cover – EdT

BBVA RMBS 11 Fondo de Titulización de Activos

Basic information

Type	File
Offering Circular
Deed

Type	Issue	Date
Other significant information	Early Liquidation of the Fund and Early Amort. of the Bonds	03/01/2022
Other significant information	Bonds Series revised by DBRS	05/24/2021
Other significant information	Bonds Series revised by DBRS	04/06/2021
Other significant information	Ratings Bonds revised by S&P	02/23/2021
Other significant information	Bonds Series revised by DBRS	06/08/2020
Significant event	Ratings Bonds revised by Moody´s	02/12/2020
Other significant information	Bonds Series revised by DBRS	05/31/2019
Other significant information	Ratings Bonds revised by S&P	05/29/2019
Other significant information	Wholesale properties sales	09/17/2018
Other significant information	Ratings Bonds revised by Moody´s	07/03/2018

Report	File
Quarterly Public Financial Statement - Q4 2021
Quarterly Public Financial Statement - Q3 2021
Quarterly Public Financial Statement - Q2 2021
Quarterly Public Financial Statement - Q1 2021

Constitution date	06.11.2012
Early Liquidation	03.30.2022
Securitised assets	Residential mortgage loans (PTCs)
Originator	BBVA
Bond Issue
Total issue amount	1,400,000,000 EUR
Issue date	06.13.2012
Rating agencies	Moody's
	DBRS
	S&P
Lead Manager and Suscriber	BBVA
Bond Paying Agent	BBVA
Series A
Issue amount	1,204,000,000 EUR
Interest Rate Index	3-M Euribor
Margin	+0.30%
Rating DBRS	AA (sf)
Rating Moody´s	Aa1 (sf)
Rating S&P	A- (sf)
Series B
Issue amount	119,000,000 EUR
Interest Rate Index	3-M Euribor
Margin	+0.50%
Rating DBRS	A (high) (sf)
Rating Moody´s	Aa3 (sf)
Rating S&P	A- (sf)
Series C
Issue amount	77,000,000 EUR
Interest Rate Index	3-M Euribor
Margin	+0.90%
Rating DBRS	BB (high) (sf)
Rating Moody´s	Ba1 (sf)
Rating S&P	BBB+ (sf)
Treasury Account	BBVA
Financial Structuring	BBVA
	EdT
Legal Adviser	Garrigues
Securitised Assets Auditor	Deloitte
Fund Auditor	KPMG Auditores