Madrid RMBS IV FTA

The transaction is a securitisation of mortgage loans granted by CAJA MADRID to individuals,
secured by first-class mortgages raised on finished property.

The portfolio (as at 17 November 2007) consists of 15,409 mortgage loans, where the average
current balance outstanding is Eur222,576 (slightly high for Spanish RMBS transactions), and
the ten mortgagors who owe the largest amount represents 0.41% of the outstanding principal
of all the mortgagors. At closing, 290 loans (1.89% of outstandings) were more than 3mnths’ in
arrears.

Geographically, the portfolio is highly dependent on the Madrid region, where 58.48% of the out-
standing current balance is located. The next two largest regions behind this are Barcelona
(8.72%) and Tarragona (2.90%).


Compare/contrast: Madrid RMBS III, BBVA RMBS 4 FTA, Valencia Hipotecario 4 FtdA.
Madrid RMBS III FTABBVA RMBS 4 FTAValencia Hipotecario 4 FtdA