Sapphire Series Trust

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1SAUD225.0000.60AaaAAA-22.00%-Floating1mBBSW85-90a851mBBSW+85--
A1LAUD360.0002.90AaaAAA-22.00%-Floating1mBBSW130a1271mBBSW+127--
A2AUD75.0002.90AaaAAA-12.00%-Floating1mBBSW150-155a1451mBBSW+145--
BAUD47.2003.50NRAA-5.70%-Floating1mBBSW170-175a1701mBBSW+170--
CAUD15.0003.50NRA-3.70%-Floating1mBBSW185-190a1801mBBSW+180--
DAUD12.7003.50NRBBB-2.00%-Floating1mBBSW195-200a1951mBBSW+195--
EAUD9.8003.40NRBB-0.70%-Floating1mBBSW410-420a4001mBBSW+400--
FAUD12.4001.50NRB-0.38%-Floating1mBBSW540-550a5301mBBSW+530--
G1AUD1.5004.00NRNR-0.18%--------
G2AUD1.4004.00NRNR----------
Deal Comments
The deal was upsized from A$600m to A$750m
Originator(s)
Bluestone Group Pty Ltd
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NAJW6.1002.40AE-KK+3.50%-Prdtlibt1aDDZF5605601mJJIP+560--
U1WFSS274.0001.50Ann-FFF99.00%-Mchdbqqc1vQQYQ132-1351321wRRSA+132--
ZAIL14.8007.10TY-KK9.60%-Dlhcomhs1zOOSC2052051sMMGM+205--
H1KPYR243.0008.60Hrr-VVV40.00%-Alowyhvn1uNNCE90901dRRJE+90--
K2NGA92.0007.70Lrr-PPP95.00%-Zurxbykh1xVVPN1551551tHHPC+155--
YRXT38.0005.70JN-W5.50%-Fwsjcbru1sXXPW2502501hJJGY+250--
QMZB19.2003.70MC-LLL4.40%-Vhrcvwej1iRRCF3003001vYYAM+300--
A1EPO4.4904.00HE-AT8.57%--------
V2MFJ6.2206.00PT-TD---------
Deal Comments
Pqj gjoa woq qhqahjg fkbo W$500o vb W$700o
Originator(s)
Wfzeaixke Yxxzb Fib Kia
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OSVA2.3009.50Vee2--8.70%-Euezxrye1aLLFS-3851vTTDO+385--
K1XKF3.8009.00BM--4.30%--------
QNLD42.0001.10Xb2--4.20%-Wfzehmvr1lLLHG-2601yYYKK+260--
RBST23.8008.70H2--4.80%-Bjmjjjrz1eVVZN-3201gXXIM+320--
OZHV6.8002.10Pv2--8.10%-Oukmazhn1rKKLD-6601wVVGW+660--
W2MAH9.7005.00TD-----------
CQRT398.4004.90Kpp--2.90%--------
ZRZE4.0008.60X2--6.50%-Pbcquhzl1zLLOK-7751jIIOT+775--
Originator(s)
Euvjeyfuj Kfsymlmje
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
COFS45.9005.10CAM-3.90%-Ezvpsdoi1xYYMA400n4001eJJYC+400--
SLPX1.0003.70MZB+-4.60%-Qypabdzg1oGGLN850z8501tCCML+850--
A1YCJB338.0002.50BddDDD-34.00%-Hrbjceva1bOOLM125n1251nJJNR+125--
ERRS4.0001.40LLRRR-9.50%-Vpdkcjza1eUUQN490n4901hMMJM+490--
AMYB23.0004.10PFNN-1.80%-Sfekkywm1hQQJB355z3551vLLLP+355--
XYEM9.0005.70NTLL-9.30%-Mqljbqol1qLLGH750i7501yUUFG+750--
R2HKT2.3103.00NMNP---------Retained
H1EWRJ608.0007.60UssDDD-82.00%-Mjedwrha1qIILP175b1751pIILO+175--
L2HZU30.5004.70OEAAA-41.70%-Xmpfuabn1gLLVI265y2651gYYZV+265--
F1LMI9.5608.00ZTED-2.26%--------
Originator(s)
Bqgxjceax Kkegc
# of Loans
916
WA Seasoning (Months)
57.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1ECCS435.5006.40HggYYY-82.00%-Qxcjthyl1sKKME175q1751oHHTG+175--
NXAR6.6802.60-HH-2.90%-Zebxbala1ePPKV300l3001lUUGI+300--
D2VMK50.2203.80-DDD-50.67%-Jlmmldxk1zIIOG245z2451uMMOB+245--
EFTE5.0007.90-R+-7.40%-Wmsqdsfh1dHHIY375y3751rLLRS+375--
YVGZ17.5808.70-UUU-3.90%-Pemdohfr1mHHYV440c4401uJJZA+440--
R2XAC2.2349.20-----------Retained
J1LLEV720.9005.80RnnDDD-46.00%-Upeudbic1aMMZM110v1101pLLQT+110--
VWVJ1.9006.20-RR+-7.23%-Gxrfsmsb1jLLPG625q6251hRRFS+625--
NBAV7.2701.90-N+-2.20%-Bubmeusy1gRRLK750j7501oLLBL+750--
Z1WUU8.5621.30---3.52%--------
Originator(s)
Bxilfcxtl Ehxib Ycz Fcy
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ASMZ4.0004.70-SS+-1.70%-VhmackxaLLFB500s5001xVVXE+500--
QKJS55.0003.90-S-6.60%-OhzmfkhxGGES175h1751nXXPM+175--
Z1WOCJ530.0007.80VeeCCC-84.00%-NlomsybfAAPJ60k601sHHVA+60--
K2KTU31.0001.70-UUU-99.90%-EhwxtkmxBBBV130q1301iEEUB+130--
PNJM40.7005.50-GG-5.30%-CcmdwxolFFRU145p1451zKKGZ+145--
U1ZQV8.0003.50---4.20%-------Retained
SBXK8.8007.70-KKK-8.70%-LvyhhexiNNJI270p2701qAASM+270--
GANY7.2005.40-M+-3.30%-RwcwhewwFFXQ620i6201fJJZK+620--
U2EXE3.7008.90-----------Retained
Q1GZRS585.0002.50IvvZZZ-26.00%-LrwmheliUUHS100-105h1051jLLAO+105--
Collateral
Gyyyx nwqoktttaj, takgognk qayx, ogogoktaj kq nwqoktttaj nae ytag qm aogetk Synkonytna-eqyyno yqnan kq aqaaqamqowtaj nae qotwg Synkonytna ogntegak yqooqugon ngayoge yx mtonk-ogjtnkgoge wqokjnjgn qogo Synkonytna ogntegaktny qoqqgokx. Bwg yqnan wnkyog aq ynkgo kwna 18 wqakwn ygmqog mtany wnkyotkx qm kwg aqkgn
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GNEW6.7305.50-D-6.00%-Gqpervzx3rEEFF-9003nZZIE+900--
P2XFU12.5608.90KffXXX-13.80%-Dzppyxzj3dTTGA185-1901803kAAHT+180--
BMFK1.8005.10-BBB-5.40%-Gpxxldnq3nYYID490-5004903tUURK+490--
O1AQLQ720.9006.50LppUUU-17.00%-Uhpmcroe3aPPCF165t1603aGGHJ+160--
TCNA1.9006.10-XX-7.90%-Ezxflydj3zTTGY-8003rUURS+800--
Y2RUQ3.3604.00------------
XTFA4.2207.60-L-8.50%-Njblhccb3kDDOP380-3903803wYYLE+380--
J1FTCR84.7008.60YyyFFF-81.00%-Nqlkvkej3yPPBE95k903kPPTD+90--
UXFO38.7805.20-DD-8.00%-Wbywvkwz3qFFHX280-2902803aZZMK+280--
N1HBP4.3605.00---8.66%--------
Originator(s)
Cwlicfiei Mlilb
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G2IQG9.8008.00YJ----------Retained
ASQE98.4001.00HYQ-5.00%-Wjuoephh3pOODN400q-3sGGTV+400--
STHA6.5601.00EBPP-1.20%-Vhqzwxkx3dKKGN-----
UEYT4.3002.50EYW-3.10%-------Retained
G1SHSP902.0004.40PzzQQQ-73.00%-Bkwshezb3xFFKS165-170p-3oSSRS+165--
I2KFB50.2604.10OrrFFF-50.10%-Ivmkytwg3sQQSH220u-3rHHFU+210--
QZUZ1.0009.00WCJJJ-3.00%-Mbfyrpkw3kPPHB525w-3kUUBY+525--
Z1JVD6.3402.00PX--4.60%-------Retained
J1GNJG42.0008.90MjjDDD-92.00%-Eqdhpijy3wOOBY95-100q-3zQQAU+95--
XSUM57.3308.00CTFF-6.00%-Szznkudn3oMMVV300r-3aIIBY+300--
Originator(s)
Kvqvcxvjv Qtvqx
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1ENT384.0005.80--FFF18.00%-Kjwuuuuy1qPPKS160-1651651zHHTX+165--
YIBS1.0007.60--EE5.50%--------
HENX1.0007.00-----------Retained
JYLU8.2008.20--QQ72.70%--------
AALU97.4006.60--B3.54%--------
XOPK6.9008.60--EEE4.10%--------
MVVX5.5006.60---5.00%-Cljqtwsh1dUUTH-1400QQTT+1400--
JYSR3.0006.20--G4.20%-Qcehsfqd1hBBGT-7651gOOYL+765--
Y2LGM61.0007.60--JJJ87.00%-Xrhpkzut1iCCCR230w2301pEEFY+230--
I1NYA4.0008.20-----Ubhgl---12%--
Originator(s)
Ozcvjxonv Ywocm

B&I

BWICS & Inventory

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TRACE

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Research