Gresham Capital CLO IV B.V. - Irish Stock Exchange

INDEX OF DEFINED TERMS
£
£..........................................................................8
€
€..........................................................................8
A
Account Bank.................................................... 50
Accounts ........................................................... 51
Accrued Euro Collateral Interest Amount........... 52
Accrued Sterling Collateral Interest
Amount............................................................ 52
Additional Collateral Account............................ 52
Additional Collateral Debt Security.................... 52
Additional Reinvestment Criteria ............... 52, 163
Additional Security Document ........................... 52
Additional Security Documents.......................... 52
Adjustment Amount........................................... 52
Administrative Expenses.................................... 52
Affected Party ............................................. 74, 92
Affiliate............................................................. 53
Affiliated........................................................... 53
Agency Agreement ............................................ 50
Agent ................................................................ 53
Agents............................................................... 53
Aggregate Sterling Limit.................................. 155
Applicable EURIBOR ....................................... 53
Arranger ..............................................................3
Articles............................................................ 144
Asset Swap Transaction ..................................... 53
Asset Swap Transaction Exchange Rate ............. 53
Assumed Profits .............................................. 209
Authorised Denomination .................................. 53
Authorised Officer............................................. 53
Average Life.................................................... 169
B
BaFin .......................................................... 6, 219
Bank Account Agreement .................................. 51
Bank Loan ......................................................... 53
Base Collateral Management Fee ....................... 54
Basic Terms Modification.......................... 54, 128
Beneficial Owner............................................. 139
Benefit Plan Investors ...................................... 215
Blue Sky.......................................................... 223
Break Costs ....................................................... 54
Business Day............................................... 54, 96
C
Capital Commitment Register ............................ 54
Capital Commitment Registrar........................... 50
Capital Commitment Registrar Fees ................... 54
cause ............................................................... 179
CCC Security ...............................................54, 67
CDO ............................................................... 208
CDO Evaluator.........................................143, 171
CDO Evaluator Test ........................................ 170
CFC ................................................................ 204
Class ........................................................2, 11, 54
Class A Break Even Loss Rate......................... 170
Class A Loss Differential................................. 170
Class A Notes..................................... 2, 11, 50, 54
Class A Scenario Loss Rate ............................. 170
Class A1A Aggregate Interest Amount .............. 54
Class A1A Day Count Fraction.......................... 54
Class A1A Definitive Notes............................... 55
Class A1A EURIBOR ....................................... 55
Class A1A Euro Rate of Interest .................55, 190
Class A1A Increased Margin ......................55, 190
Class A1A Interest Amount ................ 55, 116, 190
Class A1A LIBOR............................................. 55
Class A1A Margin......................................56, 190
Class A1A Note Purchase Agreement ................ 51
Class A1A Noteholders ..................................... 56
Class A1A Notes ................................ 2, 10, 50, 56
Class A1A Notes Interest Period........................ 56
Class A1A Reference Bank................................ 56
Class A1A Regulation S Definitive Notes .......... 56
Class A1A Rule 144A Definitive Notes ............. 56
Class A1A Sterling Rate of Interest.............56, 190
Class A1B Definitive Notes ............................... 56
Class A1B Further Issue Notes ...................56, 131
Class A1B Global Notes.................................... 56
Class A1B Margin......................................56, 114
Class A1B Note Interest Rate................ 14, 56, 112
Class A1B Noteholders...................................... 56
Class A1B Notes ................................ 2, 11, 50, 56
Class A1B Refinancing Noteholders .................. 57
Class A1B Refinancing Notes............... 13, 57, 130
Class A1B Regulation S Definitive Notes .......... 57
Class A1B Regulation S Global Note................. 57
Class A1B Regulation S Notes........................... 57
Class A1B Rule 144A Definitive Notes.............. 57
Class A1B Rule 144A Global Note .................... 57
Class A1B Rule 144A Notes.............................. 57
Class A2 Definitive Notes ................................. 57
Class A2 Further Issue Notes ......................57, 131
Class A2 Global Notes....................................... 57
Class A2 Margin ........................................57, 114
Class A2 Note Interest Rate.................. 14, 57, 112
Class A2 Noteholders ........................................ 57
Class A2 Notes................................... 2, 11, 50, 57
Class A2 Regulation S Definitive Notes............. 57
Class A2 Regulation S Global Note ................... 58
Class A2 Regulation S Notes ............................. 58
Class A2 Rule 144A Definitive Notes................ 58
Class A2 Rule 144A Global Note....................... 58
Class A2 Rule 144A Notes ................................ 58
Class A-E Notes ................................................ 47
Class B Break Even Loss Rate......................... 170
Class B Deferred Interest............................58, 111
228