Press Release|CMBS

KBRA Affirms All Ratings for ONE 2021-PARK Mortgage Trust

14 Feb 2025   |   New York

Contacts

KBRA affirms its outstanding ratings for ONE 2021-PARK Mortgage Trust, a CMBS SASB transaction. The affirmations follow a surveillance review of the transaction, which has exhibited stable performance since securitization. The rating affirmations also reflect the quality of the asset and experience of the loan’s majority sponsor.

The transaction collateral is a $525.0 million floating-rate, non-recourse, first-lien mortgage loan. The loan is collateralized by the borrower’s fee simple interest in One Park Avenue, a 20-story, 943,302 sf Class-A, LEED Silver-certified office building in Midtown Manhattan. The borrower is indirectly owned and controlled by an affiliate of Vornado (55.0%) and CPPIB (45.0%), a Canadian Crown Company which manages funds on behalf of the Canada Pension Plan. The loan is scheduled to mature in March 2025, but the borrower has one, one-year extension option remaining. There are no LTV, DSC, or debt yield tests required for the extensions.

KBRA analyzed the cash flow for the property utilizing information from the trustee and servicer to determine KNCF. The analysis produced a KNCF of $43.2 million and a KBRA value of $615.1 million ($652 per sf). The resulting in-trust KLTV is 85.4%, compared to 86.4% at last review and 92.2% 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: 1008100

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