Credit Rating Report

Dilosk RMBS No. 2 DAC: Rating Report

RMBS

Summary

DBRS Ratings Limited (DBRS) finalised its provisional ratings of the notes issued by Dilosk RMBS No.2 DAC (the Issuer) as follows:

-- Class A notes rated AAA (sf)
-- Class B notes rated AA (high) (sf)
-- Class C notes rated AA (sf)
-- Class D notes rated A (sf)
-- Class E notes rated BB (high) (sf)
-- Class F notes rated BB (sf)