EFTA01386864.pdf

RIN II - 094 Alpha Group Capital LLC DBRS Corporate Recovery Rates for Tier 4 Countries Liability Rating Senior Secured Senior Secured Second Lien and Class Loan° Bond Senior Unsecured Subordinate AAA (st) 35.75% 28.75% 13.50% 0.00% AA (O) 39.00% 35.25% 15.75% 0.00% A (sf) 45.50% 41.75% 16.25% 0.00% BBB (0) 51.00% 47.25% 17.00% 0.00% BB (sf) 59.00% 54.25% 21.50% 2.50% B (sf) 62.00% 54.25% 21.50% 2.50% CCC (sf) 65.25% 54.25% 21.50% 2.50% DBRS Corporate Recovery Rates for Tier 5 Countries Liability Rating Senior Secured Senior Secured Second Lien and Class Loan° Bond Senior Unsecured Subordinate AAA (sf) 30.75% 23.75% 8.50% 0.00% AA (st) 34.00% 30.25% 10.75% 0.00% A (sf) 40.50% 36.75% 11.25% 0.00% BBB (st) 46.00% 42.25% 12.00% 0.00% BB (st) 54.00% 49.25% 16.50% 0.00% B (st) 57.00% 49.25% 16.50% 0.00% CCC (sf) 60.25% 49.25% 16.50% 0.00% Confidential 86 February 2018 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0088763 CONFIDENTIAL SDNY GM_00234947 EFTA01386864