Wednesday, February 9, 2011

DBUBS 2011-LC11 ($2.2 billion)

Tr Size(mm) M/F WAL C/E Priced
A1 1100 AAA 4.62
+115
A2 459 AAA 9.7
+120

Fitch Press release
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1 comment:

Anonymous said...

CLASS RATING(F/M) SIZE (MM) C/E WAL COUPON PRICE YIELD SPREAD
A1 AAA/Aaa 1,110.000 19.50 4.62 3.742 100.9969448 3.51 S+115
A2 AAA/Aaa 182.000 19.50 6.98 4.528 100.9985984 4.38 S+120
A3 AAA/Aaa 459.753 19.50 9.70 5.002 100.9937821 4.91 S+120
B AA/Aa2 70.723 16.25 9.88 5.471 100.9932352 5.38 S+165
C A/A2 81.604 12.50 9.88 5.557 100.4730687 5.68 S+195
D BBB+/Baa1 48.962 10.25 9.88 5.557 96.8413706 6.18 S+245
E BBB-/Baa3 89.764 6.13 9.88 5.557 93.3722279 6.68 S+295
F BB/Ba2 24.481 5.00 9.93 5.557 86.5032533 7.74 S+400
X-A AAA/Aaa 1,751.753 N/A 5.88 1.403 6.6293228 5.38 T+275
X-B NR/Aaa 424.339 N/A 9.59 0.246 1.7823477 11.32 T+775

* CLASS C COUPON IS WAC
* CLASS D COUPON IS WAC
* CLASS E COUPON IS WAC
* CLASS F COUPON IS WAC

February 9, 2011 at 10:52 AM

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