EFTA Document EFTA01372970

CONFIDENTIAL - FOR DISCUSSION PURPOSES ONLY Transaction Overview Ramp-Up of the Portfolio • The Portfolio Advisor seeks to accumulate a portfolio of up to approximately $500 million (the 'Portfolio') • The Portfolio is expected to be funded by Equity and a warehouse facility (the "Initial Facility') with an advance rate of up to 30%" • Initial Facility is expected to be held by Barclays (Facility Agent) and Deutsche Bank - Barclays is expected to hold 95% of the Initial Facility, and