{"id":10045,"date":"2026-05-22T03:55:00","date_gmt":"2026-05-22T01:55:00","guid":{"rendered":"http:\/\/stocks-future.com\/?guid=b8b49a4854adeece44c066b39ed95409"},"modified":"2026-05-22T03:55:00","modified_gmt":"2026-05-22T01:55:00","slug":"kbra-assigns-preliminary-ratings-to-j-p-morgan-mortgage-trust-2026-4mpr-jpmmt-2026-4mpr","status":"publish","type":"post","link":"https:\/\/stocks-future.com\/?p=10045","title":{"rendered":"KBRA Assigns Preliminary Ratings to J.P. Morgan Mortgage Trust 2026-4MPR (JPMMT 2026-4MPR)"},"content":{"rendered":"<p>NEW YORK--(BUSINESS WIRE)--<a href=\"https:\/\/twitter.com\/hashtag\/creditratingagency?src=hash\" >#creditratingagency<\/a>--KBRA assigns preliminary ratings to 10 classes of mortgage pass-through notes from J.P. Morgan Mortgage Trust 2026-4MPR (JPMMT 2026-4MPR). The pool comprises 248 first-lien, fixed rate residential mortgage loans with an aggregate principal balance of $333.5 million as of the cut-off date. The pool includes both non-agency (93.9%) and agency-eligible (6.1%) loans. The weighted average original credit score is 760, which is well within the prime mortgage range.<\/p><br\/><a href=\"https:\/\/mms.businesswire.com\/media\/20260521688603\/en\/2812908\/5\/kbra-logo.jpg\"><img src=\"https:\/\/mms.businesswire.com\/media\/20260521688603\/en\/2812908\/22\/kbra-logo.jpg\" \/><\/a><br\/><a href=\"https:\/\/mms.businesswire.com\/media\/20260521688603\/en\/2812908\/5\/kbra-logo.jpg\"><img src=\"https:\/\/mms.businesswire.com\/media\/20260521688603\/en\/2812908\/21\/kbra-logo.jpg\" \/><\/a><p>\nKBRA\u2019s rating approach incorporated loan-level analysis of the mortgage pool through its Residential Asset Loss Model (REALM), an examination of the results from third-party loan file due diligence, cash flow modeling analysis of the transaction\u2019s payment structure, reviews of key transaction parties and an assessment of the transaction\u2019s legal structure and documentation. This analysis is further described in our U.S. RMBS Rating Methodology.<\/p><p>\nTo access ratings and relevant documents, click <a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Ftransaction%2F69366%2Fratings&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=here&amp;index=1&amp;md5=8ef52d1c8d8905b2ba159575598eac07\" rel=\"nofollow\" shape=\"rect\">here<\/a>.<\/p><p>\nClick <a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Fpublications%2FsmdyqjWM%2Fj-p-morgan-mortgage-trust-2026-4mpr-jpmmt-2026-4mpr-pre-sale-report%3F&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=here&amp;index=2&amp;md5=5865c8291a105ee73dcd98e3265a9a9b\" rel=\"nofollow\" shape=\"rect\">here<\/a> to view the report.<\/p><p>\n<strong>Related Publications<\/strong><\/p><ul class=\"bwlistsquare\">\n<li>\n<a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Fpublications%2FcVCRCpSc%2Frmbs-kcat&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=RMBS+KCAT&amp;index=3&amp;md5=759dacaf3af945176d273377dcd624a5\" rel=\"nofollow\" shape=\"rect\">RMBS KCAT<\/a><\/li>\n<li>\n<a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Fpublications%2FYjVgVkJx%2Fj-p-morgan-mortgage-trust-2026-4mpr-jpmmt-2026-4mpr-tear-sheet%3F&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=JPMMT+2026-4MPR+Tear+Sheet&amp;index=4&amp;md5=a929bad145fa38865834548424175779\" rel=\"nofollow\" shape=\"rect\">JPMMT 2026-4MPR Tear Sheet<\/a><\/li>\n<\/ul><p>\n<strong>Methodologies<\/strong><\/p><ul class=\"bwlistsquare\">\n<li>\n<a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Fpublications%2FJJsPBnKx&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=RMBS%3A+U.S.+RMBS+Rating+Methodology&amp;index=5&amp;md5=85d5c82ef6a64ae57a6496d7e82eb791\" rel=\"nofollow\" shape=\"rect\">RMBS: U.S. RMBS Rating Methodology<\/a><\/li>\n<li>\n<a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Fpublications%2FRjVgkPtk&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=Structured+Finance%3A+Global+Structured+Finance+Counterparty+Methodology&amp;index=6&amp;md5=42f58fb686d8e42457680452183344a4\" rel=\"nofollow\" shape=\"rect\">Structured Finance: Global Structured Finance Counterparty Methodology<\/a><\/li>\n<\/ul><p>\n<strong>Disclosures<\/strong><\/p><p>\nFurther 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 <a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Fpublications%2FJZRHwTBd%2F&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=ESG+factors&amp;index=7&amp;md5=5a978d64823b67e7523b8d0475a68969\" rel=\"nofollow\" shape=\"rect\">ESG factors<\/a> (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.<\/p><p>\nA 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 <a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Ftransaction%2F69366%2Fdisclosures&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=here&amp;index=8&amp;md5=b8174316d7e5be71b233f2309cc13194\" rel=\"nofollow\" shape=\"rect\">here<\/a>.<\/p><p>\nInformation on the meaning of each rating category can be located <a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com%2Funderstanding-ratings%2Frating-scales%2Flong-term-credit-rating&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=here&amp;index=9&amp;md5=6d3bc4b5c27a42be8e2b60329c330b9d\" rel=\"nofollow\" shape=\"rect\">here<\/a>.<\/p><p>\nFurther 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 <a  href=\"https:\/\/cts.businesswire.com\/ct\/CT?id=smartlink&amp;url=https%3A%2F%2Fwww.kbra.com&amp;esheet=54540558&amp;newsitemid=20260521688603&amp;lan=en-US&amp;anchor=www.kbra.com&amp;index=10&amp;md5=2aa1af1d4f6bcafa0d50390665833cea\" rel=\"nofollow\" shape=\"rect\">www.kbra.com<\/a>.<\/p><p>\n<strong>About KBRA<\/strong><\/p><p>\nKroll Bond Rating Agency, LLC (KBRA), one of the major credit rating agencies (CRA), is a full-service CRA 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 (DRO) by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized as a Qualified Rating Agency by Taiwan\u2019s Financial Supervisory Commission and is recognized by the National Association of Insurance Commissioners as a Credit Rating Provider (CRP) in the U.S.<\/p><p>\nDoc ID: 1015123<\/p><br\/> <b>Contacts<\/b> <br\/><p>\n<strong>Analytical Contacts<\/strong><\/p><p>\nChris Deasy, Senior Director (Lead Analyst)\n<br\/>+1 646-731-1311\n<br\/><a  href=\"mailto:chris.deasy@kbra.com\" rel=\"nofollow\" shape=\"rect\">chris.deasy@kbra.com<\/a><\/p><p>\nGenki Ono, Senior Analyst\n<br\/>+1 646-731-1415\n<br\/><a  href=\"mailto:genki.ono@kbra.com\" rel=\"nofollow\" shape=\"rect\">genki.ono@kbra.com<\/a><\/p><p>\nPatrick Gervais, Senior Managing Director (Rating Committee Chair)\n<br\/>+1 646-731-2426\n<br\/><a  href=\"mailto:patrick.gervais@kbra.com\" rel=\"nofollow\" shape=\"rect\">patrick.gervais@kbra.com<\/a><\/p><p>\n<strong>Business Development Contact<\/strong><\/p><p>\nDaniel Stallone, Managing Director\n<br\/>+1 646-731-1308\n<br\/><a  href=\"mailto:daniel.stallone@kbra.com\" rel=\"nofollow\" shape=\"rect\">daniel.stallone@kbra.com<\/a><\/p>","protected":false},"excerpt":{"rendered":"<p>NEW YORK&#8211;(BUSINESS WIRE)&#8211;#creditratingagency&#8211;KBRA assigns preliminary ratings to 10 classes of mortgage pass-through notes from J.P. Morgan Mortgage Trust 2026-4MPR (JPMMT 2026-4MPR). The pool comprises 248 first-lien, fixed rate residential mortgag&#8230;<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-10045","post","type-post","status-publish","format-standard","hentry","category-infos-businesswire"],"_links":{"self":[{"href":"https:\/\/stocks-future.com\/index.php?rest_route=\/wp\/v2\/posts\/10045","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stocks-future.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stocks-future.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stocks-future.com\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stocks-future.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=10045"}],"version-history":[{"count":1,"href":"https:\/\/stocks-future.com\/index.php?rest_route=\/wp\/v2\/posts\/10045\/revisions"}],"predecessor-version":[{"id":10046,"href":"https:\/\/stocks-future.com\/index.php?rest_route=\/wp\/v2\/posts\/10045\/revisions\/10046"}],"wp:attachment":[{"href":"https:\/\/stocks-future.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=10045"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stocks-future.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=10045"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stocks-future.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=10045"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}