{"id":4053,"date":"2026-05-12T01:46:00","date_gmt":"2026-05-11T23:46:00","guid":{"rendered":"http:\/\/stocks-future.com\/?guid=9a96b827babe1a4d042067f0fcbf15f8"},"modified":"2026-05-12T01:46:00","modified_gmt":"2026-05-11T23:46:00","slug":"kbra-assigns-preliminary-ratings-to-obx-2026-hyb1-trust","status":"publish","type":"post","link":"https:\/\/stocks-future.com\/?p=4053","title":{"rendered":"KBRA Assigns Preliminary Ratings to OBX 2026-HYB1 Trust"},"content":{"rendered":"

NEW YORK--(BUSINESS WIRE)--#creditratingagency<\/a>--KBRA assigns preliminary ratings to nine classes of mortgage-backed notes from OBX 2026-HYB1 Trust, a prime RMBS transaction comprising 385 seasoned hybrid adjustable-rate mortgages (ARMs) with an aggregate principal balance of $309.4 million. The loans possess initial fixed-rate periods of ten years (32.2%), seven years (50.2%), five years (17.5%), and three years (0.2%). Approximately 85.0% 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 QM Risk) make up 12.5% and 0.8% of pool, respectively. Meanwhile, loans exempt from the Ability-to-Repay (ATR)\/QM Rule represent 1.7% of the pool. The top originators of this transaction are Ally Bank (73.4%) and Zions Bancorporation, N.A. (16.3%).<\/p><\/a><\/a>

\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>

\nTo access ratings and relevant documents, click here<\/a>.<\/p>

\nClick here<\/a> to view the report.<\/p>

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