Retiro Mortgage Securities DAC: Rating Report

Summary

On 31 March 2021, DBRS Ratings GmbH (DBRS Morningstar) assigned ratings of A (sf), BBB (sf), BB (sf), and BB (low) (sf) to the Class A1, Class A2, Class B, and Class C notes issued by Retiro Mortgage Securities DAC. All trends are Negative. DBRS Morningstar does not rate the Class D or Class E notes.

Available Documents

Ratings

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
31-Mar-21	Class A1	A (sf)	Neg	New Rating	EU U
31-Mar-21	Class A2	BBB (sf)	Neg	New Rating	EU U
31-Mar-21	Class B	BB (sf)	Neg	New Rating	EU U
31-Mar-21	Class C	BB (low) (sf)	Neg	New Rating	EU U

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Retiro Mortgage Securities DAC

Class A1

Date Issued:Mar 31, 2021
Rating Action:New Rating
Ratings:A (sf)
Trend:Neg
Rating Recovery:
Issued:EUU

Class A2

Date Issued:Mar 31, 2021
Rating Action:New Rating
Ratings:BBB (sf)
Trend:Neg
Rating Recovery:
Issued:EUU

Class B

Date Issued:Mar 31, 2021
Rating Action:New Rating
Ratings:BB (sf)
Trend:Neg
Rating Recovery:
Issued:EUU

Class C

Date Issued:Mar 31, 2021
Rating Action:New Rating
Ratings:BB (low) (sf)
Trend:Neg
Rating Recovery:
Issued:EUU

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Retiro Mortgage Securities DAC: Rating Report

Summary

Available Documents