KBRA Assigns Ratings to RCMF 2021-FL5

NEW YORK–(BUSINESS WIRE)–Kroll Bond Rating Agency (KBRA) is pleased to announce the assignment of ratings to eight classes of RCMF 2021-FL5, a $628.9 million CRE CLO with limited post-closing acquisition ability.

The transaction will be collateralized by 58 whole loans (or participations therein) with an in-trust balance of $628.9 million. During the 24-month period following the closing date, certain principal proceeds can be used to acquire funded, non-trust pari passu companion participations related to the closing date assets provided the acquisition criteria are satisfied. Additionally, the transaction includes a feature which provides the sponsor with the ability to effectuate significant modifications to performing loans.

This transaction also includes a par value test and an interest coverage test (the offered note protection tests). If either test is not satisfied on any determination date, on the following payment date, interest proceeds remaining after interest is paid to the Class E notes, and pay dividends to the preferred shares, will be used to pay down the principal balances of the Class A through E notes in sequential order until the tests are satisfied, or such classes of notes are paid in full.

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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 pursuant to the Temporary Registration Regime. 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.

Contacts

Analytical Contacts

John Triantafyllou, Director (Lead Analyst)

+1 (646) 731-2396

john.triantafyllou@kbra.com

Michael Brown, Managing Director

+1 (646) 731-2307

michael.b.brown@kbra.com

Nitin Bhasin, CFA, Senior Managing Director (Rating Committee Chair)

+1 (646) 731-2334

nitin.bhasin@kbra.com

Business Development Contact

Michele Patterson, Managing Director

+1 (646) 731-2397

michele.patterson@kbra.com

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