Exhibit 99
September 2011 | |||||||||||||||||||||
Cabela's Credit Card Master Note Trust | CABMT 06-3 | CABMT 09-1 | CABMT 10-1 | CABMT 10-2 | CABMT 11-2 | ||||||||||||||||
Deal Size | $500M | $500M | $300M | $250M | $300M | ||||||||||||||||
Expected Maturity | 10/17/2011 | 3/15/2012 | 1/15/2015 | 9/15/2015 | 6/15/2016 | ||||||||||||||||
Portfolio Yield | 20.11 | % | 20.11 | % | 20.11 | % | 20.11 | % | 20.11 | % | |||||||||||
LESS: Base Rate | 4.91 | % | 5.59 | % | 3.59 | % | 3.57 | % | 3.60 | % | |||||||||||
Gross Charge-offs | 2.52 | % | 2.52 | % | 2.52 | % | 2.52 | % | 2.52 | % | |||||||||||
Excess Spread: | Sep-11 | 12.68 | % | 12.00 | % | 14.00 | % | 14.02 | % | 13.99 | % | ||||||||||
Aug-11 | 13.22 | % | 12.61 | % | 14.59 | % | 14.56 | % | 14.54 | % | |||||||||||
Jul-11 | 12.81 | % | 12.19 | % | 14.18 | % | 14.14 | % | 13.67 | % | |||||||||||
3 Month Average Excess Spread | 12.90 | % | 12.27 | % | 14.26 | % | 14.24 | % | 14.07 | % | |||||||||||
Delinquencies | 30 to 59 days | 0.37 | % | 0.37 | % | 0.37 | % | 0.37 | % | 0.37 | % | ||||||||||
60 to 89 days | 0.26 | % | 0.26 | % | 0.26 | % | 0.26 | % | 0.26 | % | |||||||||||
90+ days | 0.25 | % | 0.25 | % | 0.25 | % | 0.25 | % | 0.25 | % | |||||||||||
Total | 0.88 | % | 0.88 | % | 0.88 | % | 0.88 | % | 0.88 | % | |||||||||||
Principal Payment Rate | 41.70 | % | 41.70 | % | 41.70 | % | 41.70 | % | 41.70 | % | |||||||||||
Total Payment Rate | 43.37 | % | 43.37 | % | 43.37 | % | 43.37 | % | 43.37 | % | |||||||||||
Month End Principal Receivables | $ | 2,779,854,326 | $ | 2,779,854,326 | $ | 2,779,854,326 | $ | 2,779,854,326 | $ | 2,779,854,326 |