2nd quarter 2021 australian securitisation

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AUSTRALIA STRUCTURED FINANCE OVERVIEW Page 1 All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved 2ND QUARTER 2021 AUSTRALIAN SECURITISATION 0 10 20 30 40 50 60 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Size (Bln AUD) Yearly Australian Securitisation Q1 Q2 Q3 Q4 0 10 20 30 40 50 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Size (Bln AUD) Issuance by Deal Type ABS CMBS/SME MBS 0 1 2 3 4 5 6 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Size (Bln AUD) ABS Issuance by Collateral Type Autos Others Consumers Card Equipment 0 5 10 15 20 25 30 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Size (Bln AUD RMBS Issuance by Originator Other ADI Major Non-ADI 0 5 10 15 20 25 30 35 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Size (Bln AUD RMBS Issuance by Quality NC Prime

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Page 1: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURED FINANCE OVERVIEW

Page 1 All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved

2ND QUARTER 2021 AUSTRALIAN SECURITISATION

0

10

20

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40

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60

2012 2013 2014 2015 2016 2017 2018 2019 2020 2021

Size

(B

ln A

UD

)

Yearly Australian Securitisation

Q1 Q2 Q3 Q4

0

10

20

30

40

50

2012 2013 2014 2015 2016 2017 2018 2019 2020 2021

Size

(B

ln A

UD

)

Issuance by Deal Type

ABS CMBS/SME MBS

0

1

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2012 2013 2014 2015 2016 2017 2018 2019 2020 2021

Size

(B

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ABS Issuance by Collateral Type

Autos Others Consumers Card Equipment

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2012 2013 2014 2015 2016 2017 2018 2019 2020 2021

Size

(B

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RMBS Issuance by Originator

Other ADI Major Non-ADI

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2012 2013 2014 2015 2016 2017 2018 2019 2020 2021

Size

(B

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RMBS Issuance by Quality

NC Prime

Page 2: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURED FINANCE OVERVIEW

Page 2

All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved.

0 1000 2000 3000 4000 5000

Idol TrustThink Tank Trust

Salute TrustBlackwattle Trust

Solaris TrustMedallion Trust

Sapphire TrustVermilion Trust

Ruby Bond TrustRedZed Lending

TorrensSMHL Securitisation Fund

Mortgage House CapitalLion Trust

PumaAFG Trust

Progress TrustWestpac

La Trobe Financial CapitalTriton Trust

Liberty TrustPepper Residential Securities Trust

ResimacFirstmac Mortgage Funding Trust

Excludes refinanced deals.

In AUD Millions

Issu

er

Top RMBS Issuer 2020-2021

2021 2020

0 500 1000 1500

Brighte Green Trust

Allied Credit Trust

NOW Trust

Wisr Freedom Trust

humm Trust

Liberty Trust

FP Turbo Trust

Metro Finance Trust

Flexi Group

Zip Master Trust

CNH Industrial Capital

Pepper SPARKZ

Australian Personal Loans Trust

Excludes refinanced deals.

In AUD Millions

Issu

er

Top ABS Issuer 2020-2021

2021 2020

Page 3: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURE FINANCE OVERVIEW

Page 3

All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved.

RMBS PERFORMANCE Methodology: Includes data from 244 Australian RMBS totaling AUD 203 bln outstanding as of Jun 2021

NSW & ACT34%

VIC29%

QLD20%

WA9%

SA6%

NT1%

TAS1%

Australian RMBS State Concentration

NSW & ACT VIC QLD WA SA NT TAS

0

2

4

6

8

10

12

14

16

18

NSW &ACT

VIC QLD WA SA NT TAS

Size

(A

UD

Bln

)

RMBS State Distribution by Originator Type

Major Bank Other ADI Non ADI

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

Ap

r-1

8

Jun

-18

Au

g-1

8

Oct

-18

Dec

-18

Feb

-19

Ap

r-1

9

Jun

-19

Au

g-1

9

Oct

-19

Dec

-19

Feb

-20

Ap

r-2

0

Jun

-20

Au

g-2

0

Oct

-20

Dec

-20

Feb

-21

Ap

r-2

1

Jun

-21

Arrears by State

NSW & ACT VIC QLD WA

SA NT TAS

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

NSW &ACT

VIC QLD WA SA NT TAS

Arrears by State and Originator Type

Major Bank Other ADI Non ADI

0%

1%

2%

3%

4%

5%

0

20

40

60

80

100

120

Ap

r-1

8Ju

n-1

8A

ug-

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Oct

-18

Dec

-18

Feb

-19

Ap

r-1

9Ju

n-1

9A

ug-

19

Oct

-19

Dec

-19

Feb

-20

Ap

r-2

0Ju

n-2

0A

ug-

20

Oct

-20

Dec

-20

Feb

-21

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1Ju

n-2

1

Arr

ears

%

Size

(A

UD

Bln

)

RMBS Outstanding Balance & Arrears %

31-60D 61-90D 91D+ Collateral Balance

0%

1%

2%

3%

4%

5%

05

1015202530354045

Ap

r-1

8Ju

n-1

8A

ug-

18

Oct

-18

Dec

-18

Feb

-19

Ap

r-1

9Ju

n-1

9A

ug-

19

Oct

-19

Dec

-19

Feb

-20

Ap

r-2

0Ju

n-2

0A

ug-

20

Oct

-20

Dec

-20

Feb

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Ap

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1Ju

n-2

1

Arr

ears

%

Size

(A

UD

Bln

)

Major Banks Arrears

31-60D 61-90D 91D+ Major Bank Balance

Page 4: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURE FINANCE OVERVIEW

Page 4

All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved.

0%

1%

2%

3%

4%

5%

0

5

10

15

20

25

30

35

40

45

Ap

r-1

8Ju

n-1

8A

ug-

18

Oct

-18

Dec

-18

Feb

-19

Ap

r-1

9Ju

n-1

9A

ug-

19

Oct

-19

Dec

-19

Feb

-20

Ap

r-2

0Ju

n-2

0A

ug-

20

Oct

-20

Dec

-20

Feb

-21

Ap

r-2

1Ju

n-2

1

Arr

ears

%

Size

(A

UD

Bln

)

Other ADI Arrears

31-60D 61-90D 91D+ Other ADI Balance

0%

1%

2%

3%

4%

5%

0

10

20

30

40

50

60

Ap

r-1

8Ju

n-1

8A

ug-

18

Oct

-18

Dec

-18

Feb

-19

Ap

r-1

9Ju

n-1

9A

ug-

19

Oct

-19

Dec

-19

Feb

-20

Ap

r-2

0Ju

n-2

0A

ug-

20

Oct

-20

Dec

-20

Feb

-21

Ap

r-2

1Ju

n-2

1

Arr

ears

%

Size

(A

UD

Bln

)

Non-ADI Arrears

31-60D 61-90D 91D+ Non-ADI Balance

0%

1%

2%

3%

4%

5%

0102030405060708090

Ap

r-1

8Ju

n-1

8A

ug-

18

Oct

-18

Dec

-18

Feb

-19

Ap

r-1

9Ju

n-1

9A

ug-

19

Oct

-19

Dec

-19

Feb

-20

Ap

r-2

0Ju

n-2

0A

ug-

20

Oct

-20

Dec

-20

Feb

-21

Ap

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1Ju

n-2

1

Arr

ears

%

Size

(A

UD

Bln

)

Prime RMBS Arrears

31-60D 61-90D

91D+ Prime Collateral Balance

0%

5%

10%

15%

20%

0

5

10

15

20

25

Ap

r-1

8Ju

n-1

8A

ug-

18

Oct

-18

Dec

-18

Feb

-19

Ap

r-1

9Ju

n-1

9A

ug-

19

Oct

-19

Dec

-19

Feb

-20

Ap

r-2

0Ju

n-2

0A

ug-

20

Oct

-20

Dec

-20

Feb

-21

Ap

r-2

1Ju

n-2

1

Arr

ears

%

Size

(A

UD

Bln

)Non-Conforming RMBS Arrears

31-60D 61-90D

91D+ NC Collateral Balance

0.0%

0.5%

1.0%

1.5%

Jan-21 Feb-21 Mar-21 Apr-21 May-21 Jun-21

Arr

ears

%

2021 Monthly Arrears

31-60D% 61-90D% 91D+% Arrears %

0.0%

0.5%

1.0%

1.5%

2.0%

2.5%

0%

20%

40%

60%

80%

100%

Arr

ears

%

Size

(A

UD

Bln

)

Arrears by Occupancy Type

OO INV OO Arrears % INV Arrears %

Page 5: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURE FINANCE OVERVIEW

Page 5

All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved.

RMBS PRIMARY MARGINS

LVR>=8010%

LVR 70-7920%

LVR 60-6917%

LVR < 6053%

LVR Distribution

0.0%0.5%1.0%1.5%2.0%2.5%3.0%3.5%4.0%4.5%5.0%

Ap

r-1

8

Jun

-18

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8

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Dec

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Feb

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Ap

r-1

9

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9

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Jun

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g-2

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Feb

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Ap

r-2

1

Jun

-21

Arr

ears

%

Arrears by LVR

LVR>=80 LVR 70-79 LVR 60-69 LVR < 60

RESI 2020-2

TRTN 2020-2

FMACB 2020-2

TRTN 2020-1S

AFG 2020-1MORTH 2020-1

RESI 2020-1

VERMI 2020-1

FMACB 2020-3PEPAU 2020-1

RUBY 2020-1

RESI 2020-3

TRTN 2021-1

FMACB 2021-1PP

RESI 2021-1X

PEPAU 2021-1LBRTY 2021-1P

SOLA 2021-1

VERMI 2021-1

BKWTL 2021-1

FMACB 2021-2AFG 2021-1

RUBY 2021-1LIONT 2020-1

PROGS 2020-1

SMHL 2020-1

PUMA 2021-1PSALUT 2021-1

TORR 2021-1 PROGS 2021-1

50

70

90

110

130

150

170

190

1/04/2020 1/07/2020 30/09/2020 30/12/2020 31/03/2021 30/06/2021

Bas

is P

oin

ts

Original WAL range: 1.3 - 3.5 years

Prime RMBS, AUD Senior Tranche Pricing Spread

Non Deposit-Taking Mortgage Lenders Other Banks and Deposit-Taking Institutions Major Bank

Page 6: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURE FINANCE OVERVIEW

Page 6

All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved.

RMBS NON-CONFORMING MARGINS

PRIMARY MARKET MONITOR: 2nd Quarter Priced Transactions Px Date

Issuer/ Originator Class Crncy Size (mAUD)

Index Spread (bp)

Mdy Fitch S&P WAL (Yrs)

Collateral Type

Lead Manager(s)

7/4 Liberty Trust LBRTY 2021-1P A1 AUD 850 BBSW1M 75 Aaa AAA - 2.6 MBS 0 Liberty Financial LBRTY 2021-1P A2 AUD 44 BBSW1M 95 Aaa AAA - 4.1 LBRTY 2021-1P AB AUD 43 BBSW1M 115 Aaa AAA - 4.1 LBRTY 2021-1P B AUD 30 BBSW1M 140 Aa2 NR - 4.1 LBRTY 2021-1P C AUD 7 BBSW1M 185 A2 NR - 4.1 LBRTY 2021-1P D AUD 11 BBSW1M 280 Baa1 NR - 4.1 LBRTY 2021-1P E AUD 11 BBSW1M 500 Ba1 NR - 4.1 LBRTY 2021-1P F AUD 3 BBSW1M 625 B2 NR - 3.8 LBRTY 2021-1P G AUD 1 BBSW1M U/D NR NR - 5

14/4 Torrens TORR 2021-1 A1 AUD 920 BBSW1M 60 - AAA AAA 3.1 MBS 0

Bendigo and Adelaide Bank

TORR 2021-1 A2 AUD 27.5 BBSW1M 80 - AAA AAA 5.4

TORR 2021-1 AB AUD 8 BBSW1M 100 - AAA AAA 5.4 TORR 2021-1 B AUD 16.5 BBSW1M 130 - NR AA 5.4 TORR 2021-1 C AUD 13.1 BBSW1M 165 - NR A 5.4 TORR 2021-1 D AUD 7.1 BBSW1M 255 - NR BBB 5.4 TORR 2021-1 E AUD 3.6 BBSW1M 470 - NR BB 5.4 TORR 2021-1 F AUD 4.2 BBSW1M 600 - NR NR 5.4

14/4 Solaris Trust SOLA 2021-1 AS AUD 54.97 BBSW1M 60 - - AAA 0.5 MBS 0

Brighten Home Loans Pty Ltd

SOLA 2021-1 AL AUD 127.5 BBSW1M 130 - - AAA 2.4

SOLA 2021-1 B AUD 50.17 BBSW1M 200 - - AA 3.1 SOLA 2021-1 C AUD 50.5 BBSW1M 300 - - A 3.1 SOLA 2021-1 D AUD 36.36 BBSW1M 400 - - BBB 3.1 SOLA 2021-1 E AUD 27.5 BBSW1M 680 - - BB- 3.1 SOLA 2021-1 F1 AUD 9.75 BBSW1M U/D - - NR 3.1 SOLA 2021-1 F2 AUD 9.75 BBSW1M U/D - - NR 3.1

23/4 Resimac RESI 2021-1NC A AUD 800 BBSW1M 85 - AAA AAA 2.4 MBS 0 Resimac Ltd RESI 2021-1NC AB AUD 55 BBSW1M 110 - NR AAA 2.4 RESI 2021-1NC B AUD 80.1 BBSW1M 150 - NR AA 3.9 RESI 2021-1NC C AUD 24.1 BBSW1M 195 - NR A 3.9 RESI 2021-1NC D AUD 16.8 BBSW1M 290 - NR BBB 3.9 RESI 2021-1NC E AUD 10.6 BBSW1M 550 - NR BB 3.9 RESI 2021-1NC F AUD 7.1 BBSW1M 675 - NR B 3.9

LBRTY 2020-1

LBRTY 2020-2

LBRTY 2020-3

LTFC 2020-1

LTFC 2020-S1

LTFC 2021-1

PEPAU 26

PEPAU 27

PEPAU 28

PEPAU 29

REDZE 2020-2

REDZE 2021-1

RESI 2020-1NC

RESI 2021-1NC

SAPP 2020-1 SAPP 2020-2AFG 2020-1NC

50

70

90

110

130

150

170

190

210

1/4/20 1/7/20 30/9/20 30/12/20 31/3/21 30/6/21

Bas

is P

oin

ts

Original WAL range: 2 - 3.2 years

Non-Conforming RMBS, Senior Tranche Pricing Spread

LBRTY LTFC PEPAU REDZE RESI SAPP AFG

Page 7: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURE FINANCE OVERVIEW

Page 7

All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved.

RESI 2021-1NC G AUD 6.3 BBSW1M U/D - NR NR 5 RESI 2021-1NC Z AUD 0 BBSW1M U/D - - - -

23/4 Vermilion Trust VERMI 2021-1 A1MM AUD 100 BBSW1M 60 - - AAA 0.9 MBS 0 Columbus Capital VERMI 2021-1 A1AU AUD 110.55 BBSW1M 100 - - AAA 2.8 VERMI 2021-1 B AUD 48.84 BBSW1M 160 - - AA 3.4 VERMI 2021-1 C AUD 58.3 BBSW1M 240 - - A 3.4 VERMI 2021-1 D AUD 43.9 BBSW1M 340 - - BBB 3.4 VERMI 2021-1 E AUD 27.35 BBSW1M 610 - - BB 3.4 VERMI 2021-1 F AUD 17.26 BBSW1M 775 - - B 3.4 VERMI 2021-1 G AUD 6.33 BBSW1M U/D - - NR 3.4 VERMI 2021-1 H AUD 6.32 BBSW1M U/D - - NR 3.4

28/4 Pepper Residential Securities Trust

PEPAU 29 A1 AUD 562.5 BBSW1M 83 Aaa - AAA 2.3 MBS 0

Pepper Australia PEPAU 29 A2 AUD 90 BBSW1M 110 Aaa - AAA 2.3 PEPAU 29 B AUD 45 BBSW1M 150 NR - AA 4 PEPAU 29 C AUD 21 BBSW1M 195 NR - A 4 PEPAU 29 D AUD 12.75 BBSW1M 295 NR - BBB 4 PEPAU 29 E AUD 7.5 BBSW1M 555 NR - BB 3.5 PEPAU 29 F AUD 3.75 BBSW1M 680 NR - B+ 2.4 PEPAU 29 G1 AUD 3.75 BBSW1M U/D - - - 5 PEPAU 29 G2 AUD 3.75 BBSW1M U/D - - - 5

30/4 Blackwattle Trust BKWTL 2021-1 A1 AUD 255 BBSW1M 95 - AAA AAA 2.7 MBS 0

Sintex Consolidated Pty Ltd

BKWTL 2021-1 A2 AUD 18.9 BBSW1M 120 - AAA AAA 2.7

BKWTL 2021-1 B AUD 10.65 BBSW1M 160 - NR AA 4.6 BKWTL 2021-1 C AUD 6.15 BBSW1M 205 - NR A 4.6 BKWTL 2021-1 D AUD 4.05 BBSW1M 300 - NR BBB 4.6 BKWTL 2021-1 E AUD 2.4 BBSW1M 560 - NR BB 4.6 BKWTL 2021-1 F AUD 1.5 BBSW1M 700 - NR B 4.1 BKWTL 2021-1 G AUD 1.35 BBSW1M U/D - NR NR 5.1

30/4 Firstmac Mortgage Funding Trust

FMACB 2021-2 A1 AUD 1700 BBSW1M 73 - AAA AAA 2.9 MBS 0

Firstmac Ltd FMACB 2021-2 A2 AUD 140 BBSW1M 90 - AAA AAA 3.9 FMACB 2021-2 A3 AUD 60 BBSW1M 105 - NR AAA 4.9 FMACB 2021-2 B AUD 45 BBSW1M U/D - NR AA 4.9 FMACB 2021-2 C AUD 24 BBSW1M U/D - NR A 4.9 FMACB 2021-2 D AUD 12 BBSW1M U/D - NR BBB 4.9 FMACB 2021-2 E AUD 9 BBSW1M U/D - NR BB 4.9 FMACB 2021-2 F AUD 10 BBSW1M U/D - NR - 4.9

4/5 La Trobe Financial Capital

LTFC 2021-1 A1 AUD 937.5 BBSW1M 83 Aaa - AAA 2.5 MBS 0

La Trobe Financial LTFC 2021-1 A2 AUD 177.5 BBSW1M 105 Aaa - AAA 2.5 LTFC 2021-1 B AUD 87.5 BBSW1M 145 Aa2 - NR 4.2 LTFC 2021-1 C AUD 10 BBSW1M 190 A2 - NR 4.2 LTFC 2021-1 D AUD 20 BBSW1M 285 Baa2 - NR 4.2 LTFC 2021-1 E AUD 11.25 BBSW1M 545 Ba2 - NR 3.9 LTFC 2021-1 F AUD 2.5 BBSW1M 670 Ba3 - NR 1.4 LTFC 2021-1 EQ1 AUD 2.5 BBSW1M U/D NR - NR 5 LTFC 2021-1 EQ2 AUD 1.25 BBSW1M U/D NR - NR 5

5/5 AFG Trust AFG 2021-1 A1 AUD 675 BBSW1M 75 - AAA AAA 2.5 MBS 0

Australian Finance Group

AFG 2021-1 A2 AUD 43.5 BBSW1M 105 - NR AAA 4.4

AFG 2021-1 B AUD 10.5 BBSW1M 135 - NR AA 4.4 AFG 2021-1 C AUD 8.7 BBSW1M 170 - NR A 4.4 AFG 2021-1 D AUD 5.4 BBSW1M 270 - NR BBB 4.4 AFG 2021-1 E AUD 3.15 BBSW1M 500 - NR BB 4.4 AFG 2021-1 F AUD 3.75 BBSW1M U/D - NR - 5

6/5 CNH Industrial Capital CNHCA 2021-1 A AUD 483.3 BBSW3M 70 - - AAA 1.8 ABS 0

CNH Industrial Capital Australia

CNHCA 2021-1 B AUD 13.5 BBSW3M U/D - - - 3.2

CNHCA 2021-1 C AUD 10.8 BBSW3M U/D - - - 3.2 CNHCA 2021-1 SN AUD 32.4 BBSW3M U/D - - - -

19/5 Wisr Freedom Trust WISR 2021-1 A AUD 141.75 BBSW1M 75 Aaa - - 1.9 ABS 0 Wisr Finance Pty Ltd WISR 2021-1 B AUD 16.2 BBSW1M 130 Aa1 - - 2.3 WISR 2021-1 C AUD 20.7 BBSW1M 180 A1 - - 2.3 WISR 2021-1 D AUD 14.4 BBSW1M 270 Baa1 - - 2.3 WISR 2021-1 E AUD 18.9 BBSW1M 460 Ba2 - - 2.3 WISR 2021-1 F AUD 5.85 BBSW1M 650 B2 - - 2.3 WISR 2021-1 G1 AUD 3.6 BBSW1M U/D - - - 3.8 WISR 2021-1 G2 AUD 3.6 BBSW1M U/D - - - 3.8

31/5 Idol Trust IDOLT 2014-1 A-R AUD 141.26 BBSW1M 43 Aaa - AAA 1.14 MBS 0 ING Bank Australia

Page 8: 2ND QUARTER 2021 AUSTRALIAN SECURITISATION

AUSTRALIA STRUCTURE FINANCE OVERVIEW

Page 8

All data are taken from Bloomberg Finance L.P. unless otherwise specified. Private deals are excluded. ©2020 Bloomberg L.P. All rights reserved.

10/6 Progress Trust PROGS 2021-1 A AUD 920 BBSW1M 60 Aaa - AAA 2.8 MBS 0 AMP Bank PROGS 2021-1 AB AUD 39.9 BBSW1M 100 NR - AAA 6 PROGS 2021-1 B AUD 13.9 BBSW1M 120 NR - AA 6 PROGS 2021-1 C AUD 11.2 BBSW1M 150 NR - A 6 PROGS 2021-1 D AUD 6.7 BBSW1M 240 NR - BBB 6 PROGS 2021-1 E AUD 3.9 BBSW1M 470 NR - BB 6 PROGS 2021-1 F AUD 4.4 BBSW1M 600 NR - NR 6

16/6 NOW Trust NOW 2021-1 A AUD 156 BBSW1M 75 Aaa - - 1.7 ABS 0

Wingate Consumer Finance Pty

NOW 2021-1 B AUD 12.2 BBSW1M 120 Aa2 - - 2.4

NOW 2021-1 C AUD 10.2 BBSW1M 170 A2 - - 2.4 NOW 2021-1 D AUD 5.8 BBSW1M 260 Baa2 - - 2.4 NOW 2021-1 E AUD 10.4 BBSW1M 450 Ba2 - - 2.4 NOW 2021-1 F AUD 3.4 BBSW1M 640 B2 - - 2.4 NOW 2021-1 G AUD 2 BBSW1M U/D NR - - 3.5

23/6 Ruby Bond Trust RUBY 2021-1 A1MM AUD 120 BBSW1M 65 - - (P)AAA 0.4 MBS 0 BC Securities Pty Ltd RUBY 2021-1 A1AU AUD 152 BBSW1M 90 - - (P)AAA 2.1 RUBY 2021-1 B AUD 59.5 BBSW1M 150 - - (P)AA 3.8 RUBY 2021-1 C AUD 61.1 BBSW1M 230 - - (P)A 3.8 RUBY 2021-1 D AUD 46.1 BBSW1M 330 - - (P)BBB 3.8 RUBY 2021-1 E AUD 29.3 BBSW1M 600 - - (P)BB 3.8 RUBY 2021-1 F AUD 18.5 BBSW1M 775 - - (P)B 3.7 RUBY 2021-1 G AUD 13.5 BBSW1M U/D - - NR 4

23/6 humm Trust HUMM 2021-1 A1 AUD 177.84 BBSW1M 65 Aaa AAA - 1.1 ABS 0 Certegy Ezi-Pay Pty Ltd HUMM 2021-1 A1G AUD 10.4 BBSW1M 65 Aaa AAA - 1.1 HUMM 2021-1 BG AUD 28.08 BBSW1M 110 NR AA+ - 1.5 HUMM 2021-1 CG AUD 13 BBSW1M 145 NR A+ - 1.5 HUMM 2021-1 DG AUD 13.78 BBSW1M 230 NR BBB - 1.5 HUMM 2021-1 EG AUD 10.4 BBSW1M 420 NR BB+ - 1.5 HUMM 2021-1 F AUD 6.5 BBSW1M U/D - NR - 2.7

For any inquiries, please contact:

Pablo Castro Yang Yang Moeka Nakamura

Product Manager Data Analyst Data Analyst

[email protected] [email protected] [email protected]