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EFTA01386876

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RIN II • 094 Alpha Group Capital LLC corresponding effects on amounts available for distributions on the Preferred Shares. In addition, any uncertainty in the value of LIBOR, the development of a widespread market view that LIBOR has been manipulated, or any uncertainty in the prominence of LIBOR as a benchmark interest rate due to the recent regulatory reform may adversely affect the value of Collateral Obligations in the secondary market. Under the terms and conditions set forth in the applicable Facility documentation, a Facility may bear interest at rate other than LIBOR, which could create a divergence between the interest rates borne by the Collateral Obligations and the applicable Facility and could adversely impact distributions on the Preferred Shares. Interest Rate Risks The aggregate outstanding principal amount of a Facility may be different from the aggregate Principal Balance of the Floating Rate Obligations. In addition, any payments of principal of, or interest on, Collateral Obligations received during a Collection Period (and, not reinvested during the RIN II Reinvestment Period) will be reinvested in Eligible Investments. There is no requirement that such Eligible Investments bear interest at a floating rate, and the interest rates available for such Eligible Investments are inherently uncertain which may affect the proceeds receive by the Issuer on such Eligible Investments. In addition, there may be a timing or basis mismatch between a Facility and the Collateral Obligations that are Floating Rate Obligations as the interest rate on such Floating Rate Obligations may adjust more frequently or less frequently, and on different dates and based on different indices, than the interest rates on the Facility. As a result of such mismatches, changes in the level of LIBOR or any other applicable floating rate index could adversely affect the ability of the Co-Issuers to make payments on a Facility. While the Issuer will be permitted, s

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