Calificación Moody's

Series C: upgraded to Aa2(sf) from Ba3(sf); on review for possible downgrade

Calificación Standard and Poor's

Class A
Class A1: upgraded to AA(sf) from AA-(sf); removed from Watch Negative
Class A2: upgraded to AA(sf) from AA-(sf); removed from Watch Negative

Class B: upgraded to A(sf) from A-(sf)

Calificación Moody's

Class 2
Class 2CA: affirmed at Aaa(sf)
Class 2SA: upgraded to Aaa(sf) from Aa2(sf)

Class 3
Class 3SA: downgraded to Ba3(sf) from Baa3(sf)

Calificación Standard and Poor's

Class B
Class BCA: affirmed at AA+(sf); Watch Negative
Class BSA: affirmed at AA+(sf); Watch Negative

Calificación Moody's

Class B
Class BCA: affirmed at Aaa(sf)
Class BSA: upgraded to Aaa(sf) from Aa2(sf)

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at AAA(sf); Outlook Negative from Stable

Class C: affirmed at A+(sf); Outlook Stable

Class D: affirmed at BBB+(sf); Outlook Stable

Calificación Moody's

Class A: downgraded to Aa3(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Standard and Poor's

Class A: affirmed at AAA(sf); removed from Watch Negative

Class B: affirmed at A(sf)

Class C: upgraded to A-(sf) from BBB(sf)

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable

Calificación Fitch Ratings

Class A
Class A2: affirmed at AAA(sf); Outlook Negative from Stable
Class A3: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirned at AA(sf); Outlook Stable; assigned Loss Severity Rating 'LS-2'

Class C: affirmed at A(sf); Outlook Stable; assigned Loss Severity Rating 'LS-3'

Class D: affirmed at BB+(sf); Outlook Stable; assigned Loss Severity Rating 'LS-2'

Calificación Standard and Poor's

Class A
Class A2: affirmed at AAA(sf); removed from Watch Negative
Class A3: affirmed at AAA(sf); removed from Watch Negative

Class B: affirmed at A(sf)

Class C: affirmed at BBB(sf)

Class D: affirmed at BB-(sf)

Calificación Moody's

Class A
Class A1: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A2(G): downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Moody's

Class A
Class A1: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A2: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A3: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A4: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Fitch Ratings

Class A
Class A1: affirmed at A+(sf); Outlook Stable
Class A2: affirmed at A+(sf); Outlook Stable
Class A3: affirmed at A+(sf); Outlook Stable
Class A4: affirmed at A+(sf); Outlook Stable

Class B: affirmed at A+(sf); Outlook Stable

Class C: affirmed at BB(sf); Outlook Stable

Calificación Standard and Poor's

Class A: affirmed at AAA(sf); Watch Negative

Calificación Standard and Poor's

Class 1
Class A1: affirmed at AAA(sf)
Class B1: affirmed at A(sf)

Class 2
Class B2: affirmed at BBB(sf)

Calificación Standard and Poor's

Class A: affirmed at AAA(sf); removed from Watch Negative

Class B: affirmed at A+(sf)

Class C: affirmed at BBB+(sf)

Class D: affirmed at BB+(sf)

Calificación Fitch Ratings

Class A
Class A3: affirmed at AAA(sf); Outlook Stable; Loss Severity (LS) Rating of 'LS-1'

Class B: affirmed at AA+(sf); Outlook revised to Stable from Positive; 'LS-1'

Bond 1SA

Fitch Ratings has upgraded bond 1SA of FTPYME TDA 3, to AAA(sf) (before AA(sf))

Bond 2CA

Fitch Ratings has upgraded bond 2CA of FTPYME TDA 3, to AAA(sf) (before AA+(sf))

Bond 2SA

Fitch Ratings has upgraded bond 2SA of FTPYME TDA 3, to AAA(sf) (before AA-(sf))

Bond B

Fitch Ratings has upgraded bond B of FTPYME TDA 3, to BBB(sf) (before BB+(sf))

Bond 2SA

Fitch Ratings has upgraded bond 2SA of FTPYME TDA CAM 1, to AA(sf) (before AA+(sf))

Bond B

Fitch Ratings has upgraded bond B of FTPYME TDA CAM 1, to BBB+(sf) (before BBB(sf))

Bond B

Moody's Investors Service has upgraded bond B of TDA 4, to A1(sf) (before A2(sf))

Bond B

Moody's Investors Service has upgraded bond B of TDA 5, to Aa1(sf) (before Aa3(sf))

Fitch Ratings has upgraded bond B of TDA 5, to AAA(sf) (before AA-(sf))

Bond 1SA

Fitch Ratings has upgraded bond 1SA of FTPYME ICO TDA 2, to AAA(sf) (before AA(sf))

Bond 2CA

Fitch Ratings has upgraded bond 2CA of FTPYME ICO TDA 2, to AAA(sf) (before AA+(sf))

Bond 2SA

Fitch Ratings has upgraded bond 2SA of FTPYME ICO TDA 2, to AAA(sf) (before A(sf))

Bond B

Fitch Ratings has upgraded bond B of FTPYME ICO TDA 2, to A(sf) (before BB(sf))

Calificación Fitch Ratings

Class 1
Class 1SA: affirmed at AAA(sf); Outlook Stable, assigned a Loss Severity (LS) rating of LS-3
Class 2
Class 2CA: downgraded to AA+(sf) from AAA(sf)
Class 2SA: downgraded to AA(sf) from AAA(sf); Removed from RWN, assigned Outlook Stable, assigned LS-3

Class B: downgraded to BB(sf) from BBB(sf); Removed from RWN, assigned Outlook Negative, assigned LS-3

Calificación Standard and Poor's

Class A: affirmed at AAA(sf); removed from Watch Negative

Class B: downgraded to BBB+(sf) from A-(sf)

Class C: downgraded to BBB-(sf) from BBB(sf); removed from Watch Negative

Class D: downgraded to B(sf) from BB(sf); removed from Watch Negative

Class E: affirmed at CCC-(sf)

Calificación Moody's

Class 1
Class A1: downgraded to Aa3(sf) from Aaa(sf); removed from placed under review for possible downgrade

Class 2
Class A2: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Moody's

Class A: downgraded to Aa1(sf) from Aaa(sf); removed from placed under review for possible downgrade

Class B: affirmed at A1(sf); placed under review for possible downgrade

Class C: affirmed at Baa2(sf); placed under review for possible downgrade

Class D: affirmed at Ba2(sf); placed under review for possible downgrade

Class E: affirmed at Caa1(sf); placed under review for possible downgrade

Calificación Standard and Poor's

Class A: affirmed at AA+(sf); Watch Negative

Class B: affirmed at A(sf)

Class C: affirmed at BBB(sf)

Class D: affirmed at BB(sf)

Calificación Moody's

Class 1
Class A1: downgraded to A1(sf) from Aaa(sf); removed from placed under review for possible downgrade

Class 2
Class A2: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Moody's

Class 1
Class A1a: downgraded to A3(sf) from Aaa(sf); from placed under review for possible downgrade
Class A1b: downgraded to A3(sf) from Aaa(sf); from placed under review for possible downgrade
Class B1: downgraded to Baa2(sf) from A2(sf)
Class C1: downgraded to Ba3(sf) from Baa2(sf); from placed under review for possible downgrade
Class D1: downgraded to Caa1(sf) from Ba2(sf); from placed under review for possible downgrade

Class 2
Class A2a: downgraded to A1(sf) from Aaa(sf); from placed under review for possible downgrade
Class A2b: downgraded to A1(sf) from Aaa(sf); from placed under review for possible downgrade
Class B2: downgraded to A2(sf) from A1(sf)
Class B2: downgraded to Baa3(sf) from Baa2(sf)
Class B2: downgraded to Ba3(sf) from Ba2(sf)

Calificación Moody's

Class A: affirmed at Aa1(sf); placed under review for possible downgrade

Class B: affirmed at A1(sf); placed under review for possible downgrade

Class C: affirmed at Baa2(sf); placed under review for possible downgrade

Class D: affirmed at Caa1(sf); placed under review for possible downgrade

Calificación Standard and Poor's

Class A: affirmed at AA+(sf); Watch Negative

Class B: affirmed at A(sf)

Class C: affirmed at BBB(sf)

Calificación Moody's

Class 2
Class A2: downgraded to Aa3(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Moody's

Class 1
Class A1: affirmed at Aaa(sf); removed from placed under review for possible downgrade

Class 2
Class A2: downgraded to Aa3(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Moody's

Class 1
Class A1: downgraded to Aa3(sf) from Aaa(sf); removed from placed under review for possible downgrade

Class 2
Class A2: downgraded to A1(sf) from Aaa(sf); removed from placed under review for possible downgrade

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable
Class B: affirmed at AA(sf); Outlook Stable

Calificación Moody's

Class A: downgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable
Class B: affirmed at AA-(sf); Outlook Stable

Calificación Moody's

Class A: downgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade

Class B: affirmed at A2(sf); placed on review for possible downgrade

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at A+(sf); Outlook Stable

Calificación Moody's

Class A: downgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade

Class B: downgraded to A2(sf); placed on review for possible downgrade

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at A(sf); Outlook Negative

Calificación Moody's

Class A: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade

Class B: downgraded to Baa3(sf) from A2(sf); removed from placed under review for possible downgrade

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at BBB(sf); Outlook Negative

Calificación Moody's

Class A: affirmed at Aa2(sf); placed under review for possible downgrade

Class B: affirmed at Baa3(sf); placed under review for possible downgrade

Calificación Standard and Poor's

Class A
Class A1: affirmed at AA+(sf); Watch Negative
Class A2: affirmed at AA+(sf); Watch Negative
Class A3PAC: affirmed at AA+(sf); Watch Negative

Class B: affirmed at AA(sf); removed from Watch Negative

Class C: affirmed at A(sf)

Class D: affirmed at BBB(sf)

Class E: affirmed at BB(sf)

Class F: affirmed at D(sf)

Calificación Moody's

Class A
Class A1: affirmed at Aa1(sf); placed under review for possible downgrade
Class A2: affirmed at Aa1(sf); placed under review for possible downgrade
Class A3PAC: affirmed at Aa1(sf); placed under review for possible downgrade

Class B: affirmed at Aa1(sf); placed under review for possible downgrade

Class C: affirmed at A1(sf); placed under review for possible downgrade

Class D: affirmed at Baa1(sf); placed under review for possible downgrade

Class E: affirmed at Ba1(sf); placed under review for possible downgrade

Calificación Moody's

Class A
Class A1: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A2: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A3: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A4: downgraded to Aa2(sf) from Aaa(sf); removed from placed under review for possible downgrade

Class B: downgraded to A2(sf) from Aa1(sf)

Calificación Fitch Ratings

Class A
Class A1: affirmed at A+(sf); Outlook Stable
Class A2: affirmed at A+(sf); Outlook Stable
Class A3: affirmed at A+(sf); Outlook Stable
Class A4: affirmed at A+(sf); Outlook Stable

Class B: affirmed at A-(sf); Outlook Stable

Class B: affirmed at BB-(sf); Outlook Stable

Calificación Fitch Ratings

Bond: affirmed at AAA(sf); Outlook Stable

Calificación Fitch Ratings

Class 1
Class 1CA: affirmed at AAA(sf); Outlook Stable
Class 1SA: affirmed at AAA(sf); Outlook Stable; Loss Severity Rating 'LS-1'

Class 2
Class 2SA: affirmed at AA+(sf); Removed from RWN, assigned Outlook Stable; Loss Severity Rating 'LS-1'

Class B: downgraded to BB(sf) from BBB(sf); Removed from RWN, assigned Outlook Negative; Loss Severity Rating 'LS-1'

Calificación Fitch Ratings

Class 1
Class 1CA: downgraded to AA-(sf) from AAA(sf); Outlook Stable
Class 1SA: downgraded to AA-(sf) from AAA(sf); Outlook Stable

Class 2
Class 2SA: affirmed at BBB(sf); Outlook Stable

Class 3
Class 3SA: affirmed at BB(sf); Outlook Negative

Calificación Standard and Poor's

Class 1
Class 1CA: downgraded to A-(sf) from A+(sf)
Class 1SA: downgraded to A-(sf) from A+(sf)

Class 2
Class 2SA: downgraded to A-(sf) from A(sf)

Class 3
Class 2SA: downgraded to BB(sf) from BBB(sf)

Calificación Fitch Ratings

Class A
Class A1: affirmed at BBB(sf); Rating Watch Negative
Class A2: affirmed at BBB(sf); Rating Watch Negative

Class IO: Not rated from AAA(sf)

Class B: affirmed at B(sf); Rating Watch Negative

Class C: affirmed at CCC(sf); Recovery Rating 'RR5'

Class D: affirmed at CC(sf); Recovery Rating 'RR6'

Calificación Standard and Poor's

Class A
Class A1: affirmed at AA(sf); Watch Negative
Class A2: affirmed at AA(sf); Watch Negative

Class IO
Class IO: affirmed at AAA(sf)

Class B
Class B: affirmed at BB(sf); Watch Negative

Class C
Class C: downgraded to D(sf) from CCC(sf)

Class D: affirmed at D(sf)

Calificación Fitch Ratings

Class 1
Class 1SA: affirmed at AAA(sf); Outlook Stable

Class 2
Class 2CA: downgraded to AA(sf) from AA+(sf); Outlook Stable
Class 2SA: affirmed at AA(sf); Outlook Stable

Class 3
Class 3SA: affirmed at BBB(sf); Outlook Negative

Calificación Fitch Ratings

Class 1
Class 1SA: Not rated from AAA(sf)
Class 1CA: affirmed at AAA(sf); Outlook Negative from Stable

Class 2
Class 2SA: affirmed at A(sf); assigned Outlook Stable

Class 3
Class 3SA: affirmed at BB-(sf); Outlook Revised Stable from Negative

Calificación Moody's

Class 1
Class 1SA: affirmed at Aaa(sf)
Class 1CA(G): downgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade

Class 2
Class 2SA: downloaded to Ba1(sf) from A2(sf); placed under review for possible downgrade

Class 3
Class 3SA: downgraded to Caa3(sf) from Baa2(sf); placed under review for possible downgrade

Calificación Fitch Ratings

Class A: affirmed at BB(sf); Rating Watch Negative
Class B: downgraded to CCC(sf) from BB(sf); assigned Recovery Rating 'RR5'
Class C: downgraded to CC(sf) from CCC(sf); Recovery Rating revised to 'RR6' from 'RR5'
Class D: affirmed at CC(sf); Recovery Rating 'RR6'

Class NAS-IO: Not rated from AAA(sf)

Calificación Standard and Poor's

Class A: affirmed at B(sf); Watch Negative
Class IO: Not rated from AAA(sf)
Class B: affirmed at D(sf)
Class C: affirmed at D(sf)
Class D: affirmed at D(sf)

Calificación Fitch Ratings

Class A
Class A1: downgraded to A(sf) from AA+(sf); Outlook Stable(from Outlook Negative)
Class A2: downgraded to A(sf) from AA+(sf); Outlook Stable(from Outlook Negative)
Class A3: downgraded to A(sf) from AA+(sf); Outlook Stable(from Outlook Negative)

Class B
Class B: affirmed at B(sf); Outlook Negative

Calificación Moody's

Class A
Class A1: downgraded to Aa3(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A2: affirmed at Aa3(sf); placed under review for possible downgrade
Class A3: affirmed at Aa3(sf); placed under review for possible downgrade

Class B: downgraded to B3 from Baa2; placed under review for possible downgrade

Calificación Fitch Ratings

Class A
Class A1: Not Rated
Class A2: downgraded to A(sf) from AA+(sf); Outlook Stable(from Outlook Negative)
Class A3: downgraded to A(sf) from AA+(sf); Outlook Stable(from Outlook Negative)

Class B: downgraded to B(sf) from BB(sf); Outlook Negative

Calificación Standard and Poor's

Class A
Class A1: Not Rated
Class A2: affirmed at AA-(sf); removed from Watch Negative
Class A3: affirmed at AA-(sf); removed from Watch Negative

Class B: downgraded to BB-(sf) from BBB(sf); Removed from Watch Negative

Calificación Moody's

Class A
Class A1: Not Rated
Class A2: affirmed at Aa3(sf); placed under review for possible downgrade
Class A3: affirmed at Aa3(sf); placed under review for possible downgrade

Class B: downgraded to B3(sf) from Baa1(sf)

Calificación Moody's

Class 1
Class 1-A2: affirmed at Aaa(sf); placed under review for possible downgrade
Class 1-B: downgraded to A1(sf) from Aa3(sf); removed from placed under review for possible downgrade
Class 1-C: downgraded to Ba3(sf) from Baa1(sf); removed from placed under review for possible downgrade
Class 1-D: downgraded to C(sf) from Ca(sf); removed from placed under review for possible downgrade

Calificación Fitch Ratings

Class 1
Class 1-A2: affirmed at AAA(sf); Outlook Negative from Stable
Class 1-B: affirmed at A(sf); Outlook Stable
Class 1-C: affirmed at BBB(sf); Outlook revised to Negative from Stable
Class 1-D: affirmed at CCC(sf); Recovery Estimate (RE) of 80%

Class 2
Class 2-A: affirmed at AAA(sf); Outlook Negative from Stable
Class 2-B: affirmed at BBB(sf); Outlook Stable
Class 2-C: affirmed at CCC(sf); Recovery Estimate (RE) of 45%

Calificación Fitch Ratings

Class A
Class A1: Not rated from AAA(sf)
Class A2: downgraded to A(sf) from AA(sf); Outlook Stable

Class B: downgraded to BBB(sf) from A+(sf); Outlook Negative

Class C: affirmed at BB+(sf); Outlook Negative

Class D: affirmed at CCC(sf); Recovery Rating of 'RR3'

Class E: affirmed at CC(sf); Recovery Rating revised of 'RR6'

Calificación Moody's

Class A
Class A1: affirmed at Aaa(sf)
Class A2: downgraded to A1(sf) from Aa1(sf)

Class B: downgraded to Ba1(sf) from A1(sf)

Class C: downgraded to Caa2(sf) from Baa2(sf)

Class D: downgraded to C(sf) from Ba2(sf)

Class E: downgraded to C(sf) from B1(sf)

Calificación Standard and Poor's

Class A
Class A1: Not rated from AAA(sf)
Class A2: affirmed at AA(sf); Watch Negative
Class B: affirmed at BBB-(sf)

Class C: affirmed at B(sf)

Class D: affirmed at CCC(sf)

Class E: affirmed at CCC(sf)

Moody's Note

Calificación Fitch Ratings

Class A: downgraded to AA(sf) from AAA(sf); removed from RWN; assigned Negative Outlook and Loss Severity Rating 'LS-1'

Class B: downgraded to BB(sf) from BBB(sf); removed from RWN; assigned Negative Outlook and Loss Severity Rating 'LS-3'

Class C: downgraded to CCC(sf) from B(sf); removed from RWN

Calificación Moody's

Class A: downgraded to A2(sf) from Aaa(sf)

Class B: downgraded to Caa1(sf) from A3(sf)

Class C: downgraded to Ca(sf) from Baa3(sf)

Calificación Fitch Ratings

Class A
Class A1: Not rated from AAA(sf)
Class A2: downgraded to A(sf) from A+(sf); affirmed Outlook Stable
Class A3: downgraded to A(sf) from A+(sf); affirmed Outlook Stable

Class B: affirmed at BB(sf); revised Outlook to Stable from Negative

Class C: affirmed at CCC(sf); assigned a Recovery Rating of 'RR3'

Class D: affirmed at C(sf); assigned a Recovery Rating of 'RR6'

Calificación Standard and Poor's

Class A
Class A1: affirmed at AAA(sf); Watch Negative
Class A2: affirmed at AA-(sf); removed from Watch Negative
Class A3: affirmed at AA-(sf); removed from Watch Negative

Class B: affirmed at BB+(sf)

Class C: affirmed at B-(sf)

Class D: affirmed at D(sf)

Calificación Fitch Ratings

Class A
Class A1: Not rated from AAA(sf)
Class A2: affirmed at BBB-(sf); Rating Watch Negative
Class A3: affirmed at BBB-(sf); Rating Watch Negative

Class B: affirmed at BB(sf); Rating Watch Negative

Class C: affirmed at B(sf); Rating Watch Negative

Class D: downgraded to CCC(sf) from B(sf); assigned a Recovery Rating 'RR5'

Class E: downgraded to CC(sf) from CCC(sf); Recovery Rating revised to 'RR6' from 'RR4'

Class F: affirmed at CC(sf); Recovery Rating 'RR6'

Class NAS-IO: Not rated from AAA(sf)

Calificación Standard and Poor's

Class A
Class A1: Not Rated from AAA(sf)
Class A2: affirmed at AA(sf); Watch Negative
Class A3: affirmed at AA(sf); Watch Negative

Class B: affirmed at A(sf); Watch Negative

Class C: affirmed at BB(sf); Watch Negative

Class D: downgraded to D(sf) from CCC(sf)

Class E: affirmed at D(sf)

Class F: affirmed at D(sf)

Class NAS-IO: affirmed at AAA(sf)

Calificación Fitch Ratings

Class A: affirmed at BB(sf); Rating Watch Negative

Class B: downgraded to CCC(sf) from BB(sf); Recovery Rating 'RR5'

Class C: downgraded to CC(sf) from B(sf); assigned Recovery Rating 'RR6'

Class D: downgraded to CC(sf) from CCC(sf); Recovery Rating revised to 'RR6' from 'RR4'

Class E: affirmed at CC(sf); Recovery Rating revised to 'RR6' from 'RR5'

Class F: affirmed at CC(sf); Recovery Rating 'RR6'

Valor NAS-IO: Not rated from AAA(sf)

Calificación Standard and Poor's

Class A: affirmed at B(sf); Watch Negative

Class B: affirmed at D(sf)

Class C: affirmed at D(sf)

Class D: affirmed at D(sf)

Class E: affirmed at D(sf)

Class F: affirmed at D(sf)

Valor NAS-IO: Not Rated from AAA(sf)

Calificación Moody's

Class A
Class A1: affirmed at Aaa(sf)
Class A2: downgrade to Aa1(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A3: downgraded to A1(sf) from Aa2(sf)

Class B: downgraded to Ba1(sf) from A2(sf)

Class C: downgraded to Caa2(sf) from Baa2(sf)

Class D: downgraded to C(sf) from Ba3(sf)

Class E: downgraded to C(sf) from B3(sf)

Calificación Fitch Ratings

Class A
Class A1: Not rated from AAA(sf)
Class A2: downgraded to A(sf) from AA-(sf); Outlook Stable
Class A3: downgraded to A(sf) from AA-(sf); Outlook Stable

Class B: downgraded to BBB(sf) from A-(sf); Outlook Negative

Class C: affirmed at BB(sf); Outlook Negative

Class D: affirmed at CCC(sf); Recovery Rating of 'RR4'

Class E: affirmed at CC(sf); Recovery Rating of 'RR6'

Calificación Standard and Poor's

Class A
Class A1: Not rated from AAA(sf)
Class A2: affirmed at AA(sf)
Class A3: affirmed at AA(sf)

Class B: affirmed at BB(sf)

Class C: affirmed at B(sf)

Class D: affirmed at CCC(sf)

Class E: affirmed at D(sf)

Moody's Note

Calificación Moody's

Class A
Class A1: affirmed at Aaa(sf); placed under review for possible downgrade
Class A2: downgraded to Aa2(sf) from Aaa(sf)
Class A3: downgraded to A3(sf) from Aa2(sf)

Class B: downgraded to B1(sf) from A2(sf)

Class C: downgraded to Ca(sf) from Baa2(sf)

Class D: downgraded to C(sf) from Ba2(sf)

Class E: downgraded to C from B3

Calificación Fitch Ratings

Class A
Class A1: Not rated from AA-(sf)
Class A2: downgraded to BBB(sf) from A+(sf); Outlook Stable
Class A3: downgraded to BBB(sf) from A+(sf); Outlook Stable

Class B: downgraded to BBB-(sf) from BBB(sf); Outlook Negative

Class C: affirmed at B(sf); Outlook Negative

Class D: affirmed at CCC(sf); Recovery Rating of 'RR5'

Class E: affirmed at CC(sf); Recovery Rating of 'RR6'

Calificación Standard and Poor's

Class A
Class A1: Not rated from AA(sf)
Class A2: affirmed at AA(sf); removed from Watch Negative
Class A3: affirmed at AA(sf); removed from Watch Negative

Class B: affirmed at B(sf)

Class C: affirmed at D(sf)

Class D: affirmed at D(sf)

Class E: affirmed at D(sf)

Moody's Note

Calificación Fitch Ratings

Class A: downgraded to A(sf) from AA(sf); Outlook Stable(from Outlook Negative)

Class B: downgraded to BB(sf) from BBB(sf); Outlook Stable(from Outlook Negative)

Class C: affirmed at B(sf); Outlook Negative

Class D: affirmed at CC(sf)

Calificación Standard and Poor's

Class A: affirmed at AAA(sf); Watch Negative

Class B: downgraded to BB(sf) from BBB(sf); removed from Watch Negative

Class C: downgraded to B(sf) from BB(sf); removed Watch Negative

Class D: affirmed at D(sf)

Calificación Moody's

Class A: affirmed at Aa3(sf); placed on review for possible downgrade

Class B: downgraded to Ba3(sf) from A3(sf)

Class C: downgraded to Caa2(sf) from Ba1(sf)

Class D: downgraded to C(sf) from Ca(sf)

Calificación Fitch Ratings

Class A
Class A1: downgraded to A(sf) from AA(sf); Outlook Stable(from Outlook Negative)
Class A2: downgraded to A(sf) from AA(sf); Outlook Stable(from Outlook Negative)
Class A3: downgraded to A(sf) from AA(sf); Outlook Stable(from Outlook Negative)

Class B: downgraded to BB(sf) from BBB(sf); Outlook Stable(from Outlook Negative)

Class C: affirmed at B(sf); Outlook Negative

Class D: affirmed at CC(sf)

Calificación Standard and Poor's

Class A
Class A1: affirmed at AA-(sf); removed from Watch Negative
Class A2: affirmed at AA-(sf); removed from Watch Negative
Class A3: affirmed at AA-(sf); removed from Watch Negative

Class B: downgraded to BB(sf) from BBB(sf); removed from Watch Negative

Class C: downgraded to CCC-(sf) from CCC(sf)

Class D: affirmed at D(sf)

Calificación Moody's

Class A
Class A1: affirmed at Aa3(sf); placed on review for possible downgrade
Class A2: affirmed at Aa3(sf); placed on review for possible downgrade
Class A3: affirmed at Aa3(sf); removed from placed on review for possible downgrade

Class B: downgraded to Ba3(sf) from A3(sf)

Class C: downgraded to Ca(sf) from Ba2(sf)

Class D: downgraded to C(sf) from Ca(sf)

Calificación Fitch Ratings

Class A
Class A1: affirmed at AAA(sf); Outlook Negative from Stable
Class A2: downgraded to AA(sf) from AAA(sf); Outlook Stable

Class B: downgraded to BBB(sf) from A(sf); Outlook revised to Negative from Stable

Class C: downgraded to CCC(sf) from BBB(sf); assigned a Recovery Rating of 'RR-5'

Class D: downgraded to CC(sf) from CCC(sf); assigned a Recovery Rating of 'RR6'

Calificación Moody's

Class A
Class A1: downgraded to Aa1(sf) from Aaa(sf); removed from placed under review for possible downgrade
Class A2: affirmed at Aa1(sf); placed under review for possible downgrade

Class B: affirmed at A1(sf); placed under review for possible downgrade

Class C: affirmed at Baa3(sf); placed under review for possible downgrade

Calificación Fitch Ratings

Class A
Class A2: downgraded to A(sf) from AA(sf); Revised Outlook to Stable from Negative

Class B: affirmed at BBB(sf); Revised Outlook to Stable from Negative

Class C: affirmed at CCC(sf); assigned a Recovery Rating of RR3

Calificación Standard and Poor's

Class A
Class A2: downgraded to A+(sf) from AAA(sf); removed from Watch Negative

Class B: downgraded to BB+(sf) from BBB(sf); removed from Watch Negative

Class C: downgraded to B-(sf) from BB(sf); removed from Watch Negative

Calificación Standard and Poor's

Class A: affirmed at AA(sf); Watch Negative

Class B: affirmed at BBB(sf); removed from Watch Negative

Class C: affirmed at B(sf); removed from Watch Negative

Class D: affirmed at D(sf)

Calificación Fitch Ratings

Class A
Class A2: affirmed at A(sf); Outlook Positive
Class A3(CA): downgraded to A(sf) from AA-(sf); Outlook Positive from Negative

Class B: affirmed at BB(sf); Outlook Negative

Class C: affirmed at CCC(sf); assigned Recovery Rating 'RR-4'

Class D: affirmed at C(sf); asigned Recovery Rating 'RR-6'

Calificación Standard and Poor's

Class A
Class A2: affirmed at AAA(sf); removed from Watch Negative
Class A3(CA): affirmed at AAA(sf); removed from Watch Negative

Class B: affirmed at BBB+(sf)

Class C: downgraded to B+(sf) from BB-(sf); removed from Watch Negative

Class D: affirmed at D(sf)

Calificación Moody's

Class A
Class A2: affirmed at Aa3(sf); removed from placed on review for possible downgrade
Class A3(CA): downgraded to Aa3(sf) from Aa2(sf); removed from placed under review possible downgrade

Class B: downgraded to B1(sf) from A2(sf)

Class C: downgraded to Caa3(sf) from Baa3(sf)

Class D: downgraded to C(sf) from Ca(sf)

Calificación Moody's

Class A: downgraded to Baa1(sf) from Aa2(sf)

Class B: downgraded to B3(sf) from Baa2(sf)

Class C: downgraded to Caa3(sf) from B3(sf)

Calificación Standard and Poor's

Class A: downgraded to BB-(sf) from BBB-(sf); removed from Watch Negative

Class B: downgraded to B(sf) from BB-(sf); removed from Watch Negative

Class C: affirmed at CCC(sf)

Calificación Fitch Ratings

Class 1
Not rated from AAA(sf)

Class 2
Class 2CA: downgraded to A(sf) from AA-(sf); Outlook Stable; removed from Watch Negative
Class 2SA: affirmed at A(sf); Outlook Stable

Class 3
Class 3SA: downgraded to CCC(sf) from B(sf); assigned Recovery Rating of 'RR-3'

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at A+(sf); Outlook Stable; assigned 'LS-2'

Class C: affirmed at BBB+(sf); Outlook Stable; assigned 'LS-2'

Calificación Standard and Poor's

Class A: affirmed at AAA(sf); removed from Watch Negative

Calificación Moody's

Class A: affirmed at Aa3(sf); placed under review for possible downgrade

Class B: downgraded to Baa1(sf) from Aa2(sf); removed from placed under review for possible downgrade

Class C: downgraded to Ba2(sf) from Baa1(sf); removed from placed under review for possible downgrade

Calificación Moody's

Class A: downgraded to Aa1(sf) from Aaa(sf); removed from placed under review for possible downgrade

Class B: affirmed at A2(sf); removed from placed under review for possible downgrade

Class C: downgraded to Ba1(sf) from Baa3(sf); removed from placed under review for possible downgrade

Calificación Moody's

Bond: downgraded to A1(sf) from Aa3(sf); review for possible downgrade(from review for possible downgrade)

Calificación Fitch Ratings

Bond: affirmed at AA(sf); Rating Watch Negative

Calificación Standard and Poor's

Bond: downgraded to BBB-(sf) from AAA(sf); removed from Watch Negative

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outllok Negative from Stable

Class B: affirmed at A(sf); removed from RWN; Negative Outlook; Loss Severity Rating of 'LS-3'

Class C: downgraded to BB(sf) from BBB(sf); removed from RWN; Negative Outlook; Loss Severity Rating of 'LS-3'

Class D: downgraded to B(sf) from BB(sf); removed from RWN; Negative Outlook; Loss Severity Rating of 'LS-3'

Class E: affirmed at CC(sf); removed from RWN

Calificación Standard and Poor's

Class A: affirmed at AA+(sf); Watch Negative

Class B: downgraded to BB(sf) from BBB-(sf); removed from Watch Negative

Class C: downgraded to B+(sf) from BB-(sf); removed from Watch Negative

Class D: affirmed at B-(sf); removed from Watch Negative

Calificación Moody's

Bond A: affirmed at Aa3(sf);review for possible downgrade

Calificación Fitch Ratings

Bond A: affirmed at AA(sf); Rating Watch Negative

Calificación Standard and Poor's

Bond A: downgraded to AA(sf) from AAA(sf); removed from Watch Negative

Calificación Moody's

Series A1: downgraded to A2(sf) from Aa2(sf); on review for downgrade
Series A3: downgraded to A2(sf) from Aa2(sf); on review for downgrade
Series A4: downgraded to A2(sf) from Aa2(sf); on review for downgrade
Series A5: downgraded to Aa2(sf) from Aa1(sf); on review for downgrade
Series A6: downgraded to A1(sf) from Aa2(sf); on review for downgrade

Calificación Fitch Ratings

Series A1: affirmed at AA(sf); Rating Watch Negative
Series A3: affirmed at AA(sf); Rating Watch Negative
Series A4: affirmed at AA(sf); Rating Watch Negative
Series A5: affirmed at AA(sf); Rating Watch Negative
Series A6: affirmed at AA(sf); Rating Watch Negative

Calificación Standard and Poor's

Series A1: downgraded to AA-(sf) from AAA(sf); removed from Watch Negative
Series A3: downgraded to A+(sf) from AAA(sf); removed from Watch Negative
Series A4: downgraded to A-(sf) from AAA(sf); removed from Watch Negative
Series A5: downgraded to A-(sf) from AAA(sf); removed from Watch Negative
Series A6: downgraded to BBB(sf) from AAA(sf); removed from Watch Negative

Calificación Moody's

Bond A: downgraded to A2(sf) from Aa2(sf); maintained on review for downgrade

Calificación Fitch Ratings

Bond A: affirmed at AA(sf); Rating Watch Negative

Calificación Standard and Poor's

Bond A: downgraded to AA-(sf) from AAA(sf); removed from Watch Negative

Calificación Moody's

Bond A: downgraded to Aa2 from Aaa(sf): review for further possible downgrade(from review for possible downgrade)

Calificación Fitch Ratings

Bond A: affirmed at AA(sf); Rating Watch Negative

Calificación Standard and Poor's

Bond A: downgraded to AA-(sf) from AAA(sf); removed from Watch Negative

Calificación Moody's

Bond A: affirmed at Aaa(sf)

Calificación Fitch Ratings

Bond A: affirmed at AAA(sf); Stable Outlook

Calificación Moody's

Bond: downgraded to A1(sf) from Aa2(sf); maintained on review for posiible downgrade

Calificación Fitch Ratings

Bond: affirmed at AA(sf); Rating Watch Negative

Calificación Standard and Poor's

Bond: downgraded to A+(sf) from AAA(sf)

Calificación Fitch Ratings

Bond A: affirmed at AAA(sf); Stable Outlook

Calificación Fitch Ratings

Bond A: affirmed at AA(sf); Watch Negative

Calificación Fitch Ratings

Bond A: affirmed at AA(sf); Rating Watch Negative

Calificación Moody's

Bond A: downgraded to A2(sf) from Aaa(sf): review for further possible downgrade(from review for possible downgrade)

Calificación Moody's

Bond A: downgraded to Baa2(sf) from A2(sf): review for further possible downgrade(from review for possible downgrade)

Calificación Moody's

Bond A3: downgraded to Aa3(sf) from Aaa(sf): removed from placed under review for possible downgrade

Calificación Moody's

Bond A1: downgraded to Aa3(sf) from Aa2(sf): maintained on review for possible downgrade
Bond A2: downgraded to Aa3(sf) from Aa2(sf): maintained on review for possible downgrade

Calificación Standard and Poor's

Bond B: affirmed at AA-(sf): Watch Negative

Calificación Moody's

Bond A: downgraded to Aa3(sf) from Aa1(sf); maintained on review for downgrade

Calificación Moody's

Class A3: donwgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade

Calificación Moody's

Class A: affirmed at Aa2(sf); placed under review for possible downgrade

Class B: downgraded to Baa2(sf) from A1(sf); from under review for possible downgrade

Class C: downgraded to B1(sf) from Baa2(sf); from under review for possible downgrade

Calificación Standard and Poor's

Class A: affirmed at AAA(sf); removed from Watch Negative

Calificación Standard and Poor's

Class A: affirmed at AA-(sf); Watch Negative

Calificación Standard and Poor's

Class A
Class A1: downgraded to AA-(sf) from AAA(sf); removed from Watch Negative
Class A2(G): downgraded to AA-(sf) from AAA(sf); removed from Watch Negative

Calificación Standard and Poor's

Class A: downgraded to AA(sf) from AAA(sf); removed from Watch Negative

Calificación Standard and Poor's

Class A: downgraded to AA(sf) from AAA(sf); removed from Watch Negative

Calificación Standard and Poor's

Class A: downgraded to AA(sf) from AAA(sf); removed from Watch Negative

Calificación Standard and Poor's

Class A: downgraded to A+(sf) from AAA(sf); removed from Watch Negative

Calificación Standard and Poor's

Bond: downgraded to AA+(sf) from AAA(sf); removed from Watch Negative

Calificación Standard and Poor's

Series A(G): downgraded to AA(sf) from AA+(sf)

Series B: affirmed at CCC-(sf)

Calificación Moody's

Series A(G): affirmed at Aaa(sf); placed under review for possible downgrade

Calificación Moody's

Series A: affirmed at Aaa(sf); on review for possible downgrade

Calificación Moody's

Series A: affirmed at Aaa(sf); on review for possible downgrade

Calificación Moody's

Series A: affirmed at Aaa(sf); on review for possible downgrade

Series B: affirmed at A1(sf); on review for possible downgrade

Series C: affirmed at Baa2(sf); on review for possible downgrade

Series D: affirmed at Ba3(sf); on review for possible downgrade

Calificación Moody's

Series A2(G): affirmed at Aaa(sf); on review for possible downgrade

Calificación Moody's

Series A: downgraded to Aa3(sf) from Aaa(sf)

Calificación Standard and Poor's

Series A
Series A1: affirmed at AA+(sf); Watch Negative
Series A2: affirmed at AA+(sf); Watch Negative

Series B: affirmed at A(sf)

Series C: affirmed at BBB-(sf)

Series D: affirmed at BB(sf)

Series E: affirmed at D(sf)

Calificación Moody's

Series A
Series A1: affirmed at Aa1(sf); placed under review for possible downgrade
Series A2: affirmed at Aa1(sf); placed under review for possible downgrade

Series B: affirmed at A1(sf); placed under review for possible downgrade

Series C: affirmed at Baa2(sf); placed under review for possible downgrade

Series D: affirmed at Ba1(sf); placed under review for possible downgrade

Calificación Moody's

Class A
Class A1: downgraded to Aa3(sf) from Aaa(sf)
Class A2: downgraded to Aa3(sf) from Aaa(sf)

Class B: downgraded to Baa3(sf) from A2(sf)

Class C: downgraded to Caa1(sf) from Ba1(sf)

Calificación Moody's

Class A
Class A1: downgraded to Aa1(sf) from Aaa(sf)
Class A2: downgraded to Aa2(sf) from Aaa(sf)

Class B: downgraded to Baa3(sf) from A3(sf)

Class C: downgraded to Caa3(sf) from Ba3(sf)

Calificación Moody's

Class A
Class A1: downgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade
Class A2(CA): downgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade
Class A3: downgraded to Aa2(sf) from Aaa(sf); removed from placed on review for possible downgrade

Class B: downgraded to Baa1(sf) from A2(sf)

Class C: downgraded to B1(sf) from Baa3(sf)

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at A(sf); Outlook revised to Stable from Negative; assigned 'LS-2'

Class C: downgraded to BB+(sf) from BBB-(sf); Outlook revised to Stable from Negative; assigned 'LS-3'

Calificación Moody's

Class A
Class A1: affirmed at Aaa(sf); removed from placed under review for possible downgrade
Class A2: affirmed at Aaa(sf); removed from placed under review for possible downgrade

Class B: affirmed at A2(sf)

Class C: affirmed at Baa2(sf)

Class D: affirmed at Ba1(sf)

Calificación Fitch Ratings

Class A
Class A1: affirmed at AAA(sf); Outlook Negative from Stable
Class A2: affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at A(sf); Outlook Stable

Class C: affirmed at BBB(sf); Outlook Stable

Class D: Not rated

Calificación Fitch Ratings

Series A: affirmed at AAA(sf); Outlook Negative from Stable

Calificación Fitch Ratings

Class A
Class A1: affirmed at AAA(sf); Outlook Negative from Stable
Class A2(CA): affirmed at AAA(sf); Outlook Negative from Stable

Class B: affirmed at A-(sf); Outlook Stable

Class C: affirmed at BB(sf); Outlook Stable

Calificación Fitch Ratings

Series A: affirmed at AAA(sf); Outlook Negative from Stable

Calificación Fitch Ratings

Class A: affirmed at AAA(sf); Outlook Stable; Assigned Loss Severity Rating 'LS-1'

Class B: affirmed at A(sf); Outlook Stable; Assigned Loss Severity Rating 'LS-3'

Class C: affirmed at BBB(sf); Outlook revised to Negative from Stable; Assigned Loss Severity Rating 'LS-3'

Class D: downgraded to CC(sf) from CCC(sf); Assigned Recover Rating 'RR5'

Calificación Standard and Poor's

Class A
Class A1: affirmed at AAA(sf); Watch Negative
Class A2: downgraded to AA-(sf) from AAA(sf); removed from Watch Negative
Class A3: downgraded to AA-(sf) from AAA(sf); removed from Watch Negative
Class A4: downgraded to AA-(sf) from AAA(sf); removed from Watch Negative

Class B: downgraded to BB-(sf) from BBB-(sf); removed from Watch Negative

Class C: downgraded to CCC-(sf) from CCC(sf)

Class D: affirmed at D(sf)

Calificación Moody's

Class A
Class A1: affirmed at Aaa(sf); placed under review for possible downgrade
Class A2: downgraded to A3(sf) from Aa1(sf)
Class A3: downgraded to A3(sf) from Aa1(sf)
Class A4: downgraded to A3(sf) from Aa1(sf)

Class B: downgraded to B3(sf) from Baa2(sf)

Class C: downgraded to C(sf) from B3(sf)

Moody's Note