Attached files

file filename
8-K - FORM 8-K - NISSAN AUTO RECEIVABLES Co II LLCc60278e8vk.htm
EXHIBIT 99.1
Distribution Tables of Composition of Receivables as of August 31, 2010 (the Cut-off Date)
Set forth below is information as of August 31, 2010 (the “Cut-off Date”) regarding the characteristics of the final pool of receivables to be sold to Nissan Auto Receivables 2010-A Owner Trust on or about September 22, 2010. This information is being filed for informational purposes only. There is no material variance between the characteristics of the receivables in the statistical pool described in the prospectus supplement and the receivables in the pool as of the Cut-off Date.
Characteristics of Receivables as of the Cut-off Date:
         
Aggregate Principal Balance
  $ 1,366,542,785.52  
Number of Receivables
    82,491  
Average Principal Balance
  $ 16,565.96  
Range of Principal Balances
  $ 2,000.67 to $82,471.63  
Average Original Amount Financed
  $ 22,249.49  
Range of Original Amounts Financed
  $ 6,018.82 to $99,939.44  
Weighted Average APR
    4.770 %
Range of APRs
  0.00% to 18.29%
Approximate Weighted Average Original Payments to Maturity
  62 payments  
Range of Original Payments to Maturity
    18 to 72 payments  
Approximate Weighted Average Remaining Payments to Maturity
  48 payments  
Range of Remaining Payments to Maturity
    3 to 66 payments  
Approximate Percentage by Principal Balance of Receivables with an Original Payment Term of 72 Months
    23.97 %
Approximate Non-Zero Weighted Average Credit Score(1)
    752.03  
Range of FICO® Scores(1)
    603 to 900  
Approximate Non-Zero Weighted Average Credit Score of Receivables with an Original Payment Term of 72 Months(1)
    742.94  
Approximate Percentage by Principal Balance of Receivables of New, Near-New and Used Vehicles(2)
  88.86%(New)
 
 
  9.23%(Near-New)
 
 
  1.91%(Used)  
Approximate Percentage by Principal Balance of Receivables of New, Near-New and Used Vehicles for Receivables with an Original Payment Term of 72 Months(2)
  88.94%(New)
 
 
  11.06%(Near-New)
 
 
  0.00%(Used)  
Approximate Percentage by Principal Balance of Receivables Financed through Nissan and Infiniti Dealers(2)
  96.00%(Nissan)  
 
  4.00%(Infiniti)  
 
(1)   Excluding Receivables for which no FICO® score is available.
 
(2)   Percentages may not add to 100.00% due to rounding.

 


 

FICO® Score Distribution of the Receivables
                                 
            Percentage of             Percentage of  
  Number     Total             Aggregate  
  of     Number of     Cut-off Date     Cut-off Date  
Distribution by FICO® Score of the Receivables   Receivables     Receivables (%)     Principal Balance ($)     Principal Balance (%)  
Unavailable
    992       1.20 %   $ 19,848,550.04       1.45 %
601 – 650
    1,873       2.27       31,040,327.05       2.27  
651 – 700
    15,537       18.83       267,745,910.58       19.59  
701 – 750
    21,189       25.69       358,922,952.94       26.27  
751 – 800
    21,248       25.76       349,704,802.20       25.59  
801 – 850
    20,256       24.56       317,312,347.83       23.22  
851 – 900
    1,396       1.69       21,967,894.88       1.61  
 
                       
Total(1)
    82,491       100.00 %   $ 1,366,542,785.52       100.00 %
 
                       
 
(1)   Dollar amounts and percentages may not add to the total or to 100.00%, respectively, due to rounding.
Distribution by APR of the Receivables
                                         
                                   
                            Percentage of        
    Number     Percentage of Total     Cut-off Date     Aggregate Cut-off      
  of     Number of     Principal     Date     Non-Zero Weighted  
Distribution by APR of the Receivables (%)   Receivables     Receivables (%)     Balance ($)     Principal Balance (%)     Average Credit Score(2)  
0.00 – 0.49
    5,421       6.57 %   $ 101,089,534.26       7.40 %     768  
0.50 – 0.99
    1,821       2.21       33,167,190.59       2.43       749  
1.00 – 1.99
    8,485       10.29       152,954,140.98       11.19       753  
2.00 – 2.99
    15,571       18.88       285,629,658.13       20.90       773  
3.00 – 3.99
    6,124       7.42       107,081,323.64       7.84       753  
4.00 – 4.99
    7,306       8.86       106,934,313.63       7.83       771  
5.00 – 5.99
    8,279       10.04       119,861,309.76       8.77       761  
6.00 – 6.99
    10,079       12.22       152,338,954.49       11.15       751  
7.00 – 7.99
    8,075       9.79       129,871,480.96       9.50       740  
8.00 – 8.99
    4,925       5.97       83,251,783.54       6.09       721  
9.00 – 9.99
    2,653       3.22       40,948,111.08       3.00       697  
10.00 – 10.99
    1,288       1.56       18,555,675.90       1.36       684  
11.00 – 11.99
    802       0.97       12,074,386.26       0.88       680  
12.00 – 12.99
    680       0.82       9,806,189.05       0.72       669  
13.00 – 13.99
    513       0.62       6,945,299.60       0.51       656  
14.00 – 14.99
    336       0.41       4,543,630.62       0.33       656  
15.00 – 15.99
    115       0.14       1,289,897.89       0.09       674  
16.00 – 16.99
    17       0.02       189,034.52       0.01       668  
17.00 – 17.99
    0       0.00       0.00       0.00       n/a  
18.00 and above
    1       0.00       10,870.62       0.00       n/a  
 
                             
Total (1)
    82,491       100.00 %   $ 1,366,542,785.52       100.00 %     752  
 
                             
 
(1)   Dollar amounts and percentages may not add to the total or to 100.00%, respectively, due to rounding.
 
(2)   Excluding Receivables for which no FICO® Score is available.

 


 

Geographic Distribution of the Receivables(1)
                                 
                             
                            Percentage of  
            Percentage of         Aggregate  
    Number of     Total Number     Cut-off Date     Cut-off Date  
Geographic Distribution of the Receivables   Receivables     of Receivables (%)     Principal Balance ($)     Principal Balance (%)  
Alabama
    1,063       1.29 %   $ 18,055,635.16       1.32 %
Alaska
    13       0.02       210,723.86       0.02  
Arizona
    1,725       2.09       30,168,563.21       2.21  
Arkansas
    884       1.07       14,444,352.75       1.06  
California
    10,870       13.18       175,142,114.39       12.82  
Colorado
    649       0.79       12,105,678.41       0.89  
Connecticut
    1,206       1.46       18,903,125.23       1.38  
Delaware
    214       0.26       3,605,949.59       0.26  
Florida
    5,685       6.89       91,787,063.44       6.72  
Georgia
    2,729       3.31       46,077,438.48       3.37  
Hawaii
    264       0.32       4,592,409.66       0.34  
Idaho
    93       0.11       1,711,027.24       0.13  
Illinois
    4,310       5.22       71,870,227.66       5.26  
Indiana
    825       1.00       14,199,004.89       1.04  
Iowa
    552       0.67       9,243,529.91       0.68  
Kansas
    444       0.54       7,557,777.42       0.55  
Kentucky
    689       0.84       11,444,337.89       0.84  
Louisiana
    1,920       2.33       33,690,153.29       2.47  
Maine
    162       0.20       2,726,484.11       0.20  
Maryland
    1,999       2.42       31,901,007.63       2.33  
Massachusetts
    1,373       1.66       21,740,246.18       1.59  
Michigan
    557       0.68       9,237,817.15       0.68  
Minnesota
    703       0.85       11,703,011.06       0.86  
Mississippi
    1,689       2.05       29,170,803.73       2.13  
Missouri
    1,253       1.52       20,155,606.44       1.47  
Montana
    49       0.06       904,011.38       0.07  
Nebraska
    203       0.25       3,432,074.69       0.25  
Nevada
    913       1.11       16,082,437.03       1.18  
New Hampshire
    404       0.49       6,064,747.03       0.44  
New Jersey
    3,746       4.54       62,823,071.59       4.60  
New Mexico
    272       0.33       4,247,153.46       0.31  
New York
    5,230       6.34       86,282,907.08       6.31  
North Carolina
    1,941       2.35       31,378,888.88       2.30  
North Dakota
    47       0.06       882,796.01       0.06  
Ohio
    1,764       2.14       29,880,495.59       2.19  
Oklahoma
    1,053       1.28       17,317,127.59       1.27  
Oregon
    207       0.25       3,296,018.06       0.24  
Pennsylvania
    3,505       4.25       57,126,245.65       4.18  
Rhode Island
    133       0.16       2,215,170.90       0.16  
South Carolina
    677       0.82       10,851,816.98       0.79  
South Dakota
    43       0.05       653,224.26       0.05  
Tennessee
    3,079       3.73       52,593,011.64       3.85  
Texas
    13,428       16.28       222,749,878.88       16.30  
Utah
    309       0.37       5,807,129.91       0.42  
Vermont
    93       0.11       1,454,154.28       0.11  
Virginia
    2,125       2.58       34,618,170.39       2.53  
Washington
    472       0.57       8,236,898.09       0.60  
West Virginia
    306       0.37       5,677,070.39       0.42  
Wisconsin
    583       0.71       9,838,039.29       0.72  
Wyoming
    38       0.05       686,157.69       0.05  
 
                       
Total(2)
    82,491       100.00 %   $ 1,366,542,785.52       100.00 %
 
                       
 
(1)   Based solely on the addresses of the originating dealers as of the Cut-off Date.
 
(2)   Dollar amounts and percentages may not add to the total or to 100.00%, respectively, due to rounding.


 

Distribution by Model of the Receivables
                                 
                             
                            Percentage of  
    Number     Percentage of         Aggregate  
    of     Total Number of     Cut-off Date     Cut-off Date  
Distribution by Model of the Receivables   Receivables     Receivables (%)     Principal Balance ($)     Principal Balance (%)  
Altima
    19,424       23.55 %   $ 307,301,348.23       22.49 %
Murano
    7,716       9.35       163,725,298.29       11.98  
Rogue
    9,764       11.84       163,529,337.42       11.97  
Sentra
    10,414       12.62       129,694,826.44       9.49  
Versa
    10,335       12.53       116,612,689.84       8.53  
Maxima
    4,292       5.20       102,081,459.51       7.47  
Pathfinder
    2,319       2.81       45,837,831.06       3.35  
Xterra
    2,360       2.86       40,440,951.71       2.96  
Titan
    1,993       2.42       39,204,055.92       2.87  
Altima Cpe
    1,964       2.38       35,495,956.14       2.60  
Armada
    1,167       1.41       31,518,023.06       2.31  
Frontier
    1,652       2.00       25,860,821.06       1.89  
Cube
    1,704       2.07       25,295,213.92       1.85  
Crew Cab
    1,314       1.59       21,787,376.25       1.59  
Quest
    1,142       1.38       20,787,800.45       1.52  
G37
    626       0.76       18,435,415.52       1.35  
QX56
    257       0.31       9,202,180.37       0.67  
FX35
    437       0.53       8,993,337.53       0.66  
Other
    3,611       4.38       60,738,862.80       4.44  
 
                       
Total(1)
    82,491       100.00 %   $ 1,366,542,785.52       100.00 %
 
                       
 
(1)    Dollar amounts and percentages may not add to the total or to 100.00%, respectively, due to rounding.
Distribution by Vehicle Type of the Receivables
                                 
                             
                            Percentage of  
  Number     Percentage of             Aggregate  
  of     Total Number of     Cut-off Date     Cut-off Date  
Distribution by Vehicle Type of the Receivables   Receivables     Receivables (%)     Principal Balance ($)     Principal Balance (%)  
Car
    52,562       63.72 %   $ 803,160,733.26       58.77 %
Crossover
    18,090       21.93       340,028,398.09       24.88  
SUV
    6,487       7.86       131,456,902.38       9.62  
Truck
    5,166       6.26       89,538,190.49       6.55  
Van
    32       0.04       295,192.06       0.02  
Other
    154       0.19       2,063,369.24       0.15  
 
                       
Total(1)
    82,491       100.00 %   $ 1,366,542,785.52       100.00 %
 
                       
 
(1)   Dollar amounts and percentages may not add to the total or to 100.00%, respectively, due to rounding.

 


 

Distribution by Original and Remaining Payments to Maturity of the Receivables
                                         
                                   
                            Percentage of        
  Number     Percentage of         Aggregate     Non-Zero  
Distribution by Original Payments to   of     Total Number of     Cut-off Date     Cut-off Date     Weighted Average  
Maturity   Receivables     Receivables (%)     Principal Balance ($)     Principal Balance (%)     Credit Score(2)  
13 to 24
    135       0.16 %   $ 796,551.32       0.06 %     780  
25 to 36
    3,969       4.81       44,748,909.09       3.27       789  
37 to 48
    4,318       5.23       49,173,516.49       3.60       757  
49 to 60
    50,525       61.25       812,421,181.63       59.45       757  
61 to 72
    23,544       28.54       459,402,626.99       33.62       740  
 
                             
Total(1)
    82,491       100.00 %   $ 1,366,542,785.52       100.00 %     752  
 
                             
 
(1)   Dollar amounts and percentages may not add to the total or to 100.00%, respectively, due to rounding.
 
(2)   Excluding Receivables for which no FICO® Score is available.
                                         
                                   
                            Percentage of        
  Number     Percentage of             Aggregate     Non-Zero  
Distribution by Remaining Payments to   of     Total Number of     Cut-off Date     Cut-off Date     Weighted Average  
Maturity   Receivables     Receivables (%)     Principal Balance ($)     Principal Balance (%)     Credit Score(2)  
1 to 12
    2,570       3.12 %   $ 9,816,765.57       0.72 %     730  
13 to 24
    4,819       5.84       46,222,954.81       3.38       778  
25 to 36
    10,688       12.96       128,879,692.21       9.43       753  
37 to 48
    32,249       39.09       520,442,274.69       38.08       763  
49 to 60
    24,775       30.03       475,074,847.36       34.76       745  
61 to 72
    7,390       8.96       186,106,250.88       13.62       733  
 
                             
Total(1)
    82,491       100.00 %   $ 1,366,542,785.52       100.00 %     752  
 
                             
 
(1)   Dollar amounts and percentages may not add to the total or to 100.00%, respectively, due to rounding.
 
(2)   Excluding Receivables for which no Credit Score is available.