Fitch Downgrades 2 Classes of BACM 2005-1; Removes 1 Class From Rating Watch Negative
KEY RATING DRIVERS
The downgrades reflect Fitch's estimated loss expectations, along with the uncertainty of ultimate resolution of the two largest assets in the pool that are also specially serviced (81%). Fitch modelled losses of 42% of the remaining pool; expected losses on the original pool balance total 9.8%, including $147.4 million (6.3% of the original pool balance) in realized losses to date. The transaction has six of the original 140 loans remaining, four of which (86.7%) are designated as Fitch Loans of Concern and are specially serviced.
As of the June 2015 distribution date, the pool's aggregate principal balance has been reduced by 91.5% to $200.9 million from $2.36 billion at issuance. No loans are defeased. Interest shortfalls are currently affecting classes D through P. The two remaining performing loans mature in May 2018 and February 2020.
The largest contributor to expected losses is the specially-serviced Indian River Mall & Commons loan (34.2% of the pool), which is secured by a 302,456 square foot (sf) portion of the single story 748,008 sf enclosed regional mall and a 132,121 sf portion of the adjacent 260,868 sf power center located in Vero Beach, FL. The loan was sponsored by Simon Property Group, Inc. and transferred to special servicing in August 2014 and the borrower did not pay off the loan at the November 2014 maturity. Foreclosure occurred in May 2015. The year-to-date debt service coverage ratio (DSCR) as of April 2015 was 0.99x. The property was 80% occupied as of August 2014.
The next largest contributor to expected losses is the specially-serviced The Mall at Stonecrest loan (46.7%), which is secured by the 396,840 sf portion of a regional mall totalling 1.2 million sf located in Lithonia, GA, approximately 20 miles east of downtown Atlanta. The loan transferred to the special servicer in January 2013 for imminent payment default. Despite the transfer to the special servicer the loan has remained current. The borrower, Forest City Enterprises, Inc. and Cadillac Fairview Corporation Limited, was approved for a 24 month extension to allow them to improve the property with additional capital provided by the sponsors and secure more favorable terms on the take out financing. The collateral consists of a 16-screen AMC Theater, approximately 140 in-line tenants, a food court, kiosk space and strip space. As of March 2015, the mall had a collateral occupancy of approximately 85% and a total occupancy of 95%. The year-end 2014 DSCR was 1.05x. The maturity date has been extended to October 2016.
RATING SENSITIVITIES
The downgrades to classes B and C and the Negative Outlook for Class A-J reflect the uncertain resolution surrounding the The Mall at Stonecrest and The Indian River Mall and Commons and the possibility of increased losses. Additionally, the transaction has become concentrated with only six loans remaining. Further downgrades to the remaining classes are possible should losses to the specially serviced loans increase.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch downgrades and removes the following class from Rating Watch Negative, and assigns a Rating Outlook as indicated:
--$61 million class B to 'Bsf' from 'BBsf'; Outlook Stable Assigned.
Fitch downgrades the following class as indicated:
--$20.3 million class C to 'CCsf' from 'CCCsf'; RE 5%.
Fitch affirms and revises the Outlooks for the following classes as indicated:
--$54.2 million class A-J at 'Asf'; Outlook to Negative from Stable;
--$43.5 million class D at 'Csf'; RE 0%;
--$20.3 million class E at 'Csf'; RE 0%;
--$1.6 million class F at 'Dsf'; RE 0%;
--$0 class G at 'Dsf'; RE 0%;
--$0 class H at 'Dsf'; RE 0%;
--$0 class J at 'Dsf'; RE 0%;
--$0 class K at 'Dsf'; RE 0%;
--$0 class L at 'Dsf'; RE 0%;
--$0 class M at 'Dsf'; RE 0%;
--$0 class N at 'Dsf'; RE 0%;
--$0 class O at 'Dsf'; RE 0%.
The class A-1, A-2, A-1A, A-3, A-4, A-5,A-SB, FM-A through FM-D, and SM-A through SM-H certificates have paid in full. Fitch does not rate class SM-J and class P certificates. Fitch previously withdrew the rating on the interest-only class XW certificates.
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