Monday, February 7, 2011

WFRBS 2011-C2 ($1,227)

Announced earlier today...

Tr Size(mm) M/F WAL C/E
A1 $ 583.55 Aaa/AAA 4.99 17.13%
A2 $ 493.22 Aaa/AAA 9.81 17.13%
B $ 38.98 Aa2/AA 9.85 14.13%
C $ 43.85 A2/A 9.85 10.75%
D $ 68.21 Baa3/BBB- 9.92 5.50%
XA $ 1,076.77 Aaa/AAA

XB $ 222.50 Aaa/AAA


From Wells (45.1%) and RBS (40.7%). Cos: Citi, GS, Natixis (10.9%)

50/96 loans/properties
62.6% LTV
1.62x DSCR
12% Debt Yield
5.495% Wavg rate
56.6% Top 10

Pricing expected next week.

1 comment:

Concrete Jungle said...

The size is $1,299.3mm - I must have fat-fingered it before because the loan count is not changed. They did spread the AAA class out creating a 2, 5, 7, and 10 year instead of the original 5 and 10 year only.

A1 +80a
A2 +115A
A3 +120A
A4-C Subject as of now...