Wednesday, December 15, 2010

GSMS 2010-C2 (876.45MM) *Launch*

Tranche M/F Size ($mm)
WAL Subordination
Launch
A1 Aaa/AAA 347 4.87

+130
A2 Aaa/AAA 376.072 9.84 17.50%
+140
B Aa2/AA 26.293 9.95 14.50%
+195
C A2/A 29.58 9.95 11.13%
+265
D Baa3/BBB- 47.11 9.95 5.75%
+380
E Ba2/BB 12.051 9.95 4.38%

F B2/B 9.86 9.95 3.25%

G NR 28.485 9.95 0.00%



Seniors are a little wider than talk, subs are on the tight end.

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