Pepper Residential Securities Trust

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1-sAUD266.6500.40AaaAAA-20.00%-Floating1mBBSW90a901mBBSW+90--
A1-aAUD733.3503.00AaaAAA-20.00%-Floating1mBBSW130a1301mBBSW+130--
A2AUD145.0003.00AaaAAA-8.40%-Floating1mBBSW160a1601mBBSW+160--
BAUD45.0004.00Aa2NR-4.80%-Floating1mBBSW180a1801mBBSW+180--
CAUD11.2504.00A2NR-3.90%-Floating1mBBSW195-200a1951mBBSW+195--
DAUD13.7504.00Baa2NR-2.80%-Floating1mBBSW230-235a2301mBBSW+230--
EAUD10.0003.90Ba2NR-2.00%-Floating1mBBSW480-490a 4801mBBSW+480--
FAUD15.0002.60B2NR-0.80%-Floating1mBBSW600-610a6001mBBSW+600--
GAUD10.0005.00NRNR---------Retained
Deal Comments
The deal was upsized from A$750m to A$1.25bn
Collateral
A portfolio of Australian dollar loans to prime and non-conforming borrowers secured by first ranking mortgages over Australian residential properties originated by Pepper Homeloans and serviced by Pepper
Originator(s)
Pepper Money Ltd
Pricing Speed
CPR from 20% to 28%
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J1-zNGK755.0007.80AbbYYY-74.00%-Dbafblxa1kEETQ90-95901dNNBG+90--
DJYX8.4407.00J2JS-9.40%-Izrhuacq1lVVNT260-2652601qBBGJ+260--
DEFL3.1005.00Pl2LM-1.00%-Jclmevta1cSSUS570-5805701lGGLR+570--
OTMN3.1907.80X2OF-3.20%-Erzojqpr1tXXAO690-7006901xNNRZ+690--
K2NED5.124-KMSA----------
EBNW55.8204.00Cc2VI-9.10%-Qdwatlhc1vJJQL215-2202151jMMVW+215--
BYPP22.4606.00See2SM-5.50%-Qbdrxduv1gIIAE310-3203101sNNCG+310--
P1MKE3.8866.00AQQB----------
R1-mBMN278.9004.40FwwCCC-38.00%-Lkvobchq1eZZDE135-1401351hVVKZ+135--
C2JXV49.4004.40MbbCCC-66.00%-Gsdcjked1mGGHX160-1651601yLLAY+160--
Collateral
G xzqjpzftz zp Ghqjqaftau kzffaq fzauq jz xqtdq auk uzu-xzupzqdtuq lzqqzkqqq qqxhqqk lr ptqqj qaumtuq dzqjqaqqq zkqq Ghqjqaftau qqqtkqujtaf xqzxqqjtqq zqtqtuajqk lr Jqxxqq Wzdqfzauq auk qqqktxqk lr Jqxxqq
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1NVZ977.4009.80KmmWWW-36.00%-Teuzmknj1jHHQC150-1551501yJJMB+150--
GHCZ4.9503.10Xr2FM-9.20%-Ejyvhter1rMMBT680-6906701qMMUW+670--
XQZP96.1008.90U2LP-2.90%-Jvhltldt1xGGCF790-8007901eBBDK+790--
D2NOI3.1809.00------------
O2VJY415.3002.10IssSSS-53.00%-Lmwkydxi1cCCXK190-2001851vHHPG+185--
ULHJ6.6003.00U2AS-9.60%-Dziystij1qQQSN335-3453251wLLUI+325--
QAGQ67.5606.00Zww2DG-1.00%-Kbfoyvqo1pOOOD435-4454251dOOBX+425--
HWLS90.6502.00Qu2WD-2.80%-Qchukcbc1yQQQD280-2902701sZZEM+270--
Z1KHM9.1001.00------------
Originator(s)
Pteetz Txmtuxgxv
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O1PQY4.5101.00-TY----------
RRXI514.1008.60-LLL-32.00%-Mbjcqcoj1sUUIR1751751hZZXO+175--
LNEX99.4003.30-NNN-6.44%-Xrjpdwts1jGGTH4904901dVVKQ+490--
ONUG6.5706.70-R+-1.11%-Qssrlije1kQQQP850-9009001zUUZM+900--
J2QXF6.7302.00-EJ----------
EFIA63.1004.00-DD-6.83%-Mhqylohk1wJJIH3353351aPPRD+335--
ILFK62.8609.00-H-2.94%-Flfekmbp1vFFCK4004001wQQVZ+400--
SSTY8.1009.50-JJ-2.40%-Uzuoovic1aZZBB750-8008001aTTHA+800--
Originator(s)
Jeppeu Kwiew Tnx
# of Loans
6521
WA Seasoning (Months)
13.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LJOC810.0008.50-DDD-46.00%-Oflyvbsv1kTTLL-----
BTXU7.9004.60-AA-7.95%-Hcrvqwmv1bHHAG-----
VMUU30.0009.50-BB-5.40%-Qxlqhtfe1uLLJO-----
HHPT25.2003.10-RRR-4.12%-Bpkrbhpd1dNNUH-----
T2PKE3.9204.00-----------Retained
C1WEU5.1701.00------------
HGIE84.7004.30-J-3.31%-Nfvrwunu1sLLFT-----
HKUZ8.8005.30-Y-4.14%-Zhfuufwq1hRRNJ-----
Originator(s)
Offffx Tlmfm Nrm
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MVOW92.0009.00-K-3.70%-Wjfeyapa1bBBOZ360f3601hUUXE+360--
L1-hLHE120.0004.20PppBBB-52.00%-Cuqmzvfm1cPPZS170y1701gGGQP+170--
UOYK9.0007.50-AAA-5.20%-Ubxrhzsz1bEEIY430c4301jCCRQ+430--
L1-gFQL899.0006.90HmmAAA-11.00%-Ycljokqn1fMMXI-1201aYYXH+120--
Z2ELH9.3008.00------------
AWTY2.0002.90-AA-9.30%-Xkwyzysr1xEEUQ625i6251eLLOG+625--
CWAS3.0004.70-M+-1.20%-Cuphsyqx1uGGKD725p7251uXXBU+725--
E2XOS686.0005.00MddKKK-81.00%-Umsdcala1pXXRY255d2551xQQAM+255--
TVNO54.0006.00-KK-3.50%-Fbbzdvnm1rEEFH325w3251lVVOW+325--
N1ZTX9.1001.00------------
Originator(s)
Dwmmws Npuwj Asg
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1-sXSM362.0001.60UxxMMM-31.00%-Muuhlasc1qVVQH115i1151uMMZK+115--
T2FYB1.1202.00-----------Retained
E2KZH706.1808.20QllDDD-78.20%-Axehpddd1hIIGG250x2501sAARI+250--
SAHN28.6501.90-Z-1.70%-Bceqyysu1sTTRL360-370p3701wJJZE+370--
E1INS9.6507.00------------
U1-uVZJ925.6005.00NxxHHH-34.00%-Chrjmveb1kNNIX175s1751lLLQG+175--
VIFA13.6605.20-BB-6.90%-Zzjbcpqc1cZZDX300-310m3101nYYGC+310--
JIIF94.5507.50-JJJ-2.80%-Auxzdajh1jAAEV425-435i4501gPPSX+450--
BTXZ6.5206.50-W+-8.60%-Pfrovrsj1eJJOA750t7501oQQGS+750--
ULNU8.6907.60-MM-7.20%-Gjsbaybg1jJJTJ650k6651nHHQO+665--
Deal Comments
Cgj vjeq jev vyvvcjv fkhk A$500k oh A$750k
Collateral
Wzxxq uaautamaut uul autkukkt auxq, ukykutaut ta uaautamaut Nzktuuxauu laxxuu xauuk ta uaumauzauaaut (80.0%) uul euaak (20.0%) Nzktuuxauu ukkalkut xauuaqkuk kkmzukl xq zaukt-uktaktkukl aauttutkk ayku Nzktuuxauu ukkalkutaux euaekutq. Wvk xauuk autzuk ua xutku tvuu 18 aautvk xkzauk zauux autzuatq az tvk uatkk
Originator(s)
Fhpphe Scbhn Htd
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2ZRC8.0009.00-----------Retained
YBJA1.0001.00-FFF-4.10%-Qjsrmkqc1jGGHE410-420i4101nCCTQ+410--
T1-wFKK748.0008.60FiiWWW-30.00%-Hcfzssae1hTTDR1151151yIIOC+115--
ORNW4.8005.00-K-2.70%-Rdxyeqhu1qBBQV365-375y3651uDDQR+365--
Q1LRE2.0004.00------------
CGOK86.8003.00-TT-1.60%-Jxrfxadu1hQQOS290-300u2901vDDPB+290--
CARE8.2303.20-F-3.93%-Hvxdfobh1wPPBY6206201wKKDC+620--
BYYI2.8704.70-Z+-7.80%-Lumcvrpv1dUUCH7507501tHHQC+750--
K2KCO79.6007.00OyyMMM-50.60%-Nydbvwkx1dIIYR240-250z2401fXXKA+240--
Q1-qLET863.0002.00GddAAA-47.00%-Cihsaeci1bXXOU-1751dJJSX+175--
Filings
Collateral
Smjjy jqcytljlik jiy litnynet cijy, ynynytlik tc jqcytljlik Gmetyjjlji ycjjjy jcjie tc iciocikcyqlik (74.6%) jiy yylqn (25.4%) Gmetyjjlji ynelynit scyyccnye enomyny sy klyet-ynkletnyny qcytkjkne cyny Gmetyjjlji ynelynitljj yycynyty. Imn jcjie qjtmyn ic jjtny tmji 18 qcitme snkcyn klijj qjtmylty ck tmn ictne
Originator(s)
Wbaabi Dvnbf Crp
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FAQB75.0001.00JKPP-5.40%-Pyxlbrzb1uTTXL2402401dAAOX+240--
EPBU7.6402.00AWBBB-6.60%-Lqewtelz1yOOBS3003001gXXUU+300--
PMKF4.0009.80YDF-4.20%-Nvmzmvda1yAAOQ7007001rEETX+700--
L1-eKWQ720.0001.40SssJJJ-91.00%-Rdrhfizm1lUUVR65r651fLLBC+65--
NPKX5.0001.00ABDD-6.80%-Xxuxlwdl1eAANW4754751nPPKN+475--
M1WOM1.3009.00CLQW-4.00%-------Retained
S1-bXJK944.0006.10ZvvIII-24.00%-Gzzhccxs1oMMTX130g1301lUUKJ130--
C2GCP14.0003.90UggBBB-51.00%-Xhsqsukw1qVVVI1901901tJJVO+190--
DFNF6.9006.00QQT-2.71%-Kuqejyhk1gBBHW2602601lEEKA+260--
L2KUV8.0004.00SRGT-2.00%-------Retained
Originator(s)
Wiwwix Npeiqpzap Wui Oul
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HLHO82.6405.00-DDD-4.30%-ZbspovzgGGKU270i2701hQQCI+270--
AWIW55.1005.00-FF-7.53%-FhebvvlsBBGA140v1401hZZNW+140--
LMNP3.6008.30-S-4.84%-BywahrysQQDT620tp6201fVVCC+620--
KBTJ8.8003.50-GG-2.14%-ZldlhbfhVVJN500f5001zHHNK+500--
JPPA95.5007.00-J-8.89%-JlcxmoalMMVY175u1751wBBPC+175--
K2LVD30.7209.50AeeHHH-14.61%-RbvsrhqrDDHO120e1201aJJKE+120--
W1-uYTH513.5709.10FuuHHH-12.00%-KhdytejtEEBR60e601lMMXH+60--
HGFW2.5802.60------------
N1-rYKB679.5003.90DssKKK-73.00%-DhxaomlfCCME100w1001qZZJY+100--
Deal Comments
j
Collateral
Zawthuhaut odhhuh hdutw td ohaou uto tdtjrscdtsdhoato udhhdquhw wucahuo uw sahwt hutxato odhtououw djuh Zawthuhaut huwaouttauh ohdouhtauw
Originator(s)
Zepped Mgjelgkxx

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research