ROCKALL CLO B.V. - Irish Stock Exchange

Asset
Category
S&P Senior Advance
Rate
Independent
of maturity
Highly-Diversified Advance Rates applicable to S&P
Less
than
5
years
S&P Class B Notes
Advance Rate
Independent
of maturity
Less
than
5
years
S&P Class C Notes
Advance Rate
Independent
of maturity
Less
than
5
years
S&P Class D Notes
Advance Rate
Independent
of maturity
Less
than
5
years
US
Element
A-1 100% - 100% - 100% - 100% - -
A-2 99% - 99% - 99% - 99% - -
A-3 96% - 97% - 97% - 98% - -
A-4 92% - 93% - 93% - 94% - -
A-5 87% - 88% - 89% - 90% - -
A-6 79% - 81% - 82% - 83% - -
B-1 85% - 86% - 88% - 90% - 5%
B-2 76% - 78% - 81% - 83% - 10%
B-3 66% - 68% - 71% - 73% - 20%
B-4 66% - 72% - 78% - 84% - 5%
B-5 61% - 67% - 73% - 79% - 5%
B-6 56% - 62% - 68% - 74% - 5%
B-7 66% - 72% - 78% - 84% - 5%
B-8 61% - 67% - 73% - 79% - 5%
B-9 56% - 62% - 68% - 74% - 5%
C-1 83% 85% 85% 87% 87% 88% 89% 90% 5%
C-2 82% 84% 84% 86% 87% 88% 89% 90% 5%
C-3 81% 83% 83% 85% 86% 87% 88% 89% 5%
D-1 79% 81% 81% 83% 84% 86% 87% 88% 5%
D-2 76% 79% 79% 81% 83% 84% 86% 87% 5%
D-3 74% 77% 78% 80% 81% 83% 85% 86% 5%
E-1 69% 72% 74% 76% 78% 80% 83% 84% 5%
E-2 66% 69% 71% 73% 76% 78% 81% 83% 5%
E-3 63% 66% 68% 71% 74% 76% 80% 81% 5%
F-1 56% 58% 63% 65% 69% 71% 76% 77% 5%
F-2 49% 52% 57% 60% 65% 67% 73% 74% 5%
F-3 41% 45% 50% 53% 60% 62% 69% 71% 5%
I-1 67% - 73% - 79% - 84% - 0%
I-2 62% - 68% - 74% - 79% - 5%
I-3 57% - 63% - 69% - 74% - 10%
I-4 35% - 38% - 41% - 43% - 0%
I-5 33% - 35% - 38% - 41% - 5%
I-6 30% - 33% - 36% - 38% - 10%
I-7 35% - 38% - 41% - 43% - 0%
I-8 33% - 35% - 38% - 41% - 5%
I-9 30% - 33% - 36% - 38% - 10%
I-10 36% - 46% - 56% - 66% - 5%
K-1 19% - 32% - 32% - 32% - 5%
K-2 14% - 28% - 28% - 28% - 5%
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