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NEW YORK -- Fitch affirms all classes of Gramercy CRE CDO 2005-1, Ltd.
Capital Trust retained all of the below investment grade securities and the preferred shares in the CDO issuer for a total investment of $60 million.
Guggenheim Structured Real Estate Funding CDO 2006-4 Ltd.
The offering is the sixth CDO issuance sponsored by NorthStar Realty and the first completed in 2006.
The Fitch rated CRE CDO universe increased to 113 transactions as of year-end (YE) 2006, up from 90 as of the September performance report due to the addition of hybrid and synthetic CRE CDO transactions and incorporation of 13 deals rated in the fourth quarter.
12, 2006, the CDO is invested in a portfolio of commercial mortgage whole loans and A-notes (58%), B-notes (11%), commercial real estate mezzanine loans (19%), preferred equity (5%), and commercial real estate collateralized debt obligations (7%).
This composite score is used to establish a systematically applied quantitative link between its asset manager rating and Fitch's CDO rating criteria, in accordance with the approach outlined in the Fitch report 'Reviewing and Rating CDO Asset managers' dated January 2, 2007, available on the Derivative Fitch web site at www.
PIMCO is the collateral manager for five outstanding investment grade CDOs - Balboa CDO I, Ltd.
Calyon also announced today that a group of professionals from its London office are temporarily working out of Calyon's CDO Structuring, Sales and Trading team in the United States.
Notes issued by the CDO Issuer pay interest on a monthly basis.
A CDO is a structured finance product backed by a pool of bonds, loans, or other collateral.
The expected effective date portfolio will consist of approximately 75% credit default swaps (CDS), primarily referencing residential mortgage-backed securities (RMBS), and approximately 25% cash RMBS, structured finance (SF) CDO cash securities, and commercial real estate (CRE) CDO cash securities.
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