Press Release|CMBS

KBRA Affirms All Ratings for MSCI 2015-420

31 Jan 2025   |   New York

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KBRA affirms its outstanding ratings for MSCI 2015-420, a CMBS SASB transaction. The affirmations follow a surveillance review of the transaction, which has exhibited a stable performance since last review. The KLTV has improved since securitization due to amortization.

The transaction collateral is a single, non-recourse, first lien mortgage loan secured by the borrower’s leasehold interest in a 1.5 million sf, Class-A office building. The property is located at 420 Lexington Avenue in the Grand Central District of New York City’s Manhattan borough. The loan has an outstanding trust balance of $222.3 million ($148 per sf) as of the January 2025 remittance date. The loan is with the master servicer and is paid current in January. The loan sponsor is an affiliate of SL Green Realty Corporation.

The review utilized information obtained from the trustee and servicer to analyze the loan collateral. The analysis produced a KNCF of $27.6 million and a KBRA value of $344.4 million ($231 per sf). The resulting in-trust KLTV is 64.6%, compared with 64.8% at last review and 72.3% at securitization. KBRA maintains a KPO of Perform on the loan.

To access ratings 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), 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: 1007810

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