Fitch Upgrades 1 Class of MLMT 2005-CIP1
OREANDA-NEWS. Fitch Ratings has upgraded one and affirmed 12 classes of Merrill Lynch Mortgage Trust (MLMT) commercial mortgage pass-through certificates series 2005-CIP1. A detailed list of rating actions follows at the end of this press release.
KEY RATING DRIVERS
The upgrade of class B reflects increased credit enhancement (CE) due to loan payoffs, continued amortization, and the overall stable performance of non-specially serviced loans. Further upgrades were limited, however, as six (68% of the current balance) out of the eleven remaining loans in the pool are with the special servicer.
Fitch modeled losses of 57.2% of the remaining pool; expected losses on the original pool balance total 9.7%, including $134.9 million (6.6% of the original pool balance) in realized losses to date.
As of the February 2016 distribution date, the pool's aggregate principal balance has been reduced by 94.5% to $112.3 million from $2.06 billion at issuance. Interest shortfalls are currently affecting classes D through Q.
The largest contributor to modeled losses is a real estate owned (REO) portfolio (39%) of four hotels previously flagged as Residence Inns. The portfolio is located in TX, FL, and NY. The loan transferred to the special servicer in March 2014 due to imminent default as Marriott management agreements were set to expire. The lender and the borrower agreed to a consensual foreclosure. Per servicer reporting, one hotel asset located in Fishkill, NY was disposed of for $4.35 million in November 2015. It is anticipated that the assets located in Tyler and Fort Worth, TX will be part of an upcoming auction to occur in the first half of 2016. Property management is working to stabilize the fourth hotel located in Orlando, FL after completing a renovation in 2015.
The next largest contributor to modeled losses is a REO asset, a 137 room hotel (12%) located in Yardley, PA. The loan originally transferred in February 2013 due to monetary default. The asset has been REO since April 2015. The reported net operating income (NOI) debt service coverage ratio (DSCR) was 0.93x as of year-end (YE) 2014. According to the special servicer, the property is in good condition, but rooms are in need of updates. The timing for the disposal of this asset is unknown at this time.
The third largest contributor to modeled losses is a specially serviced loan (5%) secured by a 44,082 sf office center located in Las Vegas, NV. The loan transferred to the special servicer due to maturity default in July 2015. Per servicer reporting, occupancy was just 10% as of November 2015. The servicer has filed for foreclosure.
RATING SENSITIVITIES
The Rating Outlook on classes B and C remains Stable as credit enhancement is high and downgrades are not expected. Further upgrades were not warranted, however, as the transaction is highly concentrated and includes a large percentage of specially serviced loans (68%). Downgrades to the distressed classes D and E are possible should additional losses be realized.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch upgrades the following class as indicated:
--$45.5 million class B to 'BBsf' from 'Bsf'; Outlook Stable.
Fitch affirms the following classes and revises Rating Outlooks as indicated:
--$18 million class C at 'B-sf'; Outlook to Stable from Negative;
--$38.6 million class D at 'CCCsf'; RE 35%.
--$25.7 million class E at 'Csf'; RE 0%;
--$11.6 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 P at 'Dsf'; RE 0%.
The class A-1, A-2, A-3A, A-3B, A-SB, A-4, AM and AJ 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.
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