Press Release|Structured Credit

KBRA Upgrades Two Ratings for Insurance Private Credit I LLC

22 May 2025   |   New York

Contacts

KBRA upgrades the ratings of two classes of notes issued by Insurance Private Credit I LLC (“IPC I LLC”).

IPC I LLC is a maximum $400.0 million delayed-draw middle market direct lending facility managed by Goldman Sachs Asset Management, L.P. The facility closed on June 8, 2021, and exited its commitment period/reinvestment period on June 8, 2024. The delayed-draw notes have been drawn to originate a portfolio of primarily middle market senior secured term loans to corporate borrowers.

As of the April 2025 trustee report, the aggregate principal balance of the collateral obligations, excluding the undrawn commitments of revolving and delayed draw collateral obligations, is $268.7 million, with approximately $8.0 in the principal collection account and $0.9 million in the revolver funding account. The trustee reports one defaulted obligation with a principal balance of $2.4 million, one discount obligation with a principal balance of $1.5 million, and one long-dated obligation with a principal balance of $4.4 million. Based on the April 2025 trustee report, the portfolio comprises 315 assets from 36 obligors.

The transaction exited the reinvestment period in June 2024 and has begun to amortize. The Class A Note balance is currently $134.3 million, or 55.9% of the maximum commitment. The transaction has seen a significant increase in credit enhancement over the past year, primarily due to the amortization of the Class A Notes. The trustee reported Class A and Class B Overcollateralization Ratio Test cushions currently stand at 63.0% and 18.8%, respectively.

KBRA’s rating on the Class A Notes considers the timely payment of interest and ultimate payment of principal by the applicable stated maturity date, while the rating on the Class B Notes considers the ultimate payment of interest and principal by the applicable stated maturity date. The surveillance analysis used information from the trustee report dated as of April 3, 2025, and reflects the distributions that occurred through the April 2025 payment date. All Notes have received timely interest distributions since the transaction closed.

To access ratings and relevant documents, click here.

Click here to view the report.

Methodologies

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), 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’s Financial Supervisory Commission and is recognized by the National Association of Insurance Commissioners as a Credit Rating Provider (CRP) in the U.S.

Doc ID: 1009566

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