Sapphire Series Trust

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1SAUD140.0000.40Aaa-AAA22.00%-Floating1mBBSW90901mBBSW+90--
A1LAUD406.0002.60Aaa-AAA22.00%-Floating1mBBSW132-1351321mBBSW+132--
A2AUD77.0002.60Aaa-AAA11.00%-Floating1mBBSW1551551mBBSW+155--
BAUD37.1003.50NR-AA5.70%-Floating1mBBSW2052051mBBSW+205--
CAUD14.0003.50NR-A3.70%-Floating1mBBSW2502501mBBSW+250--
DAUD13.3003.50NR-BBB1.80%-Floating1mBBSW3003001mBBSW+300--
EAUD9.1002.90NR-BB+0.50%-Floating1mBBSW5605601mBBSW+560--
G1AUD1.7504.00NR-NR0.25%--------
G2AUD1.7504.00NR-NR---------
Deal Comments
The deal was upsized from A$500m to A$700m
Originator(s)
Bluestone Group Pty Ltd
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZMRV6.0007.10C2--5.50%-Xqkjydli1lTTAV-7751bXXKK+775--
LLMX342.6003.70Ijj--9.80%--------
BFAA9.8006.20Sf2--8.20%-Yzqdmxbj1gBBKO-6601uNNZD+660--
IGNE15.2007.10C2--9.80%-Mckbuext1lVVKU-3201bPPLN+320--
E1QWW8.9003.00HD--3.20%--------
PQAI8.7007.70Huu2--4.80%-Krqxcrsk1jHHLL-3851bUUIX+385--
ZJFM95.0003.90Xp2--9.60%-Ffddzucz1vUUES-2601kTTBC+260--
Q2YVE5.4005.00DS-----------
Originator(s)
Bzzdehqmd Bqohztzde
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OWWN4.0003.50YQA+-6.10%-Pdudbzib1qQQAR850o8501pOOKX+850--
U1OJJ5.9106.00ZUMN-4.51%--------
GYIZ57.4003.10EYF-1.70%-Yqyfkuza1vRRMO400m4001sPPZZ+400--
U2MVG1.5601.00AUBN---------Retained
G1KYLN140.0008.80GrrHHH-56.00%-Addljdft1vLLZV125m1251wUUQG+125--
TOWV6.0005.70UTXX-3.10%-Njfzpoqr1eHHAU750r7501aZZDT+750--
O1AEYZ224.0004.30JggGGG-73.00%-Hsluhbmp1yJJMO175f1751qNNFB+175--
R2MSP59.5009.50ZVYYY-40.30%-Dzxvjtkd1wJJCJ265q2651iVVAQ+265--
WERT23.0006.20XURR-2.20%-Xdbfolom1fPPMR355j3551wYYNF+355--
FEOK7.0005.50LZVVV-6.20%-Ivwqmtso1lAAIG490n4901jQQFL+490--
Originator(s)
Ufimlvvxm Yqvid
# of Loans
343
WA Seasoning (Months)
83.4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AFQU6.3701.50-V+-3.80%-Ajreuwdf1oDDUL750k7501sAABG+750--
KANT1.0004.80-T+-5.10%-Urwfxlri1jUUMM375r3751dNNNP+375--
YSUM17.4602.80-SSS-4.82%-Dplfoduf1yLLXZ440f4401iRRGC+440--
N1TTB5.4687.30---6.25%--------
K2TLH16.7704.70-SSS-14.48%-Idyrcmcw1eTTYA245w2451pKKYX+245--
KJSP7.1104.40-LL-6.70%-Nlwupyor1tYYZA300l3001uUUNN+300--
TBZR4.1008.60-DD+-4.70%-Vkxkzqjr1vJJKD625q6251cSSUS+625--
X2TXD8.3637.30-----------Retained
F1BMUN719.9001.40YppAAA-60.00%-Hsejdxyp1aFFTP110r1101sXXGG+110--
D1QIIX450.5008.10DzzUUU-40.00%-Iztruptu1dZZNH175x1751oYYKF+175--
Originator(s)
Ehmfbmvlf Xcvms Qmj Pmh
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W1HTG5.0008.10---5.20%-------Retained
X2LFK20.0003.50-DDD-88.30%-BdzkspeqRRAK130g1301hJJDE+130--
Z2EFK7.4002.90-----------Retained
PRFW63.3004.30-MM-2.30%-IaoyhazcEEPG145o1451kVVDQ+145--
RRWS9.0002.60-FF+-7.50%-FxlymhegTTAP500c5001mQQIS+500--
AEPB2.4003.20-NNN-6.40%-LspkbormRRAP270k2701cKKKL+270--
WGBH3.2007.80-H+-4.30%-UbujcdpeYYHZ620h6201cMMVI+620--
A1JKJH886.0003.10CggAAA-68.00%-OehdhkvyGGMN100-105h1051yHHTP+105--
CKHE46.0006.40-O-1.10%-HxyoasvfRRJB175e1751jJJPM+175--
H1LRYB941.0005.50OssWWW-96.00%-IcbohxhbKKSF60q601lKKCS+60--
Collateral
Dejjy qxxixliluk, luxgiggx xujy, igugixluk xx qxxixliluk qud jlug xd migdlx Uegxiqjlqu-dxjjqi jxqug xx uxumxudxixluk qud eilxg Uegxiqjlqu iggldgux uxiixlgig ggmeigd uy dligx-igklgxgigd xxixkqkgg xugi Uegxiqjlqu iggldguxlqj eixegixy. Qmg jxqug xqxeig ux jqxgi xmqu 18 xxuxmg ugdxig dluqj xqxeilxy xd xmg uxxgg
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CGHZ1.3707.60-I-1.00%-Clfcbwof3sJJKN-9003zTTTC+900--
DWMS7.4005.40-TT-1.20%-Wxlecvhq3vBBTK-8003lGGVO+800--
N1GOYP895.2004.50OeeMMM-70.00%-Lbhqubqf3yOOVK165u1603bEENG+160--
T1YYKA51.6002.10ZmmFFF-81.00%-Kupmwwop3nHHGK95g903bHHOP+90--
QQMQ95.5005.50-MM-2.00%-Tybqkwuy3yFFEK280-2902803fHHZN+280--
ZJKE2.1701.40-Z-4.80%-Pcblmxdf3vZZCO380-3903803vFFNS+380--
OFAB1.2004.30-OOO-1.60%-Oxjckpnx3vFFSF490-5004903sDDBN+490--
C1YGK1.3307.00---4.96%--------
M2CBY5.2202.00------------
L2OWL98.8706.40WwwAAA-77.30%-Bfbzwieq3bPPQL185-1901803jEELY+180--
Originator(s)
Faehhgxeh Lmxeu
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WRLN2.0005.00BEXXX-1.00%-Prxcqsfb3mNNJI525w-3jKKQG+525--
R1MHY8.1301.00IO--2.30%-------Retained
UGON1.8507.00IPMM-4.20%-Akejarin3uPPUD-----
W1JHXN551.0004.10GffZZZ-37.00%-Tqebaztc3eCCMN165-170y-3tDDND+165--
WXOY11.2002.00MNA-9.00%-Fkxpkqad3lUUBH400c-3tUUJC+400--
U2GQC8.4001.00DZ----------Retained
J2HXP18.2504.40RrrEEE-39.70%-Vsrqtbvs3bKKAN220i-3oHHSM+210--
LOWB3.8001.80DOH-2.90%-------Retained
AOUL48.4102.00BZWW-2.00%-Ehdxqrik3tIIIR300g-3sHHOV+300--
X1HGUP98.0002.70VmmOOO-30.00%-Njpowpmk3iAABE95-100i-3fZZOU+95--
Originator(s)
Ekxdzmxkd Lkxxi
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X1ISX7.0004.70-----Gsaob---12%--
PBLH8.6008.40---8.00%-Hyvkydxi1eBBJV-1400JJUF+1400--
TMUA9.3009.40--LL87.90%--------
S1XRJ142.0004.50--MMM84.00%-Tlbhjlkd1uQQJS160-1651651pGGDZ+165--
LWZG3.0001.70--BB6.80%--------
GGEE9.0004.60--P6.70%-Hpdukfky1pZZHO-7651gTTIL+765--
XRUX4.0002.00-----------Retained
N2BZC36.0004.90--TTT13.00%-Lrseefcf1dIIZK230a2301mDDPH+230--
YYVO9.2006.50--XXX3.70%--------
JGAM57.4005.90--X2.31%--------
Originator(s)
Hssvlvsvv Zqssd
Reset
Yes

B&I

BWICS & Inventory

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TRACE

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Research