Fitch Takes Various Actions on MSC 2007-IQ16
KEY RATING DRIVERS
The upgrades reflect better than expected recoveries on disposed assets and higher values on assets in special servicing. Fitch modeled losses of 10.9% of the remaining pool; expected losses on the original pool balance total 14.3%, including $158.9 million (6.1% of the original pool balance) in realized losses to date. Fitch has designated 49 loans (17.3%) as Fitch Loans of Concern, which includes 16 specially serviced assets (11.5%).
As of the July 2015 distribution date, the pool's aggregate principal balance has been reduced by 24.6% to $1.96 billion from $2.6 billion at issuance. Per the servicer reporting, seven loans (2.3% of the pool) are defeased. Interest shortfalls are currently affecting classes H through S.
The largest contributor to expected losses is a 744-key, full-service hotel (4.4%) located in Daytona Beach, FL. The hotel has waterfront access and is in close proximity to the airport and the Daytona Raceway. The asset transferred to special servicing in October 2010 for imminent default and subsequently became real estate owned (REO) in August 2013. As of April 2015, the hotel achieved TTM occupancy, ADR, and RevPAR of 73.0%, $132.51, and $96.70, respectively, surpassing its competitive set averages of 62.6%, $121.09, and $75.81. Results over the same period in 2014 for TTM occupancy, ADR, and RevPAR were 68.7%, $128.08, and $88.04, respectively. The property is currently being marketed for sale.
The next largest contributor to expected losses is a 229-key, full-service hotel (1.7%) located in Colorado Springs, CO. The hotel is located in the downtown area of Colorado Springs. The asset transferred to special servicing in March 2013 for imminent default and subsequently became REO in January 2014. As of January 2015, the hotel achieved TTM occupancy, ADR, and RevPAR of 71.9%, $114.19, and $82.11, respectively, surpassing its competitive set averages of 55.7%, $107.84, and $60.05. Results over the same period in 2014 for TTM occupancy, ADR, and RevPAR were 70.2%, $117.18, and $82.28, respectively. The property is currently being marketed for sale.
The third largest contributor to expected losses is a portfolio of apartment buildings totalling 446 units (0.7%) located in West Lafayette, IN. The loan transferred to special servicing in October 2013 for payment default. As of year-end 2014, the property was approximately 49% occupied. The in-place receiver has reported significant expenses as the property is being stabilized. The servicer is pursuing foreclosure of the property.
RATING SENSITIVITIES
Rating Outlooks on classes A-1A through A-MA remain Stable due to increasing credit enhancement and continued paydown of the classes. Stable Outlooks also reflect additional stresses applied to the assets in special servicing. Further upgrades to the A-M classes are possible should dispositions of the remaining specially serviced assets be higher than current loss expectations or should performance of the pool continue to trend upward. The distressed classes (those rated below 'B-sf') are subject to further downgrades as losses are realized.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch downgrades the following class as indicated:
--$11.5 million class H to 'Dsf' from 'Csf'; RE 0%.
Fitch upgrades the following classes and revises Rating Outlooks as indicated:
--$194.7 million class A-M to 'Asf' from 'BBBsf'; Outlook to Stable from Negative;
--$20 million class A-MFL to 'Asf' from 'BBBsf'; Outlook to Stable from Negative;
--$44.9 million class A-MA to 'Asf' from 'BBBsf'; Outlook to Stable from Negative.
Fitch affirms the following classes and revises REs as indicated:
--$131 million class A-J at 'CCCsf'; RE 85%;
--$30 million class A-JFX at 'CCCsf'; RE 85%;
--$33.7 million class A-JA at 'CCCsf'; RE 85%.
Fitch affirms the following classes as indicated:
--$126 million class A-1A at 'AAAsf'; Outlook Stable;
--$1.2 billion class A-4 at 'AAAsf'; Outlook Stable;
--$19.5 million class B at 'CCsf'; RE 0%;
--$26 million class C at 'Csf'; RE 0%;
--$16.2 million class D at 'Csf'; RE 0%;
--$38.9 million class E at 'Csf'; RE 0%;
--$13 million class F at 'Csf'; RE 0%;
--$35.7 million class G at 'Csf'; 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%.
Fitch does not rate the class O, P, Q and S certificates. Fitch previously withdrew the ratings on the interest-only class X-1 and X-2 certificates. Classes A-1, A-2, and A-3 have paid in full.
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