Press Release|CMBS

KBRA Affirms All Ratings for COMM 2015-CCRE25

1 Aug 2024   |   New York

Contacts

KBRA affirms all of its outstanding ratings for COMM 2015-CCRE25, a $890.4 million CMBS conduit transaction. The affirmations follow a surveillance review of the transaction, which has exhibited a slight increase in KBRA estimated losses and KLOCs since last review. However, the magnitude of the changes do not warrant rating adjustments at this time.

As of the July 2024 remittance, there is one specially serviced asset (3.3%), which is REO.

KBRA identified ten loans (13.4%) and one REO asset (3.3%) as K-LOCs. This includes three of the top 10 loans (9.6%):

  • Sheraton Raleigh (4th largest, 3.6%, 25.0% estimated loss severity)
  • Monarch 815 at East Tennessee State (REO, 6th largest, 3.3%, 72.6%)
  • The Pinnacle at Bristol Phase I (8th largest, 2.7%)

One other loan (0.6%) has an estimated loss:

  • Holiday Inn Express White House (0.6%, 21.9%)

Excluding the K-LOCs with losses, the transaction’s WA KLTV is 88.2% compared with 96.9% at the last review and 104.7% at securitization. The KDSC is 1.79x compared with 1.49x at the last ratings change and 1.63x at issuance.

To access rating and relevant documents, click here.

Click here to view the report.

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Methodologies

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) is a full-service credit rating agency 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 by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider.

Doc ID: 1005326

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