r than the S&P CDO Monitor Test) and the levels required for each such test pursuant to this Indenture; and (xii) the Break-Even Default Rate and the Scenario Default Rate for each Class of Senior Notes and the result of the S&P CDO Monitor calculations and S&P CDO Monitor Test results, including a statement as to whe

ther than the CDO Monitor Test) and the levels required for each such test pursuant to this Indenture; and (xii) the Break-Even Default Rate and the Scenario Default Rate for each Class of Senior Notes and the result of the CDO Monitor calculations and CDO Monitor Test results, including a statement as to whether o