Rye Harbour CLO Ltd (Re-Issue): 24 April 2017

On 21 January 2015 (the “Original Issue Date”), Rye Harbour CLO issued Class A-1 Senior Secured Notes, Class B-1 Senior Secured Floating Rate Notes, Class C-1 Senior Secured Deferrable Floating Rate Notes, Class C-2 Senior Secured Deferrable Floating Rate Notes, Class D Senior Secured Deferrable Floating Rate Notes, Class E Senior Secured Deferrable Floating Rate Notes, Class F Senior Secured Deferrable Floating Rate Notes and Subordinated Notes.

On or about 21 April 2017 the Issuer will issue Class X Senior Secured Floating Rate Notes, Class A-1R Senior Secured Floating Rate Notes, Class A-2R Senior Secured Floating Rate Notes, Class B-1R Senior Secured Floating Rate Notes, Class B-2R Senior Secured Fixed/Floating Rate Notes, Class C-1R Senior Secured Deferrable Floating Rate Notes, Class D-R Senior Secured Deferrable Floating Rate Notes, Class E-R Senior Secured Deferrable Floating Rate Notes, and Class F-R Senior Secured Deferrable Floating Rate Notes. The Refinanced Notes will be redeemed in full on the Issue Date out of the proceeds of the issue of the Rated Notes in accordance with the Post-Acceleration Priority of Payments.