PROSPECTUS ARLO II Limited - Irish Stock Exchange

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SCHEDULE TO EXHIBIT 1 TO PARAGRAPH 11 OF THE CREDIT SUPPORT ANNEX US Floating CDO – Diversified (=10 Issuers) US Floating CDO – Non Diversified (
US Sovereigns Europe Sovereigns Rating of Collateral AAA Rating of Collateral AAA Domicile US Domicile Europe Weighted Average Life of Collateral Weighted Average Life of Collateral Less than 1 year 98.80% Less than 1 year 98.80% 1 – 3 years 97.60% 1 - 3 years 96.70% 3 – 5 years 95.30% 3 - 5 years 93.30% 5 – 7 years 93.20% 5 - 7 years 88.70% 7 - 10 years 92.20% 7 - 10 years 86.10% 10+ years 87.80% 10+ years 76.80% 71
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PROSPECTUS ARLO II Limited (Incorpo
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RESPONSIBILITY STATEMENT The Issuer
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DOCUMENTS INCORPORATED BY REFERENCE
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RISK FACTORS The following is a des
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the time of any such purchase. The
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Each prospective purchaser of the N
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None of the Issuer or any of the Pr
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approves the methodology and criter
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Noteholders should note the definit
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Interest shall accrue on the Custod
Page 21 and 22: conflict between the provisions of
Page 23 and 24: (A) If a Charged Assets Redemption
Page 25 and 26: (B) (C) (D) (E) The Charged Assets
Page 27 and 28: Entry Transfers of Corporate and Ot
Page 29 and 30: SUBSCRIPTION AND SALE General No ac
Page 31 and 32: Instruments and Exchange Law and an
Page 33 and 34: INFORMATION CONCERNING THE BANK OF
Page 35 and 36: GENERAL INFORMATION 1. Interests of
Page 37 and 38: SCHEDULE 1: FORM OF CONFIRMATION OF
Page 39 and 40: Transaction Type of any Successor i
Page 41 and 42: the Attachment Point. 2. Initial Ex
Page 43 and 44: including) the Scheduled Terminatio
Page 45 and 46: If a Charged Assets Redemption Even
Page 47 and 48: “Adjusted Notional Amount Further
Page 49 and 50: Cash Settlement Date has not occurr
Page 51 and 52: “Unwind Costs” means an amount,
Page 53 and 54: determination, and shall be conclus
Page 55 and 56: are being satisfied in such Credit
Page 57 and 58: under this Confirmation on the Sche
Page 59 and 60: ANNEX I - REFERENCE PORTFOLIO ANNEX
Page 61 and 62: ANNEX II NOTICE AND ACCOUNT DETAILS
Page 63 and 64: SCHEDULE 2: FORM OF PARAGRAPH 11 OF
Page 65 and 66: (iii) Alternative. The provisions o
Page 67 and 68: The definition of "Value" is delete
Page 69 and 70: IN WITNESS whereof, the parties her
Page 71: Valuation Percentage (subject to be
Page 75 and 76: SCHEDULE to the ISDA Master Agreeme
Page 77 and 78: 1. Termination Provisions In this A
Page 79 and 80: (B) Party A's obligations to make p
Page 81 and 82: signatory hereto 4. Miscellaneous 4
Page 83 and 84: Sections 5(b)(ii) (Tax Event), 5(b)
Page 85 and 86: Assets relating to any other Discre
Page 87 and 88: “(except that a notice or other c
Page 89 and 90: Set out below are the relevant sett
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PROSPECTUS ARLO II Limited - Irish Stock Exchange

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