Press Release|RMBS

KBRA Assigns Preliminary Ratings to OBX 2024-HYB1 Trust

5 Feb 2024   |   New York

Contacts

KBRA assigns preliminary ratings to seven classes of mortgage-backed notes from OBX 2024-HYB1 Trust, a prime RMBS transaction comprising 884 seasoned hybrid adjustable-rate mortgages (ARMs) with an aggregate principal balance of $412.1 million. The loans possess initial fixed-rate periods of ten years (12.8%), seven years (72.0%), five years (15.0%) and three years (0.3%). Approximately 58.7% of the pool has been designated as a Qualified Mortgage (QM). Non-QM loans and loans for which ATR status could not be determined (TPR status of ATR Risk or Fail) make up 20.7% and 16.1% of pool, respectively. Meanwhile, loans exempt from the Ability-to-Repay (ATR)/QM Rule represent 4.5% of the pool. All of the loans were originated by Associated Bank, NA, a well-established regional bank headquartered in Wisconsin.

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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. 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: 1003155

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