Docstoc

ABS50_series2007_02

Document Sample
ABS50_series2007_02 Powered By Docstoc
					iBoxx EUR ABS 50 Series 2007-02

Final Index Membership
N°     ISIN         Pricing date Ticker              Issuer                                          Class
 1   XS0277508692   05/12/2006   ARKLE    Arkle Master Issuer plc                                          3A2
 2   XS0267362266   14/09/2006   ARRMF    Arran Residential Mortgages Funding No. 2 PLC                    A3C
 3   ES0314147010   20/02/2007   BBVAR    BBVA RMBS 1 FTA                                                  A2
 4   ES0314148018   26/03/2007   BBVAR    BBVA RMBS 2 FTA                                                  A2
 5   ES0314148034   26/03/2007   BBVAR    BBVA RMBS 2 FTA                                                  A4
 6   ES0312872015   29/01/2007   BCJAF    BANCAJA 10 Fondo de Titulización de Activos                      A2
 7   ES0313270011   22/11/2006   BFTH     BANKINTER FONDO DE TITULIZACIO                                   A2
 8   XS0276517710   20/11/2006   BLUGA    Beluga Master Issuer B.V.                                        A2
 9   IT0004083025   21/06/2006   BPM      BPM Securitisation 2 S.r.l.                                      A2
10   IT0004215320   04/04/2007   BPMO     BP MORTGAGES S.r.l                                               A2
11   XS0289300898   02/03/2007   BRNL     BRUNEL No.1                                                      A4A
12   ES0359091016   17/11/2006   CAJAM    Madrid RMBS I Fondo de Titulizacion de Activos                   A2
13   FR0010385625   05/10/2006   CAR      Cars Alliance Auto Loans France FCC Series 2006-1                A
14   FR0010356865   10/07/2006   COMP     Auto ABS Compartiment 2006-1                                     A
15   FR0010413153   19/01/2007   COMP     Auto ABS Compartiment 2007-1                                     A
16   IT0004087174   30/06/2006   CORDR    Cordusio RMBS 2 Srl                                              A2
17   IT0004144892   09/11/2006   CORDR    Cordusio RMBS 3 Srl                                              A2
18   XS0262424012   01/08/2006   CRSM     Celtic Residential Irish Mortgage Securitisation No. 10 p.l.c.   A2
19   XS0256323972   21/06/2006   DELPH    Delphinus 2006-I B.V.                                            A
20   XS0269341680   20/09/2006   DOURM    Douro Mortgages No.2 PLC                                         A2
21   XS0260593727   04/07/2006   EMERM    Emerald Mortgages No.4 plc                                       A
22   XS0256130401   23/06/2006   FSTNT    Fastnet Securities 2 p.l.c.                                      A2
23   XS0294513030   23/04/2007   GELDI    GELDILUX TS 2007 SA                                              A
24   XS0273840305   27/10/2006   GMFM     Gracechurch Mortgage Financing Series 2006-1 Notes               A5
25   XS0267967924   13/09/2006   GRANM    Granite Master Issuer Plc Series 2006-3                          A5
26   XS0275944766   22/11/2006   GRANM    Granite Master Issuer Plc Series 2006-4                          A7
27   XS0284071908   19/01/2007   GRANM    Granite Master Issuer Plc Series 2007-1                          3A2
28   XS0260141584   28/07/2006   GRND     German Residential Asset Note Distributor p.l.c.                 A
29   XS0271028838   19/10/2006   HERME    Holland Mortgage Backed Series (Hermes) XII B.V.                 A
30   XS0291663820   14/03/2007   HERME    Holland Mortgage Backed Series (Hermes) XIII B.V.                A2
31   XS0262870222   28/07/2006   HFP      Holmes Financing (No. 10) PLC                                    3A
32   ES0345672010   12/03/2007   HIPO     HIPOCAT 11 FTdA                                                  A2
33   IT0004197254   22/02/2007   ITALF    ITALFINANCE SEC. VEHICLE 2 SERIES 2007-1                         A
34   XS0286335996   13/02/2007   KDRE     KILDARE SECURITIES LTD                                           A3
35   XS0284840971   24/01/2007   LAMBD    Lambda Finance B.V.                                              A2
36   IT0004153679   07/12/2006   LOCAT    Locat SV S.r.l.                                                  A2
37   XS0268642161   22/09/2006   LUSI     Lusitano Mortgages No. 5 PLC                                     A
38   XS0260784318   06/07/2006   MAGEL    Magellan Mortgages No. 4 PLC                                     A
39   XS0270510653   04/10/2006   PERMM    Permanent Master Issuer PLC Series 2006-1                        4A2
40   XS0288090342   21/02/2007   PERMM    Permanent Master Issuer PLC Series 2007-1                        3A
41   ES0382043000   14/12/2006   SANFI    Fondo de Titulización de Activos Santander Financiación 1        A
42   ES0382042002   30/06/2006   SHIPO    Fondo de Titulización de Activos Santander Hipotecario 2         A
43   ES0338093018   02/04/2007   SHIPO    FTA SANTANDER HIPOTECARIO 3                                      A2
44   XS0283474723   12/02/2007   STORM    STORM 2007-1 BV                                                  A3
45   ES0377994019   13/10/2006   TDAC     TdA CAM 7 Fondo de Titulización de Activos                       A2
46   ES0377966009   07/03/2007   TDAC     TdA CAM 8 Fondo de Titulización de Activos                       A
47   ES0338186010   18/10/2006   UCI      Fondo de Titulización de Activos UCI 16                          A2
48   ES0337985016   04/05/2007   UCI      UCI 17 FTA                                                       A2
49   XS0256348615   06/06/2006   VCL      VCL No. 8 Limited                                                A
50   IT0004101991   26/09/2006   VELAH    Vela Home S.r.l. - Series 4                                      A1




                                                                                                                 1
iBoxx EUR ABS 50 Series 2007-02

Excluded bonds for liquidity reasons

N°     ISIN         Pricing date Ticker           Issuer                                    Class
1    NL0000169142   15/02/2007   SMILE    SMILE 2007 B.V                                           A
2    XS0273103894   23/10/2006   ANAPT    ANAPTYXI 2006-1 PLC                                      A
3    XS0263580945   31/07/2006   GRF      German Residential Funding p.l.c.                        A1
4    ES0312344015   08/06/2006   AYTGH    AyT GÉNOVA HIPOTECARIO VIII Fondo de Titulización        A2
                                          Hipotecaria
5 ES0313956007      28/11/2006 BBVAC      BBVA Consumo 2, Fondo de Titulización de Activos         A
6 XS0266760700      11/09/2006 SCGA       SC Germany Auto 06 PLC                                   A
7 ES0338058011      14/12/2006 SANTM      Fondo de Titulización de Activos SANTANDER               A2
                                          EMPRESAS 2
8    ES0338057005   10/10/2006   SANCF    FTA Santander Consumer Spain Autos 2006                  A
9    ES0370459002   23/10/2006   BBVAP    BBVA 5 FTPYME, Fondo de Titulización de Activos          A1
10   ES0361797014   30/04/2007   BCJAM    MBS BANCAJA 4                                            A2
11   XS0293895271   28/03/2007   WINDM    WINDERMERE X                                             A
12   ES0347843015   18/09/2006   EMPOP    IM Grupo Banco Popular Empresas 1, Fondo de              A2
                                          Titulización de Activos
13 XS0275035789     08/11/2006 CANDI      Candide Financing 2006 B.V.                              A3
14 ES0370154009     13/02/2007 KUTXH      AyT KUTXA HIPOTECARIO II                                 A
15 ES0347844021     01/12/2006 POPYM      IM Grupo Banco Popular FTPYME I, Fondo de Titulización   A3
                                          de Activos
16   XS0290300143   28/02/2007   EURO     ELOC-25 - SILENUS                                        A
17   ES0374274019   29/03/2007   RHIPO    RURAL HIPOTECARIO IX FTA                                 A2
18   XS0256813048   02/06/2006   BCCM     BCC Mortgages PLC                                        A
19   XS0291363272   14/03/2007   DECO     DECO 14 Pan Europe 5                                     A1
20   XS0274289759   13/11/2006   FOSSM    Fosse Master Issuer plc                                  A3




                                                                                                        2

				
DOCUMENT INFO
Shared By:
Categories:
Stats:
views:12
posted:5/12/2010
language:English
pages:2