Press Release|CMBS

KBRA Affirms Rating for BBCMS 2018-CHRS

15 Aug 2024   |   New York

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KBRA affirms its outstanding rating for BBCMS 2018-CHRS, a CMBS SASB transaction. The affirmation follows a surveillance review of the transaction, which has exhibited a slight decline in performance since securitization. However, the magnitude of the change in KBRA value and KLTV do not warrant a rating change at this time. The rating affirmation also reflects the high quality and competitive position of the collateral property as well as the sponsors’ experience.

The collateral for the transaction is a $284.3 million portion of a $550.0 million non-recourse, first lien mortgage loan. The whole mortgage loan is represented by 13 pari passu A notes totaling $338.0 million and three subordinate B notes totaling $212.0 million. The trust collateral includes three of the senior A notes totaling $72.3 million and the three subordinate B notes. The whole loan has an outstanding balance of $550.0 million ($1,030 per sf) as of August 2024. Unless otherwise specified, all references to the mortgage loan in this report refer to the whole mortgage loan.

The first lien mortgage loan is secured by the borrower’s fee simple interest in 533,772 sf of the Christiana Mall, a 1.3 million sf super-regional mall located in Newark, Delaware, approximately 10 miles southwest of the Wilmington CBD and 40 miles southwest of the Philadelphia CBD. The loan is also secured by the borrower’s leasehold interest in a 4.2-acre portion of the parking lot at the property. The property benefits from the State of Delaware’s lack of a state sales tax and as a result the mall achieves sales that exceed what the demographics for its trade area would appear to support. The sponsors of the borrower are Brookfield Property Partners (NYSE: BPY) and MS Prime Property Fund.

The review utilized information obtained from the trustee and servicer to analyze the loan collateral. The analysis produced a KNCF of $40.9 million and a KBRA value of $527.5 million ($988 per sf). The resulting KLTV is 104.3%, a change from 104.7% at last review and 90.6% at securitization. KBRA maintains a KPO of Perform for the loan.

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: 1005504

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