Securitisation Deal Summaries
National Residential Mortgage Backed Securities - NRMBS 2001-1
| Market | Global |
| Settlement Date | 25th January 2001 |
| Payment Dates | 20th of January, April, July and October |
| Bloomberg Page | HMST go |
|
Tranche |
Size |
Ratings Fitch/Moodys/ |
Estimated Weighted Average Life |
Coupon |
ISIN |
CUSIP |
| Class A | US$1,059,000,000 |
AAA/Aaa/AAA |
2.6 yr |
Libor + 0.19% |
US43760Paa21 |
43760PAA2 |
|
Class B |
AUD$20,000,000 |
AA/Aa2/AA |
4.7 yr |
3 month BBSW + 0.52% |
| INVESTOR REPORTING You will need Adobe Acrobat to view these documents and they will open in a new window. |
National Residential Mortgage Backed Securities - NRMBS 2004-1
| Market | Global |
| Settlement Date | 28th September 2004 |
| Payment Dates | 20th of December, March, June and September |
| Tranche | Size | Ratings Moodys/S&P | Estimated Weighted Average Life | Coupon | ISIN | CUSIP | WKN |
| Class A-1 | US$1,000,000,000 |
AAA/Aaa |
2.4 yr |
3 mth Libor + 0.11% |
US637275AA62 |
637275AA6 |
|
| Class A-2 | A$500,000,000 |
AAA/Aaa |
2.4 yr |
3 mth BBSW + 0.19% |
|||
| Class A-3 | €308,400,000 |
AAA/Aaa |
2.4 yr |
3th Euribor + 0.12% |
XS0201752739 |
637275AB4 |
A0DC8H |
| Class B | A$18,000,000 |
AA/Aa2 |
6.0 yr |
3 mth BBSW + 0.44% |
| INVESTOR REPORTING You will need Adobe Acrobat to view these documents and they will open in a new window. |
National Residential Mortgage Backed Securities - NRMBS 2006-1
| Market | Domestic |
| Settlement Date | 24th May 2006 |
| Payment Dates | 20th of every month |
| Tranche | Size | Ratings Moodys/S&P | Estimated Weighted Average Life | Coupon |
Common Code |
ISN |
| Class A | A$1,472,600,000 |
AAA/Aaa |
2.5yr |
1 mth BBSW + 0.14% |
025557506 |
AU0000NAAHA9 |
| Class B | A$10,400,000 |
AA/Aa2 |
6.4yr |
1 mth BBSW + 0.18% |
025557654 |
AU0000NAAHB7 |
| INVESTOR REPORTING You will need Adobe Acrobat to view these documents and they will open in a new window. |
National Residential Mortgage Backed Securities - NRMBS 2006-3
| Market | Global |
| Settlement Date | 27th October 2006 |
| Payment Dates | 20th of every January, April, July and October |
| Tranche | Size | Ratings Moodys/S&P | Estimated Weighted Average Life | Coupon |
Common Code |
CUSIP |
| Class A-1 | US$1,475,000,000 |
AAA/Aaa |
2.5yr |
3 mth Libor + 0.07% |
027224202 |
637276AA4 Q65761AA8 |
| Class A-2 | €610,000,000 |
AAA/Aaa |
2.5yr |
3 mth Euribor + 0.09% |
027200206 |
08716H9B8 |
| Class A-3 | A$60,000,000 |
AA/Aa2 |
6.5yr |
3 mth BBSW + 0.23% |
|
AU3FN0000600 |
| INVESTOR REPORTING You will need Adobe Acrobat to view these documents and they will open in a new window. |