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BBVA RMBS 2 FONDO DE TITULIZACION DE ACTIVOS
Constitution 03.26.2007
Securitised assets Residential mortgage loans (PTCs)
Originator Banco Bilbao Vizcaya Argentaria (BBVA)
Bond Issue 5,000,000,000 EUR 03.29.2007 Fitch Moody´s S&P
Series A1 (Amortised) 950,000,000 EUR 3−M Euribor + 0.06% AAA Aaa AAA
Series A2 2,400,000,000 EUR 3−M Euribor + 0.14% BBBsf Baa1(sf) A+(sf)
Series A3 387,500,000 EUR 3−M Euribor + 0.18% BBBsf Baa1(sf) A+(sf)
Series A4 1,050,000,000 EUR 3−M Euribor + 0.20% BBBsf Baa1(sf) BBB+(sf)
Series B 112,500,000 EUR 3−M Euribor + 0.30% BB-sf Caa1(sf) BB(sf)
Series C 100,000,000 EUR 3−M Euribor + 0.54% CC sf Ca(sf) B-(sf)
Lead Managers BBVA     ABN AMRO     BNP Paribas     Citigroup     RBS
Underwriters & BBVA     ABN AMRO     BNP Paribas     Citigroup     RBS
Placement Agents BARCLAYS     Calyon
IXIS CIB     Wachovia Securities
Paying Agent Société Générale
Treasury Account Société Générale
Interest Swap Deutsche Bank
Financial Structuring BBVA
EdT
Legal Adviser Garrigues
Securitised Assets Auditor Deloitte
Fund Auditor KPMG