Fitch Takes Various Actions on MLMT 2004-MKB1
KEY RATING DRIVERS
The upgrades and affirmations reflect increased credit enhancement from paydown and stable performance since the last review. Approximately 49.3% of the pool is currently defeased and is expected to pay off in November. Fitch modeled losses of 15.5% of the remaining pool; expected losses on the original pool balance total 1.75%, including \$10.2 million (1.1% of the original pool balance) in realized losses to date.
As of the April 2015 distribution date, the pool's aggregate principal balance has been reduced by 95.5% to \$44.5 million from \$980 million at issuance. There are 9 loans remaining in the pool; three are defeased (49.3% of pool), four have been designated as Fitch loans of concern (45.6%), and one (18% of the pool) is in special servicing. The maturities of the non-specially serviced assets are collectively 63.7% in 2015, and 12% in 2019. Interest shortfalls are currently affecting classes M through Q.
Port Columbus IV, the largest contributor to expected losses is a specially-serviced asset (18% of the pool) comprising of a 104,169 square foot (sf) office property located in Columbus, OH. The loan transferred to special servicing in February 2012 for imminent default. In May 2012 a receiver was appointed to lease and manage the property. Foreclosure was completed in September 2013. Occupancy at Year-End (YE) 2013 was 50%, down from the previous 59% and 85% as of YE 2012 and YE 2011, respectively. However, per the special servicer, occupancy has recently rebounded to 68%.
RATING SENSITIVITIES
Upgrades to classes H, J, and K are supported by increased credit enhancement due to scheduled paydown and the percentage of defeased loans in the remaining pool (49.3% of the pool). Class L is affirmed due to increasing pool concentration and limited near-term paydown. The distressed classes (those rated below B) may be subject to downgrades should realized losses be greater than Fitch's expectations.
Fitch upgrades the following classes as indicated:
--\$11 million class H to 'AAAsf' from 'AAsf'; Outlook Stable;
--\$3.7 million class J to 'AAAsf' from 'Asf'; Outlook Stable;
--\$4.9 million class K to 'BBBsf' from 'BBsf'; Outlook Stable;
Fitch affirms the following classes as indicated:
--\$5.7 million class G at 'AAAsf'; Outlook Stable;
--\$4.9 million class L at 'Bsf'; Outlook Stable;
--\$4.9 million class M at 'CCCsf', RE 100%;
--\$2.5 million class N at 'CCsf', RE 100%;
--\$3.7 million class P at 'Csf', RE 0%.
The class A-1, A-2, A-3, A-4, A-1A, B, C, D, E and F certificates have paid in full. Fitch does not rate the class Q certificates. Fitch previously withdrew the ratings on the interest-only class XC and XP certificates.
Комментарии