| Constitution date |
03.26.2007 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
BBVA |
| Bond Issue |
|
| Total issue amount |
5,000,000,000 EUR |
| Issue date |
03.29.2007 |
| Rating agencies |
Fitch |
|
Moody´s |
|
S&P |
| Lead Managers |
BBVA |
|
ABN AMRO |
|
BNP Paribas |
|
Citigroup |
|
RBS |
| Underwriters & Placement Agents |
BBVA |
|
ABN AMRO |
|
BNP Paribas |
|
Citigroup |
|
RBS |
|
Barclays |
|
Calyon |
|
IXIS CIB |
|
Wachovia Securities |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
950,000,000 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 |
2,400,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.14% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series A3 |
Amortised |
| Issue amount |
387,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.18% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series A4 |
|
| Issue amount |
1,050,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.20% |
| Rating Fitch |
AA-sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series B |
|
| Issue amount |
112,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.30% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
A3 (sf) |
| Rating S&P |
AAA (sf) |
| Series C |
|
| Issue amount |
100,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.54% |
| Rating Fitch |
BBB+sf |
| Rating Moody´s |
Ba2 (sf) |
| Rating S&P |
AA- (sf) |
| Treasury Account |
Société Générale |
| Financial Swap |
BBVA |
| Financial Structuring |
BBVA |
|
EdT |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
