Saturday, October 24, 2009

TALF - Legacy CMBS

TALF information for the Legacy CMBS

TALF CMBS Results July August September October

Size $668,940,186 $2,283,323,491 $1,401,924,696 $2,124,921,093
Num. of Loans 36 86 59
Avg. Loan Size $18,581,672 $26,550,273 $23,761,436
Rejections $0 $135,009,445 $50,827,046
Num. of Loans 1 3 0
Avg. Loan Size
Accepted Loans
$18,581,672 $27,190,039 $23,358,699

Barclay's put together a nice estimate based on bid list activity a couple of weeks ago, which proved to be accurate. I found the bid list activity estimates to be interesting by themselves, since it is not something I've found easy to come by.

I'll separately post an update on the rejected and accepted bonds...

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