Fitch Affirms Two Barton RMBS Transactions at 'AAAsf'/ Stable
OREANDA-NEWS. Fitch Ratings has affirmed the ratings of Barton Series 2011-1 Trust (Barton 2011-1) and Barton Series 2014-1 Trust (Barton 2014-1). The transactions are securitisations of Australian conforming residential full-documentation mortgages originated by Beyond Bank Australia.
The rating actions are as follows (balance as of end-October 2015):
Barton 2011-1:
AUD86.2m Class A2 (ISIN AU3FN0012837) affirmed at 'AAAsf'; Outlook Stable; and
AUD5.0m Class AB (ISIN AU3FN0012845) affirmed at 'AAAsf'; Outlook Stable.
Barton 2014-1:
AUD211.8m Class A (AU3FN0025631) affirmed at 'AAAsf'; Outlook Stable
AUD9.0m Class AB (AU3FN0025649) affirmed at 'AAAsf'; Outlook Stable; and
AUD7.5m Class AC (AU3FN0025656) affirmed at 'AAAsf'; Outlook Stable
The notes were issued by Perpetual Corporate Trust Limited, in its capacity as trustee of the Series.
KEY RATING DRIVERS
The affirmations reflect Fitch's view that available credit enhancement is sufficient to support the notes' current ratings, and the agency's expectations of Australia's economic conditions. The credit quality and performance of the loans in the collateral pools have remained in line with Fitch's expectations.
The default model was not run for this rating action as the outstanding ratings are 'AAAsf' and a review of pre-determined performance triggers indicates that the transactions display stable asset performance.
As at end-October 2015, the 30+ day arrears for the Barton 2011-1 and Barton 2014-1 transactions were 0.22% and 0.31% respectively below Fitch's latest Dinkum Index of 1.12%. Both the pools are relatively geographically concentrated around South Australia, Western Australia and the Australian Capital Territory (ACT), with around 50%, 20% and 20% of each pool located in each region respectively.
Performance of the two transactions has been within Fitch's expectations with no defaults or losses experienced since issuance. All loans in the pools are covered by lenders' mortgage insurance (LMI), with policies provided by QBE Lenders' Mortgage Insurance Limited (Insurer Financial Strength Rating: AA-/Stable) and Genworth Financial Mortgage Insurance Pty Ltd (Insurer Financial Strength Rating: A+/Stable).
RATING SENSITIVITIES
Sequential pay-down has increased credit enhancement for the senior notes of both the transactions, with the 'AAAsf' rated notes able to withstand multiples of the latest reported arrears. The ratings are not expected to be affected due to any foreseeable change in performance. All the ratings are independent of downgrades to the LMI providers' ratings except the class AC notes of the Barton 2014-1 transaction which is LMI dependent.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
DATA ADEQUACY
Fitch conducted a file review of 10 sample loan files focusing on the underwriting procedures conducted by Beyond Bank Australia compared to its credit policy at the time of underwriting. Fitch has checked the consistency and plausibility of the information and no material discrepancies were noted that would impact Fitch's rating analysis.
A comparison of the transaction's representations, warranties and enforcement mechanisms (RW&Es) to those of typical RW&Es for this asset class is available by accessing the reports and/or links given under Related Research below.
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