Press Release|Structured Credit

KBRA Affirms the Ratings for Deerpath Newbury Partners LLC

19 Mar 2025   |   New York

Contacts

KBRA affirms four classes of notes of Deerpath Newbury Partners LLC.

Deerpath Newbury Partners LLC is a $90.0 million delayed-draw middle market cash flow collateralized loan obligation (“CLO”) managed by Deerpath Capital Management, LP. The CLO originally closed in December 2020, and subsequently issued additional notes in March 2022 (the “additional issuance”). Deerpath Newbury Partners LLC had issued an additional Class A-2 Note, which are pari-passu with the Class A-1 Note (collectively the Class A Notes) and an additional Class B-2 Note, which are pari-passu with the Class B-2 Note (collectively the Class B Notes).

As of the January 2025 trustee report, the aggregate principal balance of the collateral obligations is $89.2 million with a principal proceeds balance of $2.3 million. There are $4.7 million defaulted assets with recovery value of $3.0 million. The transaction is in compliance with all portfolio profile tests. The current portfolio K-WARF is 3313, which represents a weighted average portfolio assessment of approximately B-.

To access ratings and relevant documents, click here.

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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: 1008692

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