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RIN II • 094 Alpha Group Capital LLC adopted by the U.S. Securities and Exchange Commission do not apply to collateral managers of CLOs that purchase loans in the open market on behalf of its investors because these collateral managers do not qualify as "securitizers" as defined in the applicable statutory provision. If the court's decision is determined to be final and non-appealable, the U.S. Risk Retention Regulations will no longer apply to collateral managers of open-market collateralized loan obligation transactions such as this one and, consequently, the Portfolio Advisor and/or the Retention Holder may transfer some or all of the U.S Retention Interest to third parties. None of the Transaction Parties, the Retention Holder or their respective affiliates, corporate officers or professional advisors or any other Person makes any representation, warranty or guarantee that the Portfolio Advisor, the Retention Holder, their respective affiliates or the transaction contemplated by this Private Placement Memorandum will be in compliance with the U.S. Risk Retention Regulations. See Section 14, "Certain Legal—ERISA and Tax Matters—US Credit Risk Retention." European Risk Retention Rules The EU Risk Retention Rules or Similar Requirements apply to Affected Investors investing in the Preferred Shares. Affected Investors should therefore make themselves aware of the requirements of the EU Risk Retention Rules or applicable Similar Requirements (and any implementing rules in relation to a relevant jurisdiction) in addition to any other regulatory requirements applicable to them with respect to their investment in the Preferred Shares. Each Affected Investor should consult with its own legal, accounting, regulatory and other advisors and/or its regulator to determine whether, and to what extent, the information in any investor report provided in relation to the transaction is sufficient for the purpose of satisfying the EU Risk Retention Rules or Simil

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