Press Release|ABS

KBRA Takes Rating Actions on U.S. Auto Funding Trust 2021-1

30 Jul 2025   |   New York

Contacts

KBRA has taken rating actions on U.S. Auto Funding Trust 2021-1, an auto loan ABS transaction. KBRA downgrades the rating on Class C notes and affirms the ratings on Class D and E notes. The downgrade of the Class C notes reflects KBRA’s view that the notes are unlikely to receive repayments of its full outstanding principal amount on or before its legal final maturity date of May 15, 2026. Of the affirmations, the Class D and Class E were previously lowered to C (sf) and remain susceptible to principal loss over the remaining term. In addition, the Class E has not received any interest for the last 20 collection periods. At this time, Class E is not expected to maintain timely interest payments, and the Class D is likely to incur interest shortfalls due to a potential change in waterfall payments as a result of the likely default on principal payment of the Class C Notes. The data used in this report is as of the July 2025 distribution date (June 2025 collection period).

To access ratings and relevant documents, click here.

Click here to view the report.

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.

Doc ID: 1010556