Durham Mortgages A plc: Rating Report

On 19 February 2021, DBRS Ratings Limited (DBRS Morningstar) finalised the following ratings on the residential mortgage-backed floating rate notes issued by Durham Mortgages A plc:

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