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EFTA01386875

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RIN II • 094 Alpha Group Capital LLC timing of an Optional Principal Prepayment could materially affect returns to the Preferred Shareholders. No assurance can be made that any particular return on the Preferred Shares will occur in the event of an Optional Principal Prepayment. Refinancing Risks The Issuer, acting upon the direction of the Majority Preferred Shareholders, may redeem the Initial Facility in full in connection with an Optional Principal Prepayment or a Refinancing. There can be no assurance that, upon any such redemption, the Sale Proceeds realized and other available funds would permit any distribution on the Preferred Shares after all required payments are made on the Initial Facility and in respect of the Issuer's expenses. In addition, unless a replacement Refinancing is occurring, an Optional Principal Prepayment could require the Portfolio Advisor to liquidate certain positions more rapidly than would otherwise be desirable, which could adversely affect the amount of proceeds received by the Issuer from sales of such positions. A Refinancing may occur only at the sole discretion of the Majority Preferred Shareholders pursuant to terms negotiated by the Portfolio Advisor on behalf of the Issuer and agreed to by the Majority Preferred Shareholders, and such terms may not be beneficial for the Preferred Shareholders not constituting the Majority Preferred Shareholders. In addition, the Issuer Organizational Expenses permitted to be collected from Preferred Share Purchasers is significantly limited with respect to the funding of the costs of any Refinancing and could limit the ability of the Issuer to complete a Refinancing. A Refinancing will only be effective if the conditions set forth in the PS Issuing and Paying Agency Agreement are satisfied, including that the terms of such Refinancing shall include RREEF or a successor thereto (in each case at its option) acting in the capacity of portfolio advisor, investment manager or s

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