Constitution date |
07.12.2004 |
Early Liquidation |
08.25.2021 |
Securitised assets |
Residential mortgage loans (PTCs) |
Originator |
Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja |
Bond Issue |
|
Total issue amount |
1,900,000,000 EUR |
Issue date |
07.16.2004 |
Rating agencies |
Moody´s |
|
Fitch |
|
S&P |
Lead Managers |
Bancaja |
|
BNP Paribas |
|
Deutsche Bank |
|
JP Morgan |
Underwriters |
Bancaja |
|
BNP Paribas |
|
CDC IXIS Capital Markets |
|
Fortis Bank |
|
Deutsche Bank |
|
JP Morgan |
|
Banco Cooperativo Español |
|
Banco Pastor |
Bond Paying Agent |
BNP Paribas |
Series A1 |
Amortised |
Issue amount |
150,000,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+0.06% |
Rating Fitch |
AAAsf |
Rating Moody´s |
Aaa (sf) |
Rating S&P |
AAA (sf) |
Series A2 |
Amortised |
Issue amount |
1,670,200,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+0.18% |
Rating Fitch |
AAAsf |
Rating Moody´s |
Aa1 (sf) |
Rating S&P |
AAA (sf) |
Series B |
Amortised |
Issue amount |
39,900,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+0.39% |
Rating Fitch |
A+sf |
Rating Moody´s |
Aa2 (sf) |
Rating S&P |
AA+ (sf) |
Series C |
Amortised |
Issue amount |
23,800,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+0.78% |
Rating Fitch |
Asf |
Rating Moody´s |
Baa1 (sf) |
Rating S&P |
A+ (sf) |
Series D |
Amortised |
Issue amount |
16,100,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+2.50% |
Rating Fitch |
BBB-sf |
Rating Moody´s |
Ba2 (sf) |
Rating S&P |
BB (sf) |
Treasury Account |
Citibank |
Financial Swap |
Credit Suisse International |
Financial Structuring |
EdT |
Legal Adviser |
Cuatrecasas |
Securitised Assets Auditor |
Ernst & Young |
Fund Auditor |
KPMG Auditores |