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EFTA01365556

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SECURITY FOR THE NOTES The "Collateral" for the Notes pledged by the Issuer to the Trustee under the Indenture will consist of Collateral Obligations; Eligible Investments; any securities or assets issued in exchange for Collateral Obligations that do not themselves constitute Collateral Obligations: certain accounts of the Issuer, the rights of the Issuer under any Hedge Agreements. the Investment Management Agreement, the Collateral Administration Agreement. the Account Agreement, the Administration Agreement. the Registered Office Agreement, the Fiscal Agency Agreement and any Securities Lending Agreements: and the proceeds of each of the foregoing. Collateral Obligations Collateral Obligations will consist primarily of Leveraged Loans. The Issuer may also invest on a limited basis in certain Senior Secured Notes. Collateral Obligations may include a limited amount of Credit Facilities that require future payments by the Issuer provided that the Issuer maintains reserves to the extent required to meet any Unfunded Amount of Credit Facilities. The Issuer will only invest in U.S. dollar denominated obligations. It may invest up to 20% of its assets in U.S. dollar denominated obligations of non-United States obligors (other than Excepted Companies). Investments in Collateral Obligations will be subject to certain diversification, minimum spread and coupon, rating, maturity and other requirements. The Issuer may sell obligations and reinvest proceeds. subject to certain conditions described herein. Collateral Obligations arc eligible for purchase by the Issuer in accordance with the requirements set forth in the Indenture, as summarized below. A "Collateral Obligation" is an obligation that: (a) at the time of the Issuer's commitment to purchase is: (i) a Senior Secured Note; or (ii) an assignment of a Senior Secured Loan or Second Lien Loan; or (iii) a Participation in a Senior Secured Loan or Second Lien Loan: and (b) at the time of the

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