Monday, July 11, 2011

WFRBS 2011-C4 ($1.480mm)


CLASS        F/MDYs     SIZE($MM) WAL(YRS) C/E   CUM LTV NOI DY
A-1    AAA(sf)/Aaa(sf)    93.159   2.51  16.875%  49.3%  15.1%
A-2    AAA(sf)/Aaa(sf)   201.377   4.81  16.875%  49.3%  15.1%
A-3    AAA(sf)/Aaa(sf)    62.389   6.74  16.875%  49.3%  15.1%
A-FL   AAA(sf)/Aaa(sf)   100.000   9.68  16.875%  49.3%  15.1%
A-4    AAA(sf)/Aaa(sf)   671.432   9.84  16.875%  49.3%  15.1%
A-SB   AAA(sf)/Aaa(sf)   102.472   7.33  16.875%  49.3%  15.1%
B       AA(sf)/Aa2(sf)    42.570   9.93  14.000%  51.0%  14.6%
C       A+(sf)/A2(sf)     42.570   9.93  11.125%  52.7%  14.1% 
D       A-(sf)/Baa1(sf)   33.316   9.93   8.875%  54.1%  13.7%
E     BBB-(sf)/Baa3(sf)   51.824   9.93   5.375%  56.2%  13.2%
X-A    AAA(sf)/Aaa(sf) 1,230.829* 
X-B         NR/Aaa(sf)   249.868*



76 loans, 132 properties, 5.335% WAC, 108 WAM, 61.5% wavgLTV, 1.79x wavgDSCR,
LOAN SELLERS:  WFB (78.9%), RBS (14.3%), GE CAPITAL (6.8%)

Retail (42.6%), Office(13.3%), Hospitality (12.3%), Industrial (11.1%), Multifamily(8.0%)

CA (19.1%), WI (12.9%), NY (10.7%), TX (7.8%), FL (7.0%)

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