-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, A8wvRyDfz7UlcGRgH2YFLLdvzacwOi+tiZ0wDleRLI+7voV3sFwn3gZdofi9JNhq YkmoPw7px31IO/fHYxCV6Q== 0000903423-03-000865.txt : 20031022 0000903423-03-000865.hdr.sgml : 20031022 20031022165102 ACCESSION NUMBER: 0000903423-03-000865 CONFORMED SUBMISSION TYPE: 6-K PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20031022 FILED AS OF DATE: 20031022 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HOLMES FINANCING NO 1 PLC CENTRAL INDEX KEY: 0001118910 STANDARD INDUSTRIAL CLASSIFICATION: FINANCE SERVICES [6199] IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 6-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-12250 FILM NUMBER: 03952294 BUSINESS ADDRESS: STREET 1: ABBEY HOUSE BACKER ST STREET 2: 011-44-20-7612-4000 CITY: LONDON NW1 6XL UNITE STATE: X0 ZIP: 00000 6-K 1 holmes1-6k_1022.txt FORM 6-K SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Report of Foreign Issuer Pursuant to Rule 13a-16 or 15d-16 of Securities Exchange Act of 1934 For the month of October 2003 HOLMES FINANCING (No 1) PLC HOLMES FUNDING LIMITED HOLMES TRUSTEES LIMITED (Translation of registrant's name into English) Abbey National House, 2 Triton Square, Regent's Place, London NW1 3AN, England (Address of principal executive offices) Indicate by check mark whether the registrant files or will file annual reports under cover Form 20-F or Form 40-F. Form 20-F ...X... Form 40-F ...... Indicate by check mark whether the registrant by furnishing the information contained in this Form is also thereby furnishing the information to the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of 1934. Yes ...... No ...X... Holmes Financing No 1 plc Periodic Report re Holmes Trustees Limited and Holmes Funding Limited For Period 09 September 2003 to 08 October 2003 All values are in thousands of pounds sterling unless otherwise stated Mortgage Asset Analysis Analysis of Mortgage Trust Movements --------------------------------- Current Period --------------------------------- Number (pound)000's --------------------------------- Brought Forward 360,186 23,996,843 Replenishment 12,397 945,000 Repurchased (6,860) (502,818) Redemptions (10,858) (758,273) Losses (22) (15) Capitalised Interest 0 2,675 Other Movements 0 0 --------------------------------- Carried Forward 354,843 23,683,412 ================================= --------------------------------- Cumulative --------------------------------- Number (pound)000's --------------------------------- Brought Forward 115,191 6,399,214 Replenishment 617,594 44,182,239 Repurchased (170,766) (11,981,130) Redemptions (206,871) (14,929,755) Losses (305) (668) Capitalised Interest 0 13,512 Other Movements 0 0 ---------------------------------- Carried Forward 354,843 23,683,412 ================================= Period CPR Annualised CPR ---------------------------------- 1 Month 5.32% 84.20% **(including ---------------------------------- 3 Month 16.14% 83.47% redemptions and ---------------------------------- 12 Month 65.22% 65.22% repurchases) ---------------------------------- ** The annualised CPR's are expressed as a percentage of the outstanding balance at the end of the period Asset Profiles -------------------------------- Weighted Average Seasoning 35.77 months -------------------------------- Weighted Average Loan size (pound)66,743.35 -------------------------------- Weighted Average LTV 76.07%*** (see below) -------------------------------- Weighted Average Remaining Term 18.72 Years -------------------------------- Holmes Financing No 1 plc Periodic Report re Holmes Trustees Limited and Holmes Funding Limited For Period 09 September 2003 to 08 October 2003 All values are in thousands of pounds sterling unless otherwise stated Product Type Analysis (pound)000's % -------------------------------------- Variable Rate 9,378,631 39.60% Fixed Rate 4,322,223 18.25% Tracker Rate 9,982,558 42.15% -------------------------------------- 23,683,412 100.00% ====================================== As at 8th October 2003 approximately 7% of the loans were flexible loans Mortgage Standard Variable Rate Effective Date Rate -------------- ---- 01 August 2003 5.54% 01 March 2003 5.79% 01 November 2002 5.94% Geographic Analysis - -------------------------------------------------------------------------------- Region Number (pound)000's % - -------------------------------------------------------------------------------- East Anglia 13,875 850,172 3.59% East Midlands 18,846 1,068,621 4.51% Greater London 60,305 5,220,124 22.04% North 14,823 720,989 3.04% North West 40,630 2,109,700 8.91% Scotland 21,119 1,125,099 4.75% South East 92,476 7,368,392 31.11% South West 27,476 1,798,392 7.59% Wales 17,842 883,701 3.73% West Midlands 24,285 1,380,097 5.83% Yorkshire and Humberside 22,221 1,100,266 4.65% Unknown 945 57,859 0.24% - -------------------------------------------------------------------------------- Total 354,843 23,683,412 100.00% ================================================================================ Holmes Financing No 1 plc Periodic Report re Holmes Trustees Limited and Holmes Funding Limited For Period 09 September 2003 to 08 October 2003 All values are in thousands of pounds sterling unless otherwise stated Original LTV Bands -------------------------------------------------- Range Number (pound)000's % -------------------------------------------------- 0.00 - 25.00 7,300 295,823 1.25% 25.01 - 50.00 43,910 2,415,720 10.20% 50.01 - 75.00 103,926 7,435,865 31.40% 75.01 - 80.00 19,293 1,417,619 5.99% 80.01 - 85.00 24,883 1,895,116 8.00% 85.01 - 90.00 52,484 4,053,128 17.11% 90.01 - 95.00 103,047 6,170,141 26.05% -------------------------------------------------- Total 354,843 23,683,412 100.00% ================================================== *** The balance is the current outstanding balance on the account including accrued interest. The LTV is that at origination and excludes any capitalised high loan to value fees, valuation fees or booking fees. Arrears ---------------------------------------------------------------- Band Number Principal Overdue % ---------------------------------------------------------------- Current 343,619 22,995,499 (3,130) 97.12% 1.00 - 1.99 months 7,398 455,295 3,435 1.92% 2.00 - 2.99 months 1,698 102,270 1,455 0.43% 3.00 - 3.99 months 810 46,797 962 0.20% 4.00 - 4.99 months 443 28,106 733 0.12% 5.00 - 5.99 months 274 16,144 519 0.07% 6.00 -11.99 months 475 27,146 1,313 0.11% 12 months and over 51 3,126 275 0.01% Properties in Possession 75 3,190 277 0.01% ---------------------------------------------------------------- Total 354,843 23,677,573 5,839 100.00% ================================================================

Definition of Arrears This arrears multiplier is calculated as the arrears amount ( which is the difference between the expected monthly repayments and the amount that has actually been paid, i.e. a total of under and/or over payments ) divided by the monthly amount repayable. It is recalculated every time the arrears amount changes, i.e. on the date when a payment is due. Holmes Financing No 1 plc Periodic Report re Holmes Trustees Limited and Holmes Funding Limited For Period 09 September 2003 to 08 October 2003 Movement in Shares of Trust Funding Seller ----------------------------------------- (pound)000's (pound)000's ----------------------------------------- Balance Brought Forward 14,060,023 9,936,820 Replenishment of Assets 0 945,000 Acquisition by Funding 0 0 Distribution of Principal Receipts 0 (1,261,091) Allocation of Losses (9) (6) Share of Capitalised Interest 1,568 1,107 Payment Re Capitalised Interest (1,568) 1,568 ----------------------------------------- Balance Carried Forward 14,060,014 9,623,398 ========================================= ----------------------------------------- Carried Forward Percentage 59.36651% 40.63349% ========================================= ----------------------------------------- Minimum Seller Share 947,336 4.00% ----------------------------------------- Cash Accumulation Ledger --------------------- (pound)000's --------------------- Brought Forward 896,660 --------------------- Additional Amounts Accumulated 9 Payment of Notes 0 --------------------- Carried Forward 896,669 ===================== --------------------- Target Balance 896,646 payable on 15th --------------------- October 2003 Liquidity Facilities Drawn(pound)000's Undrawn(pound)000's - -------------------- ----------------------------------------- Holmes Funding (pound)0 (pound)25,000 ----------------------------------------- Holmes Financing 1 (pound)0 (pound)25,000 ----------------------------------------- Holmes Financing 2 (pound)0 (pound)25,000 ----------------------------------------- Holmes Financing 3 (pound)0 (pound)25,000 ----------------------------------------- Holmes Financing 4 (pound)0 (pound)25,000 ----------------------------------------- Holmes Financing 5 (pound)0 (pound)25,000 ----------------------------------------- Holmes Financing 6 (pound)0 (pound)25,000 ----------------------------------------- Excess Spread --------------------- Quarter to 15/07/03 0.4620% --------------------- Quarter to 15/04/03 0.6113% --------------------- Quarter to 15/01/03 0.5960% --------------------- Quarter to 15/10/02 0.5892% --------------------- Holmes Financing No 1 plc Periodic Report re Holmes Trustees Limited and Holmes Funding Limited For Period 09 September 2003 to 08 October 2003 ----------------------------------------- Reserve Funds First Reserve Second Reserve ----------------------------------------- Balance as at 15/07/2003 (pound)229,932,855.00 (pound)56,890,739.99 ----------------------------------------- Required Amount as at 15/07/2003 (pound)350,000,000.00 (pound)160,929,823.00 ----------------------------------------- Percentage of Notes 1.63% 0.40% ----------------------------------------- Properties in Possession Stock ----------------------------------------- Current Period ----------------------------------------- Number (pound)000's ----------------------------------------- Brought Forward 61 2,732 ----------------------------------------- Repossessed in Period 27 1,652 ----------------------------------------- Sold in Period (13) (917) ----------------------------------------- Carried Forward 75 3,467 ========================================= ----------------------------------------- Cumulative ----------------------------------------- Number (pound)000's ----------------------------------------- Repossessed to date 392 20,000 Sold to date (317) (16,533) ----------------------------------------- Carried Forward 75 3,467 ========================================= Repossession Sales Information --------------------- Average time Possession to Sale 79 Days --------------------- Average arrears at time of Sale (pound)3,183 --------------------- MIG Claim Status ----------------------------------------- Number (pound)000's ----------------------------------------- MIG Claims made 172 1,280 ----------------------------------------- MIG Claims outstanding 9 85 ----------------------------------------- --------------------- Average time claim to payment 35 --------------------- Trigger Events There has been no debit to the AAA Principal Deficiency Ledger The Seller has not suffered an Insolvency Event The Seller is still the Servicer The Outstanding Principal balance is in excess of (pound)21 billion Holmes Financing No 1 plc Periodic Report re Holmes Trustees Limited and Holmes Funding Limited For Period 09 September 2003 to 08 October 2003 Retired Class A Notes - ------------------------------------------------------------------------------------------------------------------------------------ Date Retired Holmes 1 Holmes 2 Holmes 3 Holmes 4 Holmes 5 Holmes 6 Holmes 7 - ------------------------------------------------------------------------------------------------------------------------------------ 02Q3 - 703 - - 352 - - 02Q4 - - - - 352 - - 03Q1 - - 750 - - - - 03Q2 - - - - - - - 03Q3 600 - - - - 481 - 03Q4 - 176 - 191 - 481 - - ------------------------------------------------------------------------------------------------------------------------------------ Outstanding Class A Notes - ------------------------------------------------------------------------------------------------------------------------------------ Expected Redemption Holmes 1 Holmes 2 Holmes 3 Holmes4 Holmes 5 Holmes 6 Holmes 7 - ------------------------------------------------------------------------------------------------------------------------------------ 03Q4 - - - - - - - 04Q1 - 176 - 191 - - 241 04Q2 - 176 - 191 - - 241 04Q3 - 176 - 191 - - - 04Q4 - - - - 698 - - 05Q1 - - 750 - - - - 05Q2 - - - - - 801 - 05Q3 650 - - - - - - 05Q4 - 125 - - - - - 06Q1 - 125 - - - - 803 06Q2 - 125 - - - - - 06Q3 - 125 500 1,340 - - - 06Q4 - - - 350 875 - - 07Q1 - - - - - - 161 07Q2 - - - - - 634 161 07Q3 575 - - - - - - 07Q4 - 300 - - - 770 - 08Q1 - - - - - - - 08Q2 - - - - - 500 592 08Q3 - - - - - - - 08Q4 - - - - - - - 09Q1 - - - - - - - 09Q2 - - - - - - - 09Q3 - - - - - - - 09Q4 - - - - - - - 10Q1 - - - - - - - 10Q2 - - - - - - - 10Q3 250 - - - - - - 10Q4 - - - - - - - - ------------------------------------------------------------------------------------------------------------------------------------
Holmes Financing No 1 plc Periodic Report re Holmes Trustees Limited and Holmes Funding Limited For Period 09 September 2003 to 08 October 2003 [GRAPHIC OMITTED] SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. 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