Press Release|CMBS

KBRA Affirms All Ratings for SREIT 2021-MFP

14 Nov 2024   |   New York

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KBRA affirms all its ratings for SREIT 2021-MFP, a CMBS single-borrower transaction. The affirmations follow a surveillance review of the transaction, which has exhibited an improvement in performance since issuance. However, the magnitude of the change does not warrant rating adjustments at this time.

The transaction collateral is a non-recourse, first-lien mortgage loan secured by the borrowers’ fee simple interests in 57 multifamily properties with 14,353 units in 10 states. At securitization there were 62 properties with 15,465 units but five were released from the collateral at the end of 2023 and the loan balance was paid down to $1.93 billion from $2.01 billion. The floating-rate loan had an initial two-year term with three one-year extension options. The loan’s initial maturity was in November 2023, but the borrower extended it to November 2024. The borrower has not given notice regarding its plans for either refinancing the loan or extending it, according to the servicer. KBRA expects the borrower to extend the loan term to November 2025.

KBRA analyzed the cash flow for the properties utilizing information from the trustee and servicer to determine KNCF. The analysis produced a KNCF of $143.0 million and a KBRA value of $1.74 billion ($121,474 per unit). The resulting in-trust KLTV is 110.5%, compared to 109.2% at last review and 117.7% at securitization. KBRA maintains the loan’s KPO of Perform.

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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) 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: 1006761

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