Press Release|ABS

KBRA Takes Rating Actions on Six Securities from Three North American Railcar Lease ABS Securitizations, Resolves Watch Placements

22 Oct 2024   |   New York

Contacts

KBRA upgraded five and affirmed one rating from three railcar ABS securitizations following a review which indicated that existing credit support is sufficient to support the revised and affirmed ratings. Concurrently, the five upgraded ratings were removed from Watch Upgrade, where they were placed on September 9, 2024 following the publication of KBRA’s North American Railcar Lease ABS Rating Methodology on September 9, 2024. The prior Watch Placements were effectuated following KBRA’s evaluation of the potential impact of the new methodology on ratings issued in connection with 21 outstanding railcar ABS securitizations.

The rating actions follow the review of each of the transactions utilizing the methodology, which incorporated the most recent payment date report data. The rating actions are detailed in the table further below.

KBRA Takes Rating Actions on Six Securities from Three North American Railcar Lease ABS Securitizations, Resolves Watch Placements KBRA upgraded five and affirmed one rating from three railcar ABS securitizations following a review which indicated that existing credit support is sufficient to support the revised and affirmed ratings. Concurrently, the five upgraded ratings were removed from Watch Upgrade, where they were placed on September 9, 2024 following the publication of KBRA’s North American Railcar Lease ABS Rating Methodology on September 9, 2024. The prior Watch Placements were effectuated following KBRA’s evaluation of the potential impact of the new methodology on ratings issued in connection with 21 outstanding railcar ABS securitizations. The rating actions follow the review of each of the transactions utilizing the methodology, which incorporated the most recent payment date report data. The rating actions are detailed in the table further below. For additional information regarding a specific transaction, see the list below to access ratings, new issue reports, and disclosures: GBX Leasing 2022-1 LLC, Series 2022-1 Signal Rail I LLC, Series 2021-1 Trinity Rail Leasing 2021 LLC, Series 2021-1 Related Publications KBRA Places Ratings of Five Securities Across Three North American Railcar ABS Lease Securitizations on Watch Upgrade North American Railcar Lease ABS Rating Methodology Global Structured Finance Counterparty Methodology ESG Global Rating Methodology Analytical Contacts Michael Lepri, Senior Director (Lead Analyst) +1 646-731-3389 michael.lepri@kbra.com Oluwatobi Tofade, CFA, Senior Analyst +1 (646) 731-1277 oluwatobi.tofade@kbra.com Security From To Action GBX Leasing 2022-1 LLC, Series 2022-1 Class A A (sf) AA (sf) Upgrade Class B BBB (sf) A (sf) Upgrade Trinity Rail Leasing 2021 LLC, Series 2021-1 Class A A (sf) AA (sf) Upgrade Class B BBB (sf) A (sf) Upgrade Signal Rail I LLC, Series 2021-1 Class A A (sf) AA (sf) Upgrade Class B BBB (sf) BBB (sf) Affirm KBRA Ratings

For additional information regarding a specific transaction, see the list below to access ratings, new issue reports, and disclosures:

Related Publication

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.

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