Fitch Upgrades 1 Class of MSCI 1998-WF2
KEY RATING DRIVERS
The upgrade and affirmations are based on the stable performance of the underlying collateral pool and the continued expected amortization. Fitch modeled losses of 4.3% of the remaining pool; expected losses on the original pool balance total 0.2%. There are 10 loans remaining in the pool; Fitch has designated one loan (69% of pool) as a Fitch Loan of Concern and one loan (13.4%) is defeased. There are currently no specially serviced loans.
As of the January 2015 distribution date, the pool's aggregate principal balance has been reduced by 95.9% to \$43.3 million from \$1.06 billion at issuance. Interest shortfalls are currently affecting classes M through N.
RATING SENSITIVITIES
The Stable Rating Outlooks on all classes are due to increasing credit enhancement and continued paydown of the pool.
The pool is concentrated, with the largest loan representing 69% of the remaining pool. The loan is secured by a 437,961 square foot (sf), 13-story, office building located at 1201 Pennsylvania Avenue in Washington, D.C. The year-to-date net operating income debt service coverage ratio (NOI DSCR) as of third quarter 2014 was 1.83x. The DSCR was similar when compared with prior year analysis which reported a DSCR of 1.26x. The property reported occupancy of 80% as of third quarter 2014; however, the property's largest tenant, Covington and Burling, has moved their headquarters from 1201 Pennsylvania to CityCenter, D.C. Covington and Burling is a prominent law firm who currently occupies approximately 63% of the net rentable area at 1201 Pennsylvania with a lease expiring in August 2016. Currently, the borrower is seeking to backfill the space while Covington and Burling continues to remit payment on the lease through its expiration. Although the property is experiencing significant tenant rollover, Fitch has not modeled any losses as the high-quality property is well located, low levered and on a fully amortizing repayment schedule.
Fitch upgrades the following class:
--\$7.3 million class H to 'AAAsf' from 'AAsf'; Outlook to Stable from Positive.
Fitch affirms the following classes:
--\$8 million class J at 'Asf'; Outlook to Stable from Positive;
--\$8 million class K at 'BBBsf'; Outlook Stable;
--\$15.9 million class L at 'BBsf'; Outlook Stable;
--\$4.1 million class M at 'Dsf'; RE 100%.
The class A-1, A-2, B, C, D, E, F and G certificates have paid in full. Fitch does not rate the class N certificates. Fitch previously withdrew the rating on the interest-only class X certificates.
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