Investigation

The Australian Subprime
Mortgage Merry-Go-Round

How Your Super Fund Buys Risky Home Loans — The Big Short, Down Under

Step 1

The Borrower

Step 2

The Lenders

Step 3

The Money Plumbing

Step 4

The Investors

🏠

The Homeowner

You, me, or anyone trying to buy a home in Australia's expensive property market.

Needs "Non-Conforming" Loan
  • Self-employed
  • Impaired credit history
  • High LVR (>80%)
  • Complex income
🏛️

Big Four Banks

Provide warehouse funding but don't hold the risk on their books.

Westpac CBA NAB ANZ
✓ Offload Risk & Capital
WAREHOUSE $$$
💳

Non-Bank Lenders

Originate loans to borrowers banks won't touch directly.

Liberty La Trobe Pepper Money Firstmac
↗ Originate & Distribute

Loan Origination, Bundling & Slicing

Individual mortgages are pooled together and divided into risk layers

Securitisation SPV
Special Purpose Vehicle
Senior Tranches
First in line for repayment, lowest risk
AAA
Mezzanine Tranches
Higher yield, absorbs losses after equity
BBB
Equity / Junior Tranches
First loss position, highest yield
NR
🐷

Australian Super Funds

Your retirement savings, managed by industry and retail funds.

Senior Buyers

Super funds buy "safe" AAA layers. Low yield, low risk... supposedly.

Mezzanine Buyers

Private credit funds (owned by super) chase higher yields here.

Equity Buyers

Private credit & credit funds take first-loss positions for maximum yield.

$Billions in Funding
Flows Back
$21.4B RAMS Portfolio Sold
by Westpac
2025
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