EFTA01462203
EFTA01462204 DataSet-10
EFTA01462205

EFTA01462204.pdf

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Post-Crisis CLO Issuance — Investors Recognize the Performance CLO Issuance 2008 - 2014 120 •CLO Issuance ::Projection 100 $97 01 $88.94 $82 60 $50.00 $52 59 $25.49 2° 1 $13.33 514 56 $12.14 $12.14 $13.53 $1233 172 $9.13 55.58 0 1999 2000 2001 2002 1C 2003 2004 2005 2006 2007 pal 2008 $0.83 2009 $4 05 WO= 2010 Pro 2011 2012 deals 2013 2014 1994 Composition of Buyers in the Leveraged Loan Market Q412 Foreign/Domestic Banks 5% CLOs, Prime Funds, Securities Firms Securities Firms Hedge Funds & HY r 1% 1% Finance Companies Funds 1% 17% Insurance Companies 5% Insurance Companies 6% Finance Companies 5% CLOs. Prime Funds, Hedge Funds & HY Funds Foreign/Domestic 88% Banks 71% Deutsche Bank Source: S&P LCD CLO ActIvny as of Decanter 31. 2012. S&P CLO Databank as of February 13. 2014. 19 CLO issuance for March 2008 excludes 3 Markel Value vehicles restructured to cash taw. Corporate Banking & Securities CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124638 CONFIDENTIAL SDNY_GM_00270822 EFTA01462204
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EFTA01462204
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DataSet-10
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document
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1

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