Other

European RMBS Rating Actions, 24 September 2020: Press Release Appendix

RMBS

Summary

On 24 September 2020, DBRS Morningstar confirmed 57 tranches and downgraded one tranche
across 11 RMBS European RMBS transactions. Please see below for a summary of the amount of
payment holidays and delinquencies reported for each transaction, in terms of the current
outstanding balance.