| Constitution date |
06.13.2005 |
| Early Liquidation |
05.23.2016 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
BBVA |
| Bond Issue |
|
| Total issue amount |
1,450,000,000 EUR |
| Issue date |
06.16.2005 |
| Rating agencies |
Fitch |
|
Moody´s |
|
S&P |
| Lead Managers |
BBVA |
|
JP Morgan |
| Underwriters & Placement Agents |
BBVA |
|
JP Morgan |
|
Banco Cooperativo Español |
|
Caixa Catalunya |
|
Calyon |
|
CSFB |
|
Dresdner Kleinwort Wasserstein |
|
Société Générale |
|
Wasserstein |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
449,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.05% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Rating S&P |
AAA (sf) |
| Series A2 |
Amortised |
| Issue amount |
925,700,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.17% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa2 (sf) |
| Rating S&P |
AA (sf) |
| Series B |
Amortised |
| Issue amount |
55,900,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.32% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa2 (sf) |
| Rating S&P |
AA- (sf) |
| Series C |
Amortised |
| Issue amount |
18,900,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.60% |
| Rating Fitch |
A-sf |
| Rating Moody´s |
A1 (sf) |
| Rating S&P |
BBB+ (sf) |
| Treasury Account |
Société Générale |
| Financial Structuring |
BBVA |
|
JP Morgan |
|
EdT |
| Legal Adviser |
Uría Menéndez |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditors |
Deloitte |
|
Ernst & Young |