European Synthetic CDO CreditWatch Actions After Running October 2010 Month-End SROC Figures Nov 10

Standard & Poors, November 2010

Abstract
The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the 38 European synthetic collateralized debt obligation (CDO) tranches affected after running the October 2010 month-end SROC figures. For the related media release, please see "S&P Takes CreditWatch Actions On European Synthetic CDOs After Running October 2010 Month-End SROC Figures," published on Nov. 15, 2010. Please click "View Expanded Table" to see the columns: "ISIN" and "CUSIP". S&P Takes CreditWatch Actions On European Synthetic CDOs After Running October 2010 Month-End SROC Figures, Nov. 15, 2010 Revised Methodologies And Assumptions For Global Synthetic CDO Surveillance, Sept. 30, 2010 CDO Spotlight: What Is A Synthetic CDO-, April 30, 2010 Update To Global Methodologies And Assumptions For Corporate Cash...

Companies mentioned in this report are:
- Swedish Export Credit Corp.
- UBS AG (London Branch)
- Alexandria Capital PLC
- Brooklands Euro Referenced Linked Notes 2004-1 Ltd.
- Elva Funding PLC
- Curzon Funding Ltd.
- Rente Plus Co. Ltd.
- Aria CDO II
- Credit Default Swap
- Proventus European ABS CDO PLC
- Third Essential Public Infrastructure Capital GmbH

Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.

Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.

- Swedish Export Credit Corp.
- UBS AG (London Branch)
- Alexandria Capital PLC
- Brooklands Euro Referenced Linked Notes 2004-1 Ltd.
- Elva Funding PLC
- Curzon Funding Ltd.
- Rente Plus Co. Ltd.
- Aria CDO II
- Credit Default Swap
- Proventus European ABS CDO PLC
- Third Essential Public Infrastructure Capital GmbH

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