DBRS Limited (DBRS Morningstar) confirmed the ratings on the Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6 issued by COMM 2013-CCRE6 Mortgage Trust (the Issuer) as follows.

Class A-3FL at AAA (sf)

Class A-3FX at AAA (sf)

Class A-4 at AAA (sf)

Class A-M at AAA (sf)

Class A-SB at AAA (sf)

Class X-A at AAA (sf)

Class B at AA (high) (sf)

Class X-B at AA (high) (sf)

Class C at AA (sf)

Class PEZ at AA (sf)

Class D at BBB (high) (sf)

Class E at BBB (sf)

Class F at BB (low) (sf)

Due to concerns with the second-largest loan in the pool, The Avenues (Prospectus ID#3, 12.3% of the pool), and the specially serviced loan, Embassy Suites Lubbock (Prospectus ID#18, 2.1% of the pool), DBRS Morningstar changed the trends on Classes E and F to Negative from Stable. All other trends remain Stable.

According to the March 2021 remittance, 38 of the original 48 loans remain in the trust with an aggregate balance of $895.4 million, representing a collateral reduction of 40.1% since issuance. In addition to the significant paydown since the transaction's closing, eight loans, representing 5.3% of the pool, are fully defeased. Thirteen loans, representing 39.3% of the pool, are on the servicer's watchlist and one loan, representing 2.1% of the pool, is in special servicing. The watchlisted loans are generally being monitored for tenant rollover, low debt service coverage ratios (DSCRs) and/or occupancy, trigger events, or Coronavirus Disease (COVID-19)-related forbearance requests.

The transaction's largest watchlisted loan, The Avenues, is secured by a portion of a 1.1 million square foot regional mall in Jacksonville, Florida. The loan was added to the servicer's watchlist due to occupancy decline after the mall's largest collateral anchor, Sears (20.2% of the net rentable area (NRA)), closed in December 2019. As of Q3 2020, occupancy has dropped to 61%. The mall's remaining anchors include Forever 21 (19.4% of NRA, lease expires January 2023), Dillard's (noncollateral), Belk (noncollateral), and JCPenney (noncollateral; as part of JCPenney's emergence from bankruptcy, this location was sold to an affiliate of the loan sponsor). Within the last year, the mall's owner and operator, Simon Property Group (Simon), recategorized the mall within its portfolio, excluding it from what Simon deems to be its core assets. The collateral's cash flow continues to trend lower, dropping 25% below the Issuer's underwritten cash flow. Although DSCR remains healthy at over 3.0 times as of Q3 2020, credit risk appears to be elevated in comparison with issuance expectations and a value decline is probable. Given the occupancy and cash flow concerns, DBRS Morningstar analyzed this loan with an elevated probability of default.

The transaction's only specially serviced loan, Embassy Suites Lubbock, is secured by a 156-room full-service hotel six miles from downtown Lubbock, Texas. The loan transferred to special servicing in June 2020 and has been delinquent ever since. The property was closed at the onset of the pandemic and has yet to reopen. Special servicer commentary notes that the receiver took possession of the property in October 2020 and is having repairs completed in anticipation of reopening to stabilize operations prior to listing for sale. An updated appraisal as of August 2020 valued the property at $19.3 million, a 37.7% decline from the issuance value of $31.0 million. For this review, DBRS Morningstar liquidated the loan from the trust, which resulted in an implied loss severity in excess of 35%.

At issuance, DBRS Morningstar shadow-rated the Federal Center Plaza loan investment grade based on the collateral property's desirable location, significant tenant investment, below-market rents, and added value of the property's redevelopment parcel. With this review, DBRS Morningstar confirms that the performance of this loan remains consistent with investment-grade loan characteristics.

ESG CONSIDERATIONS

A description of how DBRS Morningstar considers ESG factors within the DBRS Morningstar analytical framework can be found in the DBRS Morningstar Criteria: Approach to Environmental, Social, and Governance Risk Factors in Credit Ratings at https://www.dbrsmorningstar.com/research/373262.

Classes X-A and X-B are interest-only (IO) certificates that reference a single rated tranche or multiple rated tranches. The IO rating mirrors the lowest-rated applicable reference obligation tranche adjusted upward by one notch if senior in the waterfall.

All ratings are subject to surveillance, which could result in ratings being upgraded, downgraded, placed under review, confirmed, or discontinued by DBRS Morningstar.

DBRS Morningstar provides issuance metrics and all historical surveillance commentary on the DBRS Viewpoint platform.

For complimentary access to this content, please register for the DBRS Viewpoint platform at www.viewpoint.dbrsmorningstar.com. The platform includes issuer and servicer data for most outstanding CMBS transactions (including non-DBRS Morningstar-rated), as well as loan-level and transaction-level commentary for most DBRS Morningstar-rated and -monitored transactions.

Notes:

All figures are in U.S. dollars unless otherwise noted.

The principal methodology is North American CMBS Surveillance Methodology (March 6, 2020), which can be found on dbrsmorningstar.com under Methodologies & Criteria. For a list of the structured-finance-related methodologies that may be used during the rating process, please see the DBRS Morningstar Global Structured Finance Related Methodologies document, which can be found on dbrsmorningstar.com in the Commentary tab under Regulatory Affairs. Please note that not every related methodology listed under a principal structured finance asset class methodology may be used to rate or monitor an individual structured finance or debt obligation.

For more information regarding rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/357883.

For more information regarding structured finance rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/358308.

For more information regarding the structured finance rating approach and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/359905.

The related regulatory disclosures pursuant to the National Instrument 25-101 Designated Rating Organizations are hereby incorporated by reference and can be found by clicking on the link under Related Documents or by contacting us at info@dbrsmorningstar.com.

The rated entity or its related entities did participate in the rating process for this rating action. DBRS Morningstar had access to the accounts and other relevant internal documents of the rated entity or its related entities in connection with this rating action.

Please see the related appendix for additional information regarding the sensitivity of assumptions used in the rating process. Please note a sensitivity analysis is not performed for CMBS bonds rated CCC or lower. The DBRS Morningstar long-term rating scale definition indicates that ratings of CCC or lower are assigned when the bond is highly likely to default or default is imminent, thereby prevailing over a sensitivity analysis.

Generally, the conditions that lead to the assignment of a Negative or Positive trend are generally resolved within a 12-month period. DBRS Morningstar's outlooks and ratings are monitored.

For more information on this credit or on this industry, visit www.dbrsmorningstar.com or contact us at info@dbrsmorningstar.com.

DBRS Limited

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Toronto, ON M5H 3M7 Canada

Tel. +1 416 593-5577

Ratings

Date Issued	Debt Rated	Action	Rating	Trend	Attributes

i

US = Lead Analyst based in USA

CA = Lead Analyst based in Canada

EU = Lead Analyst based in EU

UK = Lead Analyst based in UK

E = EU endorsed

U = UK endorsed

Unsolicited Participating With Access

Unsolicited Participating Without Access

Unsolicited Non-participating

23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class A-3FL	Confirmed	AAA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class A-3FX	Confirmed	AAA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class A-4	Confirmed	AAA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class A-M	Confirmed	AAA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class A-SB	Confirmed	AAA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class X-A	Confirmed	AAA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class B	Confirmed	AA (high) (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class X-B	Confirmed	AA (high) (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class C	Confirmed	AA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class PEZ	Confirmed	AA (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class D	Confirmed	BBB (high) (sf)	Stb	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class E	Trend Change	BBB (sf)	Neg	CA
23-Mar-21 	Commercial Mortgage Pass-Through Certificates, Series 2013-CCRE6, Class F	Trend Change	BB (low) (sf)	Neg	CA

ALL DBRS RATINGS ARE SUBJECT TO DISCLAIMERS AND CERTAIN LIMITATIONS. PLEASE READ THESE DISCLAIMERS AND LIMITATIONS AND ADDITIONAL INFORMATION REGARDING DBRS RATINGS, INCLUDING DEFINITIONS, POLICIES, RATING SCALES AND METHODOLOGIES.

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