| Constitution date |
07.23.2007 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
BBVA |
| Bond Issue |
|
| Total issue amount |
3,000,000,000 EUR |
| Issue date |
07.26.2007 |
| Rating agencies |
Fitch |
|
Moody´s |
| Lead Managers |
BBVA |
|
ABN AMRO |
|
Citigroup |
|
HSBC |
| Underwriters & Placement Agents |
BBVA |
|
ABN AMRO |
|
Citigroup |
|
HSBC |
|
Bancaja |
|
Barclays |
|
IXIS CIB |
|
RBS |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
1,200,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.16% |
| Rating Fitch |
BB+sf |
| Rating Moody´s |
A1 (sf) |
| Series A2 |
Amortised |
| Issue amount |
595,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.20% |
| Rating Fitch |
No rated |
| Rating Moody´s |
Aa1 (sf) |
| Series A3 |
Splitted |
| Issue amount |
960,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.22% |
| Rating Fitch |
Asf |
| Rating Moody´s |
Ba2 (sf) |
| Series A3a |
Since 2018.12.15 |
| Issue amount |
681,031,152 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.22% |
| Rating Fitch |
No rated |
| Rating Moody´s |
Aa1 (sf) |
| Series A3b |
Since 2018.12.15 |
| Issue amount |
136,206,230.40 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.22% |
| Rating Fitch |
No rated |
| Rating Moody´s |
Aa1 (sf) |
| Series A3c |
Since 2018.12.15 |
| Issue amount |
63,562,907.52 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.22% |
| Rating Fitch |
No rated |
| Rating Moody´s |
Aa3 (sf) |
| Series A3d |
Since 2018.12.15 |
| Issue amount |
27,241,246.08 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.22% |
| Rating Fitch |
No rated |
| Rating Moody´s |
A3 (sf) |
| Series B |
|
| Issue amount |
156,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.55% |
| Rating Fitch |
CCCsf |
| Rating Moody´s |
C (sf) |
| Series C |
|
| Issue amount |
88,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.85% |
| Rating Fitch |
Csf |
| Rating Moody´s |
C (sf) |
| Treasury Account |
BBVA |
| Financial Swap |
BBVA |
| Financial Structuring |
BBVA |
|
EdT |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
