Exhibit 99
February 2012 | |||||||||||||||||||||
Cabela's Credit Card Master Note Trust | CABMT 09-1 | CABMT 10-1 | CABMT 10-2 | CABMT 11-2 | CABMT 11-4 | ||||||||||||||||
Deal Size | $500M | $300M | $250M | $300M | $300M | ||||||||||||||||
Expected Maturity | 3/15/2012 | 1/15/2015 | 9/15/2015 | 6/15/2016 | 10/17/2016 | ||||||||||||||||
Portfolio Yield | 20.40 | % | 20.40 | % | 20.40 | % | 20.40 | % | 20.40 | % | |||||||||||
LESS: Base Rate | 5.50 | % | 3.55 | % | 3.63 | % | 3.66 | % | 3.43 | % | |||||||||||
Gross Charge-offs | 2.39 | % | 2.39 | % | 2.39 | % | 2.39 | % | 2.39 | % | |||||||||||
Excess Spread: | Feb-12 | 12.51 | % | 14.46 | % | 14.38 | % | 14.35 | % | 14.58 | % | ||||||||||
Jan-12 | 11.25 | % | 13.20 | % | 13.14 | % | 13.11 | % | 13.35 | % | |||||||||||
Dec-11 | 13.06 | % | 15.08 | % | 15.16 | % | 15.13 | % | 15.37 | % | |||||||||||
3 Month Average Excess Spread | 12.27 | % | 14.25 | % | 14.23 | % | 14.20 | % | 14.43 | % | |||||||||||
Delinquencies | 30 to 59 days | 0.32 | % | 0.32 | % | 0.32 | % | 0.32 | % | 0.32 | % | ||||||||||
60 to 89 days | 0.24 | % | 0.24 | % | 0.24 | % | 0.24 | % | 0.24 | % | |||||||||||
90+ days | 0.27 | % | 0.27 | % | 0.27 | % | 0.27 | % | 0.27 | % | |||||||||||
Total | 0.82 | % | 0.82 | % | 0.82 | % | 0.82 | % | 0.82 | % | |||||||||||
Principal Payment Rate | 39.68 | % | 39.68 | % | 39.68 | % | 39.68 | % | 39.68 | % | |||||||||||
Total Payment Rate | 41.34 | % | 41.34 | % | 41.34 | % | 41.34 | % | 41.34 | % | |||||||||||
Month End Principal Receivables | $ | 2,870,167,241 | $ | 2,870,167,241 | $ | 2,870,167,241 | $ | 2,870,167,241 | $ | 2,870,167,241 |