Fitch-Rated Australian RMBS in Fifth AOFM Auction Performing Within Expectations
The current ratings are listed below (balances as of the latest reporting):
PUMA Masterfund P-16 (Puma P-16)
AUD183.9m Class A3 (ISIN AU3FN0011508) rated 'AAAsf'; Outlook Stable.
SMHL Securitisation Fund 2009-1 (SMHL 2009-1)
AUD56.4m Class A2 (ISIN AU3FN0008215) rated 'AAAsf'; Outlook Stable.
FirstMac Mortgage Funding Trust Series 1-2012 (FirstMac 1-2012)
AUD131.1m Class A2 (AU3FN0016135) rated 'AAAsf'; Outlook Stable.
FirstMac 1-2012 has arrears of 0.43%, below Fitch's Dinkum Index, which measures industry-wide performance (1Q15:1.17%). Puma P-16 and SMHL 2009-1 both have arrears above the Index at 1.39% and 1.54%, respectively.
The three transactions have performed within Fitch's expectations, with minimal levels of defaults and losses at less than or equal to 0.04% of the original balance. All transactions are 100% covered by mortgage insurance, with policies provided by Genworth Financial Mortgage Insurance Pty Ltd (Insurer Financial Strength Rating: A+/Stable), QBE Lenders' Mortgage Insurance Limited (Insurer Financial Strength Rating: AA-/Stable) and Housing Loan Insurance Corporation.
The ratings of all the transactions' notes are independent of downgrades to the lenders' mortgage insurance providers' ratings.
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