Press Release|Structured Credit

KBRA Affirms the Rating for Golub Capital BDC 3 ABS 2022-1 LLC

8 Oct 2024   |   New York

Contacts

KBRA affirms the rating of the Class A note issued by Golub Capital BDC 3 ABS 2022-1 LLC, a securitization backed by a portfolio of recurring revenue and middle market corporate loans.

Golub Capital BDC ABS 2022-1 LLC is a $386.6 million securitization managed by GC Advisors LLC (collectively, with these affiliates and other funds managed by them and their affiliates “Golub Capital”). The transaction closed in January 2022 and the reinvestment period ended in January 2024.

As of the September 2024 trustee report, the portfolio comprises 88 assets from 55 obligors and the pool balance of the collateral obligations is $373.2 million. There are no defaulted, credit risk, or delinquent obligations in the portfolio. The transaction is failing the borrowing base condition, however, it has maintained a similar level of excess spread since the transaction first closed and there is sufficient enhancement to support the rated notes. The transaction is passing the portfolio profile tests.

KBRA’s rating on the Class A Notes consider timely payment of interest and ultimate payment of principal by the applicable stated maturity date. The rated notes have received timely interest distributions since the transaction has closed.

To access rating and relevant documents, click here.

Click here to view the report.

Related Publications

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) 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: 1006286

CONNECT WITH KBRA
805 Third Avenue
29th Floor
New York, NY 10022
+1 (212) 702-0707
Contact Us

© 2010-2025 Kroll Bond Rating Agency, LLC. All Rights Reserved. Kroll Bond Rating Agency, LLC is not affiliated with Kroll Inc., Kroll Associates Inc., KrollOnTrack Inc., or their affiliated businesses.