EX-99.1 2 holmes-10daex991_0630.htm

  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

  

Mortgage Asset Analysis

 

 

 

 

 

 

 

 

 

Analysis of Mortgage Trust Movements

 

 

 

 

Current Period

 

 

 

Number

£000's

 

 

Brought Forward

463,338

43,902,203

 

 

Replenishment

15,240

2,037,798

 

 

Repurchased

(7,870)

(1,003,050)

 

 

Redemptions

(7,603)

(918,008)

 

 

Losses

(43)

(507)

 

 

Capitalised Interest

0

5,018

( * see below )

 

Other Movements

0

0

 

 

Carried Forward

463,062

44,023,454

 

 

 

 

 

 

 

 

 

 

 

 

* Capitalised interest refers to interest due met from amounts standing to

 

 

the credit of overpayment facilities on flexible loans

 

 

 

 

 

 

 

 

 

Cumulative

 

 

 

Number

£000's

 

 

Brought Forward

115,191

6,399,214

 

 

Replenishment

1,678,693

150,223,476

 

 

Repurchased

(553,017)

(46,577,577)

 

 

Redemptions

(775,939)

(66,277,199)

 

 

Losses

(370)

(6,198)

 

 

Capitalised Interest

0

261,738

( * see above )

 

Other Movements

0

0

 

 

Carried Forward

463,062

44,023,454

 

 

 

 

 

 

 

 

 

Page 1 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

 

Prepayment Rates

 

 

 

 

 

Trust Payment Rate (CPR) - Redemptions

Annualised Trust Payment Rate (CPR)

 

 

1 Month

2.09%

22.40%

 

 

3 Month

5.57%

20.50%

 

 

12 Month

25.78%

25.78%

 

 

 

 

 

 

 

 

Trust Payment Rate (CPR) - Repurchases

Annualised Trust Payment Rate (CPR)

 

 

1 Month

3.67%

28.55%

 

 

3 Month

7.29%

21.85%

 

 

12 Month

18.29%

18.29%

 

 

 

 

 

 

 

 

Trust Payment Rate (CPR) - Redemptions and Repurchases

Annualised Trust Payment Rate (CPR)

 

 

1 Month

5.76%

50.95%

 

 

3 Month

12.86%

42.35%

 

 

12 Month

44.06%

44.06%

 

 

 

 

 

 

 

Asset Profiles

 

 

 

 

Weighted Average Seasoning

36.56

months

 

 

Weighted Average Loan size

£95,070.32

 

 

 

Weighted Average LTV

65.75%

*** (see below)

 

 

Weighted Average Indexed LTV

59.05%

using Halifax House Price Index

 

Weighted Average Indexed LTV

58.73%

using Nationwide House Price Index

 

Weighted Average Remaining Term

17.73

Years

 

 

 

 

 

 

 

Product Type Analysis

£000's

%

 

 

Variable Rate

9,236,121

20.98%

 

 

Fixed Rate

19,660,875

44.66%

 

 

Tracker Rate

15,126,459

34.36%

 

 

 

44,023,454

100.00%

 

 

 

 

 

 

 

As at 09 June 2008 approximately 16.59% of the loans were flexible loans

 

 

 

 

 

 

 

 

 

Page 2 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

 

Repayment Method Analysis

£000's

%

 

 

Endowment

3,970,916

9.02%

 

 

Interest Only

15,417,014

35.02%

 

 

Repayment

24,635,525

55.96%

 

 

 

44,023,454

100.00%

 

 

 

 

 

 

 

As at 09 June 2008 approximately 29.27% of the loans were written under Abbey's policy of non-income verification

 

 

 

 

 

Loan Purpose Analysis

£000's

%

 

 

Purchase

24,543,076

55.75%

 

 

Remortgage

19,480,378

44.25%

 

 

 

44,023,454

100.00%

 

 

 

 

 

 

 

Mortgage Standard Variable Rate

 

 

 

 

Effective Date

Rate

 

 

 

01 May 2008

7.09%

 

 

 

01 March 2008

7.34%

 

 

 

01 January 2008

7.59%

 

 

 

01 August 2007

7.84%

 

 

 

 

 

 

 

 

Geographic Analysis

 

 

 

 

Region

Number

£000's

%

 

East Anglia

17,651

1,519,087

3.45%

 

East Midlands

24,565

1,975,213

4.49%

 

Greater London

79,733

9,974,581

22.66%

 

North

18,365

1,242,755

2.82%

 

North West

53,327

4,056,084

9.21%

 

Scotland

28,046

1,892,398

4.30%

 

South East

124,914

13,878,439

31.53%

 

South West

38,014

3,579,355

8.13%

 

Wales

21,395

1,548,077

3.52%

 

West Midlands

28,185

2,256,237

5.13%

 

Yorkshire and Humberside

28,410

2,064,873

4.69%

 

Unknown

457

36,355

0.08%

 

Total

463,062

44,023,454

100.00%

 

 

 

 

 

 

 

 

Page 3 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

 

Original LTV Bands

 

 

 

 

 

 

 

 

 

Range

Number

£000's

%

Average Seasoning

0.00 - 25.00

40,058

1,496,383

3.40%

35.68

25.01 - 50.00

124,430

8,407,189

19.10%

38.23

50.01 - 75.00

177,414

19,353,289

43.96%

35.49

75.01 - 80.00

21,417

2,717,099

6.17%

34.52

80.01 - 85.00

29,155

4,052,199

9.20%

31.87

85.01 - 90.00

43,348

5,865,695

13.32%

32.89

90.01 - 95.00

27,240

2,131,600

4.84%

61.87

Total

463,062

44,023,454

100.00%

36.56

 

 

 

 

 

*** 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

450,155

42,720,658

149

97.09%

1.00 - 1.99 months

7,258

734,096

5,863

1.67%

2.00 - 2.99 months

2,615

250,758

3,917

0.57%

3.00 - 3.99 months

1,127

106,460

2,366

0.24%

4.00 - 4.99 months

585

55,802

1,574

0.13%

5.00 - 5.99 months

341

33,690

1,193

0.08%

6.00 -11.99 months

687

68,978

3,485

0.16%

12 months and over

101

10,137

1,137

0.02%

Properties in Possession

193

21,499

1,692

0.05%

Total

463,062

44,002,078

21,376

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.

 

 

 

 

 

 

 

 

 

 

 

Page 4 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

 

Movement in Shares of Trust

 

 

 

 

 

Funding

Seller

 

 

 

£000's

£000's

 

 

Balance Brought Forward

33,793,101

10,109,102

 

 

Replenishment of Assets

0

2,037,798

 

 

Acquisition by Funding

0

0

 

 

Distribution of Principal Receipts

(209,177)

(1,711,881)

 

 

Allocation of Losses

(391)

(116)

 

 

Share of Capitalised Interest

3,865

1,153

 

 

Payment Re Capitalised Interest

(3,865)

3,865

 

 

Balance Carried Forward

33,583,533

10,439,921

 

 

 

 

 

 

 

Carried Forward Percentage

76.28555%

23.71445%

 

 

 

 

 

 

 

Minimum Seller Share

2,768,270

6.29%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash Accumulation Ledger

 

 

 

 

 

£000's

 

 

 

Brought Forward

1,248,252

 

 

 

Additional Amounts Accumulated

209,568

 

 

 

Payment of Notes

0

 

 

 

Carried Forward

1,457,820

 

 

 

 

 

 

 

 

Target Balance

1,456,913

payable on 15th July 2008

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1,456,913

 

 

 

 

 

 

 

 

 

 

Page 5 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

 

Excess Spread *

 

 

 

 

Quarter to 15/04/08

0.3174%

 

 

 

Quarter to 15/01/08

0.5229%

 

 

 

Quarter to 15/10/07

0.5859%

 

 

 

Quarter to 16/07/07

0.5050%

 

 

 

 

 

 

 

 

*Excess spread is calculated by reference to deferred consideration

 

 

(determined according to relevant accounting policies) for the period,

 

 

adjusted for non-cash related items and items relating to amounts

 

 

falling due after transfers to the first and second reserve funds in the

 

 

Funding Revenue Priority of Payments, expressed as a percentage of

 

 

the average note balance over that period.

 

 

 

 

 

 

 

 

 

 

 

 

 

Reserve Funds

First Reserve

Second Reserve

Funding Reserve

 

Balance as at 15/04/08

£563,000,000.00

£0.00

£10,000,000.00

 

Required Amount as at 15/04/08

£563,000,000.00

£0.00

£10,000,000.00

 

Percentage of Notes

1.61%

0.00%

0.03%

 

Percentage of Funding Share

1.68%

0.00%

0.03%

 

 

 

 

 

 

 

 

 

 

 

Notes Outstanding

 

 

 

 

 

£000's

Enhancement

 

 

AAA Notes Outstanding

32,576,888

8.64%

 

 

AA Notes Outstanding

952,146

5.92%

 

 

A Notes Outstanding

464,856

4.59%

 

 

BBB Notes Outstanding

1,046,954

1.61%

 

 

Total

35,040,844

 

 

 

 

 

 

 

 

Properties in Possession

 

 

 

 

 

 

 

 

 

Stock

 

 

 

 

 

Current Period

 

 

 

Number

£000's

 

 

Brought Forward

182

20,939

 

 

Repossessed in Period

48

11,236

 

 

Sold in Period

(37)

(8,984)

 

 

Carried Forward

193

23,191

 

 

 

 

 

 

 

 

Cumulative

 

 

 

Number

£000's

 

 

Repossessed to date

2,052

334,953

 

 

Sold to date

(1,859)

(311,762)

 

 

Carried Forward

193

23,191

 

 

 

 

 

 

 

 

 

Page 6 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

 

Repossession Sales Information

 

 

 

 

Average time Possession to Sale

105

Days

 

 

Average arrears at time of Sale

£6,397

 

 

 

 

 

 

 

 

MIG Claim Status **

 

 

 

 

 

Number

£000's

 

 

MIG Claims made

199

1,396

 

 

 

 

 

 

 

**On the 14th October, 2005, Abbey exercised its right to cancel all relevant MIG policies and

 

therefore, none of the mortgage loans in the portfolio are currently covered by a MIG policy.

 

 

 

 

 

 

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 £30 billion

 

 

 

 

 

 

 

 

 

 

 

 

Contact Details

 

 

 

 

If you have any queries regarding this report please contact the Securitisation Team via

 

 

 

 

 

 

Telephone : +44 (1908) 343836

 

 

 

 

Facsimilie : +44 (1908) 343019

 

 

 

 

Email : Securitisation@Abbey.com

 

 

 

Or, visit our website at www.holmesreporting.com

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Page 7 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

  

Notes

Deal

Rating (S&P/Moody's/Fitch)

Outstanding

Reference Rate

Margin

Series 4 Class A

Holmes Financing No. 1

AAA/Aaa/AAA

£250,000,000

 

6.62%

Series 4 Class B

Holmes Financing No. 1

AA/Aa3/AA

£11,000,000

5.92938%

0.62%

Series 4 Class C

Holmes Financing No. 1

BBB/Baa2/BBB

£14,000,000

5.92938%

1.75%

Series 3 Class A

Holmes Financing No. 8

AAA/Aaa/AAA

€ 660,000,000

4.74700%

0.15%

Series 3 Class B

Holmes Financing No. 8

AA/Aa3/AA

€ 22,666,667

4.74700%

0.27%

Series 3 Class C

Holmes Financing No. 8

BBB/Baa2/BBB

€ 38,333,333

4.74700%

0.85%

Series 4 Class A 1

Holmes Financing No. 8

AAA/Aaa/AAA

£900,000,000

5.92938%

0.15%

Series 4 Class A 2

Holmes Financing No. 8

AAA/Aaa/AAA

$500,000,000

2.71313%

0.14%

Series 4 Class B

Holmes Financing No. 8

AA/Aa3/AA

£39,900,000

5.92938%

0.30%

Series 4 Class C

Holmes Financing No. 8

BBB/Baa2/BBB

£68,000,000

5.92938%

0.90%

Series 2 Class A

Holmes Financing No. 9

AAA/Aaa/AAA

$2,175,000,000

2.71313%

0.06%

Series 3 Class A1

Holmes Financing No. 9

AAA/Aaa/AAA

€ 740,000,000

4.74700%

0.10%

Series 3 Class A2

Holmes Financing No. 9

AAA/Aaa/AAA

£400,000,000

5.92938%

0.09%

Series 4 Class A

Holmes Financing No. 9

AAA/Aaa/AAA

£600,000,000

5.92938%

0.09%

Series 2 Class A

Holmes Financing No. 10

AAA/Aaa/AAA

$720,000,000

2.71313%

0.03%

Series 2 Class B

Holmes Financing No. 10

AA/Aa3/AA

$55,000,000

2.71313%

0.09%

Series 2 Class C

Holmes Financing No. 10

BBB/Baa2/BBB

$55,000,000

2.71313%

0.35%

Series 3 Class A

Holmes Financing No. 10

AAA/Aaa/AAA

€ 1,000,000,000

4.74700%

0.07%

Series 3 Class B1

Holmes Financing No. 10

AA/Aa3/AA

€ 37,000,000

4.74700%

0.12%

Series 3 Class B2

Holmes Financing No. 10

AA/Aa3/AA

£27,500,000

5.92938%

0.12%

Series 3 Class M1

Holmes Financing No. 10

A/A2/A

€ 34,000,000

4.74700%

0.20%

Series 3 Class M2

Holmes Financing No. 10

A/A2/A

£20,000,000

5.92938%

0.20%

Series 3 Class C1

Holmes Financing No. 10

BBB/Baa2/BBB

€ 52,500,000

4.74700%

0.40%

Series 3 Class C2

Holmes Financing No. 10

BBB/Baa2/BBB

£22,000,000

5.92938%

0.40%

Series 4 Class A1

Holmes Financing No. 10

AAA/Aaa/AAA

$1,440,000,000

2.71313%

0.08%

Series 4 Class A2

Holmes Financing No. 10

AAA/Aaa/AAA

£750,000,000

5.92938%

0.09%

Series 2 Class A

Holmes Master Issuer 2006-1

AAA/Aaa/AAA

$1,500,000,000

2.71313%

0.06%

Series 2 Class B

Holmes Master Issuer 2006-1

AA/Aa3/AA

$35,000,000

2.71313%

0.12%

Series 2 Class M

Holmes Master Issuer 2006-1

A/A2/A

$30,000,000

2.71313%

0.19%

Series 2 Class C

Holmes Master Issuer 2006-1

BBB/Baa2/BBB

$40,000,000

2.71313%

0.39%

Series 3 Class A1

Holmes Master Issuer 2006-1

AAA/Aaa/AAA

$900,000,000

2.71313%

0.08%

Series 3 Class A2

Holmes Master Issuer 2006-1

AAA/Aaa/AAA

€ 670,000,000

4.74700%

0.10%

Series 3 Class A3

Holmes Master Issuer 2006-1

AAA/Aaa/AAA

£700,000,000

5.92938%

0.10%

Series 3 Class B2

Holmes Master Issuer 2006-1

AA/Aa3/AA

€ 37,500,000

4.74700%

0.15%

Series 3 Class B3

Holmes Master Issuer 2006-1

AA/Aa3/AA

£20,000,000

5.92938%

0.15%

Series 3 Class M2

Holmes Master Issuer 2006-1

A/A2/A

€ 35,500,000

4.74700%

0.22%

Series 3 Class M3

Holmes Master Issuer 2006-1

A/A2/A

£12,000,000

5.92938%

0.22%

Series 3 Class C2

Holmes Master Issuer 2006-1

BBB/Baa2/BBB

€ 61,500,000

4.74700%

0.42%

Series 3 Class C3

Holmes Master Issuer 2006-1

BBB/Baa2/BBB

£12,500,000

5.92938%

0.42%

Series 2 Class A

Holmes Master Issuer 2007-1

AAA/Aaa/AAA

$1,500,000,000

2.71313%

0.05%

Series 2 Class B2

Holmes Master Issuer 2007-1

AA/Aa3/AA

€ 26,300,000

4.74700%

0.14%

Series 2 Class M2

Holmes Master Issuer 2007-1

A/A2/A

€ 10,600,000

4.74700%

0.22%

Series 2 Class M3

Holmes Master Issuer 2007-1

A/A2/A

£10,800,000

5.92938%

0.22%

Series 2 Class C1

Holmes Master Issuer 2007-1

BBB/Baa2/BBB

$9,800,000

2.71313%

0.42%

Series 2 Class C2

Holmes Master Issuer 2007-1

BBB/Baa2/BBB

€ 21,900,000

4.74700%

0.42%

Series 2 Class C3

Holmes Master Issuer 2007-1

BBB/Baa2/BBB

£5,000,000

5.92938%

0.42%

Series 3 Class A1

Holmes Master Issuer 2007-1

AAA/Aaa/AAA

$1,600,000,000

2.71313%

0.08%

 

 

Page 8 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

 

Series 3 Class A2

Holmes Master Issuer 2007-1

AAA/Aaa/AAA

€ 1,500,000,000

4.74700%

0.10%

Series 3 Class A3

Holmes Master Issuer 2007-1

AAA/Aaa/AAA

£800,000,000

5.92938%

0.10%

Series 3 Class B2

Holmes Master Issuer 2007-1

AA/Aa3/AA

€ 46,700,000

4.74700%

0.14%

Series 3 Class B3

Holmes Master Issuer 2007-1

AA/Aa3/AA

£48,000,000

5.92938%

0.14%

Series 3 Class M2

Holmes Master Issuer 2007-1

A/A2/A

€ 28,000,000

4.74700%

0.22%

Series 3 Class M3

Holmes Master Issuer 2007-1

A/A2/A

£28,800,000

5.92938%

0.22%

Series 3 Class C2

Holmes Master Issuer 2007-1

BBB/Baa2/BBB

€ 86,900,000

4.74700%

0.42%

Series 3 Class C3

Holmes Master Issuer 2007-1

BBB/Baa2/BBB

£25,500,000

5.92938%

0.42%

Series 4 Class A

Holmes Master Issuer 2007-1

AAA/Aaa/AAA

$1,000,000,000

2.71313%

0.10%

Series 1 Class A1

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

$612,500,000

2.71313%

0.03%

Series 1 Class A2

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

$600,000,000

2.71313%

0.04%

Series 1 Class B

Holmes Master Issuer 2007-2

AA/Aa3/AA

$41,000,000

2.71313%

0.07%

Series 1 Class C

Holmes Master Issuer 2007-2

BBB/Baa2/BBB

$64,200,000

2.71313%

0.23%

Series 2 Class A

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

CAD 600,000,000

3.16143%

0.08%

Series 2 Class A1

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

$2,750,000,000

2.71313%

0.05%

Series 2 Class B1

Holmes Master Issuer 2007-2

AA/Aa3/AA

$25,000,000

2.71313%

0.12%

Series 2 Class B2

Holmes Master Issuer 2007-2

AA/Aa3/AA

€ 95,000,000

4.74700%

0.13%

Series 2 Class B3

Holmes Master Issuer 2007-2

AA/Aa3/AA

£50,000,000

5.92938%

0.14%

Series 2 Class C1

Holmes Master Issuer 2007-2

BBB/Baa2/BBB

$34,000,000

2.71313%

0.41%

Series 2 Class C2

Holmes Master Issuer 2007-2

BBB/Baa2/BBB

€ 106,000,000

4.74700%

0.41%

Series 2 Class C3

Holmes Master Issuer 2007-2

BBB/Baa2/BBB

£45,000,000

5.92938%

0.43%

Series 2 Class M1

Holmes Master Issuer 2007-2

A/A2/A

$10,000,000

2.71313%

0.22%

Series 2 Class M2

Holmes Master Issuer 2007-2

A/A2/A

€ 20,000,000

4.74700%

0.22%

Series 2 Class M3

Holmes Master Issuer 2007-2

A/A2/A

£38,000,000

5.92938%

0.24%

Series 3 Class A1

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

$1,250,000,000

2.71313%

0.08%

Series 3 Class A2

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

€ 1,300,000,000

4.74700%

0.09%

Series 3 Class A3

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

£450,000,000

5.92938%

0.09%

Series 4 Class A1

Holmes Master Issuer 2007-2

AAA/Aaa/AAA

$750,000,000

2.71313%

0.10%

Series 1 Class A1

Holmes Master Issuer 2007-3

AAA/Aaa/AAA

€ 3,854,466,000

4.81500%

0.29%

Series 1 Class A2

Holmes Master Issuer 2007-3

AAA/Aaa/AAA

€ 3,114,720,000

4.81200%

0.31%

Series 1 Class A3

Holmes Master Issuer 2007-3

AAA/Aaa/AAA

€ 2,491,776,000

4.81300%

0.32%

Series 1 Class B

Holmes Master Issuer 2007-3

AA/Aa3/AA

£124,000,000

5.92938%

1.00%

Series 1 Class M

Holmes Master Issuer 2007-3

A/A2/A

£127,000,000

5.92938%

1.60%

Series 1 Class C

Holmes Master Issuer 2007-3

BBB/Baa2/BBB

£250,000,000

5.92938%

2.25%

Series 1 Class A1

Holmes Master Issuer 2008-1

AAA/Aaa/AAA

€ 2,257,200,000

4.74800%

0.44%

Series 1 Class A2

Holmes Master Issuer 2008-1

AAA/Aaa/AAA

€ 4,514,400,000

4.75000%

0.41%

Series 1 Class A3

Holmes Master Issuer 2008-1

AAA/Aaa/AAA

€ 1,003,200,000

4.74200%

0.47%

Series 1 Class A4

Holmes Master Issuer 2008-1

AAA/Aaa/AAA

€ 1,630,200,000

4.74700%

0.44%

Series 1 Class B

Holmes Master Issuer 2008-1

AA/Aa3/AA

£370,000,000

5.92160%

1.00%

Series 1 Class M

Holmes Master Issuer 2008-1

A/A2/A

£120,000,000

5.92160%

1.60%

Series 1 Class C

Holmes Master Issuer 2008-1

BBB/Baa2/BBB

£250,000,000

5.92160%

2.25%

 

 

 

 

 

 

 

 

Page 9 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

 

 

 

  

Retired Class A Notes

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Date Retired

Holmes 1

Holmes 8

Holmes 9

Holmes 10

Holmes 2006-1

Holmes 2007-1

Holmes 2007-2

Holmes 2007-3

Holmes 2008-1

02Q3

-

-

-

-

-

-

-

-

-

02Q4

-

-

-

-

-

-

-

-

-

03Q1

-

-

-

-

-

-

-

-

-

03Q2

-

-

-

-

-

-

-

-

-

03Q3

600

-

-

-

-

-

-

-

-

03Q4

-

-

-

-

-

-

-

-

-

04Q1

-

-

-

-

-

-

-

-

-

04Q2

-

-

-

-

-

-

-

-

-

04Q3

-

-

-

-

-

-

-

-

-

04Q4

-

-

-

-

-

-

-

-

-

05Q1

-

-

-

-

-

-

-

-

-

05Q2

-

1,001

-

-

-

-

-

-

-

05Q3

650

-

-

-

-

-

-

-

-

05Q4

-

-

-

-

-

-

-

-

-

06Q1

-

-

-

-

-

-

-

-

-

06Q2

-

-

-

-

-

-

-

-

-

06Q3

-

-

-

-

-

-

-

-

-

06Q4

-

-

1,018

-

-

-

-

-

-

07Q1

-

812

-

-

-

-

-

-

-

07Q2

-

-

-

-

-

-

-

-

-

07Q3

575

-

-

679

-

-

-

-

-

07Q4

-

-

-

-

-

-

-

-

-

08Q1

-

-

-

-

-

771

-

-

-

08Q2

-

221

-

388

-

600

715

-

-

 

 

 

 

 

 

 

 

 

 

 

 

Page 10 of 12

 



  

Holmes Master Issuer plc 2007-1

Periodic Report re Holmes Trustees Limited and Holmes Funding Limited

For Period 09 May 2008 to 09 June 2008

 

 

 

 

 

All values are in thousands of pounds sterling unless otherwise stated

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

 

 

 

Outstanding Class A Notes

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Expected Redemption

Holmes 1

Holmes 8

Holmes 9

Holmes 10

Holmes 2006-1

Holmes 2007-1

Holmes 2007-2

Holmes 2007-3

Holmes 2008-1

08Q2

-

-

-

-

-

-

-

-

-

08Q3

-

221

-

388

-

-

715

-

-

08Q4

-

221

1,272

-

-

-

-

-

-

09Q1

-

1,171

-

-

-

-

-

-

-

09Q2

-

-

-

342

-

-

-

-

-

09Q3

-

-

-

342

397

-

-

-

-

09Q4

-

-

-

-

397

-

-

-

-

10Q1

-

-

453

-

-

386

-

-

-

10Q2

-

-

453

-

-

386

1,664

-

-

10Q3

250

-

600

-

-

-

-

-

-

10Q4

-

-

-

1,526

1,632

-

-

-

-

11Q1

-

-

-

-

-

-

-

-

-

11Q2

-

-

-

-

-

2,649

654

-

-

11Q3

-

-

-

-

-

-

654

-

-

11Q4

-

-

-

-

-

-

654

-

-

12Q1

-

-

-

-

-

-

-

918

-

12Q2

-

-

-

-

-

-

-

918

-

12Q3

-

-

-

-

-

-

377

918

-

12Q4

-

-

-

-

-

515

-

-

-

13Q1

-

-

-

-

-

-

-

742

-

13Q2

-

-

-

-

-

-

-

742

-

13Q3

-

-

-

-

-

-

-

742

-

13Q4

-

-

-

-

-

-

-

-

-

14Q1

-

-

-

-

-

-

-

593

-

14Q2

-

-

-

-

-

-

-

593

-

14Q3

-

-

-

-

-

-

-

593

-

14Q4

-

-

-

-

-

-

-

-

7,500

15Q1

-

-

-

-

-

-

-

-

-

 

 

 

 

 

 

 

 

 

 

 

 

Page 11 of 12

 



  

Holmes Master Issuer plc 2007-1
Periodic Report re Holmes Trustees Limited and Holmes Funding Limited
For Period 09 May 2008 to 09 June 2008

All values are in thousands of pounds sterling unless otherwise stated

 

 

 


 

 

Page 12 of 12