General information |
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Issue
date |
30-June-1999 |
Credit
Enhance |
Sen/Mez.,
Res. fund |
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Reference
interest rate |
EURIBOR
3m |
Risk
weight. |
100% |
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Payment |
Quarterly |
Pricing
info |
Bloomberg:
BCARS <Mtge><Go> |
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Currency |
EURO |
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Class A |
Class M |
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Spread |
0.27% |
0.65% |
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Initial
class size |
428,600,000 |
21,400,000 |
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Number
of bonds |
4,286 |
214 |
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Initial
rating Moody's/ DCR |
Aaa / AAA |
A3 / A |
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Payments |
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Euribor
fixing for first pmt date |
2.116% |
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Last
payment date |
27-Dec-2004 |
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Next
payment date |
29-Mar-2005 |
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(last
payment date) |
Class A |
Class M |
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Period
coupon |
2.386% |
2.766% |
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Interest
payment |
212,671.32 |
12,309.28 |
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Interest
per bond |
49.62 |
57.52 |
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Balance
before last pmt |
35,258,520.89 |
1,760,458.11 |
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Principal
redemption last pmt |
10,639,009.22 |
531,205.78 |
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Principal
per bond |
2,482.27 |
2,482.27 |
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Bond
factor |
0.05744170 |
0.05744170 |
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Expected
Average Life (0 CPR) |
0.78 |
0.78 |
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Expected
final maturity (0 CPR) |
29-Mar-2005 |
29-Mar-2005 |
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Performance |
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Delinquencies |
30 Days |
60 Days |
90 Days |
Defaults |
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Number |
179 |
40 |
5 |
20 |
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Principal Balance |
544,399.52 |
97.360.47 |
9,458.38 |
107,338.24 |
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% Loans Outstanding |
2.106% |
0.377% |
0.037% |
0.29% |
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Prepayments |
CPR |
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June 1999 |
2.99% |
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July 1999 |
3.80% |
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August 1999 |
4.16% |
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September 1999 |
4.91% |
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October 1999 |
5.42% |
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November 1999 |
4.87% |
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December 1999 |
4.79% |
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January 2000 |
5.44% |
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February 2000 |
6.76% |
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March 2000 |
6.99% |
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April 2000 |
5.21% |
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May 2000 |
5.72% |
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June 2000 |
5.67% |
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July 2000 |
5.39% |
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August 2000 |
5.01% |
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September 2000 |
5.91% |
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October 2000 |
6.63% |
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November 2000 |
5.34% |
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