Press Release|Funds

KBRA Affirms All Ratings for Blackstone Diversified Alternatives Issuer L.L.C.

14 Jun 2024   |   New York

Contacts

KBRA affirms the outstanding ratings on the Class A and Class B Notes issued by Blackstone Diversified Alternatives Issuer L.L.C. Additionally, KBRA maintains its Positive outlook on the ratings. The affirmation is based on KBRA’s analysis of the reported transaction performance and investment performance of KBRA's review. The Outlook reflects the substantial increase in asset coverage since issuance and as well as the transaction's scheduled amortization period.

As of the Q4’2023 Quarterly Report of the Issuer, the asset coverage of the Class A and Class B Notes are approximately 268.1% and 206.2%, respectively, which reflects minimal change to asset coverage since KBRA’s last review in calendar year 2023. In addition, the Issuer’s Liquidity Ratio has decreased from 1.12x in Q1’2023 to 1.01x. A failure to maintain these ratios does not constitute an Event of Default, but does place limitations on the Issuer, including a restriction on additional capital commitments to Drawdown Products and equity distributions until such time as the Issuer re-establishes maintenance.

Over the past year, Blackstone has continued to deploy capital to its Drawdown Products. Through December 31, 2023, the Issuer has committed $777.5 million of capital to Drawdown Products, and of this committed amount, $408.2 million has been deployed. Future performance of the Issuer will largely depend on Blackstone’s continued management of the underlying Liquid Products and Drawdown Products and market performance over the remainder of the transaction. Based on the performance of the underlying collateral and Notes meeting performance expectations, KBRA has affirmed its ratings, while maintaining a Positive outlook.

To access rating and relevant documents, click here.

Click here to view the report.

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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.

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.

About KBRA

Kroll Bond Rating Agency, LLC (KBRA) is a full-service credit rating agency 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 by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider.

Doc ID: 1004743

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