Friday, April 9, 2010

RBSCF 2010-MB1 - $309.7mm Large Loan Fixed - Priced

CLS SIZE(MM) MDY/RP WAL WIN C/E% CUM. BENCH SPD YLD
LTV%
A1 [20.400] Aaa/AAA [2.51] 5/10-2/15 22.25 [41.5] I.SWP +80 2.350
A2 [220.391] Aaa/AAA [4.93] 2/15-4/15 22.25 [41.5] I.SWP +90 3.684
B 18.575 Aa2/AA [4.98] 4/15-4/15 16.252 [44.7] I.SWP +190 4.705
C 20.900 A2/A [4.98] 4/15-4/15 9.504 [48.3] I.SWP +290 5.705
D 29.434 Baa3/BBB-[4.98] 4/15-4/15 0.000 [53.4] I.SWP +425 7.055
X [259.366] Aaa/AAA [4.41]

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