AFG Trust Collateral Report

Transcription

1 AFG Trust Collateral Report Model Period 6 Collection Period Start 1-Aug-13 Collection Period End 31-Aug-13 No. of Days 31 Interest Period Start 12-Aug-13 Interest Period End 9-Sep-13 No. of Days 29 Determination Date Payment Date 5-Sep Sep-13 Pool Statistics Closing Balance of Mortgages 246,784,559 Number of Loans 1,084 Average Loan Size 227,661 Largest Loan Size 794,223 Smallest Loan Size (466) Weighted Average Interest Rate 4.94% Weighted Average LVR 63.47% Weighted Average Seasoning LVR Distribution Current LTV Balance % Balance Loan Count % Loan Count ### <= 25% 4,121, % % ### 25% > and <= 30% 5,400, % % ### 30% > and <= 35% 3,632, % % ### 35% > and <= 40% 9,154, % % ### 40% > and <= 45% 9,003, % % ### 45% > and <= 50% 14,363, % % ### 50% > and <= 55% 22,249, % % ### 55% > and <= 60% 18,804, % % ### 60% > and <= 65% 23,858, % % ### 65% > and <= 70% 25,334, % % ### 70% > and <= 75% 43,387, % % ### 75% > and <= 80% 48,231, % % ### 80% > and <= 85% 18,653, % % ### 85% > and <= 90% 588, % % ### 90% > and <= 95% % % ### 95% > and <= 100% % % ### 100% > and <= 105% % % > 105% % % 0 10,000,000 20,000,000 30,000,000 40,000,000 50,000,000 60,000,000 <= 25% 30% > and <= 35% 40% > and <= 45% 50% > and <= 55% 60% > and <= 65% 70% > and <= 75% 80% > and <= 85% 90% > and <= 95% 100% > and <= 105% LVR Distribution Perpetual Nominees Limited 1 of 8

2 Balance Distribution Current Balance Balance % Balance Loan Count % Loan Count ### <= $100,000 8,984, % % ### $100,000 > and <= $150,000 17,258, % % ### $150,000 > and <= $200,000 28,676, % % ### $200,000 > and <= $250,000 42,141, % % ### $250,000 > and <= $300,000 38,897, % % ### $300,000 > and <= $350,000 39,638, % % ### $350,000 > and <= $400,000 26,999, % % ### $400,000 > and <= $450,000 17,409, % % ### $450,000 > and <= $500,000 10,387, % % ### $500,000 > and <= $550,000 7,286, % % ### $550,000 > and <= $600,000 1,737, % % ### $600,000 > and <= $650,000 4,402, % % ### $650,000 > and <= $700, , % % ### $700,000 > and <= $750, , % % ### $750,000 > and <= $800,000 1,569, % % ### $800,000 > and <= $850, % % ### $850,000 > and <= $900, % % ### $900,000 > and <= $950, % % ### $950,000 > and <= $1,000, % % > $1,000, % % Loan Seasoning Distribution <= $100,000 $150,000 > and <= $200,000 $250,000 > and <= $300,000 $350,000 > and <= $400,000 $450,000 > and <= $500,000 $550,000 > and <= $600,000 $650,000 > and <= $700,000 $750,000 > and <= $800,000 $850,000 > and <= $900,000 $950,000 > and <= $1,000, ,000,000 20,000,000 30,000,000 40,000,000 50,000,000 Balance Distribution -0 Seasoning (Months) Balance % Balance Loan Count % Loan Count ### < = 12 Months 128,616, % % ### 12 Months > and <= 18 Months 80,420, % % ### 18 Months > and <= 24 Months 25,588, % % ### 24 Months > and <= 30 Months 11,237, % % ### 30 Months > and <= 36 Months % % ### 36 Months > and <= 42 Months % % ### 42 Months > and <= 48 Months % % ### 48 Months > and <= 54 Months % % ### 54 Months > and <= 60 Months % % ### 60 Months > and <= 66 Months 182, % % ### 66 Months > and <= 72 Months 739, % % > 72 Months % % < = 12 Months 12 Months > and <= 18 Months 18 Months > and <= 24 Months 24 Months > and <= 30 Months 30 Months > and <= 36 Months 36 Months > and <= 42 Months 42 Months > and <= 48 Months 48 Months > and <= 54 Months 54 Months > and <= 60 Months 60 Months > and <= 66 Months 66 Months > and <= 72 Months > 72 Months 0 50,000, ,000, ,000,000 Loan Seasoning Distribution Geographic Distribution Jurisdiction State Balance % Balance Loan Count % Loan Count NSWNew South Wales 72,533, % % VIC Victoria 58,949, % % QLDQueensland 33,234, % % WA Western Australia 25,656, % % SA South Australia 47,280, % % TAS Tasmania 1,204, % % ACTAustralian Capital Territory 5,747, % % NT Northern Territory 2,179, % % No Data % % New South Wales Victoria Queensland Western Australia South Australia Tasmania Australian Capital Territory Northern Territory No Data Perpetual Nominees Limited 2 of 8

3 Locality S&P Category Balance % Balance Loan Count % Loan Count Metro 194,819, % % Non Metro 47,078, % % Inner City 4,886, % % Metro Non Metro Inner City Top 10 Postcodes Postcode Balance % Balance Loan Count % Loan Count ,151, % % ,741, % % ,699, % % ,682, % % ,646, % % ,601, % % ,563, % % ,522, % % ,494, % % ,489, % % Total 16,592, % % Documentation Document Type Balance % Balance Loan Count % Loan Count FUL Full Doc 246,784, % 1, % LOWLow Doc % % NO No Doc % % Rate Type Rate Type Balance % Balance Loan Count % Loan Count VariaVariable Rate 246,784, % 1, % Fixe Fixed Rate % % Repayment Type Repayment Type Balance % Balance Loan Count % Loan Count PRINPrincipal & Interest 195,062, % % INTEInterest Only 50,615, % % NONNon-Billing 1,106, % % ,000 1,000,000 1,500,000 2,000,000 2,500,000 Top 10 Postcodes Full Doc Low Doc No Doc Variable Rate Fixed Rate Principal & Interest Interest Only Non-Billing Perpetual Nominees Limited 3 of 8

4 Loan Type Product Category Balance % Balance Loan Count % Loan Count LINELine of Credit 1,106, % % TERTerm Loan 245,678, % 1, % Line of Credit Term Loan Property Type Property Type Balance % Balance Loan Count % Loan Count ResiResidetial House 186,089, % % ResiResidential Unit 58,638, % % ResiResidential - Inner City 1,730, % % RuraRural % % SemSemi-Rural 326, % % VacaVacant Land % % Residetial House Residential Unit Residential - Inner City Rural Semi-Rural Vacant Land 0 100,000, ,000,000 Property Type Arrears Arrears Band Balance % Balance Loan Count % Loan Count 0 Current 244,966, % 1, % days 1,817, % % days % % days % % days % % days % % days % % 181 days or more % % LMI Provider LMI Provider Balance % Balance Loan Count % Loan Count QBEQBELMI 26,666, % % Gen Genworth 219,378, % % PMI PMI 739, % % No LMI / No Data % % Current days days days QBELMI Genworth PMI No LMI / No Data 0 100,000, ,000, ,000,000 Arrears 0 100,000, ,000, ,000,000 LMI Provider Property Occupancy Property Occupancy Balance % Balance Loan Count % Loan Count Investment 58,952, % % Owner Occupier 187,831, % % Investment Owner Occupier Default Statistics Default Data Amount No. of Loans Defaulted Loans Loss on Sale Claims on LMI Claims paid by LMI Claims Denied/Reduced Loss covered by Excess Spread 0.00 N/A Perpetual Nominees Limited 4 of 8

5 Perpetual Nominees Limited 5 of 8

6 Perpetual Nominees Limited 6 of 8

7 Perpetual Nominees Limited 7 of 8

8 Perpetual Nominees Limited 8 of 8