Securitisation

Details of NAB’s outstanding securitisation issuances.

National Residential Mortgage Backed Securities - NRMBS 2015-1

Market: Domestic

Settlement Date: 18th March 2015

Payment Dates: 20th of every month

TrancheSizeS&P / FitchEstimated Weighted Average LifeCouponISIN
Class A
Size
A$1,610,000,000
S&P / Fitch
AAA(sf)/AAAsf
Estimated Weighted Average Life
3 yr
Coupon
1 mnth BBSW + .80%
ISIN
 
Class B
Size
A$105,000,000
S&P / Fitch
AA-(sf)/AAsf
Estimated Weighted Average Life
5.7 yr
Coupon
Undisclosed
ISIN
 
Class C
Size
A$35,000,000
S&P / Fitch
Not Rated
Estimated Weighted Average Life
5.7 yr
Coupon
Undisclosed
ISIN
 

National Residential Mortgage Backed Securities - NRMBS 2016-1

Market: Domestic

Settlement Date: 16th June 2016

Payment Dates: 20th of every month

TrancheSizeS&P / FitchEstimated Weighted Average LifeCouponISIN
Class A
Size
A$1,840,000,000
S&P / Fitch
AAA(sf)/AAAsf
Estimated Weighted Average Life
3 yr
Coupon
1 mnth BBSW + 1.27%
ISIN
 
Class B
Size
A$120,000,000
S&P / Fitch
AA-(sf)/AA-sf
Estimated Weighted Average Life
5.7 yr
Coupon
Undisclosed
ISIN
 
Class C
Size
A$40,000,000
S&P / Fitch
Not Rated
Estimated Weighted Average Life
5.7 yr
Coupon
Undisclosed
ISIN
 

National Residential Mortgage Backed Securities - NRMBS 2018-1

Market: Domestic

Settlement Date: 15th February 2018

Payment Dates: 24th of every month

TrancheSizeS&P / FitchEstimated Weighted Average LifeCouponISIN
Class A1-A
Size
A$1,540,000,000
S&P / Fitch
Aaa(sf)/AAA(sf)
Estimated Weighted Average Life
3 yr
Coupon
1 mth BBSW + 0.85%
ISIN
AU3FN0040614
Class A1-G
Size
A$300,000,000
S&P / Fitch
Aaa(sf)/AAA(sf)
Estimated Weighted Average Life
3 yr
Coupon
1 mth BBSW + 0.85%
ISIN
AU3FN0040622
Class A2
Size
A$70,000,000
S&P / Fitch
Aaa(sf)/AAA(sf)
Estimated Weighted Average Life
5.7 yr
Coupon
1 mth BBSW + 1.20%
ISIN
AU3FN0040630
Class B
Size
A$46,000,000
S&P / Fitch
Aa2(sf) / N.R
Estimated Weighted Average Life
5.7 yr
Coupon
1 mth BBSW + 1.70%
ISIN
AU3FN0040648
Class C
Size
A$16,000,000
S&P / Fitch
Aa2(sf) / N.R
Estimated Weighted Average Life
5.7 yr
Coupon
1 mth BBSW + 2.20%
ISIN
AU3FN0040655
Class D
Size
A$14,000,000
S&P / Fitch
Baa2(sf) / N.R
Estimated Weighted Average Life
5.7 yr
Coupon
1 mth BBSW + 3.20%
ISIN
AU3FN0040663
Class E
Size
A$8,000,000
S&P / Fitch
Baa2(sf) / N.R
Estimated Weighted Average Life
5.7 yr
Coupon
1 mth BBSW + 4.45%
ISIN
AU3FN0040671
Class F
Size
A$6,000,000
S&P / Fitch
N.R
Estimated Weighted Average Life
5.7 yr
Coupon
1 mth BBSW + 5.75%
ISIN
AU3FN0040689

National Residential Mortgage Backed Securities - NRMBS 2018-2

Market: Domestic

Settlement Date: 21st December 2018

Payment Dates: 20th of every month

TrancheSizeS&P / FitchEstimated Weighted Average LifeCouponISIN
Class A1-A
Size
A$750,000,000
S&P / Fitch
Aaa(sf)/AAA(sf)
Estimated Weighted Average Life
2.97 yr
Coupon
1 mth BBSW + 1.03%
ISIN
AU3FN0044079
Class A1-B
Size
A$750,000,000
S&P / Fitch
Aaa(sf)/AAA(sf)
Estimated Weighted Average Life
2.97 yr
Coupon
1 mth BBSW + 1.03%
ISIN
 
Class A2
Size
A$65,300,000
S&P / Fitch
Aaa(sf)/AAA(sf)
Estimated Weighted Average Life
5.62 yr
Coupon
1 mth BBSW + 1.75%
ISIN
AU3FN0044095
Class B
Size
A$29,300,000
S&P / Fitch
AA(sf) / N.R
Estimated Weighted Average Life
5.62 yr
Coupon
1 mth BBSW + 2.05%
ISIN
AU3FN0044103
Class C
Size
A$16,300,000
S&P / Fitch
A(sf) / N.R
Estimated Weighted Average Life
5.62 yr
Coupon
1 mth BBSW + 2.50%
ISIN
AU3FN0044111
Class D
Size
A$6,500,000
S&P / Fitch
BBB(sf) / N.R
Estimated Weighted Average Life
5.62 yr
Coupon
1 mth BBSW + 3.30%
ISIN
AU3FN0044129
Class E
Size
A$6,500,000
S&P / Fitch
BB(sf) / N.R
Estimated Weighted Average Life
5.62 yr
Coupon
1 mth BBSW + 4.70%
ISIN
AU3FN0044137
Class F
Size
A$6,550,000
S&P / Fitch
N.R / N.R
Estimated Weighted Average Life
5.62 yr
Coupon
1 mth BBSW + 5.95%
ISIN
AU3FN0044145

National Residential Mortgage Backed Securities - NRMBS 2022-1

Market: Domestic

Settlement Date: 20th June 2022

Payment Dates: 22nd of every month

TrancheSizeS&P / FitchEstimated Weighted Average LifeCouponISIN
Class A1-A
Size
A$880,000,000
S&P / Fitch
AAA(sf)/AAA(sf)
Estimated Weighted Average Life
3.1 yr
Coupon
1 mth BBSW + 1.20%
ISIN
AU3FN0069027
Class A1-G
Size
A$500,000,000
S&P / Fitch
AAA(sf)/AAA(sf)
Estimated Weighted Average Life
3.1 yr
Coupon
1 mth BBSW + 1.20%
ISIN
AU3FN0069035
Class A2
Size
A$57,000,000
S&P / Fitch
AAA(sf)/AAA(sf)
Estimated Weighted Average Life
5.6 yr
Coupon
1 mth BBSW + 1.90%
ISIN
AU3FN0069043
Class B
Size
A$29,250,000
S&P / Fitch
AA(sf) / N.R
Estimated Weighted Average Life
5.6 yr
Coupon
1 mth BBSW + 2.30%
ISIN
AU3FN0069050
Class C
Size
A$13,000,000
S&P / Fitch
A(sf) / N.R
Estimated Weighted Average Life
5.6 yr
Coupon
1 mth BBSW + 2.65%
ISIN
AU3FN0069068
Class D
Size
A$8,000,000
S&P / Fitch
BBB(sf) / N.R
Estimated Weighted Average Life
5.6 yr
Coupon
1 mth BBSW + 3.00%
ISIN
AU3FN0069076
Class E
Size
A$6,000,000
S&P / Fitch
BB(sf) / N.R
Estimated Weighted Average Life
5.6 yr
Coupon
1 mth BBSW + 5.00%
ISIN
AU3FN0069084
Class F
Size
A$6,750,000
S&P / Fitch
N.R
Estimated Weighted Average Life
5.6 yr
Coupon
1 mth BBSW + 6.75%
ISIN
AU3FN0069092

Securitised Australian Mortgage Trust - SAMT 2015-1

Market: Domestic

Settlement Date: 18th September 2015

Payment Dates: 20th of every month

TrancheSizeS&P / FitchEstimated Weighted Average LifeCouponISIN
Class A
Size
A$1,150,000,000
S&P / Fitch
AAA(sf)/Aaa(sf)
Estimated Weighted Average Life
2.7 yr
Coupon
1 mnth BBSW + .98%
ISIN
AU3FN0028460
Class AB
Size
A$37,500,000
S&P / Fitch
AAA(sf)
Estimated Weighted Average Life
3.6 yr
Coupon
Undisclosed
ISIN
AU3FN0028486 
Class B
Size
A$62,500,000
S&P / Fitch
Not Rated
Estimated Weighted Average Life
6.4 yr
Coupon
Undisclosed
ISIN
AU3FN0028478 

Securitised Australian Mortgage Trust - SAMT 2017-1

Market: Domestic

Settlement Date: 25th October 2017

Payment Dates: 20th of every month

TrancheSizeS&P / FitchEstimated Weighted Average LifeCouponISIN
Class A
Size
A$1,500,000,000
S&P / Fitch
AAA(sf)/Aaa(sf)
Estimated Weighted Average Life
2.6 yr
Coupon
1 mnth BBSW + .97%
ISIN
AU3FN0038451
Class AB
Size
A$49,500,000
S&P / Fitch
AAA(sf)
Estimated Weighted Average Life
7.8 yr
Coupon
Undisclosed
ISIN
AU3FN0038469 
Class B
Size
A$82,500,000
S&P / Fitch
Not Rated
Estimated Weighted Average Life
7.8 yr
Coupon
Undisclosed
ISIN
AU3FN0038477