Press Release|Funds

KBRA Issues Rating Agency Confirmation Related to an Upsize of the Notes Issued by NPC SIP 2024-1 Ltd.

27 Mar 2025   |   New York

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KBRA hereby confirms that the execution of the upsize of the Notes of NPC SIP 2024-1 Ltd. (the “Issuer”) in and of itself will not result in a downgrade, qualification or withdrawal of KBRA’s current rating issued in connection with the outstanding Senior Notes initially issued on November 22, 2024. The initial request for Rating Agency Confirmation (RAC) was received on February 4, 2025. Following KBRA’s no downgrade confirmation, the Issuer upsized the Senior Notes from the original $366.0 million to $643.5 million. The unrated Liquidity Facility and Subordinated Notes were also upsized concurrently with the Senior Notes, increasing from $43.0 million to $75.0 million and from $61.0 million to $107.25 million, respectively. As a result, the aggregate size of the Senior and Subordinated Notes rose from $427.0 million to $750.75 million.

As part of the upsize, the Issuer increased its commitment proportionally to the Private Assets. Furthermore, a proportion of the upsize was used to acquire additional Principal Assets with the same maturity as the existing Principal Assets. As a result of a change in market rates between the original issuance and the upsize, the proportion of the upsized issuance amount that was required to be allocated to the Principal Assets has slightly increased relative to the original issuance (23.7% at issuance compared to 25.2% as of the upsize) which results in a slightly lower cash balance available to the Issuer to allocate to the Liquid Assets and to meet capital calls to the Private Assets. KBRA assessed updated cash flow projections which factor in the difference in the amount of available liquidity following the acquisition of the Principal Assets. Overall, the upsize has relatively limited impact to the structure’s break-even IRRs, which remains at 9.4%, which is calculated assuming the performance triggers (IRR Covenant and ICR Covenant) are not applicable. The upsizing was confirmed as executed on the date of this release.

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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.

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This credit rating is endorsed by Kroll Bond Rating Agency Europe Limited for use in the European Union and by Kroll Bond Rating Agency UK Limited for use in the UK. Information on a credit rating’s endorsement status is available on its rating page at KBRA.com.

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.

There are certain issuers, entities or transactions rated by KBRA Europe or KBRA UK that may be or have relationships with Shareholders and/or Shareholder-Related Companies, as that term is defined in KBRA’s Shareholder and Shareholder Related Companies for KBRA Europe and KBRA UK Policy and Procedure. Relevant disclosure information may be found here.

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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: 1008816

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