| Constitution date |
07.16.2007 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja |
| Bond Issue |
|
| Total issue amount |
2,022,900,000 EUR |
| Issue date |
07.20.2007 |
| Rating agencies |
Moody´s |
|
S&P |
| Lead Managers |
Bancaja |
|
Calyon |
|
IXIS CIB |
|
JP Morgan |
| Bond Underwriters and Placement Agents |
Bancaja |
|
Calyon |
|
IXIS CIB |
|
JP Morgan |
|
Banco Pastor |
|
Caja Madrid |
|
Fortis Bank |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
260,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.07% |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series A2 |
Amortised |
| Issue amount |
1,193,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.17% |
| Rating Moody´s |
Aa3 (sf) |
| Rating S&P |
AAA (sf) |
| Series A3 |
|
| Issue amount |
440,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.21% |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series B |
|
| Issue amount |
63,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.45% |
| Rating Moody´s |
Ba1 (sf) |
| Rating S&P |
D (sf) |
| Series C |
|
| Issue amount |
24,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.80% |
| Rating Moody´s |
B1 (sf) |
| Rating S&P |
D (sf) |
| Series D |
|
| Issue amount |
20,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+3% |
| Rating Moody´s |
C (sf) |
| Rating S&P |
D (sf) |
| Series E |
|
| Issue amount |
22,900,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+4% |
| Rating Moody´s |
C (sf) |
| Rating S&P |
D (sf) |
| Treasury Account |
Société Générale |
| Financial Swap |
HSBC |
| Amortisation Account |
Bancaja |
| Financial Structuring |
Bancaja |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Ernst & Young |
| Fund Auditor |
KPMG Auditores |
