Fitch Downgrades 2 Classes of MSCI 2005-TOP17
KEY RATING DRIVERS
The affirmations reflect the concentrated nature of the pool and the uncertainty of losses related to the specially-serviced Coventry Mall, which accounts for 70% of the pool. The downgrades to classes C and D reflect the potential losses associated with the disposition of the Coventry Mall. Fitch modeled losses of 68.8% of the remaining pool; expected losses on the original pool balance total 6.9%, including $5.9 million (0.6% of the original pool balance) in realized losses to date. Fitch has designated eight loans (89.1%) as Fitch Loans of Concern, which includes two specially serviced assets (71.9%).
As of the October 2015 distribution date, the pool's aggregate principal balance has been reduced by 90.8% to $90.4 million from $980.8 million at issuance. No loans are defeased. Interest shortfalls are currently affecting classes B through P.
The largest contributor to expected losses is the specially-serviced Coventry Mall. The 796,194 square foot (sf) regional mall is located in Pottstown, PA and was transferred to special servicing in February 2011. The loan was modified in January 2012 and bifurcated into A/B notes. The loan was returned to the master servicer in April 2012 after the borrower made three consecutive payments under the modified terms. Sears vacated later in 2012 and the loan returned to the special servicer in December 2012 due to imminent monetary default. Foreclosure occurred in October 2013. The asset is real estate owned (REO) and the servicer is addressing immediate deferred maintenance items, including a new roof to one of the outparcel buildings. Occupancy was reported to be 73% as of July 2015, which is an improvement from 62% as of August 2014. However, Fitch remains concerned about the ultimate recovery prospects for this asset. The servicer continues to evaluate disposition strategies and timing.
The second largest contributor to expected losses is secured by a 230,600 sf warehouse/distribution center located in Weston, FL (6.8%). The property has been 100% vacant since 2012, but loan payments have remained current. Fitch applied a dark value analysis to estimate an expected recovery making assumptions for market rents, carrying costs, and re-tenanting costs.
The third largest contributor to expected losses is the other specially serviced asset (1.5%), which is a 9,900 sf retail center located in Alpharetta, GA. The loan was transferred to special servicing in December 2014 for maturity default. The trust took title in July 2015 and the servicer plans to include the property in an upcoming auction. Occupancy was reported to be 64% as of September 2015.
RATING SENSITIVITIES
The Rating Outlook on class A-J remains Stable due to increasing credit enhancement and continued paydown. Upgrades are unlikely until the Coventry Mall is sold. The Rating Outlook on class B remains Negative due to the uncertainty of losses from the Coventry Mall and the thinness of classes subordinate to the B class. Further downgrades are possible if the value of the mall continues to erode.
DUE DILIGENCE USAGE
No third-party due diligence was provided or reviewed in relation to this rating action.
Fitch downgrades the following classes:
--$7.4 million class C to 'CCsf' from 'CCCsf', RE 0%;
--$11 million class D to 'Csf' from 'CCsf', RE 0%.
Fitch affirms the following classes:
--$9.5 million class A-J at 'BBBsf'; Outlook Stable;
--$20.8 million class B at 'Bsf'; Outlook Negative;
--$9.8 million class E at 'Csf'; RE 0%;
--$6.1 million class F at 'Csf'; RE 0%;
--$7.4 million class G at 'Csf'; RE 0%;
--$7.4 million class H at 'Csf'; RE 0%;
--$2.5 million class J at 'Csf'; RE 0%;
--$3.7 million class K at 'Csf'; RE 0%;
--$3.7 million class L at 'Csf'; RE 0%;
--$1.2 million class M at 'Csf'; RE 0%;
--$19,882 class N at 'Dsf'; RE 0%;
--$0 class O at 'Dsf'; RE 0%.
The class A-1, 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 and X-2 certificates.
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