0001521536-11-000516.txt : 20111209 0001521536-11-000516.hdr.sgml : 20111209 20111209142146 ACCESSION NUMBER: 0001521536-11-000516 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20111209 DATE AS OF CHANGE: 20111209 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: UBS-Citigroup Commercial Mortgage Trust 2011-C1 CENTRAL INDEX KEY: 0001536226 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-166711-01 FILM NUMBER: 111253061 BUSINESS ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 2128166000 MAIL ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP COMMERCIAL MORTGAGE SECURITIES INC CENTRAL INDEX KEY: 0001258361 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 861073506 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 2128166000 MAIL ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 FWP 1 q1100291_fwppy-ubsciti.htm Unassociated Document
Filed Pursuant to Rule 433
Registration No. 333-166711-01
 
UBSC 2011-C1 - PY TABLE (A-2)
    
Generated at: 12/8/2011 5:14:22 PM
      
         
CLASS
A-2
      
BALANCE
154,403,000
      
INITIAL COUPON
2.8230
      
         
SETTLE DT
12/29/2011
      
FIRST PAY DT
1/10/2012
      
         
         
PRICE
0CPR
100CPY
2CDR40LS
5CDR40LS
99.747501
2.8818
2.8838
2.8832
2.8872
99.997501
2.8239
2.8232
2.8234
2.8219
100.247501
2.7661
2.7627
2.7637
2.7567
100.497501
2.7085
2.7024
2.7042
2.6917
100.747501
2.6511
2.6424
2.6448
2.6269
100.997501
2.5938
2.5824
2.5857
2.5623
101.247501
2.5367
2.5227
2.5267
2.4978
101.497501
2.4798
2.4631
2.4679
2.4336
101.747501
2.4230
2.4037
2.4092
2.3696
101.997501
2.3664
2.3445
2.3507
2.3057
102.247501
2.3099
2.2854
2.2924
2.2421
WAL
4.67
4.45
4.51
4.11
MDUR
4.32
4.13
4.18
3.83
PRIN BEG PD
55
52
37
27
PRIN END PD
58
58
58
58
PRIN WIN
4
7
22
32
PRIN BEG DT
7/10/2016
4/10/2016
1/10/2015
3/10/2014
PRIN END DT
10/10/2016
10/10/2016
10/10/2016
10/10/2016
J SPRD
176.70
181.41
180.07
188.33
N SPRD
135.00
139.45
138.19
145.96
         
SCENARIO #
1
2
3
4
DES
0CPR
100CPY
2CDR40LS
5CDR40LS
CPR LO
0
0
0
0
CPR YM
0
0
0
0
CPR PEN
0
100
0
0
CPR OPEN
0
100
0
0
DFLT RT
0
0
2
5
LOSS SEV
0
0
40
40
REC DLY
0
0
12
12
EXT TERM
0
0
0
0
EXT PCT
0
0
0
0
PRIN ADV
100
100
100
100
INT ADV
100
100
100
100
CLEANUP
FALSE
FALSE
FALSE
FALSE
CLEANUPPCT
1
1
1
1
CALL TIMING
AFTER
AFTER
AFTER
AFTER
         
         
TSY (YRS)
YLD (%)
SWAP (YRS)
YLD (%)
  
0.0833
0.2540
2.0000
0.7000
  
0.2500
0.2540
3.0000
0.8430
  
0.5000
0.2540
4.0000
1.0740
  
2.0000
0.2540
5.0000
1.3280
  
3.0000
0.3830
6.0000
1.5730
  
5.0000
0.9150
7.0000
1.7870
  
7.0000
1.4770
8.0000
1.9570
  
10.0000
2.0350
9.0000
2.0940
  
30.0000
3.0250
10.0000
2.2090
  
   
11.0000
2.3040
  
   
12.0000
2.3960
  
   
15.0000
2.5600
  
   
20.0000
2.6610
  
 

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The issuer has filed a registration statement (including a prospectus) with the SEC (registration statement file no. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering.  You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov.  Alternatively, the issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
The offered certificates may not be suitable for all investors.  Investors are urged to read any more complete free writing prospectuses prior to making an investment decision and, following availability thereof, the prospectus supplement, relating to the offered certificates because they contain important information regarding the offering that is not included herein.  The issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus supplement if you request it by calling toll-free 1-877-858-5407.
 
The offered certificates referred to in these materials, and the asset pools backing them, are subject to modification or revision (including the possibility that one or more classes of offered certificates may be split, combined or eliminated at any time prior to issuance or availability of a final prospectus) and are offered on a "when, as and if issued" basis.  You understand that, after you indicate an interest in purchasing any class of offered certificates, a contract of sale will come into being no sooner than the date on which the relevant class has been priced and we have confirmed the allocation of certificates to be made to you; any "indications of interest" expressed by you, and any "soft circles" generated by us, will not create binding contractual obligations for you or us.
 
Because the offered certificates are being offered on a "when, as and if issued" basis, any such contract will terminate, by its terms, without any further obligation between us, if the offered certificates themselves, or the particular class to which the contract relates, are not issued.  Because the offered certificates are subject to modification or revision, any such contract also is conditioned upon the understanding that no material change will occur with respect to the relevant class of securities between the date of pricing and the closing date.  If a material change does occur with respect to such class, our contract will terminate, by its terms, without any further obligation between us (the "Automatic Termination").  If an Automatic Termination occurs, we will provide you with revised offering materials reflecting the material change and give you an opportunity to purchase such class.  To indicate your interest in purchasing the class, you must communicate to us your desire to do so within such timeframe as may be designated in connection with your receipt of the revised offering materials.
 
The information contained in these materials may be based on assumptions regarding market conditions and other matters as reflected herein, however, there is no guaranty that any such assumptions will coincide with actual market conditions or events.
 
The underwriters and their respective affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of these materials, may, from time to time, have long or short positions in, and buy and sell, the offered certificates mentioned herein or derivatives thereof (including options).  UBS Securities LLC, Citigroup Global Markets Inc. and the other underwriters and their respective affiliates may have an investment or commercial banking relationship with the issuer.
 
Information in these materials is current as of the date appearing on the material only.  This free writing prospectus is not required to contain all information that is required to be included in the base prospectus and the prospectus supplement.  The information in this free writing prospectus is preliminary and subject to change prior to the time of sale.  Information in these materials regarding any offered certificates discussed herein supersedes all prior information regarding such offered certificates.  These materials are not to be construed as an offer to sell or the solicitation of any offer to buy any offered certificate in any jurisdiction where such an offer or solicitation would be illegal.  You should consult your own counsel, accountant and other advisors as to the legal, tax, business, financial and related aspects of a purchase of these securities.
 
IRS CIRCULAR 230 NOTICE:  THIS MATERIAL IS NOT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, FOR THE PURPOSE OF AVOIDING U.S. FEDERAL, STATE OR LOCAL TAX PENALTIES.  THIS MATERIAL IS WRITTEN AND PROVIDED BY THE UNDERWRITERS IN CONNECTION WITH THE PROMOTION OR MARKETING OF THE TRANSACTIONS OR MATTERS ADDRESSED HEREIN.  INVESTORS SHOULD SEEK ADVICE BASED ON THEIR PARTICULAR CIRCUMSTANCES FROM AN INDEPENDENT TAX ADVISOR.
 
ANY DISCLAIMERS OR OTHER NOTICES THAT MAY APPEAR BELOW ARE NOT APPLICABLE TO THIS COMMUNICATION AND SHOULD BE DISREGARDED. SUCH DISCLAIMERS OR OTHER NOTICES WERE AUTOMATICALLY GENERATED AS A RESULT OF THIS COMMUNICATION BEING SENT VIA BLOOMBERG OR ANOTHER EMAIL SYSTEM.