S&P: Rating On Class A-J From GE Commercial Mortgage Corp. Series 2006-C1 Trust Lowered To 'D (sf)'
The rating action follows our analysis of the transaction, primarily using ourcriteria for rating U. S. and Canadian CMBS transactions, which included a review of the credit characteristics and performance of the remaining assets in the pool and the transaction's structure. We also applied our interest shortfall methodology to address interest shortfalls affecting the trust.
We downgraded class A-Jbecause the class has carried accumulated interest shortfalls for the past two consecutive months, and we expect it to carry accumulated interest shortfalls for the foreseeable future. According to the Aug. 10, 2016, trustee remittance report, the current monthly interest shortfalls total $780,655 ($754,792 of which was reported as interest shortfalls and the remainder was principal shortfalls) and resulted primarily from:
$744,939 in interest not advanced on the six specially serviced assets ($163.1 million, 98.5%), all of which have been deemed nonrecoverable; and
Special servicing fees totaling $37,434.
The current interest shortfalls affected classes subordinate to and including class A-J.
TRANSACTION SUMMARY
As of the Aug. 10, 2016, trustee remittance report, the collateral pool balance was $165.5 million, which is 10.3% of the pool balance at issuance. The pool currently includes four loans and three real estate-owned (REO) assets, down from 141 loans at issuance. Six of these assets ($163.1 million, 98.5%) are with the special servicer, LNR Partners LLC (LNR). All six of thesespecially serviced assets have been deemed nonrecoverable. The master servicer, Wells Fargo Bank N. A., reported financial information for 69.4% of the loans in the pool, of which 95.7% was partial or year-end 2015 data, and the remaining 4.3% was year-end 2014 data.
We calculated a 1.52x S&P Global Ratings' debt service coverage (DSC) and 64.2% S&P Global Ratings' loan-to-value (LTV) ratio using an 8.25% S&P Global Ratings' capitalization rate for the sole nonspecially serviced loan in the pool. To date, the transaction has experienced $80.4 million in principal losses, or 5.0% of the original pool trust balance. We expect losses to reach approximately 9.4% of the original pool trust balance in the near term, based on losses incurred to date and additional losses we expect upon the eventual resolution of the six specially serviced assets.
CREDIT CONSIDERATIONS
As of the Aug. 10, 2016, trustee remittance report, six assets in the pool were with the special servicer, LNR. Details of the three largest specially serviced assets are as follows:
The 33 Washington REO asset ($50.6 million, 30.6%) is the largest asset in thepool and has a total reported exposure of $65.2 million. The property is a 19-story, 410,693-sq.-ft. office building in Newark, N. J. The loan was transferred to the special servicer on Nov. 17, 2011, bcause of monetary default. The asset became REO on May 24, 2013. Recent performance data was notavailable for the asset, and the property was reported as being 18.0% occupiedas of April 20, 2016. We expect a significant loss upon its eventual resolution.
The James Center REO asset ($50.0 million, 30.2%) is the second-largest asset in the pool and has a total reported exposure of $50.4 million. The senior loan consists of a pari passu $100.0 million A-1 note securitized in GMAC Commercial Mortgage Securities Inc. Series 2006-C1 Trust, also a CMBS transaction, and a $50.0 million A-2 note held in this transaction. The asset is a three-building, 974,268-sq.-ft. office property located in downtown Richmond, Va. The loan was transferred to the special servicer on June 27, 2014, because of imminent default. The asset became REO on March 15, 2016. Thereported DSC and occupancy as of year-end 2015 were 1.22x and 66.0%, respectively. We expect a minimal loss upon its eventual resolution.
The Grand Marc at Riverside REO asset ($41.9 million, 25.3%) is the third-largest asset in the pool and has a total reported exposure of $42.1 million. The asset is a 760-bed student housing property in Riverside, Calif. The loan was transferred to the special servicer on June 25, 2013, becasue of imminent default. The asset became REO on March 4, 2014. The reported DSC was 1.19x as of year-end 2015, and reported occupancy was 99.0% as of March 31, 2016. We expect a minimal loss upon this asset's eventual resolution.
The three remaining loans with the special servicer each have individual balances that represent less than 7.0% of the total pool trust balance. We estimated losses for the six specially serviced assets, arriving at a weightedaverage loss severity of 43.3%.
With respect to the specially serviced assets noted above, a minimal loss is less than 25%, a moderate loss is 26%-59%, and a significant loss is 60% or greater.
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