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8-K - FORM 8-K - NISSAN AUTO RECEIVABLES Co II LLC | c64127e8vk.htm |
EXHIBIT 99.1
Distribution Tables of Composition of Receivables as of March 31, 2011 (the Cut-off Date)
Set forth below is information as of March 31, 2011 (the Cut-off Date) regarding the
characteristics of the final pool of receivables to be sold to Nissan Auto Receivables 2011-A Owner
Trust on or about April 25, 2011. 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 |
$ | 1,295,905,565.09 | ||
Number of Receivables |
60,988 | |||
Average Principal Balance |
$ | 21,248.53 | ||
Range of Principal Balances |
$ | 2,022.80 to $62,283.85 | ||
Average Original Amount Financed |
$ | 23,882.77 | ||
Range of Original Amounts Financed |
$ | 6,262.73 to $64,953.28 | ||
Weighted Average APR |
2.728 | % | ||
Range of APRs |
0.000% to 16.740 | % | ||
Approximate Weighted Average Original Payments to Maturity |
62 payments | |||
Range of Original Payments to Maturity |
12 to 72 payments | |||
Approximate Weighted Average Remaining Payments to Maturity |
56 payments | |||
Range of Remaining Payments to Maturity |
2 to 72 payments | |||
Approximate Percentage by Principal Balance of Receivables with an Original Payment Term of 72 Months |
29.39 | % | ||
Approximate Non-Zero Weighted Average Credit Score(1) |
760 | |||
Range of FICO® Scores(1) |
593 to 886 | |||
Approximate Non-Zero Weighted Average Credit Score of Receivables with an Original Payment Term of 72
Months(1) |
777 | |||
Approximate Percentage by Principal Balance of Receivables of New, Near-New and Used Vehicles(2) |
84.80%(New) | |||
13.66% (Near-New) | ||||
1.54% (Used) | ||||
Approximate Percentage by Principal Balance of Receivables of New, Near-New and Used Vehicles for Receivables with
an Original Payment Term of 72 Months(2) |
89.61% (New) | |||
10.39% (Near-New) | ||||
0.00% (Used) | ||||
Approximate Percentage by Principal Balance of Receivables Financed through Nissan and Infiniti Dealers(2) |
93.89% (Nissan) | |||
6.11% (Infiniti) |
(1) | Excluding Receivables for which no FICO® score is available. | |
(2) | Percentages may not add to 100.00% due to rounding. |
FICO® Score Distribution of the Receivables
Percentage of | Percentage of | |||||||||||||||
Number | Total | Aggregate | ||||||||||||||
of | Number of | Cut-off Date | Cut-off Date | |||||||||||||
Distribution by FICO® Score of the Receivables | Receivables | Receivables (%) | Principal Balance ($) | Principal Balance (%) | ||||||||||||
Unavailable |
762 | 1.25 | % | $ | 18,689,875.92 | 1.44 | % | |||||||||
593-600 |
1 | 0.00 | 12,235.92 | 0.00 | ||||||||||||
601 650 |
1,873 | 3.07 | 45,583,291.57 | 3.52 | ||||||||||||
651 700 |
5,900 | 9.67 | 129,040,390.05 | 9.96 | ||||||||||||
701 750 |
17,323 | 28.40 | 373,697,978.78 | 28.84 | ||||||||||||
751 800 |
17,516 | 28.72 | 375,448,955.25 | 28.97 | ||||||||||||
801 850 |
16,401 | 26.89 | 329,886,182.46 | 25.46 | ||||||||||||
851 900 |
1,212 | 1.99 | 23,546,655.14 | 1.82 | ||||||||||||
Total(1). |
60,988 | 100.00 | % | $ | 1,295,905,565.09 | 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 | ||||||||||||||||||||
Aggregate Cut-off | Non-Zero | |||||||||||||||||||
Number | Percentage of | Cut-off Date | Date | Weighted | ||||||||||||||||
of | Total Number of | Principal | Principal Balance | Average Credit | ||||||||||||||||
Distribution by APR of the Receivables (%) | Receivables | Receivables (%) | Balance ($) | (%) | Score(2) | |||||||||||||||
0.00 0.49 |
13,967 | 22.90 | % | $ | 304,776,532.63 | 23.52 | % | 751 | ||||||||||||
0.50 0.99 |
11,188 | 18.34 | 227,010,079.79 | 17.52 | 789 | |||||||||||||||
1.00 1.99 |
7,437 | 12.19 | 178,043,492.94 | 13.74 | 754 | |||||||||||||||
2.00 2.99 |
6,010 | 9.85 | 145,281,742.49 | 11.21 | 761 | |||||||||||||||
3.00 3.99 |
4,381 | 7.18 | 76,957,578.18 | 5.94 | 767 | |||||||||||||||
4.00 4.99 |
4,874 | 7.99 | 98,248,782.11 | 7.58 | 766 | |||||||||||||||
5.00 5.99 |
4,370 | 7.17 | 90,943,126.02 | 7.02 | 754 | |||||||||||||||
6.00 6.99 |
4,442 | 7.28 | 95,611,779.82 | 7.38 | 756 | |||||||||||||||
7.00 7.99 |
2,245 | 3.68 | 43,617,937.10 | 3.37 | 739 | |||||||||||||||
8.00 8.99 |
860 | 1.41 | 15,880,894.66 | 1.23 | 700 | |||||||||||||||
9.00 9.99 |
496 | 0.81 | 8,131,240.59 | 0.63 | 695 | |||||||||||||||
10.00 10.99 |
242 | 0.40 | 4,620,279.70 | 0.36 | 652 | |||||||||||||||
11.00 11.99 |
133 | 0.22 | 2,347,003.27 | 0.18 | 648 | |||||||||||||||
12.00 12.99 |
102 | 0.17 | 1,341,041.21 | 0.10 | 681 | |||||||||||||||
13.00 13.99 |
76 | 0.12 | 1,029,183.81 | 0.08 | 676 | |||||||||||||||
14.00 14.99 |
84 | 0.14 | 1,046,700.90 | 0.08 | 675 | |||||||||||||||
15.00 15.99 |
74 | 0.12 | 938,115.06 | 0.07 | 675 | |||||||||||||||
16.00 16.99 |
7 | 0.01 | 80,054.81 | 0.01 | 675 | |||||||||||||||
17.00 17.99 |
0 | 0.00 | 0.00 | 0.00 | n/a | |||||||||||||||
18.00 and above |
0 | 0.00 | 0.00 | 0.00 | n/a | |||||||||||||||
Total (1) |
60,988 | 100.00 | % | $ | 1,295,905,565.09 | 100.00 | % | 760 | ||||||||||||
(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 | |||||||||||||||
Total Number | Cut-off Date | |||||||||||||||
Number of | of Receivables | Cut-off Date | Principal Balance | |||||||||||||
Geographic Distribution of the Receivables | Receivables | (%) | Principal Balance ($) | (%) | ||||||||||||
Alabama |
993 | 1.63 | % | $ | 21,832,204.69 | 1.68 | % | |||||||||
Alaska |
26 | 0.04 | 610,824.38 | 0.05 | ||||||||||||
Arizona |
1,223 | 2.01 | 26,960,374.34 | 2.08 | ||||||||||||
Arkansas |
766 | 1.26 | 16,761,947.37 | 1.29 | ||||||||||||
California |
8,480 | 13.90 | 175,571,589.08 | 13.55 | ||||||||||||
Colorado |
546 | 0.90 | 12,711,274.87 | 0.98 | ||||||||||||
Connecticut |
1,153 | 1.89 | 22,593,782.57 | 1.74 | ||||||||||||
Delaware |
196 | 0.32 | 4,127,188.52 | 0.32 | ||||||||||||
District of Columbia |
59 | 0.10 | 1,274,229.56 | 0.10 | ||||||||||||
Florida |
3,845 | 6.30 | 79,986,711.62 | 6.17 | ||||||||||||
Georgia |
1,887 | 3.09 | 40,868,744.71 | 3.15 | ||||||||||||
Hawaii |
265 | 0.43 | 5,600,475.97 | 0.43 | ||||||||||||
Idaho |
72 | 0.12 | 1,561,366.32 | 0.12 | ||||||||||||
Illinois |
3,035 | 4.98 | 63,283,237.37 | 4.88 | ||||||||||||
Indiana |
748 | 1.23 | 15,641,964.47 | 1.21 | ||||||||||||
Iowa |
539 | 0.88 | 11,346,348.53 | 0.88 | ||||||||||||
Kansas |
553 | 0.91 | 11,229,174.79 | 0.87 | ||||||||||||
Kentucky |
693 | 1.14 | 15,028,137.14 | 1.16 | ||||||||||||
Louisiana |
1,178 | 1.93 | 27,703,260.41 | 2.14 | ||||||||||||
Maine |
121 | 0.20 | 2,432,718.08 | 0.19 | ||||||||||||
Maryland |
1,328 | 2.18 | 28,714,098.14 | 2.22 | ||||||||||||
Massachusetts |
1,318 | 2.16 | 25,572,425.79 | 1.97 | ||||||||||||
Michigan |
538 | 0.88 | 11,125,352.94 | 0.86 | ||||||||||||
Minnesota |
607 | 1.00 | 13,134,960.87 | 1.01 | ||||||||||||
Mississippi |
1,038 | 1.70 | 22,635,793.60 | 1.75 | ||||||||||||
Missouri |
953 | 1.56 | 19,767,387.75 | 1.53 | ||||||||||||
Montana |
58 | 0.10 | 1,262,560.44 | 0.10 | ||||||||||||
Nebraska |
196 | 0.32 | 4,196,377.39 | 0.32 | ||||||||||||
Nevada |
769 | 1.26 | 17,270,440.63 | 1.33 | ||||||||||||
New Hampshire |
266 | 0.44 | 5,074,598.31 | 0.39 | ||||||||||||
New Jersey |
2,442 | 4.00 | 49,787,996.37 | 3.84 | ||||||||||||
New Mexico |
180 | 0.30 | 4,108,749.27 | 0.32 | ||||||||||||
New York |
3,957 | 6.49 | 81,611,837.80 | 6.30 | ||||||||||||
North Carolina |
1,528 | 2.51 | 32,386,512.06 | 2.50 | ||||||||||||
North Dakota |
44 | 0.07 | 958,205.93 | 0.07 | ||||||||||||
Ohio |
1,443 | 2.37 | 29,802,125.32 | 2.30 | ||||||||||||
Oklahoma |
743 | 1.22 | 16,413,833.72 | 1.27 | ||||||||||||
Oregon |
161 | 0.26 | 3,171,819.59 | 0.24 | ||||||||||||
Pennsylvania |
2,509 | 4.11 | 51,182,249.52 | 3.95 | ||||||||||||
Rhode Island |
202 | 0.33 | 3,847,044.23 | 0.30 | ||||||||||||
South Carolina |
449 | 0.74 | 9,248,641.71 | 0.71 | ||||||||||||
South Dakota |
40 | 0.07 | 922,199.85 | 0.07 | ||||||||||||
Tennessee |
2,051 | 3.36 | 44,097,233.51 | 3.40 | ||||||||||||
Texas |
8,658 | 14.20 | 192,840,752.19 | 14.88 | ||||||||||||
Utah |
275 | 0.45 | 6,705,355.45 | 0.52 | ||||||||||||
Vermont |
69 | 0.11 | 1,463,225.72 | 0.11 | ||||||||||||
Virginia |
1,459 | 2.39 | 32,162,943.58 | 2.48 | ||||||||||||
Washington |
403 | 0.66 | 9,202,090.17 | 0.71 | ||||||||||||
West Virginia |
345 | 0.57 | 7,761,821.33 | 0.60 | ||||||||||||
Wisconsin |
519 | 0.85 | 10,875,215.61 | 0.84 | ||||||||||||
Wyoming |
52 | 0.09 | 1,255,623.27 | 0.10 | ||||||||||||
Other |
10 | 0.02 | 220,538.24 | 0.02 | ||||||||||||
Total(2) |
60,988 | 100.00 | % | $ | 1,295,905,565.09 | 100.00 | % | |||||||||
(1) | Based solely on the billing addresses of the Obligors 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
Number | Percentage of | 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 |
16,723 | 27.42 | % | $ | 328,604,091.39 | 25.36 | % | |||||||||
Rogue |
8,857 | 14.52 | 182,914,697.92 | 14.11 | ||||||||||||
Murano |
6,544 | 10.73 | 173,322,281.37 | 13.37 | ||||||||||||
Maxima |
4,568 | 7.49 | 123,616,699.12 | 9.54 | ||||||||||||
Sentra |
5,685 | 9.32 | 90,809,767.40 | 7.01 | ||||||||||||
Versa |
3,704 | 6.07 | 52,489,297.46 | 4.05 | ||||||||||||
Altima Cpe |
1,608 | 2.64 | 34,100,794.50 | 2.63 | ||||||||||||
Pathfinder |
1,330 | 2.18 | 32,841,345.27 | 2.53 | ||||||||||||
Xterra |
1,388 | 2.28 | 31,869,718.78 | 2.46 | ||||||||||||
Titan |
1,089 | 1.79 | 29,560,142.27 | 2.28 | ||||||||||||
G37 |
969 | 1.59 | 28,572,493.61 | 2.20 | ||||||||||||
Juke |
1,184 | 1.94 | 26,443,087.60 | 2.04 | ||||||||||||
Frontier |
1,263 | 2.07 | 26,224,748.62 | 2.02 | ||||||||||||
Armada |
642 | 1.05 | 21,935,372.75 | 1.69 | ||||||||||||
Crew Cab |
913 | 1.50 | 20,784,425.29 | 1.60 | ||||||||||||
Cube |
904 | 1.48 | 15,123,934.42 | 1.17 | ||||||||||||
Qx56 |
275 | 0.45 | 11,241,889.76 | 0.87 | ||||||||||||
M35 |
614 | 1.01 | 11,147,500.58 | 0.86 | ||||||||||||
Other |
2,728 | 4.47 | 54,303,276.98 | 4.19 | ||||||||||||
Total(1) |
60,988 | 100.00 | % | $ | 1,295,905,565.09 | 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 |
36,501 | 59.85 | % | $ | 718,643,807.66 | 55.45 | % | |||||||||
Crossover |
17,096 | 28.03 | 394,371,741.72 | 30.43 | ||||||||||||
SUV |
3,784 | 6.20 | 100,272,946.38 | 7.74 | ||||||||||||
Truck |
3,357 | 5.50 | 78,125,505.67 | 6.03 | ||||||||||||
Van |
175 | 0.29 | 3,197,531.34 | 0.25 | ||||||||||||
Other |
75 | 0.12 | 1,294,032.32 | 0.10 | ||||||||||||
Total(1) |
60,988 | 100.00 | % | $ | 1,295,905,565.09 | 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 | Non-Zero | |||||||||||||||||||
Number | Percentage of | Aggregate | Weighted Average | |||||||||||||||||
Distribution by Original Payments to | of | Total Number of | Cut-off Date | Cut-off Date | Credit | |||||||||||||||
Maturity of the Receivables | Receivables | Receivables (%) | Principal Balance ($) | Principal Balance (%) | Score(2) | |||||||||||||||
12 |
5 | 0.01 | % | $20,606.40 | 0.00 | % | 789 | |||||||||||||
13 to 24 |
95 | 0.16 | 822,951.74 | 0.06 | 776 | |||||||||||||||
25 to 36 |
2,998 | 4.92 | 50,732,785.13 | 3.91 | 769 | |||||||||||||||
37 to 48 |
2,982 | 4.89 | 42,780,150.91 | 3.30 | 758 | |||||||||||||||
49 to 60 |
36,654 | 60.10 | 756,866,609.95 | 58.40 | 755 | |||||||||||||||
61 to 72 |
18,254 | 29.93 | 444,682,460.96 | 34.31 | 768 | |||||||||||||||
Total(1) |
60,988 | 100.00 | % | $ | 1,295,905,565.09 | 100.00 | % | 760 | ||||||||||||
(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 | Non-Zero | |||||||||||||||||||
Number | Percentage of | Aggregate | Weighted Average | |||||||||||||||||
Distribution by Remaining Payments to | of | Total Number of | Cut-off Date | Cut-off Date | Credit | |||||||||||||||
Maturity of the Receivables | Receivables | Receivables (%) | Principal Balance ($) | Principal Balance (%) | Score(2) | |||||||||||||||
2 to 12 |
72 | 0.12 | % | $221,408.99 | 0.02 | % | 724 | |||||||||||||
13 to 24 |
351 | 0.58 | 3,353,388.58 | 0.26 | 742 | |||||||||||||||
25 to 36 |
3,830 | 6.28 | 61,542,372.03 | 4.75 | 768 | |||||||||||||||
37 to 48 |
3,761 | 6.17 | 61,282,004.78 | 4.73 | 762 | |||||||||||||||
49 to 60 |
36,938 | 60.57 | 771,689,750.09 | 59.55 | 753 | |||||||||||||||
61 to 72 |
16,036 | 26.29 | 397,816,640.62 | 30.70 | 772 | |||||||||||||||
Total(1) |
60,988 | 100.00 | % | $ | 1,295,905,565.09 | 100.00 | % | 760 | ||||||||||||
(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. |