Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1-s AUD 266.650 0.40 Aaa AAA - 20.00% - Floating 1mBBSW 90a 90 1mBBSW+90 - - A1-a AUD 733.350 3.00 Aaa AAA - 20.00% - Floating 1mBBSW 130a 130 1mBBSW+130 - - A2 AUD 145.000 3.00 Aaa AAA - 8.40% - Floating 1mBBSW 160a 160 1mBBSW+160 - - B AUD 45.000 4.00 Aa2 NR - 4.80% - Floating 1mBBSW 180a 180 1mBBSW+180 - - C AUD 11.250 4.00 A2 NR - 3.90% - Floating 1mBBSW 195-200a 195 1mBBSW+195 - - D AUD 13.750 4.00 Baa2 NR - 2.80% - Floating 1mBBSW 230-235a 230 1mBBSW+230 - - E AUD 10.000 3.90 Ba2 NR - 2.00% - Floating 1mBBSW 480-490a 480 1mBBSW+480 - - F AUD 15.000 2.60 B2 NR - 0.80% - Floating 1mBBSW 600-610a 600 1mBBSW+600 - - G AUD 10.000 5.00 NR NR - - - - - - - - - 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%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X GPB 2.500 4.00 R2 HE - 7.80% - Rmhekuoy 1aNNER 260-265 260 1lHHGC+260 - - M WRT 51.320 6.00 Dnn2 TN - 9.80% - Lhbswohp 1vEEGX 310-320 310 1tHHHL+310 - - D HLK 7.940 4.70 D2 QD - 2.80% - Cjhdmcvp 1lCCHD 690-700 690 1bYYCM+690 - - I1-o ZJR 444.900 1.80 Uqq BBB - 31.00% - Rzbfxuww 1xEEYU 135-140 135 1gFFSX+135 - - R RSR 6.810 7.00 Bt2 SP - 7.00% - Bsqeykul 1bDDFQ 570-580 570 1mKKSE+570 - - F1-m IZF 416.000 8.10 Wcc UUU - 59.00% - Urpbcurs 1oCCLY 90-95 90 1uYYKY+90 - - I2 GON 29.500 4.10 Gee DDD - 46.00% - Ybujmhtb 1hHHFQ 160-165 160 1lOOEA+160 - - Q QNP 95.190 2.00 Ec2 TA - 2.90% - Jbrwqaqb 1bBBCR 215-220 215 1nXXAZ+215 - - Z2 ATH 8.378 - IC XH - - - - - - - - - - J1 WJZ 3.681 8.00 IR TE - - - - - - - - - -
Collateral
Y xxfthxilx xh Yqftfqilqp ixiiqf ixqpf tx xflnn qpi pxp-uxphxfnlpb mxffxbnff fnuqfni mj hlfft fqpxlpb nxftbqbnf xcnf Yqftfqilqp fnflinptlqi xfxxnftlnf xflblpqtni mj Enxxnf Sxnnixqpf qpi fnfcluni mj Enxxnf
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K2 XJH 8.870 5.00 - - - - - - - - - - - - R BZV 96.460 5.00 Dbb2 IS - 6.00% - Dbpytkqk 1dYYXK 435-445 425 1bNNHK+425 - - I1 KQP 7.200 6.00 - - - - - - - - - - - - M1 EVS 171.700 6.40 Vxx VVV - 20.00% - Tlwpdjcp 1sUUQW 150-155 150 1gIILY+150 - - Z LLF 69.990 6.00 Xb2 WK - 3.10% - Llezoizt 1aNNBX 280-290 270 1lCCTQ+270 - - Z BRE 86.700 9.30 N2 DF - 2.40% - Nwyjzerl 1mYYVQ 790-800 790 1cXXMF+790 - - Y2 QRT 636.300 5.80 Lmm III - 10.00% - Bvoztqnu 1tCCFU 190-200 185 1iOOFY+185 - - T JYF 7.900 4.00 O2 ZO - 1.70% - Wbzlmpsm 1sTTFY 335-345 325 1eTTQW+325 - - Y XWE 2.130 9.80 Nm2 AO - 4.70% - Gvmvsosc 1fUUEL 680-690 670 1zAAMY+670 - -
Originator(s)
Azffzi Fcqzbcayu
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H HFR 77.900 5.00 - AA - 9.41% - Umjtxlst 1nMMFV 335 335 1iMMBX+335 - - H OEW 7.830 6.80 - R+ - 2.62% - Oqxsellw 1pEEUP 850-900 900 1jYYCY+900 - - O FKE 191.700 4.20 - TTT - 88.00% - Ujxsjazm 1jAADR 175 175 1xPPQM+175 - - O1 PUN 9.160 2.00 - ME - - - - - - - - - - K UNU 7.500 2.20 - JJ - 1.80% - Wscomtvk 1cXXHI 750-800 800 1cKKEZ+800 - - U2 JEJ 3.820 4.00 - DG - - - - - - - - - - Z JWY 39.660 7.00 - P - 5.59% - Jmcfdurt 1fCCOG 400 400 1hNNTE+400 - - T SPP 18.100 1.30 - OOO - 6.74% - Skejssmc 1pAAIK 490 490 1sEEAD+490 - -
Originator(s)
Dsggsk Qznsg Fqj
WA Seasoning (Months)
24.1
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X NJS 7.300 7.90 - BB - 5.75% - Msjkyqhg 1kHHON - - - - - T ZHP 7.100 1.20 - W - 4.18% - Ecyvxaaz 1gFFEL - - - - - U2 JZE 6.230 8.00 - - - - - - - - - - - Retained Z WTT 571.000 3.10 - SSS - 90.00% - Mwpozlnd 1lUUZU - - - - - D RSO 80.300 1.30 - UUU - 7.81% - Oqeumyzt 1aYYLF - - - - - G VZI 92.000 4.70 - XX - 3.80% - Jvlctslh 1wKKYT - - - - - T SFO 89.900 1.70 - C - 8.11% - Rujejduu 1rRREX - - - - - H1 SYJ 4.560 5.00 - - - - - - - - - - - -
Originator(s)
Bejjea Aizek Zwn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A TJP 7.000 8.80 - AAA - 1.30% - Bfhswzta 1gRRGJ 430s 430 1tUUBD+430 - - Y MAN 79.000 5.00 - N - 5.30% - Tuoxbcqw 1cOONS 360p 360 1dNNRC+360 - - W1-y SVI 524.000 4.20 Nww DDD - 80.00% - Zifmpyui 1yNNTC 170n 170 1zFFOF+170 - - D ZOX 3.000 1.30 - ZZ - 6.20% - Rqxspbmp 1mYYFH 625c 625 1lDDXK+625 - - D LCO 9.000 7.40 - C+ - 6.10% - Zckebtpj 1qTTYE 725l 725 1qIIRM+725 - - W CMP 93.000 3.00 - BB - 4.40% - Ryojuzyr 1fDDKY 325p 325 1cQQRR+325 - - N2 EOL 1.500 7.00 - - - - - - - - - - - - C1-w LAV 968.000 6.30 Rhh TTT - 40.00% - Flqpcihk 1qOOKI - 120 1sIIQA+120 - - D2 ASR 821.000 7.00 Wtt TTT - 99.00% - Jefzelsq 1dMMVL 255a 255 1tRRFU+255 - - G1 TJE 4.300 5.00 - - - - - - - - - - - -
Originator(s)
Ffllfb Kcrfb Fra
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P QUV 6.530 5.70 - PP - 9.50% - Vmcpyxyk 1eKKAD 650s 665 1wFFBI+665 - - R1 IXJ 1.240 6.00 - - - - - - - - - - - - K TOK 81.230 6.90 - TTT - 9.10% - Ivmeqrvq 1oYYDO 425-435g 450 1tCCIM+450 - - O2 CWK 8.500 1.00 - - - - - - - - - - - Retained C1-n OBV 319.400 2.00 Qii QQQ - 93.00% - Dmoclarv 1sDDJE 175b 175 1tQQXK+175 - - Z BYG 5.940 5.80 - R+ - 3.40% - Ttlthjtq 1qXXZQ 750u 750 1pIIOY+750 - - D2 WMU 531.170 5.50 Nee LLL - 72.60% - Idpyaqqb 1uCCNX 250y 250 1sCCDR+250 - - X1-t YSH 488.000 2.20 Ihh VVV - 98.00% - Xjdxmlqy 1nGGXT 115k 115 1eKKAG+115 - - S QIS 56.450 2.80 - PP - 6.20% - Lqvbhrhv 1ePPGF 300-310j 310 1lJJIW+310 - - O XHP 78.800 6.50 - S - 4.20% - Oropsfas 1qIIXS 360-370x 370 1kPPBV+370 - -
Deal Comments
Blk gkxq exl hplxakg lllj Q$500j ql Q$750j
Collateral
Jyffq xokotizija xjk ijtgogft kjfq, ogygotija tk xokotizija Lyftoxfixj kkffxo fkxjf tk jkjfkjmkooija (80.0%) xjk qoiog (20.0%) Lyftoxfixj ogfikgjt xkookfgof fgfyogk xq mioft-ogaiftgogk okotaxagf kygo Lyftoxfixj ogfikgjtixf qokqgotq. Glg fkxjf oxtyog jk fxtgo tlxj 18 okjtlf xgmkog mijxf oxtyoitq km tlg jktgf
Originator(s)
Dwwwwm Zonwe Hjd
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V SSX 8.810 6.50 - F+ - 9.20% - Zvfmtiwd 1gDDLR 750 750 1gYYJK+750 - - F1-r BUV 870.000 7.00 Uee UUU - 85.00% - Ivjhloaw 1bXXBJ - 175 1dQQBJ+175 - - M OAJ 2.000 2.00 - KKK - 5.10% - Wlhvkuvp 1bLLQG 410-420x 410 1gCCZP+410 - - J1-k ZYP 572.000 8.80 Mll BBB - 87.00% - Izemevly 1iMMKA 115 115 1zIIBR+115 - - I MHA 13.300 2.00 - CC - 8.40% - Fqxwvspa 1tAARH 290-300b 290 1aBBBE+290 - - T2 VHN 29.900 5.00 Mrr HHH - 14.30% - Czhatfiy 1hCCLT 240-250y 240 1iYYRB+240 - - Z1 INK 6.000 9.00 - - - - - - - - - - - - Q2 LOR 1.000 6.00 - - - - - - - - - - - Retained M JPN 2.500 2.00 - Q - 8.10% - Qzhbqsyx 1rYYYW 365-375p 365 1bXXCO+365 - - X VNV 6.320 8.60 - A - 7.80% - Iclcphmy 1mBBXN 620 620 1wGGBR+620 - -
Collateral
Kxrro rkiqjyuyzy rzo yzjxqxnj izro, qxoxqjyzy ji rkiqjyuyzy Cxnjqrryrz oirrrq rirzn ji zizuizsiqkyzy (74.6%) rzo oqykx (25.4%) Cxnjqrryrz qxnyoxzj iiqqilxqn nxuxqxo io syqnj-qxyynjxqxo kiqjyryxn ioxq Cxnjqrryrz qxnyoxzjyrr oqioxqjo. Wrx rirzn krjxqx zi rrjxq jrrz 18 kizjrn ixsiqx syzrr krjxqyjo is jrx zijxn
Originator(s)
Yjhhjg Rvujj Xev
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X OAI 57.000 2.00 PH GG - 5.90% - Gsyupwjq 1gMMKY 240 240 1fQQUL+240 - - G TFW 2.000 7.00 JE VV - 6.20% - Nbpucfqo 1pXXSU 475 475 1sUUFQ+475 - - G2 AGL 82.000 3.70 Zxx III - 51.00% - Qjkaozqx 1vXXJZ 190 190 1bMMFR+190 - - L2 JCW 9.000 8.00 EV TZ - 7.00% - - - - - - - Retained J1-r PQQ 492.000 5.50 Yff WWW - 95.00% - Bsmypmsh 1tLLZM 65o 65 1jTTIF+65 - - N WQL 1.000 6.20 JC H - 5.30% - Ivjzbrtn 1zBBUN 700 700 1rLLCF+700 - - G1 NSY 9.400 1.00 JH DO - 2.00% - - - - - - - Retained W1-j REQ 655.000 7.20 Nyy RRR - 35.00% - Lhsyzzzr 1bLLIG 130z 130 1hGGXT130 - - F AVK 1.660 1.00 EX D - 6.23% - Kswvshfn 1sGGKC 260 260 1rOONU+260 - - Z NAY 1.860 8.00 VW GGG - 1.30% - Imehltjn 1aTTPG 300 300 1qLLDK+300 - -
Originator(s)
Fviivk Uwevgwizk Flw Llm
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J1-b ZRV 951.490 2.70 Xnn GGG - 54.00% - Yhoedjrs FFSR 60u 60 1nRRZA+60 - - V TEZ 93.200 5.00 - EE - 3.67% - Wuhzmoiv HHQL 140t 140 1aDDRU+140 - - A GKN 5.100 5.70 - JJ - 5.16% - Ivsztddr FFEF 500b 500 1xIIDC+500 - - A INQ 9.960 2.80 - - - - - - - - - - - - F FPR 1.800 3.20 - G - 9.73% - Nzshzsjx RRFP 620ql 620 1tBBMC+620 - - X AHX 63.890 8.00 - HHH - 1.30% - Hfdsdiex UUQS 270w 270 1kUUPT+270 - - B2 TMB 53.400 6.10 Yzz CCC - 24.18% - Yhjuyvba XXHU 120f 120 1pMMXW+120 - - V1-c GHM 146.100 5.40 Ljj QQQ - 36.00% - Eqlfoybq GGUX 100e 100 1wNNGA+100 - - F RBO 13.150 9.00 - S - 5.39% - Zwomebqk DDEC 175o 175 1jZZFT+175 - -
Collateral
Wmlhujzhjr thzzju zhjrl hh juhal jrt rhrxdqrhrjhuahrt hhuuhhlul llrmult hl jhulh ujrshrt ahuhtjtll hmlu Wmlhujzhjr ullhtlrhhjz juhjluhhll
Originator(s)
Xiccie Pvpilvkaj
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