EFTA01370437.pdf

RIN I Portfolio Holdings (cont'd) RIN I Portfolio by Sub-Sector RIN I Portfolio Statistics Metric Present Number of Obligors 38 Traded Par + Cash $450.73 mm Weighted Average Spread 368 Bps Weighted Average Purchase Price 99.33 Weighted Average Market Price 100.15 Electricity (Coal/Gas) Contracted NYISO Wholesale Electricity (Coal/Gas) Merchant: NYISO Other non-regulated gas or electricity infrastructure asset PF Infra: Weighted Average Rating Factor 1694 LNG Terminal Toll road networks. tunnels. bridges, car parks Electricity (Coal/Gas) Contracted' NM Regulated Electricity distnbution and transmission Corp Infra. Weighted Average Rating Factor 2383 Electricity (Coal/Gas) Merchant: PJM Electricity (Coal/Gas) Merchant. ERCOT Power - Renewed Solar Chemical Facility PF Infra: Weighted Average Recovery Rate 68.6% Rail PPPIPF I Prisons Environmental Industries Regulated Telecom Construction & Building Corp Infra: Weighted Average Recovery Rate 43 5% Electricity (Coal/Gas) Merchant: ISO-NE Electricity (Coal/Gas) Merchant' Southeast Power • Renewables: Wind Weighted Average Life 5.03 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 20 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0063238 CONFIDENTIAL SDNY_GM_00209422 EFTA01370437