Sapphire Series Trust (SAPAS) 2023-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
SAPAS 2023-1 (AUD 499m)Cerberus Capital Management LPAPAC
May 5, 2023
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
RKAO46.0008.20LWYY-2.10%-Rfvlfscb1gEEUY-355r3551eXXYF+355--
Q1NOY1.9604.00QYJZ-5.13%---------
JQRF11.4005.40OSM-3.70%-Bzjcemtb1nPPOY-400r4001uUUZJ+400--
KJGL2.0008.40YFBB-9.60%-Rhdufrbm1kIIUZ-750h7501dVVVY+750--
EKEL6.0006.90EMF+-2.30%-Zcjexkpl1jRRCM-850l8501zZZSJ+850--
W2ZPG8.7408.00BRCU----------Retained
Z1MZWH860.0007.40GaaCCC-41.00%-Tlohdeah1zDDKK-125v1251iVVTR+125--
Z2GCA12.3006.50AGIII-49.50%-Wpcllsfc1sLLCJ-265z2651qOOYC+265--
FQOQ9.0006.90STFFF-6.50%-Sfsbceqn1kUUEG-490b4901lDDSP+490--
I1PARJ730.0001.20ZbbOOO-84.00%-Jefuopex1cAAQK-175t1751jPPIG+175--
Originator(s)
Pgmeubude Eyumh
# of Loans
214
WA Seasoning (Months)
35.8

Commentary 

Upgrade Plan

Deal Flow 

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