PROSPECTUS DUCHESS VI CLO BV CITIGROUP Dated 17 August ...

A-1+ and P-1 by the Rating Agencies or are otherwise acceptable to the Rating Agencies and, in either case,
denominated in the same currency as the cash which is used to purchase the relevant Eligible Investment and
(z) are investments (A) the ownership, enforcement nature or disposition of which will not cause the Issuer to be
treated as engaged in a trade or business within the United States for U.S. federal income tax purposes, (B) that
are acquired, and held in a manner that does not violate the Investment Restrictions set forth in the Collateral
Management Agreement and in the event that it is an obligation of a company incorporated or established in, or
a sovereign issuer of, the United States, or otherwise bearing interest that arises, for U.S. federal income tax
purposes, from sources within the United States, is in registered form at the time it is acquired and (C) that are
not Dutch Ineligible Securities.
Emerging Market Issuer means (i) a sovereign or non-sovereign issuer located in a country that is in
Latin America, Asia, Africa, Eastern Europe (excluding EU member States rated “Aa2” or above by Moody’s
and “AA” or above by Standard & Poor’s) or the Caribbean, other than an issuer located in Japan or Singapore,
or an issuer of a Structured Finance Security that is a special purpose vehicle organised under the laws of the
Cayman Islands, Jersey, Guernsey, Bermuda or the Netherlands Antilles; or (ii) a sovereign or non-sovereign
issuer located in a country that is rated below “Aa2” by Moody’s and below “AA” by Standard & Poor’s (other
than Italy or any other country consented to by the Rating Agencies).
Equity Kicker means any equity security or any other security that is not eligible for purchase by the
Issuer but is received with respect to a Collateral Debt Security or purchased as part of a “unit” with a Collateral
Debt Security.
Equity Security means any (a) Equity Kicker, (b) Defaulted Equity Security and (c) other equity
security that does not entitle the holder thereof to receive periodic payments of interest and one or more
instalments of principal, including those received by the Issuer as a result of the exercise or conversion of an
Equity Kicker or other convertible or exchangeable Collateral Debt Security.
ERISA means the U.S. Employee Retirement Income Security Act of 1974, as amended.
Euroclear Pledge Agreement means the pledge agreement dated on or about the Closing Date and
made between the Issuer as pledgor and the Security Trustee.
Euroclear Pledged Account means the pledged account number 29977 held by the Custodian which is
the subject of a commercial pledge under Belgian law pursuant to the Euroclear Pledge Agreement.
Euro Collateral Debt Security means a Collateral Debt Security denominated in euro.
Euro Equivalent means an amount expressed in Euro which is equal to a specified amount
denominated in a currency other than euro, by reference to the Initial Exchange Rate of such currency for euro
or such other rate as the Collateral Administrator shall determine is appropriate on the date of measurement.
Euro Expense Account means the euro account number 0272607 0000 EUR 002 CTA of the Issuer
with the Account Bank amounts standing to the credit of which may be used to fund certain expenses arising
between Payment Dates.
Euro Interest Rate Hedge means an Interest Rate Hedge Transaction under which payments are
scheduled to be paid in euro.
Euro Liquidity Payment Account means the interest bearing account number 0272607 0000 EUR 009
CTA of the Issuer with the Account Bank established as required pursuant to the terms of the Liquidity Facility
Agreement.
Euro Stand-by Account means account number 0272607 0000 EUR 014 CTA of the Issuer to be
established with the Account Bank pursuant to the terms of the Revolving Loan Facility Agreement.
Euro Stand-by Liquidity Account means an interest bearing account number 0272607 0000 EUR 013
CTA of the Issuer to be established with the Account Bank if required.
Euro Unscheduled Principal Proceeds means, with respect to any Collateral Debt Security purchased
by the Issuer, euro principal repayments prior to the Stated Maturity thereof received as a result of optional
redemptions, prepayments above scheduled amortisations or Offers and euro Distributions received upon
liquidation of any Synthetic Security Collateral in the event that the Synthetic Security or the Synthetic Security
Obligor’s security interest was subject to an early termination other than by the Collateral Manager.
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