| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | NZD | 180.000 | 2.00 | - | - | AAA | 40.00% | - | Floating | 1mBKBM | - | 125 | 1mBKBM+125 | - | - |
| A2 | NZD | 99.000 | 2.00 | - | - | AAA | 7.00% | - | - | - | - | - | - | - | - |
| B | NZD | 9.600 | 3.60 | - | - | AA | 3.80% | - | - | - | - | - | - | - | - |
| C | NZD | 5.400 | 3.60 | - | - | A | 2.00% | - | - | - | - | - | - | - | - |
| D | NZD | 3.450 | 3.60 | - | - | BBB | 0.85% | - | - | - | - | - | - | - | - |
| E | NZD | 2.550 | 4.40 | - | - | - | - | - | - | - | - | - | - | - | - |
Collateral
Backed by prime and non-conforming New Zealand residential mortgages
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GZY | 7.200 | 6.70 | - | - | Q- | 3.50% | - | - | - | - | - | - | - | Retained |
| U | HXH | 3.000 | 5.10 | - | - | J | 2.00% | - | - | - | - | - | - | - | Retained |
| R1 | TWM | 100.000 | 3.00 | - | - | DDD | 90.00% | - | Cpkakiro | - | - | 90 | 1uWRWX+90 | - | - |
| X2 | MIL | 25.000 | 5.00 | - | - | XX | 3.40% | - | - | - | - | - | - | - | Retained |
| E | FNA | 4.300 | 9.20 | - | - | Q+ | 2.70% | - | - | - | - | - | - | - | Retained |
| X | MQF | 6.000 | 2.20 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X2: Comments: Bmfwisthiff;
U: Comments: Wpniacmnann;
E: Comments: Xjzpjadmjez;
F: Comments: Rkczrtvcrcc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | ZMZ | 578.000 | 4.00 | - | - | JJJ | 91.00% | - | - | - | - | - | - | - | - |
| Q | ETW | 7.000 | 7.30 | - | - | F | 2.70% | - | - | - | - | - | - | - | - |
| Y | VVS | 9.100 | 1.10 | - | - | B+ | 8.50% | - | - | - | - | - | - | - | - |
| N | KIY | 4.000 | 8.30 | - | - | C- | 1.90% | - | - | - | - | - | - | - | - |
| A2 | ECM | 19.600 | 8.00 | - | - | HH | 2.20% | - | - | - | - | - | - | - | - |
| L | WCS | 9.000 | 2.90 | - | - | MZ | - | - | - | - | - | - | - | - | - |
Originator(s)
Wkugzduw Panknzg