Fitch Downgrades Two Distressed Classes of MSCI 2005-IQ9
KEY RATING DRIVERS
The downgrades are due to increased certainty of losses to the already distressed classes. The affirmations of the remaining Fitch rated classes reflect stable performance of the pool and pay down since the last rating action. Fitch modeled losses of 6.9% of the remaining pool; expected losses on the original pool balance total 3.1%, including \\$29.9 million (2% of the original pool balance) in realized losses to date. There are currently three specially serviced assets (47.7% of the pool) including the largest loan, the Central Mall Portfolio, which accounts for 45.3% of the pool.
As of the August 2015 distribution date, the pool's aggregate principal balance has been reduced by 83.1% to \\$258.6 million from \\$1.53 billion at issuance. There are currently 67 loans remaining in the pool with the top 10 loans accounting for 67.5%; the largest loan represents 45% of the pool and is specially serviced. None of the loans are defeased. Excluding the specially serviced loans, remaining maturities are concentrated in 2017 (20.2% of the pool), 2018 (6.8%), and 2019 (13.9%). Interest shortfalls are currently affecting classes K through P.
The largest contributor to expected losses (45.3% of the pool) is the specially-serviced Central Mall Portfolio, which is secured by a three-property mall portfolio (1,752,673 square feet [sf]). The assets are located in tertiary markets (Lawton, OK, Texarkana, TX, and Port Arthur, TX) and anchor tenants in each mall include Sears, JC Penney, and Dillard's. The loan transferred to special servicing in October 2014 for imminent maturity default after the borrower expressed concerns over its ability to refinance the portfolio prior to the December 2014 maturity date. The loan maturity date was initially extended to June 2015 and a second extension was recently approved to June 2016. Per the special servicer, the borrower intends on selling the properties and is in active discussions with potential buyers; however, no sales contracts have been executed to date. As of year-end (YE) 2014, performance was stable with reported portfolio occupancy and NOI DSCR at 96% and 1.71x, respectively.
RATING SENSITIVITIES
The rating of the senior A-J class is expected to remain stable as it is anticipated that credit enhancement will increase due to scheduled pay down from amortization and loan pay-offs at maturity. Future upgrades to classes B and C are unlikely due to the risk of interest shortfalls to recur. Additionally, concerns remain with the largest loan; Fitch applied further stresses to the Central Mall Portfolio, which indicated that classes B and below are sensitive to fluctuations in loan performance. Rating Outlooks on classes E, F and G are Negative as they may be subject to future rating actions should realized losses on the Central Mall Portfolio and other Fitch Loans of Concern be greater than Fitch's expectations.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch has downgraded the following ratings:
--\\$5.7 million class J to 'CCsf' from 'CCCsf', RE 15%;
--\\$7.7 million class K to 'Csf' from 'CCsf', RE 0%.
Fitch has affirmed the following ratings:
--\\$112.4 million class A-J at 'AAAsf', Outlook Stable;
--\\$32.6 million class B at 'Asf', Outlook Stable;
--\\$11.5 million class C at 'Asf', Outlook Stable;
--\\$26.8 million class D at 'BBB+sf', Outlook Stable;
--\\$15.3 million class E at 'BBBsf', Outlook Negative;
--\\$15.3 million class F at 'BBsf', Outlook Negative;
--\\$11.5 million class G at 'Bsf', Outlook Negative;
--\\$17.2 million class H at 'CCCsf', RE 100%.
--\\$2.6 million 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-1A, A-2, A-3, A-4, A-AB and A-5 certificates have paid in full. Fitch does not rate the class P certificates. Fitch previously withdrew the ratings on the interest-only class X-1, X-2 and X-Y certificates.
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