Fitch Downgrades 1 class of MLMT 1997-C2
KEY RATING DRIVERS
The downgrade is due to a decline in performance of the largest loan in the pool. The pool has experienced \$23.3 million (3.4% of the original pool balance) in realized losses to date. As of the February 2015 distribution date, there are six loans remaining in the pool and the aggregate principal balance has been reduced by 95.9% to \$28.5 million from \$686.3 million at issuance. None of the loans are in special servicing and four of the loans are fully amortizing. Interest shortfalls are currently affecting classes H through K.
The largest loan (42.9% of the pool) is a 368,229 square foot (sf) retail center located in Tucker, GA in the Atlanta metropolitan statistical area (MSA). The property was 80.3% occupied as of the October 2014 rent roll, which is a decline from 87% as of December 2013. In addition, 13.7% of tenant square footage has become vacant since the October 2014 rent roll, resulting in a further decline in occupancy to approximately 67%. Therefore, while the DSCR as of year-to-date (YTD) 3Q 2014 was 1.29x, it is anticipated that the final YE 2014 DSCR and near-term 2015 DSCR will decline.
RATING SENSITIVITIES
The ratings for classes F and G are expected to remain stable. Given the concentrated nature of the pool, Fitch applied additional stresses to cash flow and cap rates to determine values.
Fitch downgrades the following class as indicated:
--\$6.9 million class G to 'Bsf' from 'BB+sf'; Outlook Stable.
Fitch affirms the following classes as indicated:
--\$12.2 million class F at 'Asf'; Outlook Stable.
--\$9.3 million class H at 'Dsf'; RE 75%;
--\$0 class J at 'Dsf'; RE 0%.
The class A-1, A-2, B, C and D certificates have paid in full. Fitch does not rate the class E and K certificates. Fitch previously withdrew the rating on the interest-only class IO certificates.
Additional information on Fitch's criteria for analyzing U.S. CMBS transactions is available in the Dec. 10, 2014 report, 'U.S. Fixed-Rate Multiborrower CMBS Surveillance and Re-REMIC Criteria', which is available at 'www.fitchratings.com' under the following headers:
Structured Finance >> CMBS >> Criteria Reports
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