Press Release|ABS

KBRA Downgrades Ratings on Osprey Securitization I, LLC

29 May 2026   |   New York

Contacts

KBRA downgraded its ratings on the Class A Notes and Class B Notes from Osprey Securitization I, LLC, a commercial and industrial (C&I) solar ABS transaction secured by future project revenues from a portfolio of C&I photovoltaic (PV) systems. Concurrently, KBRA has removed both ratings from Watch Downgrade, where the Class A Notes were placed on April 30, 2026 and the Class B Notes on February 4, 2026 due to lower-than-expected production, which impacted available collections for the transaction. Available funds in the transaction have been approximately 80%-85% of the initial expected collections. The downgrades reflect expected continued production underperformance, as well as ongoing operational and financial concerns related to Distributed Solar Development, LLC (DSD or the Company), including significant liquidity pressure, substantial near-term debt maturities, and an elevated risk of early termination under the Asset Management Agreement. Interest on the Class B Notes is currently being deferred due to a Sequential Interest Amortization Event (DSCR below 1.00x), and timing of repayment of the deferred interest remains uncertain.

To access ratings and relevant documents, click here.

Click here to view the report.

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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.

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