Additional information is available at 'www.fitchratings.com'.
The sources of information used to assess these ratings were the transaction documents and other materials provided by the arranger, Citigroup Global Markets Inc., and the public domain.
Applicable Criteria & Related Research:
--'Global Structured Finance Rating Criteria' (June 6, 2012);
--'Global Rating Criteria for Corporate CDOs' (Aug. 8, 2012);
--'Global Criteria for Cash Flow Analysis in CDOs' (Sept. 13, 2012);
--'Criteria for Interest Rate Stresses in Structured Finance Transactions' (Jan. 25, 2013);
--'Counterparty Criteria for Structured Finance Transactions' (May 30, 2012).
Link to Fitch Ratings' Report: Regatta II Funding L.P.