Press Release|CMBS

KBRA Assigns Ratings to RFM Re-REMIC Trust 2024-FRR2

22 Aug 2024   |   New York

Contacts

KBRA is pleased to announce the assignment of ratings to six classes of RFM Re-REMIC Trust 2024-FRR2. RFM Re-REMIC Trust 2024-FRR2 is a re-securitization of two principal-only and two interest-only certificates (the collateral securities) from two separate fixed-rate Freddie Mac K-Series multifamily securitizations: FREMF 2019-K100 and FREMF 2021-K123 (the underlying trusts). The collateral securities for this re-securitization consist of the most subordinate principal-only class from each underlying trust and two interest-only certificates from the FREMF 2021-K123 underlying trust.

The re-securitization trust issued ten classes of certificates, issued in two separate groups with each group corresponding to one underlying trust. Additionally, the re-securitization trust issued one class of residual certificates related to both groups. Cash flow from each group of collateral securities will be used to make payments to the corresponding group of trust certificates in sequential order, after required allocations for trust expenses and fees. Each group of certificates is only entitled to distributions from amounts received with respect to the collateral securities from the underlying trust related to that group and is not entitled to amounts received by the trust with respect to the other group. Of the ten classes of trust certificates, seven are entitled to principal only payments and three are entitled to principal and interest payments. With respect to each group, any losses which impact the collateral securities will in turn be borne by the re-securitization trust certificates in reverse sequential order.

To access rating and relevant documents, click here.

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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: 1005634

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