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(Click for frequent words.) 71 Fitch Ratings 70 Moody 64 Fitch ANF.N 59 Positive Rating Outlook 59 Fitch Co ANF.N 59 Rating Outlook Negative 58 Fitch affirms 58 Moody Investors Service 57 Negative Rating Outlook 57 BUSINESS WIRE Fitch Ratings 57 Fitch ANF 57 Business Wire Fitch Ratings 57 Stable Outlook 57 BBB + rating 57 Negative Outlook 56 BBB IDR 56 BB IDR 56 AM Best 56 Rating Outlook 55 rated AAA/F1 + 55 Negative Outlooks 55 BBB/F2 55 Recovery Ratings RRs 55 Fitch Ratings downgrades 55 Fitch Assigns Initial 55 BB + 55 Fitch abercrombie kids 55 FitchRatings 55 Fitch IDR 55 Ba2 rating 54 RAM Ratings 54 BBB rating 54 Concurrently Fitch 54 Stable Rating Outlook 54 Rating Watch Negative 54 Fitch downgrades 54 Negative Rating Watch 54 Rating Outlooks 54 Issuer Default Ratings 54 assigned Negative Outlook 53 BFSRs 53 Stable Outlooks 53 rated A/F1 53 BBB-/F3 53 IDR BBB 53 Baa2 rating 53 Fitch Issuer Default 53 Positive Outlook 53 affirmation reflects 52 Outlook Negative 52 Issuer Default Rating 52 Ba3 rating 52 Rating Watch 52 TEXT Moody assigns 52 BBB + IDR 52 A-/F1 52 affirmations reflect 52 Recovery Ratings 52 BB Issuer Default 52 downgraded Ambac 52 Stable Outlook incorporates 52 DBRS 51 Ratings Watch Negative 51 Negative Rating Outlooks 51 Fitch Maintains 51 LC IDR 51 Fitch Assigns BB 51 IDR 51 Outstanding GOs 51 rtgs 51 Aa3 Moody 51 B + RR4 51 issuer default ratings 51 Derivative Fitch 51 B/RR4 51 TruPS CDO 51 Rating Outlook Stable 51 Fitch downgraded 51 Individual Rating 51 CRE CDOs 51 Kerusso Abercrombie & 50 BBB + 50 Fitch assigns BBB 50 Country Ceiling 50 CLO tranches 50 Moody downgrades 50 structural subordination 50 B-/RR4 50 Issuer Default Rating IDR 50 Watch Negative 50 Moody Affirms 50 BBB + Baa1 50 BBB minus 50 Loss Severity 50 RMBS servicers 50 assign Outlooks 50 Outlook Stable 50 Aa1 rating 50 Rating Outlook revision 50 AA2 rating 50 BBB + F2 50 IDR BB 50 assigned Stable Outlooks 50 Fitch Lowers 50 Taberna IX 50 Prospectively AM Best 50 A-/A-2 49 B-/RR5 49 BRIEF Moody 49 Rating Watch Evolving 49 Baa1 rating 49 FITCH 49 PhilRatings 49 Fitch Co. ANF.N 49 CMBS Newsletter 49 EMEA CMBS 49 DFP ABS 49 RMBS tranches 49 rating affirmations 49 Positive Outlooks 49 AAA/A-1 + 49 Rating IDR 49 Fitch Criteria 49 BBB + lka 49 SF CDO 49 subordinate tranches 49 HG LV 49 Poor Ratings Services 49 AA + chl 49 + lka 49 Negative Outlook reflects 49 Ba1 rating 48 Municipal Structured Finance 48 Baa#/Prime-# 48 timeshare ABS 48 rated A-/F1 48 Joel Levington 48 BBB + Stable 48 NYSE MHP Ratings 48 Applicable criteria 48 CRE CDO 48 BB + RR1 48 Strength IFS 48 downgraded Ambac Financial 48 Watch Neg/- 48 CreditWatch placement reflects 48 rated AA/F1 + 48 #Q'# 48 Metrofinanciera 48 AA mex 48 rated CREL CDOs 48 TEXT Moody 48 Moody Lowers 48 CCC/RR4 48 SBLIC 48 Rating Watch Negative RWN 48 CREL CDO Delinquency 48 CreditWatch placement 48 sovereign creditworthiness 48 RR6 48 RWN 48 PRS Aaa 48 Aaa ratings 48 C/RR6 48 RMBS transactions 48 Fitch Assigns 48 CCC/RR6 48 assigned Stable Rating 48 Baa1 48 BBB counterparty 48 assigned Loss Severity 48 TEXT Fitch 48 CREL CDOs 48 BBB + Issuer Default 47 overcollateralization 47 Takes Rating Actions 47 Issuer Default Ratings IDRs 47 AAAsf 47 BFSR 47 LT IDR 47 AA cl 47 Assigns Outlooks LS 47 A-/A-2 ratings 47 assigned Rating Outlooks 47 Ratings Affirmed 47 Primary Servicer Rating 47 Distressed Recovery DR 47 Fitch Ratings downgraded 47 rated Ba3 47 + mex 47 rtg 47 issuer default 47 B + RR3 47 Aa2 47 Ratings IDR 47 Credit Card Indices 47 Baa2 47 Special Servicer Rating 47 Rating RR 47 Fitch Negative Outlook 47 Baa2 Moody 47 IFS rating 47 non defeased 47 Fitch assigns rating 47 assigns BBB 47 BBB Stable Outlook 47 Aaa rating 47 BNTB 47 Stable Outlook reflects 47 Long Term IDR 47 assigns Rating Outlooks 47 Broker Altium Securities 47 Rating Watch Positive 47 Moody Investor 47 Edith Behr 47 + zaf 47 poolwide characteristics modeled 47 CMBS Servicer Ratings 47 BBB Issuer Default 46 rated BBB + 46 DTVH 46 IDR Affirmed 46 TEXT Moody cuts 46 noninvestment grade 46 downgrades 46 Ba1 46 AA-/A-1 + 46 SEQUILS 46 rating downgrades 46 Fitch Ratings Lanka 46 SF PCM 46 Fitch Ratings affirms 46 CC/RR6 46 CIFG 46 B + RR1 46 Re REMICs 46 Affs 46 BB-/RR1 46 rated Caa1 46 Rating Floor 46 currency IDR 46 Fitch NYSE ANF 46 ResiLogic 46 A#/Prime-# 46 Assigns LS 46 Rtg 46 B/RR3 46 CMBS transactions 46 Re REMIC transactions 46 Ba3 46 TSCorp 46 AA1 rating 46 rated sovereigns 46 BFSR reflects 46 Moody Aaa 46 Petrotemex 46 RR5 46 BBB-/A-3 46 Long Term Issuer Default 46 unenhanced rating 46 AA/A-1 + 46 ARCap #-# 46 Fitch Ratings affirmed 46 Fitch Revises Rating Watch 46 BBB/A-2 46 Aaa rated 46 rated BBB 46 Alessandra Alecci 46 assigned Negative Rating 46 subordinate lien bonds 46 AAA mex 46 MOODY 'S MCO 46 Baa#/P-# 46 SF CDOs 46 RMBS 46 LTGO 46 RMBS Criteria 46 Global Structured Finance 46 FITCH Ratings 46 AAA/V1 + 46 defensive tackle Zarnell 45 Moody Investors 45 creditworthiness 45 NOI DSCR 45 BBB/A-3 45 Rating Affirmed 45 BB-/RR2 45 IDR BBB + 45 Caa3 45 Moody downgrade 45 AA2 45 Drbul 45 Baa3 rating 45 JCR VIS 45 DSCRs 45 Rating Upgraded 45 assigns Loss Severity 45 Fitch assigns 45 AAA/V1 + ratings 45 Aa3 rating 45 creditwatch placement 45 BB/RR1 45 Assigns LS Ratings 45 Ratings IDRs 45 Kleros RE IV 45 assigned Ba3 45 BBB + counterparty 45 Applicable criteria available 45 Counterparty Criteria 45 CreditWatch listing 45 Moody assigns 45 LoanCare 45 RPS1 45 Baa3 45 Fitch revises 45 AA-/A-1 + ratings 45 CDO financings 45 AA Outlook Negative 45 Fandetti 45 TEXT Fitch affirms 45 Glenmeadow 45 senior unsecured 45 Purvi Harlalka director 45 PACRA 45 CREL CDO 45 Ba2 45 QBE Re 45 DCOH 45 assigned Ba2 45 BAA1 45 Baa1 Moody 45 notch downgrade 45 strength ratings BFSRs 45 Assessment BCA 45 TEXT Moody affirms 45 AA lka 45 Aa1 45 A.M. Best Assigns Debt 45 AAA' rated 45 Notching Criteria 45 News Unternehmensnachrichten Fitch Downgrades 45 FertiNitro 45 A/A-1 45 Caa1 rating 45 Aa2 rating 44 A#/P-# 44 ratings downgrades 44 Erich Arispe 44 CMBS 44 Affirms IDR 44 Fitch Revises Outlook 44 obligor concentration 44 Subprime RMBS 44 delevering 44 rated CAM2 44 Loss Severity LS 44 Aa3 44 Credit Card ABS 44 ABS RMBS 44 IPCRe 44 B-/RR6 44 Moody Downgrades 44 stressed DSCR 44 VRDBs 44 CDO tranches 44 Surveillance Criteria 44 Crisil 44 re REMICs 44 Aa2/AA 44 SLM Student Loan 44 Credit Model PCM 44 Moody's rated 44 debt maturities 44 Resi Servicer Ratings 44 LMGI 44 TEXT S 44 Ali Tolich 44 CCC + RR6 44 Fitch Revises 44 BACM #-# 44 analyst Aninda Mitra 44 Additionally Fitch affirms 44 Fitch Removes 44 Aa2 Moody 44 LTGO bonds 44 Stable Rating Outlooks 44 assigned Negative Outlooks 44 Applicable Criteria available 44 ratings IDRs 44 Paiz Fredel 44 Martin Kohlhase 44 Bhd MARC 44 CreditWatch negative 44 Moody downgraded 44 #MM Notes 44 Correction Fitch Affirms 44 BBB lka 44 + RR2 44 #.#x MADS [002] 44 Carla Norfleet Taylor 44 PNMR 44 CMBS Delinquencies 44 Fitch Upgrades 44 assign Rating Outlooks 44 A/A-1 counterparty credit 44 BBB mex 44 bond indentures 44 AA Outlook Stable 44 CMBS servicer ratings 44 Rev Rfdg Bonds 44 BBB-/Stable/A-3 44 Baa3 issuer 44 KIPCOKIPCO 44 BBB Outlook Stable 44 Ms. Vazza 44 John Tofarides 44 CREL CDO Delinquencies 43 TruPS CDOs 43 RPS2 43 GOs Affirmed 43 Servicer Rating 43 structurally subordinated 43 Muni Surveillance 43 TSUK 43 Ai Ling Ngiam 43 Meghan Neenan 43 SCI passim 43 rating 43 CoLTS #-# 43 Student Loan ABS 43 CDO #-# Ltd. 43 synthetic CDO tranches 43 STOCK RATINGS SOURCE 43 performing obligors 43 DHCOGDHCOG 43 BB-/RR3 43 CAM1 43 GFNorte 43 Assigns Outlooks 43 Currency IDR 43 FMBI 43 Woronka 43 Sierra Timeshare #-# 43 Ambac Assurance Corp. 43 issuer default rating 43 dealer floorplan ABS 43 Caparra 43 Cailleteau 43 & Fitch ANF 43 BBBsf 43 Shelly Shetty 43 A-/Stable/A-2 43 Ellen Lapson 43 BBB Stable 43 Issuer Rating 43 Electro Re 43 CMBS collateral 43 GO Refunding Bonds 43 CEHE 43 Various Rating Actions 43 TEXT Moody raises 43 Structured Finance Loss Severity 43 A#/P# 43 Issuer Default 43 Ansvar 43 Aaa Moody 43 Caparra Hills 43 D/RR6 43 BofA ML 43 #.#MM Revs 43 poolwide expected 43 SME CLOs 43 CIFG Guaranty 43 Outlook Revised 43 TEXT Moody revises 43 Moody nyse MCO 43 & Sewer Revs 43 #.#x MADS [001] 43 lien GARBs 43 Tax Supported 43 AA/Stable/A-1 + 43 Rev Bds 43 Ambac Assurance Corp 43 Ser #B 43 Servicer Ratings 43 RFC CDO #-# 43 TRMK 43 opg 43 Maintains Overweight 43 Factor WARF 43 rating IDR 43 Reiterates outperform 43 Fitch Structured Finance 43 TCEH 43 Tatsuya Mizuno analyst 43 P FLOATs 43 News Unternehmensnachrichten Fitch Affirms 43 MEHC 43 specially serviced loans 43 AAA/F1 + rating 43 Possible Downgrade 43 #MM Senior Unsecured 43 Ambercrombie 43 Fitch ANF PriceWatch Alert 43 obligor 43 Marketweight 43 Caa1 43 AAA rus 43 assigns Stable Rating 43 assigned BBB + 43 Portugal Aa2 43 Anouar Hassoune 43 IFS Rating 43 Caa2 43 downgrade 43 Fitch Affs 43 XLCA 43 Radian Asset 43 Managing Director Nick Levidy 43 CreditWatch Negative 43 Negative Rating 43 GLC deposit 43 MBIA Ambac 43 Rating Watch Positive RWP 43 Maintained Buy 42 #MM GO Bonds 42 Re REMIC 42 Realpoint 42 Fitch Assigns AA 42 Cash Flow Cushion 42 agency DBRS downgraded 42 GECC 42 #.#MM Bonds 42 RR3 42 Aa3/AA- 42 Assured Guaranty 42 pro forma MADS 42 mitigants 42 adjusted capitalization 42 rated RMS2 + 42 Athilon 42 Citibank Omni 42 AMBest 42 Strength IFS rating 42 Fitch Assigns BBB 42 TFG CLO investments 42 AA3 rating 42 CLO #-# 42 UHSEC 42 Ananda Bhoumik 42 NAIC RBC 42 paydown 42 Rtgs 42 GFIC 42 KARACHI JCR VIS 42 REIT TruPS CDOs 42 Affirms Outstanding 42 AA medians 42 KeyCorp Student Loan 42 Takes Various 42 B piece resecuritizations 42 Somewhat offsetting these 42 MINCS 42 Baa1 issuer 42 BB issuer default 42 SF CDO transactions 42 ABS CDOs 42 AAA/LS1 42 BluePoint Re 42 addition Fitch affirms 42 Casiopea Re 42 analyst Lucy Patricola 42 Fitch Places 42 RESEARCH ALERT Goldman Sachs 42 Assigns Issuer Credit 42 analyst Marie Shmaruk 42 #MM Revs [002] 42 INR1 #m 42 #MM GO [002] 42 substitute LOCs 42 Fitch Withdraws 42 Rev Bnds 42 Prime RMBS 42 Aa2 subordinated 42 XLFA 42 LAA + 42 Moodyā 42 CPS2 42 HBME 42 Veronica Kalema 42 & Fitch ANF.N 42 Certificate Downgraded 42 TARIC 42 A3/A- 42 AA1 42 Fitch Downgrades 42 Alexander Kockerbeck 42 Tranches 42 A-/A-2 counterparty credit 42 IDR affirmed 42 Coercive Debt Exchange 42 Maintain Neutral 42 DIFCI 42 analyst Laline Carvalho 42 Concurrently Fitch affirms 42 MNMC 42 Maintains Negative Outlook 42 Moodyâ 42 RMIC 42 DSRF 42 overcollateralisation 42 Model SF PCM 42 IDR BBB Stable Outlook 41 CRISIL 41 Sr. Unsecured Notes 41 MBIA 41 Sovereign Ratings 41 CA GOs 41 Structured Finance Transactions 41 Moodys 41 Diane Shand 41 Caa1/CCC + 41 Edward Najarian 41 Fitch Publishes 41 rated RPS2 + 41 rated CAM1 41 STFCL 41 Mauro Leos 41 AAAmmf 41 coverage ratios DSCRs 41 GRIs 41 Rating Methodology 41 Fitch Expects 41 Centro NP 41 analyst Justin Yagerman 41 Kate McShane 41 #B bonds 41 Ratings 41 Graseck 41 Criteria dated 41 RPS3 + 41 Sewer Revs 41 BBB medians 41 Nikola Swann 41 Craig Siegenthaler 41 PUTTERs 41 IDRs 41 FYE# 41 Maria Matesanz 41 real estate CRE collateralized 41 strength rating IFSR 41 Dealer Floorplan ABS 41 CreditWatch 41 Best Assigns 41 Fimalac SA headquartered 41 Moody Aa2 41 Resecuritization 41 subordinate lien 41 RESEARCH ALERT JP Morgan 41 Elisabeth Rudman 41 Fitch ANF #/#/# PriceWatch 41 Residential Servicer Ratings 41 SERVES #-# 41 lka 41 Re REMIC classes 41 Correction Fitch Downgrades 41 AA arg 41 LTGOs 41 Texas ULT Bonds 41 www.fitchresearch.com 41 Baa2/BBB 41 + Stable/- 41 SHKPI 41 Ambac 41 Tamminga 41 Mutascio 41 counterparty credit 41 BBB 41 Stable Outlook Short 41 BBB + issuer default 41 BRIEF Moody asgns 41 rated Ba2 41 RESEARCH ALERT Citigroup 41 assigned PR1 + 41 FFELP Student Loan 41 C/DR4 41 #MM GOs [001] 41 agency Crisil 41 debt paydown 41 Paul Rawkins 41 RMBS exposures 41 BaIDS 41 Rating Criteria dated 41 Revises Outlooks 41 DHCOG 41 AA ind SO 41 RESEARCH ALERT Morgan Stanley 41 GOs rated 41 MBIA insured 41 Labuan Re 41 Introducing Rating Outlooks 41 AAA arg 41 Moody's 41 CariCRIS 41 ratings 41 + BFSR 41 DHHA 41 Maintains outperform 41 VEPCO 41 Timeshare ABS 41 FFELP SLABS Review 41 AmeriCredit Automobile Receivables 41 Brenda Lum 41 GARBs 41 #.#x [003] 41 Amy Doppelt 41 BRE Properties BRE 41 Orenbuch 41 Newstex Fitch Ratings 41 Fitch Ratings Downgrades 41 C/DR5 41 BBB-/BB + 41 Fitch Sovereigns 41 RE CDO #-# 41 Fitch Ratings Affirms 41 + Negative/- 41 + rus 41 borrowable resources 41 obligors 41 CATY 40 AA/F1 + rating 40 Chetan Modi 40 FGIC 40 CLOs 40 Dubai GREs 40 ICRs 40 subordination overcollateralization 40 Puchalla 40 #A bonds 40 #C bonds 40 Emmanuel Bulle 40 Fitch Ratings Upgrades 40 default probabilities 40 analyst Douglas Sipkin 40 specially serviced 40 Fitch Affirms 40 Ixe Banco 40 AAA zaf 40 Ambac Assurance Corporation 40 James Jockle 40 ICRA reaffirms 40 re REMIC 40 C/DR6 40 minimal paydown 40 undepreciated book capital 40 mitigant 40 Lease Revs 40 FCGH 40 CREL CDO delinquencies 40 Baa rated 40 CMBS delinquency 40 analyst Robert Drbul 40 nonrated 40 BBB BBB 40 underlying obligor 40 iStar 40 Maintains Market Perform 40 Partially mitigating 40 F1 + zaf 40 analyst Bijan Moazami 40 Caa2 rating 40 RWN reflects 40 insurers MBIA 40 Pfd Shares 40 VRDOs 40 #/#/# Aaa Placed 40 Upgrades Issuer 40 Rating Methodology dated 40 ULT bonds 40 Rouck 40 swap counterparty 40 AAA ind SO 40 overcollateralization tests 40 Nelnet Student Loan 40 TFG CLO 40 CreditWatch placements 40 HFSG 40 DBRS Limited 40 downstreamed 40 CDO #-# 40 Thailand TRIS Rating 40 monoline insurer 40 ruAA 40 AAA Aaa 40 Michael Bilerman 40 Best Affirms 40 Credit Rating 40 NCB FSB 40 Watch Neg 40 rated AAA Aaa 40 ULTGO 40 IDR F1 40 Nigel Dally 40 Sr Unsecured Notes 40 Counterparty credit 40 resecuritizations 40 Debt Ratings 40 analyst Albert Savastano 40 Ambreesh Srivastava 40 Bosna Re 40 F2 ind 40 Downgrades Issuer Credit 40 Credit Card Defaults 40 IFS ratings 40 subordinated tranches 40 MIICL 40 Anmuth 40 Remains Negative 40 subprime RMBS 40 Kurtter 40 Midroog 40 Structured Finance Portfolio 40 KFSI 40 rated Caa2 40 GANs 40 Aa2 sovereign 40 stocks Outperform Mkt 40 RPS2 + 40 Sprinzen 40 #.#x DSCR 40 AA/F1 + 40 #MM Revs [001] 40 + Stable/A-1 40 analyst Ping Chew 40 Rating Lowered 39 toward Anglo unguaranteed 39 Financial Guarantors 39 LBDP 39 A/Stable/A-1 39 BSHSI 39 Capmark VII 39 Di Giambattista 39 RMS2 + 39 Janice Hofferber 39 LAAA rating 39 #.#MM [002] 39 Vazza 39 DBRS Ltd. 39 RWP 39 ABS CDO 39 Ambac MBIA 39 ML CFC 39 contractual subordination 39 SLC Student Loan 39 Fitch Ratings assigns BBB 39 S & 39 borrowable funds 39 VRDP Shares 39 RMBS collateral 39 SandP 39 EBITDA 39 Outlook Remains Negative 39 CMG MI 39 CreditWatch placement follows 39 Acacia CDO 39 un remarketed 39 GIBGIB 39 AMBAC 39 collateralization 39 MedAmerica 39 cash flows 39 HMFI 39 Withdraws Rating 39 FINOVA 39 AA chl 39 YE# [002] 39 Bugatch 39 Rating Watches 39 currency IDR affirmed 39 ING Verzekeringen 39 Rating Criteria 39 Financial Institutions Rating Criteria 39 RMBS Servicer Ratings 39 CSS2 + 39 comparably rated 39 covenant ratios 39 KeyBanc 39 Resecuritization Trust 39 TIAA Real Estate 39 B/B- 39 FSRs ICRs 39 Bantis 39 IFSR 39 Paul Rawkins senior 39 ResiLogic model 39 multifamily REITs 39 specially serviced assets 39 Affirms Ratings 39 #.#MM GOs 39 Assigns Stable Outlook 39 A#/P# ratings 39 NRUCFC 39 master servicer 39 P Affirms 39 MADS coverage 39 F4 ind 39 Ser #A 39 creditwatch 39 Aaa 39 CMBX 39 Mapfre Tepeyac 39 Kathrin Muehlbronner 39 Charlene Chu 39 Baa3/BBB- 39 analyst Marko Mrsnik 39 Energisa 39 QCII 39 assigned Baa2 39 twA 39 Senior Unsecured Issuer 39 repo counterparties 39 Fitch Affirms Ratings 39 GO Rfdg Bonds 39 FY#/FY# 39 S# Hybrid mileage 39 CDPCs 39 ARCap 39 stalwart Abercrombie 39 Gimme Credit LLC 39 Industrial XLI Bearish 39 BBB issuer default 39 GimmeCredit 39 BBB + Stable/A-2 39 Energy XLE Bearish 39 Prospectively 39 Keybanc 39 MGIC Investment 39 Robin Prunty 39 marketweight 39 Fin Auth 39 Santander Totta 39 MAPFRE RE 39 rated RPS2 39 Plesser 39 Realpoint LLC 39 BANs 39 ABCP conduits 39 UBS Reiterates Buy 39 EMEA Structured Finance 39 rated Baa3 39 GOs AA 39 Obligated Group 39 LTM EBITDA 39 Icra 39 analyst Chris Woronka 39 Ratio BCAR 39 BPN Brasil 39 Structured Finance tranches 39 Tear Sheet 39 Froeba 39 EMBIG 39 MONTERREY Mexico Business Wire 39 Certificados Bursatiles 39 analyst Kyran Curry 39 ABCP conduit 39 factor WARF 39 AA-/A-1 + counterparty 39 rated MTP Shares 39 #.#x #.#x [001] 39 CREL CDO delinquency 39 GOs AAA 39 Concurrently AM Best 39 CDS spreads 39 Financial XLF Bearish 39 CRE CDO #-# 39 Wethaq 39 Folksamerica 39 currency IDRs 39 zaf 39 Correction Fitch Rates 39 IFS Ratings 39 PRESS RELEASE Fitch 39 Financial Strength Rating 39 Negative Outlooks indicate 39 Portugalâ 39 NYW 39 SF CDO approach 39 Keeps outperform 39 Assigns Negative Outlook 39 AA ind 39 rated Aa3 39 specially serviced loan 39 Institutional Liquidity 39 BICRA 39 overcollateralization OC 39 NCBJ 39 Warnaco Calvin Klein 39 ISIN XS# affirmed 39 lien RMBS