ROCKALL CLO B.V. - Irish Stock Exchange

Initial Issuance Class B Notes ........................................ 44
Initial Issuance Class C Notes ........................................ 44
Initial Issuance Class D Notes ........................................ 44
Initial Issuance Class E Subordinated Notes .................. 44
Initial Issuance Class E-1a Preferred Subordinated Notes
........................................................................................ 44
Initial Issuance Class E-1b Subordinated Notes............. 45
Initial Issuance Class E-2 Subordinated Notes............... 45
Initial Issuance Notes...................................................... 45
Initial Rated Notes....................................................... 1, 49
Interbank Advance ............................................................ 5
Interbank Rate .............................................................. 155
Interbank Rate Advance ............................................... 156
Intercreditor Approval...................................................... 45
Intercreditor Arrangements ............................................. 45
Intercreditor Priority of Payments............................ 45, 162
Interest Custody Account................................................ 45
Interest Determination Date ...................................... 45, 70
Interest Payment Amount ............................................... 45
Interest Period................................................................. 45
Interest Rate Hedging Transaction ............................... 108
Interest Rate/Currency Hedging Advance Amount ....... 108
Interest Rate/Currency Hedging Net Exposure............. 108
Interest-Bearing Notes .................................................... 45
Interim Determination Date ........................................... 149
Intermediate Trade........................................................ 163
Investment Company Act............................ 1, 45, 186, 188
Irish Paying Agent........................................................... 37
Irish Stock Exchange ...................................................... 45
IRS ................................................................................ 172
ISIN ............................................................................... 192
issue price..................................................................... 173
Issuer .......................................................................... 1, 37
Issuer Dutch Account...................................................... 45
Issuer Fee ....................................................................... 45
Issuer Indebtedness........................................................ 45
Issuer Investments........................................................ 108
Issuer Order .................................................................. 160
Junior Class .............................................................. 45, 57
Junior Interest-Bearing Notes ......................................... 45
Junior Secured Creditor ................................................ 163
Junior Secured Obligations........................................... 163
Ledger............................................................................. 46
lender liability .................................................................. 28
Liquidation Direction ....................................................... 46
Liquidity Limitation Procedure......................................... 46
Loan Commitment........................................................... 46
Loans ............................................................................ 108
Long-Stop Date............................................................... 46
Major Trade................................................................... 163
Majority Senior Holder .................................................... 46
Management Agreement ........................................ 37, 139
Management Fee.................................................... 46, 148
Managing Directors................................................. 46, 139
Market Valuation Manual ................................................ 46
Market Value................................................................... 97
Market Value Price.......................................................... 98
MassMutual................................................................... 141
Master Trust Deed .......................................................... 37
Master Trust Deed Covenants ...................................... 165
Material Agreements....................................................... 46
Maturity Date................................................................... 46
Maximum Amount ......................................................... 156
Maximum Funding Exposure .......................................... 46
Maximum Unfunded Amount ........................................ 108
Member State ................................................................. 46
Mezzanine Loan............................................................ 108
Minimum Denomination .................................................. 46
Minor Trade................................................................... 164
Modified Following Business Day Convention ................ 46
Monthly Date ................................................................. 156
Moody’s Advance Amount ............................................ 108
Moody’s OC Test Rating ............................................... 109
Moody's ....................................................................... 1, 46
Net Accrual Amount ...................................................... 110
Net Asset Value ............................................................ 111
Net Exposure Component............................................. 111
Net Value ...................................................................... 111
New Holders.............................................................. 46, 90
New York Business Day................................................ 136
Non-Call Period............................................................... 46
Non-Cash Pay Instrument............................................. 111
Non-Credit Risk Security............................................... 111
Non-Excluded Issuer Investments ................................ 111
Non-Fungible Notes ...................................................... 165
Non-Permitted Holder ......................................... 36, 46, 55
Non-Petition Covenant .................................................... 47
non-U.S. Holder ............................................................ 171
Note................................................................................. 47
Note Commitment ........................................................... 47
Note Placement Agency Agreement ............................... 47
Note Tax Event ............................................................... 47
Noteholder Accession Certificate .................................. 158
Noteholder Confirmation Notice .................................... 158
Noteholders..................................................................... 47
Notes............................................................................... 47
Offer to Purchase ............................................................ 47
Offering ............................................................................ iv
Offering Circular ................................................................ ii
OID................................................................................ 173
OID de minimis amount................................................. 173
OID Note ....................................................................... 173
Optional Currency Advance .......................................... 156
Optional Redemption ...................................................... 47
Optional Redemption Date........................................ 47, 74
Ordinary Resolution ........................................................ 47
Other terms ..................................................................... 92
Outstanding..................................................................... 47
Outstanding Issuer Swap Termination Payments ........... 47
Over-Collateralisation Failure.......................................... 47
Over-Collateralisation Test Report.................................. 47
Over-Collateralisation Tests.......................................... 111
parallel security ............................................................. 110
Participants ................................................................... 133
Participation .................................................................. 115
Participations................................................................... 21
Paying Agent Account..................................................... 47
Paying Agents ................................................................. 37
Payment Date ............................................................. 1, 47
Payment Default.............................................................. 47
Percentage.................................................................... 156
Performing..................................................................... 115
Permitted Action............................................................ 164
Permitted Dealing.......................................................... 164
Permitted Redemption Amount ................................. 47, 75
Permitted Security Interest.............................................. 47
Permitted Security Interests ............................................ 65
Permitted Short-Sale Exposure....................................... 48
Permitted Short-Sale Obligation.................................... 115
Permitted Short-Sale Transaction ................................. 115
Person........................................................................... 115
PFIC .............................................................................. 174
Placement Agent......................................................... 1, 48
Plan ...................................................................................iii
Plan Assets Regulation .................................... iv, 178, 185
Plans ............................................................................. 178
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