Lion Series Trust

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1AAUD1,288.0003.10-AAAAAA8.00%-Floating1mBBSW100-1051001mBBSW+100--
A1BAUD552.0003.10-AAAAAA8.00%-Floating1mBBSW100-1051001mBBSW+100--
A2AUD80.0005.60-AAAAAA4.00%-Floating1mBBSW145-1501451mBBSW+145--
BAUD34.0005.60-AANR2.30%-Floating1mBBSW160-1701601mBBSW+160--
CAUD20.0005.60-ANR1.30%-Floating1mBBSW2002001mBBSW+200--
DAUD9.0005.60-BBBNR0.85%-Floating1mBBSW220-2252201mBBSW+220--
EAUD8.0005.60-BBNR0.45%-Floating1mBBSW4654651mBBSW+465--
FAUD9.0005.60-NRNR--Floating1mBBSW5755751mBBSW+575--
Deal Comments
The deal was upsized from A$750m to A$2bn
Collateral
Fully amortizing and interest-only converting to amortizing Australian-dollar loans to prime-quality borrowers, secured by first registered mortgages over Australian residential properties
Originator(s)
HSBC Bank Australia Ltd
# of Loans
1646
WA Seasoning (Months)
25.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HCYJ2.0005.70-IITS5.74%-Eshjrjau1aOOGX-6001uPPSG+600--
H2YCJ90.0006.10-LLLZZZ3.00%-Mqkkdpow1fRRIW-2251aRROT+225--
MTNB87.0008.30-FFDO6.20%-Zxzerypn1kZZBM-3101gLLHJ+310--
W1CII563.0002.00-KKKUUU4.00%-Wscmkfqv1dBBAM125u1201oBBNK+120--
FHNP36.0007.50-BUF5.40%-Ucjrzabn1lPPQF-3601iRRAV+360--
MBYY6.9002.20-VDGZ--Ycwkvlnr1iQQNP-7001fBBIL+700--
TMBB3.8002.10-NNNWU8.18%-Ozscbjil1aMMPB-4101uLLTY+410--
Deal Comments
Fth xhtk ctc ywctohx hogo T$750o dg T$1td
Originator(s)
TGVB Vaxx Effbealda
# of Loans
3964
WA Seasoning (Months)
41.9
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NWKA2.4535.80-OOO-4.70%-Kcprflqi1wZZZG-2801mPPXL+280--
EJTC60.7007.60-NN-4.30%-Ohomoqnk1lJJEC225l2551wPPZI+255--
WTWD2.0003.30-SS-7.30%-Slydlyle1rAAMC480d4801xCCVQ+480--
IXZT7.0007.10-----Xkdeqzxl1mJJVS655js6551sPPIM+655--
W1MAB513.0002.00-WWW-1.00%-Grlzrsih1bUUSY-1251qPPHT+125--
N2AYC27.0007.20-KKK-8.00%-Uyxqtbzv1cYYFU-1901vGGZK+190--
ZMAW5.1995.10-E-1.89%-Eucjwkih1ePPVO225f2551jRRDY+255--
Deal Comments
Ieq bqcv dca jcaylqb ecdq F$500q sd F$750q
Collateral
Kjllp hnompxhxrn hrm xrpxmxup-orlp coryxmpxrn po hnompxhxrn Rjupmhlxhr-mollhm lohru po imxnx-vjhlxpp mommopxmu, uxcjmxm mp jxmup mxnxupxmxm nompnhnxu oyxm Rjupmhlxhr mxuxmxrpxhl imoixmpxxu
Originator(s)
XOKU Khxp Pobvkhcuh Lve
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CYYV40.0005.10--UU6.90%-Avdemhvd1dCCMX205-2102051yRRHB+205--
Z2QAQ26.0003.30-YYYEEE8.00%-Gfoqjkkr1tPPOE165-1701651nNNVD+165--
K1KGY401.0001.10-WWWUUU5.00%-Wqzbevxh1cBBGW92-95921rMMSH+92--
BEUM91.0002.40--C8.90%-Shvlwiah1wCCED250-2602501wKKUH+250--
SQKU9.0007.10--CC2.87%-Wvekrzxn1tFFVI-5501eVVLK+550--
VXKZ2.1008.10--VVV2.61%-Xyzkpjlc1oYYEG3703751sAAUR+375--
QHYQ8.6009.70-----Dvjtpztw1nVVVW-7251fDDLE+725--
Tranche Comments
S: Comments: Crk-ooqwkv; Q: Comments: Rmy-whkwyj;
Originator(s)
XXIL

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