-

KBRA Releases RMBS Credit Indices (KCI) for January 2022

NEW YORK--(BUSINESS WIRE)--KBRA releases its RMBS Credit Indices (KCI) for January 2022. The indices track early-, mid-, and late-stage delinquencies, observed modifications, prepayment speeds, and other performance metrics across four major RMBS 2.0 subsectors.

Click here to view the report.

About KBRA

KBRA is a full-service credit rating agency registered in the U.S., the EU and the UK, and is designated to provide structured finance ratings in Canada. KBRA’s ratings can be used by investors for regulatory capital purposes in multiple jurisdictions.

Contacts

Analytical

Brian Ford, CFA, Structured Finance Research
+1 (646) 731-2329
brian.ford@kbra.com

Jack Kahan, Senior Managing Director
+1 (646) 731-2486
jack.kahan@kbra.com

Ashish Sharda, Senior Director
+1 (646) 731-2415
ashish.sharda@kbra.com

Business Development

Dan Stallone, Director
+1 (646) 731-1308
daniel.stallone@kbra.com

KBRA

Details
Headquarters: New York City, New York
CEO: Jim Nadler
Employees: 400+
Organization: PRI

Release Versions

Contacts

Analytical

Brian Ford, CFA, Structured Finance Research
+1 (646) 731-2329
brian.ford@kbra.com

Jack Kahan, Senior Managing Director
+1 (646) 731-2486
jack.kahan@kbra.com

Ashish Sharda, Senior Director
+1 (646) 731-2415
ashish.sharda@kbra.com

Business Development

Dan Stallone, Director
+1 (646) 731-1308
daniel.stallone@kbra.com

More News From KBRA

KBRA Assigns Preliminary Ratings to GS Mortgage-Backed Securities Trust 2026-HE1 (GSMBS 2026-HE1)

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 6 classes of mortgage-backed notes from GS Mortgage-Backed Securities Trust 2026-HE1 (GSMBS 2026-HE1), a $301.4 million RMBS transaction sponsored by Goldman Sachs Mortgage Company (Goldman Sachs or GSMC), consisting of first lien (6.6%) and second lien (93.4%) home equity line of credit (HELOC) loans. The underlying pool is seasoned approximately six months and comprises 3,092 loans, with United Wholesale Mortgage, LLC (UWM; 79.5%)...

KBRA Assigns Preliminary Rating to AMCR ABS Trust 2026-A

NEW YORK--(BUSINESS WIRE)--KBRA assigns a preliminary rating to one class of notes issued by AMCR ABS Trust 2026-A (“AMCR 2026-A”), an unsecured consumer loan ABS transaction. AMCR 2026-A has initial hard credit enhancement of 44.2% for the Class A notes. Credit enhancement is comprised of overcollateralization, subordination (except for the Class D notes), a cash reserve account funded at closing, and excess spread. AMCR 2026-A will issue four classes of notes totaling $149.3 million, with KBR...

KBRA Assigns Preliminary Ratings to PMT Loan Trust 2026-CNF3

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 44 classes of mortgage-backed notes from PMT Loan Trust 2026-CNF3 (PMTLT 2026-CNF3), a prime RMBS transaction sponsored by PennyMac Corp. (PennyMac), an indirect, wholly-owned subsidiary of PennyMac Mortgage Investment Trust (PMT). PMTLT 2026-CNF3 comprises 589 agency-eligible, conforming mortgage loans with an aggregate stated principal balance of approximately $322.7 million as of the March 1, 2026 cut-off date. The underlying col...
Back to Newsroom