| Essence IV B.V. |
Senior Class A Mortgage-Backed Fixed Rate Notes |
Confirmed |
AAA (sf) |
-- |
Feb 3, 2012 |
| Split Yield Corporation |
Class II Cumulative Preferred Shares |
Confirmed |
D |
-- |
Feb 3, 2012 |
| Split Yield Corporation |
Class I Cumulative Preferred Shares |
Downgraded |
D |
-- |
Feb 3, 2012 |
| Master Asset Vehicle II |
Class A-2 Notes |
Confirmed |
BBB (high) (sf) |
-- |
Feb 3, 2012 |
| Master Asset Vehicle I |
Class A-2 Notes |
Confirmed |
A (sf) |
-- |
Feb 3, 2012 |
| Sagres Sociedade de Titularização de Créditos, S.A. (Pelican SME No. 1) |
Class A Notes |
Under Review - Negative |
A (high) (sf) |
-- |
Feb 1, 2012 |
| TAGUS - Sociedade de Titularização de Créditos, S.A. (BST SME No. 1) |
Class A |
Under Review - Negative |
AA (sf) |
-- |
Feb 1, 2012 |
| SAGRES SOCIEDADE DE TITULARIZAÇÃO DE CRÉDITOS, S.A. (Lusitano SME No.2) |
Class A |
Under Review - Negative |
AA (sf) |
-- |
Feb 1, 2012 |
| SAGRES SOCIEDADE DE TITULARIZAÇÃO DE CRÉDITOS, S.A. (Lusitano SME No.2) |
Class B |
Under Review - Negative |
BBB (sf) |
-- |
Feb 1, 2012 |
| Caravela SME No. 1 Limited |
Class A |
Under Review - Negative |
A (sf) |
-- |
Feb 1, 2012 |
