OREANDA-NEWS. S&P Global Ratings today affirmed six ratings from six U. S. collateralized debt obligation (CDO) of trust custody receipts transactions, four ratings from InCapS Funding I-Series Trust I principal-protected notes, and the rating on the class A-1 notes from Attentus CDO II Ltd. (see list). These tranches are outstanding according to their respective trustee reports.

Our affirmations on the six CDO of trust custody receipts transactions and on the class A-1 notes from Attentus CDO II Ltd. directly reflect our rating on Assured Guaranty Corp. ('AA').

Our affirmations on the four principal-protected notes from InCapS Funding I-Series Trust I are based on their direct rating dependency on the rating of the underlying securities. The ratings on these tranches address only the payment of principal at maturity and are supported by additional collateral, a zero-coupon bond issued by the U. S. government or an entity backed by the U. S. government ('AA+').

The affirmations of all the ratings reflect our belief that the credit support available is commensurate with the current rating levels.

S&P Global Ratings will continue to review whether, in its view, the ratings on the notes remain consistent with the credit enhancement available to support them and will take rating actions as it deems necessary.