| Constitution date |
03.09.2007 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
Caixa Catalunya |
| Bond Issue |
|
| Total issue amount |
1,628,000,000 EUR |
| Issue date |
03.09.2007 |
| Rating agencies |
Fitch |
|
Moody's |
|
S&P |
| Lead Managers & Underwriters |
Caixa Catalunya |
|
JP Morgan |
|
Natixis |
|
UBS Investment Bank |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
200,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.04% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Rating S&P |
AAA (sf) |
| Series A2 |
|
| Issue amount |
1,083,200,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.13% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series A3 |
Amortised |
| Issue amount |
200,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.16% |
| Rating Fitch |
BBB+sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
BBB+ (sf) |
| Series B |
|
| Issue amount |
52,800,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.26% |
| Rating Fitch |
BB+sf |
| Rating Moody´s |
B1 (sf) |
| Rating S&P |
D (sf) |
| Series C |
|
| Issue amount |
64,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.50% |
| Rating Fitch |
CCsf |
| Rating Moody´s |
C (sf) |
| Rating S&P |
D (sf) |
| Series D |
|
| Issue amount |
28,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+4.50% |
| Rating Fitch |
Csf |
| Rating Moody´s |
C (sf) |
| Rating S&P |
D (sf) |
| Management Company |
Europea de Titulización, S.G.F.T |
| Treasury Account |
Société Générale |
| Financial Swap |
BBVA |
| Financial Structuring |
GAT |
|
JP Morgan |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
