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EFTA01386874

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RIN II •094 Alpha Group Capital LLC of Payments. Preferred Shareholders will not have any rights under the applicable Facility documentation except to the extent provided therein. Remedies pursued by the holders of Facility, following an acceleration or otherwise, could have a material adverse effect upon the Preferred Shares, particularly if the Collateral Obligations are subject to liquidation. In particular, with respect to the Initial Facility, (i) the Instructing Party may designate an Optional Early Maturity Date as early as [e], which would require repayment of the Initial Facility on such date, (ii) the Issuer's ability to borrow under the Initial Facility requires approval of each Collateral Obligation by the Instructing Party, (iii) the absence of a Material Adverse Change with respect to the Portfolio Advisor and passing certain tests based on the Market Value of the Collateral Obligations and (iv) a Portfolio Advisor Event of Default would also result in an Event of Default under the Initial Facility. Leveraged Investment The Preferred Shares will represent a highly leveraged investment in the Assets. Therefore, the Preferred Shares will be subject to greater volatility and will be significantly affected by the performance of the Collateral Obligations, including any non-payment or other defaults, recoveries and gains and losses on sales of the Issuer's Assets, as well as by prepayments and the availability, prices and interest rates on Collateral Obligations and other risks associated with the Assets. See "— Risks Relating to the Collateral Obligations". Accordingly, the amount of distributions paid on the Preferred Shares, if any, may vary significantly from Payment Date to Payment Date. If there are losses on Collateral Obligations, the Preferred Shares may not be paid in full and may be subject to a loss of up to the entire amount invested therein. It is anticipated that the cash proceeds received by the Issuer from the issuance of th

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