Fitch Affirms DBCCRE 2014-ARCP
The DBCCRE 2014-ARCP Mortgage Trust Commercial Mortgage Pass-Through Certificates represent the beneficial interest in a trust that holds a 10-year, fixed-rate, interest-only $620 million mortgage loan secured by the fee and leasehold interests in 82 office, retail, and industrial properties with a total of 7.2 million square feet (sf) located in 30 states and Puerto Rico. Proceeds from the loan were used to recapitalize the portfolio as the sponsor, American Realty Capital Properties, Inc. (ARCP), purchased all of the collateral assets within the last 18 months using cash equity and existing unsecured credit facilities. The certificates will follow a sequential-pay structure.
KEY RATING DRIVERS
The affirmations and Stable Outlooks are the result of stable property performance. The annualized June 30, 2015 servicer-reported net operating income (NOI) DSCR has improved slightly from performance at issuance to 2.28x. The portfolio remains 100% leased.
The loan is secured by 82 commercial properties including 68 retail, nine office and five industrial assets. The properties are located in 30 states and Puerto Rico and are occupied by 24 distinct tenants in 14 different industries. No state represents more than 16.5% of issuance portfolio value and only three states represent more than 10% of the issuance portfolio value. The properties were all acquired by the sponsor in the 18 months prior to securitization for a total acquisition cost of approximately $980.1 million (implying an all-in loan-to-cost ratio of 63.3%).
Approximately 66% of Fitch's total revenue is derived from tenants rated investment grade ('BBB-' or higher). An additional 21% of Fitch's total revenue is leased to tenants that are rated between 'B-' and 'BB+'. The remaining 13% of the portfolio is leased to nationally recognized tenants. Non-rated tenants include nationally recognized names such as Tractor Supply, Talbots, and Cracker Barrel.
The loan is sponsored by ARCP. In October 2014, ARCP replaced its CEO amid controversy regarding accounting errors and financial filings in 2013 and 2014. Due to the single purpose and bankruptcy remote nature of the borrower structure, as well as the stable property level performance, Fitch does not expect the disruptions at the sponsor level to have an impact on this transaction.
RATING SENSITIVITIES
All of the classes have Stable Rating Outlooks and no rating changes are expected unless there is a material decline in property performance.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch has affirmed the following class:
--$345.4 million class A at 'AAAsf'; Outlook Stable.
Fitch does not rate classes B through F or the interest-only class X.
Комментарии