Press Release|ABS

KBRA Places Kobalt Music Assets LP, Series 2024-1 on Watch Downgrade

3 Mar 2026   |   New York

Contacts

KBRA has placed the rating on the Class A-2 Notes of Kobalt Music Assets LP (the Issuer), a music royalty ABS transaction, on Watch Downgrade owing to the continued underperformance of the assets. The Class A-2 Notes are the sole class of notes by the Issuer.

The transaction’s underperformance to date is primarily attributable to several unseasoned assets exhibiting cash flow declines that were more pronounced than originally forecast. The transaction includes DSCR-based triggers, with cash trap triggers at 1.30x (50%) and 1.20x (100%), and a rapid amortization trigger at 1.10x. As of the January 2026 payment date, the debt service coverage ratio (DSCR) is 1.33x.

Kobalt Music Assets LP is securitized by royalties from a music catalog comprising more than 5,000 works by artists and songwriters, including AJR, YoungBoy Never Broke Again, Busta Rhymes, and Jessie J, which represent some of the largest contributors to the catalog by net publisher share.

KBRA expects to receive an updated valuation in the coming weeks and will continue to monitor the performance of the transaction and will seek to resolve or update the Watch Placement within 90 days.

To access ratings and relevant documents, click here.

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Disclosures

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: 1013728