Percentage of First Lien Loans with Affected Lender Voting Protection (Past performance is no guarantee of future results.) Contact: Steven Miller

Average EBITDA Adjustment Cap for Synergies & Cost Savings (Past performance is no guarantee of future results.) Contact: Steven Miller

Percentage of Loans that Allow Uncapped Synergies & Cost Savings EBITDA Adjustments, Sponsored v Non-Sponsored (LTM) (Past performance is no guarantee of future results.) Contact: Steven Miller

Flex Trends: Pricing (% of all Flexes that Decrease All-in Spread) and Covenants (% with Zero Doc Score Flex) (Past performance is no guarantee of future results.) Contact: Steven Miller

Percentage of Loans that Cleared with the Least Protective Documentation Scores (5/5+/4-) Monthly (Past performance is no guarantee of future results.) Contact: Steven Miller

Percentage of Loans with MFN Carveouts (Past performance is no guarantee of future results.) Contact: Steven Miller

Percentage of Loans with Uncapped Synergies & Cost Savings EBITDA Addbacks (Past performance is no guarantee of future results.) Contact: Steven Miller

Average Total Deleveraging Required To Meet RP Ratio Test (Past performance is no guarantee of future results.) Contact: Steven Miller

Synergies & Cost Savings EBITDA Addbacks (Past performance is no guarantee of future results.) Contact: Steven Miller

Percentage of New Issue First Lien Loans that Cleared with a J. Crew Trapdoor (Past performance is no guarantee of future results.) Contact: Steven Miller