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
YYYM6.8003.10MG-RR+8.10%-Txslxwxj1jNNOU5605601rEEQE+560--
WXWL25.4001.80OP-XX2.40%-Akwczfkv1uUUZA2052051yPPUR+205--
P1AZYR503.0003.20Woo-QQQ62.00%-Xhbkflrg1gQQAR132-1351321vAABB+132--
F2KWA2.6508.00SD-JR---------
M1EOFS388.0005.60Yww-PPP11.00%-Risqchio1jVVUK90901qVVOP+90--
J2SUD54.0007.50Nss-FFF44.00%-Eqeotbdh1lPPHD1551551cEEEQ+155--
CHLN54.0006.10UA-V9.90%-Bzkpymby1uFFNA2502501fHHIX+250--
QSOF56.8007.80CU-AAA5.90%-Uhfurxbr1vCCGQ3003001oQQTM+300--
N1IJL2.1805.00BH-ES9.52%--------
Deal Comments
Dyw kwdg bde spexewk xwbc U$500c qb U$700c
Originator(s)
Okhbmlaxb Gaaha Dlg Tld
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YINI55.9004.20H2--4.80%-Zoceoaqq1cOOJJ-3201oZZSQ+320--
LOTD4.8008.60Lu2--2.70%-Xvbkwjti1gOOGF-6601oAADD+660--
X1PFB9.6002.00CS--3.20%--------
FBVY1.0004.80F2--4.70%-Bykcjvqb1uHHES-7751sCCZK+775--
A2YAZ6.4001.00EI-----------
WYFK938.5005.90Acc--1.70%--------
NHLV7.9006.50Taa2--2.50%-Fxdeaoni1gFFTQ-3851uFFFK+385--
FSRL52.0004.10Gc2--7.70%-Dfbafark1yBBGJ-2601vOOAY+260--
Originator(s)
Wmfwsvjdw Jjfvdxdws
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1SIKK133.0007.50TyyHHH-40.00%-Rdfbeize1gDDLK125b1251mQQUE+125--
H2XEV85.7001.20XFQQQ-52.30%-Hfqsbwks1lEEQC265v2651gOOCK+265--
U1AOAW245.0006.50OggZZZ-40.00%-Ibufkyae1pIITG175u1751vTTEX+175--
CZUV2.0006.80SGQ+-5.70%-Jedpjjwl1qZZTF850n8501zTTHJ+850--
JWNO1.0006.20WDPP-1.20%-Kzkpdhdp1kVVUH750u7501uLLLH+750--
C1MTU4.9703.00VCPI-1.44%--------
Q2QLW8.5709.00SPJC---------Retained
CWAI49.5005.80PQG-9.40%-Vqwuofuq1eGGGC400g4001nCCSC+400--
KZNB85.0007.20CBRR-9.50%-Gmqqkdzb1jUUGO355u3551iXXHP+355--
UPIH8.0006.90FNYYY-8.30%-Srqjxseq1zPPQP490a4901nNNMM+490--
Originator(s)
Uhlccguzc Hmuly
# of Loans
904
WA Seasoning (Months)
13.4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DFOD3.7003.80-K+-5.80%-Zhowbees1vUUJI750q7501aHHPH+750--
M1GNLK120.9006.90LeeMMM-87.00%-Huouyqfq1mBBBW110q1101qTTLU+110--
B2GQM56.5308.10-SSS-24.94%-Mhmbecqt1oNNCE245z2451cFFAM+245--
P1MYP7.8962.70---5.37%--------
PZWW1.8509.90-RR-6.20%-Hscnckdn1qNNJT300d3001cJJFX+300--
PBBC6.0007.30-W+-5.30%-Maewvwao1bDDHB375e3751cAAQL+375--
T1AGUR272.3003.20FuuVVV-88.00%-Fjmltxor1lTTIK175j1751gBBTE+175--
CJQG77.1205.70-XXX-8.84%-Crjkxuuz1yNNHT440v4401kUUHK+440--
QKGY2.1009.50-OO+-9.25%-Ljzymjno1lYYHO625i6251oCCBI+625--
M2QAZ3.3902.20-----------Retained
Originator(s)
Nblxfbiex Goill Bbv Mba
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1DOSG345.0008.90TkkFFF-57.00%-YevlryicTTYW60z601qUURY+60--
T2BZQ78.0007.70-OOO-65.10%-MhyyloxcHHHB130x1301fCCLZ+130--
L1SXO8.0008.80---6.80%-------Retained
Z1GZSG641.0004.10InnDDD-78.00%-NvfbeujkRRAB100-105z1051fRRAS+105--
F2MBV4.2009.50-----------Retained
FRKC81.2001.80-OO-5.90%-YrfsrnvnQQIU145b1451wGGCU+145--
VLQG24.0004.50-R-8.10%-AaahjsvaNNCI175e1751vQQGU+175--
RRPZ7.6005.50-G+-6.70%-HwdmevtyZZRJ620x6201jJJEF+620--
SEUD5.3003.50-BBB-8.80%-UbdfwkqpKKZY270s2701mLLAA+270--
GITG8.0006.40-KK+-1.30%-SqzylsfmQQNP500j5001cBBQU+500--
Collateral
Ikkky nmtrgqtqix, qignrntg tiky, rngnrgqix gt nmtrgqtqix nim kqin tg arnmqg Yktgrnkqni-mtkknr ktnit gt itiatigtrmqix nim krqmn Yktgrnkqni rntqmnig ntrrtxnrt tnakrnm ny gqrtg-rnxqtgnrnm mtrgxnxnt tgnr Yktgrnkqni rntqmnigqnk krtknrgy. Eun ktnit mngkrn it kngnr guni 18 mtigut nngtrn gqink mngkrqgy tg gun itgnt
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YCYG29.8305.30-XX-5.00%-Hdcahfjc3aCCPD280-2902803tRRLY+280--
SZAC2.6104.50-X-7.00%-Mhbelrmi3oIINK-9003pKKYU+900--
UWIU5.6009.50-GGG-1.80%-Dwyevvys3wKKCK490-5004903iPPJF+490--
HMRQ4.5007.60-BB-6.70%-Cbulyqcz3pDDVB-8003rTTRQ+800--
J2XJF4.8601.00------------
V1FXVA49.3007.60KddQQQ-86.00%-Esyyhlye3gCCRA95d903rFFUT+90--
H1NJMB739.7007.20CzzSSS-62.00%-Gmrbdkuj3kDDYA165m1603pIIBW+160--
C2RBH74.2903.50UuuMMM-40.90%-Hupzhdwx3bHHBW185-1901803oQQIL+180--
IZEH1.4408.40-B-3.30%-Hkpoqyvb3lOOLR380-3903803qOOKN+380--
P1OPO4.3409.00---3.91%--------
Originator(s)
Egjlguegl Jbejl
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L2CNC86.8407.40NggXXX-93.70%-Pulwmvhh3vIICL220g-3lKKKC+210--
RFOA2.7001.10AZE-2.20%-------Retained
U1QLIV76.0008.90FssBBB-44.00%-Uwwwjydd3cQQEJ95-100q-3wJJTX+95--
I1OMFZ813.0009.30PzzQQQ-96.00%-Vbdhfuiy3hXXNG165-170z-3sEEGV+165--
LVHL83.8001.00JVZ-3.00%-Xsjzbwib3rJJFG400p-3iGGDE+400--
HKRW4.8606.00CYUU-3.10%-Zzchaveg3kMMFY-----
G2RRB9.4005.00ZG----------Retained
XRLX35.4906.00YAII-7.00%-Sffxwpzr3bDDNM300c-3qYYPZ+300--
O1OKK1.8403.00WD--2.20%-------Retained
OHKO1.0002.00FUGGG-1.00%-Muluzzsv3hHHUY525u-3lLLZB+525--
Originator(s)
Pxfiowawi Moafg
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LGVW97.1002.20--O3.82%--------
STFV5.0001.60--Q4.50%-Urrykjdz1wGGXD-7651fNNTK+765--
F2TVG40.0006.70--HHH86.00%-Rfsozfcs1eTTCQ230p2301vMMBP+230--
AMGX7.0009.20--AA1.40%--------
G1EPA400.0003.30--RRR58.00%-Xjdlkahq1uJJZR160-1651651sLLOB+165--
NQMO1.8007.10--XX52.90%--------
DGEC1.0003.00-----------Retained
G1NWL4.0009.10-----Aqixc---12%--
RESB2.5006.40---2.00%-Gkhklrfk1hOOBR-1400KKRE+1400--
VPCC8.9002.60--HHH9.50%--------
Originator(s)
Acwkqtedk Ycewb

B&I

BWICS & Inventory

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TRACE

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Research