DBRS Morningstar Comments on Credit Ratings of RMBS Transaction Potentially Affected by DBRS Morningstar Error

As part of an annual surveillance review of Dilosk RMBS No. 2 DAC (the Transaction), DBRS Ratings Limited (DBRS Morningstar) noticed an inaccuracy in an input in the DBRS Morningstar cash flow analysis at the initial rating date of the Transaction. DBRS Morningstar has deemed that error to be a significant error that could potentially have an impact on some or all of the current ratings of the mezzanine and junior notes; no rating impact is anticipated on the senior notes. This is an error solely on the part of DBRS Morningstar and is not connected in any way to the Transaction collateral performance or to the data and information provided by the Issuer for the purposes of providing these ratings, which DBRS Morningstar considers to be of satisfactory quality.

DBRS Morningstar is currently undertaking a full surveillance review of the Transaction, including a correction of the error, and expects to publish a press release and rating actions within the next few weeks.

DBRS Morningstar determined that no other transaction is affected by this error.

Notes:
DBRS Morningstar methodologies are publicly available on its website www.dbrs.com under Methodologies & Criteria.

For more information on this credit or on this industry, visit www.dbrs.com or contact us at info@dbrs.com.

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