Press Release|CMBS

KBRA Affirms All Ratings for Hamlet 2020-CRE1

30 May 2025   |   New York

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KBRA affirms all of its outstanding ratings for Hamlet 2020-CRE1, a $1.5 billion CMBS securitization collateralized by 21 fixed rate first mortgage loans that are secured by 44 properties. The affirmations follow a surveillance review of the transaction, which has exhibited a worsening in pool performance since securitization, including loans being identified as K-LOCs. However, the magnitude of the changes does not warrant rating adjustments at this time.

As of the May 2025 remittance period, there are two specially serviced loans (16.2%). In addition, there is one loan that did not pay off at its May 2025 maturity date (6.7%) and a loan that is 60 days delinquent (11.4%) that remains with the master servicer. KBRA has identified seven loans (42.8%) as K-LOCs, including the specially serviced and delinquent loans. Of these, two (15.0%) have estimated losses. The K-LOCs are depicted in the table below:

Loss Given Default (000s) Loss Severity 1A1 Loan 2 MF $198,000 12.8% Y 60+ Y Specially Serviced $0 0.0% 3A1 Loan 3 OF $176,058 11.4% N 60+ Y Delinquency $58,340 33.1% 5A1 Loan 4 OF $103,700 6.7% N NPM Y Maturity $0 0.0% 13A1 Loan 10 OF $55,714 3.6% N C N DSCR $0 0.0% 12A1 Loan 11 RT $55,535 3.6% N C Y Modification $14,821 26.7% 7A1 Loan 13 IN $51,835 3.4% Y C N Specially Serviced $0 0.0% 21 Loan 20 OF $19,724 1.3% N C Y Maturity $0 0.0% Total K-LOCs $660,567 42.8% $73,160 1. Loss Given Default assumes a 100% probability of default (PD). KBRA may determine a lower PD when estimating losses to a transaction. KBRA Estimated 1 K-LOCs Prosp. ID Loan Name Property Type Current In- Trust Balance (000s) % of Deal Balance SS Loan Status Modified (Y/N) Primary K-LOC Reason
Source: KBRA

Excluding the K-LOCs with estimated losses, the transaction’s WA KLTV is 112.3%, compared to 120.0% at last review and 121.6% at securitization. The KDSC is 1.41x, compared to 1.51x at last review and 1.62x at securitization.

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Disclosures

Further information on key credit considerations, sensitivity analyses that consider what factors can affect these credit ratings and how they could lead to an upgrade or a downgrade, and ESG factors (where they are a key driver behind the change to the credit rating or rating outlook) can be found in the full rating report referenced above.

A description of all substantially material sources that were used to prepare the credit rating and information on the methodology(ies) (inclusive of any material models and sensitivity analyses of the relevant key rating assumptions, as applicable) used in determining the credit rating is available in the Information Disclosure Form(s) located here.

Information on the meaning of each rating category can be located here.

Further disclosures relating to this rating action are available in the Information Disclosure Form(s) referenced above. Additional information regarding KBRA policies, methodologies, rating scales and disclosures are available at www.kbra.com.

About KBRA

Kroll Bond Rating Agency, LLC (KBRA), one of the major credit rating agencies (CRA), is a full-service CRA registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited is registered as a CRA with the European Securities and Markets Authority. Kroll Bond Rating Agency UK Limited is registered as a CRA with the UK Financial Conduct Authority. In addition, KBRA is designated as a Designated Rating Organization (DRO) by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized as a Qualified Rating Agency by Taiwan’s Financial Supervisory Commission and is recognized by the National Association of Insurance Commissioners as a Credit Rating Provider (CRP) in the U.S.

Doc ID: 1009667

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