Credit Rating Report

Dilosk RMBS No. 5 DAC: Rating Report

RMBS

Summary

On 21 October 2021, DBRS Ratings GmbH (DBRS Morningstar) finalised its provisional ratings on the residential mortgage-backed floating-rate notes issued by Dilosk RMBS No. 5 DAC:

-- Class A at AAA (sf)
-- Class B at AA (low) (sf)
-- Class C at A (low) (sf)
-- Class D at BBB (sf)
-- Class E at BB (high) (sf)
-- Class F at BB (low) (sf)

DBRS Morningstar does not rate the Class X1, X2, Z1, and Z2 notes also issued in this transaction.

Ratings

Dilosk RMBS No. 5 DAC
  • US = Lead Analyst based in USA
  • CA = Lead Analyst based in Canada
  • EU = Lead Analyst based in EU
  • UK = Lead Analyst based in UK
  • E = EU endorsed
  • U = UK endorsed
  • Unsolicited Participating With Access
  • Unsolicited Participating Without Access
  • Unsolicited Non-participating

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