Percentage of Loans with F&C Tranche Growers (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

Distribution of MFN Sunset Horizons (Past performance is no guarantee of future results.) Contact: Steven Miller

Average Free-and-Clear as a Multiple of Pro Forma Adjusted EBITDA (Past performance is no guarantee of future results.) Contact: Steven Miller

Average Minimum Day-One Capped Basket Capacity, YoY (Past performance is no guarantee of future results.) Contact: Steven Miller

Percentage of Loans with F&C Tranche / Pro Forma EBITDA >0.9x (Past performance is no guarantee of future results.) Contact: Steven Miller

Distribution of Synergies & Cost Savings EBITDA Addback Time Horizons (for Actions Resulting in Addbacks) (Past performance is no guarantee of future results.) Contact: Steven Miller

Distribution of Accordion F&C Tranche EBITDA Grower Caps (L3M) (Past performance is no guarantee of future results.) Contact: Steven Miller

Percentage of Deals with 75+ bps MFN (Past performance is no guarantee of future results.) Contact: Steven Miller

Distribution of MFN Sunset Horizons Contact: Steven Miller