Filed Pursuant to Rule 433
Registration No. 333-130030
200<GO>to view this page in Launchpad | N2N121 Govt | SFWW |
IGM Structured Finance Watch | SFW046 |
6/22 [GEMNT 07 3&4] $2.0Bln Cards via JPM/RBSGC Co’s:ABN, BAS, Castle, CS,RBC
1st Pay: 8/15/07 Setts: 6/28
Cls |
|
| Amt($mm) |
| Mdy/S&P/Fch |
| WAL |
| E.F. |
| Lgl Fnl |
| Bnchmk |
| G’Dnce |
| Sprd |
|
07-3 | A-1 |
| 949.75 |
| Aaa/AAA/AAA |
| 2.96 |
| 6/15/10 |
| 6/17/13 |
| 1molbr |
| +0/1 |
| +1 |
|
07-3 | A-2 |
| 269 |
| Aaa/AAA/AAA |
| 2.96 |
| 6/15/10 |
| 6/17/13 |
| IntSwp |
| +0/1 |
| +1 |
|
07-3 | B |
| 138.75 |
| A2/A/A |
| 2.96 |
| 6/15/10 |
| 6/17/13 |
| IntSwp |
| +11 |
| +11 |
|
07-3 | C |
| 97.5 |
| Baa2/BBB/BBB+ |
| 2.96 |
| 6/15/10 |
| 6/17/13 |
| 1molbr |
| +30a |
| +30 |
|
07-4 | A |
| 406.25 |
| Aaa/AAA/AAA |
| 4.96 |
| 6/15/12 |
| 6/15/15 |
| 1molbr |
| +4/5 |
| +5 |
|
07-4 | B |
| 46.25 |
| A2/A/A |
| 4.96 |
| 6/15/12 |
| 6/15/15 |
| 1molbr |
| +20a |
| +20 |
|
07-4 | C |
| 32.50 |
| Baa2/BBB/BBB+ |
| 4.96 |
| 6/15/12 |
| 6/15/15 |
| 1molbr |
| +38/40 |
| +42 |
|
Deal | Index | SFW161 | Pipeline | SFW150 | Priced | SFW153 | Headlines |
| SFW126 |
informa
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H013-512-0 22-Jun-07 18:18:41
