | | % | | | | % |
Deferment-Principal and Interest | | $ | 636,871,924 | | 87.3 | % | $ | 1,114,855,091 | | 89.2 | % | $ | 389,267,249 | | 85.1 | % | $ | 610,869,768 | | 87.1 | % | $ | 690,491,612 | | 86.3 | % | $ | 525,607,206 | | 86.1 | % |
Deferment-Principal Only | | $ | 39,663,129 | | 5.4 | % | $ | 69,307,053 | | 5.5 | % | $ | 26,266,593 | | 5.7 | % | $ | 41,963,782 | | 6.0 | % | $ | 62,195,019 | | 7.8 | % | $ | 41,886,175 | | 6.9 | % |
Forbearance | | $ | 467,413 | | 0.1 | % | $ | 870,517 | | 0.1 | % | $ | 202,494 | | 0.0 | % | $ | 476,500 | | 0.1 | % | $ | 424,955 | | 0.1 | % | $ | 409,399 | | 0.1 | % |
Repayment-Principal and Interest | | $ | 52,480,022 | | 7.2 | % | $ | 64,439,914 | | 5.2 | % | $ | 41,443,039 | | 9.1 | % | $ | 48,292,025 | | 6.9 | % | $ | 47,150,367 | | 5.9 | % | $ | 42,534,190 | | 7.0 | % |
Total | | $ | 729,482,489 | | 100 | % | $ | 1,249,472,574 | | 100 | % | $ | 457,179,375 | | 100 | % | $ | 701,602,075 | | 100 | % | $ | 800,261,953 | | 100 | % | $ | 610,436,970 | | 100 | % |
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Program Type Distribution | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | |
Consolidation | | $ | 7,371,688 | | 1.0 | % | $ | 0 | | 0 | % | $ | 5,727,501 | | 1.3 | % | $ | 11,122,051 | | 1.6 | % | $ | 0 | | 0 | % | $ | 0 | | 0 | % |
Continuing Education | | $ | 14,887,395 | | 2.0 | % | $ | 17,865,324 | | 1.4 | % | $ | 11,853,386 | | 2.6 | % | $ | 18,207,148 | | 2.6 | % | $ | 24,262,010 | | 3.0 | % | $ | 22,658,600 | | 3.7 | % |
Graduate | | $ | 82,572,316 | | 11.3 | % | $ | 185,850,251 | | 14.9 | % | $ | 68,980,619 | | 15.1 | % | $ | 99,304,390 | | 14.2 | % | $ | 88,798,863 | | 11.1 | % | $ | 94,755,371 | | 15.5 | % |
K-12 | | $ | 22,589,069 | | 3.1 | % | $ | 30,687,798 | | 2.5 | % | $ | 24,695,110 | | 5.4 | % | $ | 19,694,596 | | 2.8 | % | $ | 23,552,804 | | 2.9 | % | 22,335,565 | | 3.7 | % |
Medical | | $ | 12,077,917 | | 1.7 | % | $ | 8,159,453 | | 0.7 | % | $ | 106,742 | | 0.0 | % | $ | 4,314,711 | | 0.6 | % | $ | 308,882 | | 0.0 | % | $ | 3,707,701 | | 0.6 | % |
Other | | $ | 0 | | 0.0 | % | $ | 4,117,837 | | 0.3 | % | $ | 1,852,134 | | 0.4 | % | $ | 1,503,178 | | 0.2 | % | $ | 114,223 | | 0.0 | % | $ | 0 | | 0.0 | % |
Parent | | $ | 0 | | 0.0 | % | $ | 8,935 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 0 | | 0.0 | % | $ | 244,819 | | 0.0 | % | $ | 0 | | 0.0 | % |
Undergraduate | | $ | 589,984,104 | | 80.9 | % | $ | 1,002,722,976 | | 80.3 | % | $ | 343,963,883 | | 75.2 | % | $ | 547,456,002 | | 78.0 | % | $ | 662,980,351 | | 82.8 | % | $ | 466,979,733 | | 76.5 | % |
Total | | $ | 729,482,489 | | 100 | % | $ | 1,249,412,574 | | 100 | % | $ | 457,179,375 | | 100 | % | $ | 701,602,075 | | 100 | % | $ | 800,261,953 | | 100 | % | $ | 610,436,970 | | 100 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
StudentLoansbyInterestRateDistribution | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | |
LIBOR + at least 0.00% but less than 3.00% | | $ | 65,958,108 | | 9.0 | % | $ | 259,413,091 | | 20.8 | % | $ | 11,316,933 | | 2.5 | % | $ | 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% | | $ | 24,019,339 | | 3.3 | % | $ | 6,849,683 | | 0.5 | % | $ | 4,749,132 | | 1.0 | % | $ | 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% | | $ | 15,718,753 | | 2.2 | % | $ | 4,914,579 | | 0.4 | % | $ | 3,697,301 | | 0.8 | % | $ | 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% | | $ | 30,044,979 | | 4.1 | % | $ | 46,174,066 | | 3.7 | % | $ | 38,823,976 | | 8.5 | % | $ | 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% | | $ | 39,297,885 | | 5.4 | % | $ | 7,219,161 | | 0.6 | % | $ | 7,829,779 | | 1.7 | % | $ | 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% | | $ | 5,121,861 | | 0.7 | % | $ | 1,306,327 | | 0.1 | % | $ | 880,562 | | 0.2 | % | $ | 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% | | $ | 28,261,989 | | 3.9 | % | $ | 21,508,341 | | 1.7 | % | $ | 20,442,317 | | 4.5 | % | $ | 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% | | $ | 367,123,819 | | 50.3 | % | $ | 638,758,445 | | 51.1 | % | $ | 262,445,832 | | 57.4 | % | $ | 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% | | $ | 122,075,220 | | 16.7 | % | $ | 218,757,268 | | 17.5 | % | $ | 90,930,541 | | 19.9 | % | $ | 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% | | $ | 9,472,794 | | 1.3 | % | $ | 4,553,287 | | 0.4 | % | $ | 2,234,556 | | 0.5 | % | $ | 3,866,091 | | 0.6 | % | $ | 5,692,375 | | 0.7 | % | $ | 4,542,167 | | 0.7 | % |
LIBOR + at least 7.00% | | $ | 22,387,741 | | 3.1 | % | $ | 40,018,327 | | 3.2 | % | $ | 13,828,445 | | 3.0 | % | $ | 21,013,011 | | 3.0 | % | $ | 36,690,037 | | 4.6 | % | $ | 20,507,294 | | 3.4 | % |
Total | | $ | 729,482,489 | | 100 | % | $ | 1,249,472,574 | | 100 | % | $ | 457,179,375 | | 100 | % | $ | 701,602,075 | | 100 | % | $ | 800,261,953 | | 100 | % | $ | 610,436,970 | | 100 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
Originator Concentrations (Originators > 10%) | | Bank One | | 30.4 | % | Bank of America | | 37.0 | % | Bank One | | 38.9 | % | Bank of America | | 36.2 | % | Bank One | | 43.5 | % | Bank One | | 47.2 | % |
| | Charter One Bank | | 28.5 | % | Bank One | | 32.8 | % | Charter One Bank | | 29.4 | % | Bank One | | 28.6 | % | Charter One Bank | | 32.0 | % | Charter One Bank | | 24.1 | % |
| | Bank of America | | 15.6 | % | Charter One Bank | | 22.6 | % | Bank of America | | 17.3 | % | Charter One Bank | | 24.9 | % | Bank of America | | 17.4 | % | Bank of America | | 23.2 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | |
Geographic Concentrations (States > 5%) | | Pennsylvania | | 9.9 | % | Texas | | 10.3 | % | Texas | | 10.7 | % | California | | 10.1 | % | Texas | | 11.1 | % | Texas | | 11.0 | % |
| | New York | | 8.6 | % | California | | 9.3 | % | California | | 8.0 | % | Texas | | 9.8 | % | Ohio | | 7.9 | % | California | | 8.7 | % |
| | Texas | | 8.1 | % | Ohio | | 6.9 | % | New York | | 7.3 | % | Pennsylvania | | 7.4 | % | Pennsylvania | | 6.4 | % | Pennsylvania | | 7.9 | % |
| | Ohio | | 6.6 | % | New York | | 6.0 | % | Ohio | | 6.7 | % | Ohio | | 6.2 | % | California | | 6.1 | % | Ohio | | 6.3 | % |
| | California | | 6.5 | % | Illinois | | 5.6 | % | Pennsylvania | | 5.3 | % | Illinois | | 5.2 | % | Illinois | | 6.0 | % | New York | | 5.6 | % |
| | | | | | Florida | | 5.2 | % | Illinois | | 5.3 | % | Florida | | 5.2 | % | | | | | Illinois | | 5.5 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | Florida | | 5.2 | % | New York | | 5.2 | % | | | | | Florida | | 5.1 | % |
2
As of: 03/31/2006
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate Net
of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2006-1 | | $ | 61,758 | | 0.06 | % | $ | 0 | | $ | 61,758 | | $ | 0 | |
NCSLT 2005-3 | | $ | 906,664 | | 0.50 | % | $ | 354,441 | | $ | 552,223 | | $ | 0 | |
NCSLT 2005-2 | | $ | 886,621 | | 0.63 | % | $ | 546,398 | | $ | 340,222 | | $ | 0 | |
NCSLT 2005-1 | | $ | 2,726,667 | | 0.96 | % | $ | 1,457,290 | | $ | 1,269,377 | | $ | 0 | |
NCSLT 2004-2 | | $ | 6,323,651 | | 1.92 | % | $ | 3,386,935 | | $ | 2,936,716 | | $ | 0 | |
NCSLT 2004-1 | | $ | 12,081,043 | | 3.01 | % | $ | 8,059,865 | | $ | 4,021,178 | | $ | 0 | |
As of: 12/31/2005
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate Net
of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-3 | | $ | 201,028 | | 0.14 | % | $ | 123,118 | | $ | 77,911 | | $ | 0 | |
NCSLT 2005-2 | | $ | 470,089 | | 0.38 | % | $ | 266,461 | | $ | 203,628 | | $ | 0 | |
NCSLT 2005-1 | | $ | 1,203,294 | | 0.47 | % | $ | 794,054 | | $ | 409,240 | | $ | 0 | |
NCSLT 2004-2 | | $ | 3,422,758 | | 1.13 | % | $ | 2,024,953 | | $ | 1,397,804 | | $ | 0 | |
NCSLT 2004-1* | | $ | 7,216,999 | | 2.07 | % | $ | 5,118,974 | | $ | 2,098,025 | | $ | 0 | |
As of: 09/30/2005
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate Net
of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-2 | | $ | 263,402 | | 0.33 | % | $ | 64,499 | | $ | 198,904 | | $ | 0 | |
NCSLT 2005-1 | | $ | 759,754 | | 0.53 | % | $ | 316,133 | | $ | 443,621 | | $ | 0 | |
NCSLT 2004-2 | | $ | 1,981,526 | | 0.96 | % | $ | 1,045,312 | | $ | 863,388 | | $ | 0 | |
NCSLT 2004-1* | | $ | 5,416,949 | | 1.93 | % | $ | 3,038,790 | | $ | 2,378,158 | | $ | 0 | |
As of: 06/30/2005
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate Net of
Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-2 | | $ | 50,219 | | 0.07 | % | $ | 0 | | $ | 50,219 | | $ | 0 | |
NCSLT 2005-1 | | $ | 346,993 | | 0.29 | % | $ | 49,589 | | $ | 297,404 | | $ | 0 | |
NCSLT 2004-2 | | $ | 1,011,986 | | 0.55 | % | $ | 587,333 | | $ | 424,653 | | $ | 0 | |
NCSLT 2004-1* | | $ | 2,739,835 | | 1.18 | % | $ | 2,250,162 | | $ | 489,673 | | $ | 0 | |
3
THE NATIONAL COLLEGIATE STUDENT LOAN TRUSTS | Delinquency Data For Loans in |
Static Pool Information: Prior Securitized Pool Report | Repayment (excluding Forbearance) |
As of: 03/31/2005
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate Net
of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-1 | | $ | 25,798 | | 0.03 | % | $ | 0 | | $ | 25,798 | | $ | 0 | |
| | | | | | | | | | | | | | | |
NCSLT 2004-2 | | $ | 559,603 | | 0.41 | % | $ | 245,096 | | $ | 314,508 | | $ | 0 | |
NCSLT 2004-1* | | $ | 1,919,212 | | 0.92 | % | $ | 1,185,053 | | $ | 794,158 | | $ | 0 | |
As of: 12/31/2004
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate Net
of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2004-2 | | $ | 144,052 | | 0.12 | % | $ | 28,700 | | $ | 115,353 | | $ | 0 | |
NCSLT 2004-1* | | $ | 1,048,154 | | 0.62 | % | $ | 498,354 | | $ | 549,799 | | $ | 0 | |
As of: 09/31/2004
| | Cumulative Claims Net of Cancellations | | Cumulative Default Rate Net
of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2004-1* | | $ | 405,767 | | 0.58 | % | $ | 178,208 | | $ | 397,545 | | $ | 0 | |
| | | | | | | | | | | | | | | |
As of: 06/30/2004
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate Net
of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2004-1* | | $ | 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.
4
THE NATIONAL COLLEGIATE STUDENT LOAN TRUSTS | |
Static Pool Information: Prior Securitized Pool Report | |
As of: 06/30/2006
| | Deferment
Principal & Inerest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Inerest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | % |
| | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
As of: 03/31/2006 | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
| | Deferment
Principal & Inerest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Inerest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
| | Deferment
Principal & Inerest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Inerest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | % |
5
THE NATIONAL COLLEGIATE STUDENT LOAN TRUSTS
Static Pool Information: Prior Securitized Pool Report
As of: 09/30/2005
| | Deferment
Principal & Interest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Interest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | % |
As of: 06/30/2005
| | Deferment
Principal & Interest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Interest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | % |
As of: 03/31/2005
| | Deferment
Principal & Interest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Interest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | % |
*Balances include principal plus capitalized interest
4
As of: 12/31/2004
| | Deferment
Principal & Interest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Interest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | % |
| | | | | | | | | | | | | | | | | | | | | |
As of: 09/30/2004 | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
| | Deferment
Principal & Interest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Interest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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
Principal & Interest | | Deferment
Principal Only | | Forbearance | | Repayment
Principal & Interest | | TOTALS | |
| | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | | Balance* | | Percent | |
| | | | | | | | | | | | | | | | | | | | | |
Trust | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
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 | % |
* Balance include principal plus capitalized interest
5
THE NATIONAL COLLEGIATE STUDENT LOAN TRUSTS | | Cumulative Loss Data |
Static Pool Information: Prior Securitized Pool Report | | |
As of: 12/31/2007
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate
Net of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2007-4 | | $ | 288,667 | | 0.24 | % | $ | 131,198 | | $ | 157,469 | | $ | 0 | |
NCSLT 2007-3 | | $ | 193,425 | | 0.16 | % | $ | 24,798 | | $ | 168,627 | | $ | 0 | |
NCSLT 2007-2 | | $ | 1,140,457 | | 0.67 | % | $ | 528,893 | | $ | 611,564 | | $ | 0 | |
NCSLT 2007-1 | | $ | 1,600,967 | | 0.69 | % | $ | 1,084,610 | | $ | 516,357 | | $ | 0 | |
NCSLT 2006-4 | | $ | 4,857,487 | | 1.76 | % | $ | 2,603,585 | | $ | 2,253,903 | | $ | 0 | |
NCSLT 2006-3 | | $ | 9,841,882 | | 1.68 | % | $ | 5,894,128 | | $ | 3,947,754 | | $ | 0 | |
NCSLT 2006-2 | | $ | 10,261,335 | | 3.74 | % | $ | 7,045,357 | | $ | 3,215,977 | | $ | 0 | |
NCSLT 2006-1 | | $ | 16,741,770 | | 3.64 | % | $ | 12,221,402 | | $ | 4,520,368 | | $ | 0 | |
NCSLT 2005-3 | | $ | 32,868,736 | | 3.80 | % | $ | 25,593,756 | | $ | 7,274,980 | | $ | 0 | |
NCSLT 2005-2 | | $ | 20,571,320 | | 5.44 | % | $ | 15,892,271 | | $ | 4,679,049 | | $ | 0 | |
NCSLT 2005-1 | | $ | 33,561,181 | | 5.37 | % | $ | 27,937,990 | | $ | 5,623,191 | | $ | 0 | |
NCSLT 2004-2 | | $ | 45,176,167 | | 6.50 | % | $ | 38,353,272 | | $ | 6,822,895 | | $ | 0 | |
NCSLT 2004-1 | | $ | 47,392,134 | | 7.74 | % | $ | 41,494,066 | | $ | 5,898,069 | | $ | 0 | |
As of: 9/30/2007
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate
Net of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2007-2 | | $ | 293,465 | | 0.37 | % | $ | 129,449 | | $ | 164,016 | | $ | 0 | |
NCSLT 2007-1 | | $ | 990,675 | | 0.82 | % | $ | 399,359 | | $ | 591,316 | | $ | 0 | |
NCSLT 2006-4 | | $ | 2,405,137 | | 1.40 | % | $ | 1,314,027 | | $ | 1,091,110 | | $ | 0 | |
NCSLT 2006-3 | | $ | 5,278,295 | | 1.39 | % | $ | 3,273,431 | | $ | 2,004,864 | | $ | 0 | |
NCSLT 2006-2 | | $ | 6,977,435 | | 3.50 | % | $ | 3,997,358 | | $ | 2,980,076 | | $ | 0 | |
NCSLT 2006-1 | | $ | 11,653,380 | | 3.27 | % | $ | 7,538,168 | | $ | 4,115,212 | | $ | 0 | |
NCSLT 2005-3 | | $ | 25,038,601 | | 3.61 | % | $ | 16,703,535 | | $ | 8,335,066 | | $ | 0 | |
NCSLT 2005-2 | | $ | 15,794,114 | | 4.84 | % | $ | 11,272,532 | | $ | 4,521,582 | | $ | 0 | |
NCSLT 2005-1 | | $ | 27,844,066 | | 5.09 | % | $ | 20,873,318 | | $ | 6,970,748 | | $ | 0 | |
NCSLT 2004-2 | | $ | 38,206,086 | | 6.27 | % | $ | 29,854,803 | | $ | 8,351,283 | | $ | 0 | |
NCSLT 2004-1 | | $ | 43,249,379 | | 7.08 | % | $ | 36,808,796 | | $ | 6,402,493 | | $ | 0 | |
As of: 6/30/2007
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate
Net of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2007-1 | | $ | 279,818 | | 0.30 | % | $ | 163,758 | | $ | 116,061 | | $ | 0 | |
NCSLT 2006-4 | | $ | 1,344,983 | | 0.92 | % | $ | 406,175 | | $ | 938,807 | | $ | 0 | |
NCSLT 2006-3 | | $ | 3,033,642 | | 0.90 | % | $ | 1,628,358 | | $ | 1,405,284 | | $ | 0 | |
NCSLT 2006-2 | | $ | 4,210,806 | | 2.33 | % | $ | 2,067,732 | | $ | 2,143,074 | | $ | 0 | |
NCSLT 2006-1 | | $ | 8,056,993 | | 2.39 | % | $ | 4,401,001 | | $ | 3,655,992 | | $ | 0 | |
NCSLT 2005-3 | | $ | 17,444,669 | | 2.64 | % | $ | 10,871,770 | | $ | 6,572,898 | | $ | 0 | |
NCSLT 2005-2 | | $ | 11,454,350 | | 3.61 | % | $ | 8,015,583 | | $ | 3,438,767 | | $ | 0 | |
NCSLT 2005-1 | | $ | 21,435,452 | | 4.00 | % | $ | 16,078,111 | | $ | 5,357,342 | | $ | 0 | |
NCSLT 2004-2 | | $ | 30,491,843 | | 5.12 | % | $ | 23,617,860 | | $ | 6,873,983 | | $ | 0 | |
NCSLT 2004-1 | | $ | 34,910,466 | | 6.27 | % | $ | 29,736,092 | | $ | 5,174,374 | | $ | 0 | |
*Trust loss data is representative of prior month's servicer reports. Starting Mar/2006 data will be representative of reporting month.
1
As of: 3/31/2007
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate
Net of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2006-4 | | $ | 248,092 | | 0.29 | % | $ | 57,717 | | $ | 190,375 | | $ | 0 | |
NCSLT 2006-3 | | $ | 1,498,064 | | 0.65 | % | $ | 415,158 | | $ | 1,082,906 | | $ | 0 | |
NCSLT 2006-2 | | $ | 2,127,065 | | 1.58 | % | $ | 1,176,714 | | $ | 950,351 | | $ | 0 | |
NCSLT 2006-1 | | $ | 4,432,771 | | 1.61 | % | $ | 2,537,812 | | $ | 1,894,959 | | $ | 0 | |
NCSLT 2005-3 | | $ | 10,614,466 | | 1.86 | % | $ | 5,571,067 | | $ | 5,043,399 | | $ | 0 | |
NCSLT 2005-2 | | $ | 8,322,393 | | 2.95 | % | $ | 4,964,050 | | $ | 3,358,343 | | $ | 0 | |
NCSLT 2005-1 | | $ | 16,218,410 | | 3.27 | % | $ | 11,410,815 | | $ | 4,807,595 | | $ | 0 | |
NCSLT 2004-2 | | $ | 24,405,403 | | 4.47 | % | $ | 17,141,550 | | $ | 7,263,854 | | $ | 0 | |
NCSLT 2004-1 | | $ | 30,176,946 | | 5.71 | % | $ | 24,030,773 | | $ | 6,146,173 | | $ | 0 | |
As of: 12/31/2006
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate
Net of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2006-3 | | $ | 285,552 | | 0.16 | % | $ | 122,118 | | $ | 163,433 | | $ | 0 | |
NCSLT 2006-2 | | $ | 1,028,977 | | 0.92 | % | $ | 500,159 | | $ | 528,818 | | $ | 0 | |
NCSLT 2006-1 | | $ | 2,370,431 | | 0.96 | % | $ | 1,712,266 | | $ | 658,164 | | $ | 0 | |
NCSLT 2005-3 | | $ | 5,233,471 | | 0.99 | % | $ | 3,405,628 | | $ | 1,827,843 | | $ | 0 | |
NCSLT 2005-2 | | $ | 4,939,455 | | 1.87 | % | $ | 3,498,172 | | $ | 1,441,283 | | $ | 0 | |
NCSLT 2005-1 | | $ | 10,923,180 | | 2.31 | % | $ | 8,305,320 | | $ | 2,617,860 | | $ | 0 | |
NCSLT 2004-2 | | $ | 16,924,740 | | 3.21 | % | $ | 13,297,759 | | $ | 3,626,981 | | $ | 0 | |
NCSLT 2004-1 | | $ | 24,107,753 | | 4.67 | % | $ | 19,704,943 | | $ | 4,402,810 | | $ | 0 | |
As of: 09/30/2006
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate
Net of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2006-3 | | $ | 110,697 | | 0.09 | % | $ | 0 | | $ | 110,697 | | $ | 110,697 | |
NCSLT 2006-2 | | $ | 477,977 | | 0.79 | % | $ | 86,668 | | $ | 391,309 | | $ | 0 | |
NCSLT 2006-1 | | $ | 1,466,722 | | 1.02 | % | $ | 804,574 | | $ | 662,148 | | $ | 0 | |
NCSLT 2005-3 | | $ | 3,243,896 | | 0.95 | % | $ | 1,931,017 | | $ | 1,312,880 | | $ | 0 | |
NCSLT 2005-2 | | $ | 3,621,343 | | 1.85 | % | $ | 1,901,311 | | $ | 1,720,032 | | $ | 0 | |
NCSLT 2005-1 | | $ | 8,261,653 | | 2.34 | % | $ | 5,420,776 | | $ | 2,840,877 | | $ | 0 | |
NCSLT 2004-2 | | $ | 13,466,335 | | 3.14 | % | $ | 9,792,027 | | $ | 3,674,308 | | $ | 0 | |
NCSLT 2004-1 | | $ | 19,861,888 | | 4.33 | % | $ | 14,988,297 | | $ | 4,873,591 | | $ | 0 | |
As of: 06/30/2006
| | Cumulative Claims Net of
Cancellations | | Cumulative Default Rate
Net of Claims Cancelled | | Cumulative Claim Payment Made by
TERI | | Claims in Process | | Net Loss to Trust as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
NCSLT 2006-2 | | $ | 82,894 | | 0.16 | % | $ | 0 | | $ | 82,894 | | $ | 0 | |
NCSLT 2006-1 | | $ | 684,733 | | 0.58 | % | $ | 126,974 | | $ | 557,759 | | $ | 0 | |
NCSLT 2005-3 | | $ | 1,866,717 | | 0.63 | % | $ | 926,524 | | $ | 940,193 | | $ | 0 | |
NCSLT 2005-2 | | $ | 2,050,271 | | 1.15 | % | $ | 978,731 | | $ | 1,071,540 | | $ | 0 | |
NCSLT 2005-1 | | $ | 5,570,707 | | 1.67 | % | $ | 2,810,851 | | $ | 2,759,856 | | $ | 0 | |
NCSLT 2004-2 | | $ | 10,178,224 | | 2.60 | % | $ | 6,163,240 | | $ | 4,014,984 | | $ | 0 | |
NCSLT 2004-1 | | $ | 15,176,429 | | 3.41 | % | $ | 11,992,451 | | $ | 3,183,978 | | $ | 0 | |
*Trust loss data is representative of prior month's servicer reports. Starting Mar/2006 data will be representative of reporting month.
2
As of: 03/31/2006
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2006-1 | | $ | 61,758 | | 0.06 | % | $ | 0 | | $ | 61,758 | | $ | 0 | |
NCSLT 2005-3 | | $ | 906,664 | | 0.50 | % | $ | 354,441 | | $ | 552,223 | | $ | 0 | |
NCSLT 2005-2 | | $ | 886,621 | | 0.63 | % | $ | 546,398 | | $ | 340,222 | | $ | 0 | |
NCSLT 2005-1 | | $ | 2,726,667 | | 0.96 | % | $ | 1,457,290 | | $ | 1,269,377 | | $ | 0 | |
NCSLT 2004-2 | | $ | 6,323,651 | | 1.92 | % | $ | 3,386,935 | | $ | 2,936,716 | | $ | 0 | |
NCSLT 2004-1 | | $ | 12,081,043 | | 3.01 | % | $ | 8,059,865 | | $ | 4,021,178 | | $ | 0 | |
As of: 12/31/2005
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-3 | | $ | 201,028 | | 0.14 | % | $ | 123,118 | | $ | 77,911 | | $ | 0 | |
NCSLT 2005-2 | | $ | 470,089 | | 0.38 | % | $ | 266,461 | | $ | 203,628 | | $ | 0 | |
NCSLT 2005-1 | | $ | 1,203,294 | | 0.47 | % | $ | 794,054 | | $ | 409,240 | | $ | 0 | |
NCSLT 2004-2 | | $ | 3,422,758 | | 1.13 | % | $ | 2,024,953 | | $ | 1,397,804 | | $ | 0 | |
NCSLT 2004-1* | | $ | 7,216,999 | | 2.07 | % | $ | 5,118,974 | | $ | 2,098,025 | | $ | 0 | |
As of: 09/30/2005
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-2 | | $ | 263,402 | | 0.33 | % | $ | 64,499 | | $ | 198,904 | | $ | 0 | |
NCSLT 2005-1 | | $ | 759,754 | | 0.53 | % | $ | 316,133 | | $ | 443,621 | | $ | 0 | |
NCSLT 2004-2 | | $ | 1,981,526 | | 0.96 | % | $ | 1,045,312 | | $ | 863,388 | | $ | 0 | |
NCSLT 2004-1* | | $ | 5,416,949 | | 1.93 | % | $ | 3,038,790 | | $ | 2,378,158 | | $ | 0 | |
As of: 06/30/2005
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-2 | | $ | 50,219 | | 0.07 | % | $ | 0 | | $ | 50,219 | | $ | 0 | |
NCSLT 2005-1 | | $ | 346,993 | | 0.29 | % | $ | 49,589 | | $ | 297,404 | | $ | 0 | |
NCSLT 2004-2 | | $ | 1,011,986 | | 0.55 | % | $ | 587,333 | | $ | 424,653 | | $ | 0 | |
NCSLT 2004-1* | | $ | 2,739,835 | | 1.18 | % | $ | 2,250,162 | | $ | 489,673 | | $ | 0 | |
*Trust loss data is representative of prior month's servicer reports. Starting Mar/2006 data will be representative of reporting month.
12
As of: 03/31/2005
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2005-1 | | $ | 25,798 | | 0.03 | % | $ | 0 | | $ | 25,798 | | $ | 0 | |
NCSLT 2004-2 | | $ | 559,603 | | 0.41 | % | $ | 245,096 | | $ | 314,508 | | $ | 0 | |
NCSLT 2004-1* | | $ | 1,919,212 | | 0.92 | % | $ | 1,185,053 | | $ | 794,158 | | $ | 0 | |
As of: 12/31/2004
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2004-2 | | $ | 144,052 | | 0.12 | % | $ | 28,700 | | $ | 115,353 | | $ | 0 | |
NCSLT 2004-1* | | $ | 1,048,154 | | 0.62 | % | $ | 498,354 | | $ | 549,799 | | $ | 0 | |
As of: 09/31/2004
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2004-1* | | $ | 405,767 | | 0.58 | % | $ | 178,208 | | $ | 397,545 | | $ | 0 | |
| | | | | | | | | | | | | | | |
As of: 06/30/2004
| | Cumulative Claims
Net of
Cancellations | | Cumulative Default
Rate Net of
Claims Cancelled | | Cumulative Claim
Payment Made
by TERI | | Claims in
Process | | Net Loss to Trust
as a Result of
Claims Rejected | |
| | | | | | | | | | | |
Trust | | | | | | | | | | | |
| | | | | | | | | | | |
NCSLT 2004-1* | | $ | 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: 12/31/2007
| | Ending Pool Balances* | | Periodic Prepayment Rate(1) | |
| | | | | |
Trust | | | | | |
| | | | | |
NCSLT 2007-4(2) | | $ | 1,026,733,503 | | 2.43 | % |
NCSLT 2007-3(2) | | $ | 1,028,157,382 | | 2.62 | % |
NCSLT 2007-2 | | $ | 793,200,380 | | 2.97 | % |
NCSLT 2007-1 | | $ | 809,701,052 | | 3.03 | % |
NCSLT 2006-4 | | $ | 764,415,452 | | 3.26 | % |
NCSLT 2006-3 | | $ | 1,452,886,402 | | 3.95 | % |
NCSLT 2006-2 | | $ | 530,436,647 | | 4.03 | % |
NCSLT 2006-1 | | $ | 761,232,347 | | 4.75 | % |
NCSLT 2005-3 | | $ | 1,285,065,123 | | 5.55 | % |
NCSLT 2005-2 | | $ | 452,448,606 | | 6.05 | % |
NCSLT 2005-1 | | $ | 676,836,730 | | 6.20 | % |
NCSLT 2004-2 | | $ | 785,983,083 | | 6.29 | % |
NCSLT 2004-1 | | $ | 543,428,786 | | 7.02 | % |
(1) Periodic Prepayment Rate: annualized six-month prepayment rate for the most recent period ending June 30 or December 31.
(2) Annualized Quarterly Prepayment rate as only three full months of data available for the trust
As of: 9/30/2007
| | Ending Pool Balances* | | Periodic Prepayment Rate(1) | |
| | | | | |
Trust | | | | | |
| | | | | |
NCSLT 2007-2 | | $ | 782,010,468 | | | |
NCSLT 2007-1 | | $ | 799,971,707 | | | |
NCSLT 2006-4 | | $ | 756,743,115 | | | |
NCSLT 2006-3 | | $ | 1,444,213,195 | | | |
NCSLT 2006-2 | | $ | 531,005,119 | | | |
NCSLT 2006-1 | | $ | 765,318,750 | | | |
NCSLT 2005-3 | | $ | 1,297,665,760 | | | |
NCSLT 2005-2 | | $ | 459,428,451 | | | |
NCSLT 2005-1 | | $ | 689,637,237 | | | |
NCSLT 2004-2 | | $ | 799,873,457 | | | |
NCSLT 2004-1 | | $ | 557,266,612 | | | |
(1) Periodic Prepayment Rate: annualized six-month prepayment rate for the most recent period ending June 30 or December 31.
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 or December 31.
(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.
14
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 or December 31.
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 or December 31.
2) Annualized Quarterly Prepayment rate as only three 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 | | $ | 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 or December 31.
As of: 6/30/2006
| | Ending Pool Balances* | | Periodic Prepayment Rate(1) | |
| | | | | |
Trust | | | | | |
| | | | | |
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 or December 31. |
|
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: 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 | | | |
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.
16
