Series | 95-O | 96-S | 99-X | 99-Y | ||||
Deal Size | $500MM | $700MM | $750MM | $550MM | ||||
Expected Maturity | 12/16/2002 | 12/16/2002 | 06/16/2003 | 08/15/2003 | ||||
| Yield | 18.66% | 18.66% | 18.66% | 18.66% | ||||
| Less: Coupon: | 1.61% | 1.54% | 1.65% | 1.64% | ||||
| Servicing Fee | 1.50% | 1.50% | 1.50% | 1.50% | ||||
| Net Credit Losses | 5.48% | 5.48% | 5.48% | 5.48% | ||||
| Excess Spread: | ||||||||
| November-02 | 10.07% | 10.14% | 10.03% | 10.04% | ||||
| October-02 | 10.91% | 10.99% | 10.90% | 10.90% | ||||
| September-02 | 10.83% | 10.92% | 10.84% | 10.83% | ||||
| Three Month Average Excess Spread | 10.60% | 10.68% | 10.59% | 10.59% | ||||
| Delinquency: | ||||||||
| 30 to 59 Days | 1.25% | 1.25% | 1.25% | 1.25% | ||||
| 60 to 89 Days | 0.86% | 0.86% | 0.86% | 0.86% | ||||
| 90+ Days | 1.67% | 1.67% | 1.67% | 1.67% | ||||
| Total | 3.78% | 3.78% | 3.78% | 3.78% | ||||
| Payment Rate | 28.36% | 28.36% | 28.36% | 28.36% | ||||
