Epstein Secrets

Baa3 rated Notes Notes priced at WACD of 191 bps; 21bps wider than BSL CLO4 • Note and Equity tranches purchased by 23 unique investors 60bps of Par Creation vs 36bps for 2015 vintage BSL CLO4 Current Equity NAV of 104.2%5 • Weighted Average Spread of 370bps vs 357 bps for 2015 vintage BSL CLO4 Equity ac

4 years 2 years 11 years April 20, 2018 Dual Compliant (Deutsche Bank retained 5% vertical slice) (1) As of closing on October 29' 2017. (2) 'Moody's Approach to Rating Collateralized Debt Obligations Backed by Project Finance and Infrastructure Assets; August 12. 2015. (3) As of January 17Th 2018. (4) Source. Morgan Stanley Research. As of Decem

Baa3 rated Notes Notes priced at WACD of 191 bps; 21bps wider than BSL CLO4 • Note and Equity tranches purchased by 23 unique investors 60bps of Par Creation vs 36bps for 2015 vintage BSL CLO4 Current Equity NAV of 104.2%5 • Weighted Average Spread of 370bps vs 357 bps for 2015 vintage BSL CLO4 Equity ac

4 years 2 years 11 years April 20, 2018 Dual Compliant (Deutsche Bank retained 5% vertical slice) (1) As of closing on October 29' 2017. (2) 'Moody's Approach to Rating Collateralized Debt Obligations Backed by Project Finance and Infrastructure Assets; August 12. 2015. (3) As of January 17Th 2018. (4) Source. Morgan Stanley Research. As of Decem

Baa3 rated Notes Notes priced at WACD of 191 bps; 21bps wider than BSL CLO4 • Note and Equity tranches purchased by 23 unique investors 60bps of Par Creation vs 36bps for 2015 vintage BSL CLO4 Current Equity NAV of 104.2%5 • Weighted Average Spread of 370bps vs 357 bps for 2015 vintage BSL CLO4 Equity ac

4 years 2 years 11 years April 20, 2018 Dual Compliant (Deutsche Bank retained 5% vertical slice) (1) As of closing on October 29' 2017. (2) 'Moody's Approach to Rating Collateralized Debt Obligations Backed by Project Finance and Infrastructure Assets; August 12. 2015. (3) As of January 17Th 2018. (4) Source. Morgan Stanley Research. As of Decem