EFTA01370097.pdf

RIN I Portfolio Holdings' Moodys Recovery Amount Avg. Market Stated Spread Sector Adjusted Portfolio% Rate (bmm) Price (L+ bps) Rating ectncity oat as) ontracte.• '' 0 : • .. tr: 1 T; Wholesale 63 40% 10.90 2.47% 94.00 5.25% Electricity (Coal/Gas) Merchant NYISO 51 75% 18 28 4.13% 100 75 4 00% Other non-regulated gas or electricity infrastructure asset B1 45% 900 2.04% 101 75 4 00% Other non-regulated gas or electricity infrastructure asset Ba2 45% 10.92 2.47% 101.63 4 00% LNG Terminal Ba1 65% 1.50 0.34% 100.00 2 25% LNG Terminal Ba1 65% 14.89 3.37% 100.00 2.25% Toll road networks. tunnels, bridges. car parks Ba3 65% 19 51 4.41% 100 00 3 75% Electricity (Coal/Gas) Contracted. PJM Ba3 75% 30 00 6.78% 101 25 3.75% Regulated Electricity distribution and transmission Baa3 65% 12 38 2.80% 100 63 325% Electricity (Coal/Gas) Merchant PJM 61 75% 10.66 2.41% 101.44 375% Electricity (Coal/Gas) Merchant NYISO Ba3 75% 5 17 1.17% 101 25 3.25% Electricity (Coal/Gas) Merchant ERGOT 62 75% 1307 2.96% 98 50 3.25% LNG Terminal Ba2 65% 20 CO 4.52% 100 00 2 50% Power - Renewables. Solar Ba2 65% 20.00 4.52% 101 50 3.00% Chemical Facility Ba2 30% 8.89 2.01% 101 69 2.50% Rail Ba2 45% 1.12 0.25% 100.38 1.50% PPP/PF I Prisons 51 40% 496 1 12% 100 50 225% Environmental Industries 62 60% 6.91 1.56% 100.75 2.75% Electricity (Coal/Gas) Merchant. PJM 62 15% 7.42 1 68% 101 63 7.25% Electricity (Coal/Gas) Merchant, PJM 62 45% 006 0.01% 101 50 3.50% Electricity (Coal/Gas) Merchant PJ Al 62 45% 477 108% 101 50 350% Wholesale 63 40% 11.23 2.54% 9000 5.25% Electricity (Coal/Gas) Merchant NYISO Ba2 75% 21 26 4.81% 11081 375% Other non-regulated gas or electricity infrastructure asset Ba3 65% 19.85 4.49% 100.63 4.00% Other non-regulated gas or electricity infrastructure asset 62 45% 1 00 0.23% 100.75 3.25% Regulated Telecom 52 45% 4.04 0,91% 101 06 325% Regulated Telecom B2 4,5% 396 090% 101 06 325% Construction 8 Building 62 45% 299 0 68% 101 56 3.50% Electricity (Coal(Gas) Merchant ISO-NE 61 75% 11 31 2 56% 100 25 475% Other non-regulated gas or electricity infrastructure asset Ba3 65% 22.00 4.98% 101.25 4.25% Regulated Telecom 61 45% 194 0 44% 100 63 225% Regulated Telecom B1 45% 1.77 0.40% 100 63 225% Electricity (Coal/Gas) Merchant Southeast 61 75% 11 35 257% 97 50 3.50% Electricity (Coal/Gas) Contracted PJM Ba3 75% 20.12 4.56% 100.00 3.25% Power - Renewables. Wind 61 65% 686 1 55% 91 CO 4.25% Power - Renewables: Wind Ba3 65% 17 05 3.86% 100.75 4.25% Power - Renewables. Wind Bel 65% 5 CO 1 13% 101 44 2 75% Other non-regulated gas or electricity infrastructure asset 61 45% 10.00 2.26% 101 75 4.00% Construction & Building 8a2 45% 14 49 3.28% 101 63 3.50% Other non-regulated gas or electricity infrastructure asset Ba3 45% 8.69 1.97% 101.25 3.00% Environmental Industries 63 60% 400 0.50% 100 88 300% (1) Holdings are subject to change Past performance is not indicative of future results. Source Deutsche Asset Management. As of January 17. 2018 Deutsche Asset Management Infrastructure Debt Presentation RIN II Equity March 2018 19 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0062697 CONFIDENTIAL SDNY_GM_00208881 EFTA01370097