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CMBS

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  • Two more groups of issuers have set new commercial mortgage-backed securities deals, with a partnership between UBS, Barclays Capital and Archetype Mortgage Capital planning a $1.5 billion securitization for April and a venture between Goldman Sachs, Citigroup, Jefferies & Co. and Archetype Mortgage Capital planning a similarly sized deal in May, according to sister publication Real Estate Finance Intelligence.
  • BlackRock, which already acquired the non-investment grade bonds from a new conduit deal from Morgan Stanley and Bank of America, has reportedly struck a deal to buy the deal’s mezzanine tranches as well, according to REFI.
  • U.S. commercial mortgage-backed securities delinquency rates fell 15 basis points to 9.37% in February, according to Trepp, LLC.
  • Wells Fargo is said to be preparing to offer at least $1 billion in commercial mortgage-backed securities next week, closely following a $1.1 billion CMBS from Morgan Stanley this week.
  • Fitch Ratings has downgraded six classes of commercial mortgage-backed securities issued by JPMorgan Chase after the loan pool suffered realized losses of $48.5 million.
  • The £28.5 million ($45.09 million) Ventura Park loan securitized in Titan 2007-3 was disposed at a principal loss of £8.67 million ($13.73 million), after special servicer Hudson Advisors Germany GmbH agreed to accept £20.14 million ($31.88 million) as repayment from an unidentified purchaser.
  • Morgan Stanley is expected to price the 10-year, super-senior bonds of MSC 2012-C4, its new conduit deal, at swaps plus 105—the tightest levels seen in more than a year, and five basis points tighter than similar bonds from the most recent deal led by Deutsche Bank.
  • Properties underpinning loans securitized across the European commercial mortgage-backed market are seeing “dramatic” falls in their loan valuations, according to a study by Royal Bank of Scotland analysts in London.
  • Commercial mortgage-backed securities are performing better as the balance of CMBS continues to shrink, according to Moody’s Investors Service.