NATIONAL RMBS TRUST

Transcription

1 The Manager confirms NAB s continued retention of an amount equal to at least 5% of the aggregate principal balance of securitised exposures Transaction Details as at 20 March 2013 Issuance Date 13-Dec-12 Notes on Issue Issued Bal Bond Factor Current Bal A1 Notes 800,000, ,363,840 A2 Notes (GBP) 85,000, ,000,000 B Notes 50,000, ,000,000 C Notes 20,000, ,000,000 Next Payment Date 22-Apr-13 Principal Distribution Statement (AUD) Principal Collections on Housing Loans 15,394, Other s of Principal Received 0.00 Withdrawal from the Class A1 Note Redemption Fund on the Class A2 Note Scheduled Maturity Date 0.00 Issue proceeds of any Class A2-R Notes issued on the Payment Date 0.00 Total Principal Collections 15,394, Principal Draw 0.00 Class A1 Notes until zero 15,394, Allocation to Class A2 Note Redmption Fund 0.00 Class B Notes until zero 0.00 Class C Notes until zero 0.00 Total Principal Distribution 15,394, Interest Distribution Statement (AUD) Interest Collections 3,547, Principal Drawing 0.00 Liquidity Drawing 0.00 Total Available Income 3,547, Servicing Expenses 184, Additional Expenses 187, (includes all fees, net interest rate swap payment & other expenses of the Trust) Class A1 Interest 2,420, Class A2 Interest 421, Class B Interest 192, Excess Available Income available for Distribution 139, (includes reimbursement of Principal Charge-Offs, unreimbursed Principal Drawings & distribution to Residual Income Unit Holder)

2 Mortgage Pool Statistics as at 28 February 2013 (All amounts expressed in Australian dollars) Table 1 - Analysis of the Pool Total pool size $948,125,464 Total number of loans 4,335 loan size $218, Maximum loan size $979, Total property value (current) $2,442,378,140 Weighted current LVR 62.75% % of pool with loans > 80% LVR 13.43% Weighted Term to Maturity (months) Weighted Seasoning (months) Maximum Remaining Term to Maturity (months) 357 % of pool with loans > $300,000 (by number) 24.94% % of pool with loans > $300,000 (by loan amount) 46.05% % of pool in arrears (by loan amount): 1-30 days 0.65% days 0.08% 61+ days 0.02% Total 0.75% Table 2 - Mortgage Loans by Occupancy Owner Occupied - House 3, % 740,365, % 216, % Owner Occupied - Unit % 109,161, % 211, % Investment - House % 73,242, % 251, % Investment - Unit % 25,356, % 248, % Table 3 - Mortgage Loans by LVR (loan-to-value ratio) <=20% % 16,533, % % >20% and =<25% % 10,862, % 102, % >25% and =<30% % 15,314, % 132, % >30% and =<35% % 27,048, % % >35% and =<40% % 33,215, % % >40% and =<45% % 43,478, % 191, % >45% and =<50% % 64,014, % % >50% and =<55% % 65,894, % % >55% and =<60% % 88,735, % 224, % >60% and =<65% % 102,215, % 221, % >65% and =<70% % 93,685, % 243, % >70% and =<75% % 114,323, % % >75% and =<80% % 145,487, % 283, % >80% and =<85% % 90,342, % 282, % >85% and =<90% % 36,973, % %

3 Table 4 - Mortgage Loans by Product Types Variable - Interest Only 1, % 279,649, % 200, % Variable - Interest & Principal 2, % 666,125, % 227, % Variable - Line of Credit % 150, % 150, % Fixed - Interest Only % 1,463, % 243, % Fixed - Interest & Principal % 736, % 245, % Table 5 - Mortgage Loans by Geographical Distribution NSW (Metro) % 174,806, % 250, % NSW (Regional) % 36,663, % 191, % NSW (Country) % 34,129, % 176, % ACT (Metro) % 12,912, % 204, % ACT (Regional) % % % ACT (Country) % % % VIC (Metro) 1, % 240,454, % 231, % VIC (Regional) % 21,053, % 163, % VIC (Country) % 21,458, % 180, % QLD (Metro) % 54,323, % 233, % QLD (Regional) % 53,180, % 206, % QLD (Country) % 17,534, % 227, % SA (Metro) % 90,269, % 186, % SA (Regional) % % % SA (Country) % 16,555, % 178, % WA (Metro) % 146,333, % 228, % WA (Regional) % % % WA (Country) % 9,155, % 247, % TAS (Metro) % 5,105, % 204, % TAS (Regional) % 4,642, % 154, % TAS (Country) % % % NT (Metro) % 7,608, % 330, % NT (Regional) % % % NT (Country) % 1,938, % % Table 6 - Mortgage Loans by Loan Size <=100, % 48,384, % 50, % > 100,000 and <= 150, % 61,790, % 126, % > 150,000 and <= 200, % 112,194, % 176, % > 200,000 and <= 250, % 146,395, % 226, % > 250,000 and <= 300, % 142,748, % 273, % > 300,000 and <= 350, % 131,040, % 323, % > 350,000 and <= 400, % 103,839, % 374, % > 400,000 and <= 500, % 110,483, % 443, % > 500,000 and <= 750, % 80,863, % 585, % > 750,000 and <= 950, % 9,404, % 854, % > 950, % 979, % 979, %

4 Table 7 - Mortgage Loans by Loan Seasoning <= 3 months % 1,609, % 178, % > 3 and <= 6 months % 650, % 216, % > 6 and <= 12 months % 6,677, % 125, % > 12 and <= 18 months % 14,534, % 142, % > 18 and <= 24 months % 131,282, % % > 24 and <= 36 months 3, % 736,751, % 223, % > 36 and <= 48 months % 56,618, % 217, % > 48 and <= 60 months % % % > 60 months % % % Table 8 - Mortgage Loans by Maturity Year % % % % % % % % % % % % % % % % 373, % 93, % % 166, % 166, % % 1,106, % 184, % % % % % % % % 483, % 241, % % 22,546, % 194, % % 9,778, % 162, % % 5,652, % 282, % % 55,417, % 188, % % 3,927, % 196, % , % 645,254, % 225, % % 200,191, % 217, % % 3,227, % 97, % Table 9 - Mortgage Loans by Mortgage Insurer QBE % 135,095, % 247, % GE Mortgage Insurance % 52,780, % 237, % Royal & Sun Alliance LMI % 257, % 128, % Not Insured 3, % 759,991, % 213, % Table 10 - Mortgage Loans by Borrower Rate <= % 286, % 286, % > 5.01 and <= % 13,944, % 244, % > 5.51 and <= , % 833,303, % 222, % > 6.01 and <= % 97,174, % 188, % > 6.51 and <= % 2,872, % 220, % > 7.01 and <= % % % > 7.51 and <= % % % > % 544, % 272, %

5 Table 11 - Mortgage Loans by Interest Only Period Remaining 0-1 Year % 10,183, % 275, % 1-2 Years % 17,180, % 252, % 2-3 Years % 96,126, % 228, % 3-4 Years % 7,930, % 180, % 4-5 Years % 909, % 151, % 5-6 Years % % % 6-7 Years % 19,631, % 160, % 7-8 Years % 121,021, % 187, % 8-9 Years % 7,365, % 133, % 9-10 Years % 914, % 182, % 1, % 281,263, % 200, % Month Prepayment Rate Jan % Feb % NRMBS Prepayment Rate - February Jan-13Feb-13 Month Prepayment Rate