Fitch Upgrades Freddie Mac's Commercial Mortgage Special Servicer Ratings
--Commercial mortgage special servicer rating upgraded to 'CSS2' from 'CSS2-';
--Commercial mortgage master servicer rating affirmed at 'CMS2'.
The upgrade of the special servicer rating reflects the special servicing group's workout experience with multifamily properties throughout the United States, proactive surveillance, efficient use of technology for asset management, and effective internal controls. While only two members of the special servicing team, who average over 30 years of experience, are actively working out defaulted assets, the group has significant special servicing bench strength and management depth among its 19 employees who are capable of working out loans should defaults rise. Special servicing senior managers average 29 years of experience and 12 years of tenure, while middle managers average 22 years of experience and seven years with the company.
The special servicing group is responsible for defaults within Freddie Mac's balance sheet portfolio which consists of 6,373 loans totaling \\$70.3 billion as of March 31, 2015, as well as one CMBS transaction. The group resolved seven defaulted loans for the 12 months ending March 2015 totaling \\$42.4 million, only one of which incurred a loss. Resolutions included three full payoffs, three returned to performing, and one discounted payoff for multifamily assets located in five states and the outstanding balance of the loans ranged from approximately \\$280,000 to \\$9.1 million.
The affirmation of the master servicer rating reflects Fitch's assessment of Freddie Mac's core servicing competencies, including primary servicer oversight, surveillance, loan accounting, and investor reporting. Since becoming a rated master servicer, Freddie Mac has appointed itself for the FREMF 2014-KX01, and most recently, FREMF 2015-KJ01 transactions. Future master servicing assignments are expected to support new product initiatives such as small balance and affordable housing transactions as well as balance sheet transactions of legacy assets. In addition to the two CMBS transactions, Freddie Mac performs the core master servicing, in one form or another, for its \\$55.6 billion whole loan portfolio, a multifamily investment securities portfolio of \\$23.4 billion, as well as its multifamily guarantee portfolio of \\$94.7 billion as of March 2015.
Both ratings consider the company's financial strength backstopped by the U.S. Treasury, knowledge of the multifamily lending environment combined with the support of its seller/servicer network. Due to the concentration of servicing for multifamily assets, servicer ratings are limited to the '2' category.
Fitch's servicer rating methodology is described in Fitch's reports 'U.S. Commercial Mortgage Servicer Rating Criteria', dated Feb. 14, 2014 and 'Rating Criteria for Structured Finance Servicers' dated April 23, 2015, which are available on Fitch's web site www.fitchratings.com.
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