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efta-01370436DOJ Data Set 10OtherEFTA01370436
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DOJ Data Set 10
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efta-01370436
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RIN I Historical Portfolio Metrics
RIN I has been managed since November 2014 with US Bank as Trustee and
Ernst & Young as Calculation Agent
Portfolio Par Amount ($mm)
Stun,
Capital Invested as % of Portfolio Par
100 00%
99.80%
99.60%
99 40%
99.20%
99.00%
98.80%
98.40%
01
02
03
04
01
02
03
04
01
02
03
04
01
02
03
04
01
02
03
04
01
02
03
04
2015 2015 2015 2015 2016 2016 2016 2016 2017 2017 2017 2017
2015 2015 2015 2015 2016 2016 2016 2016 2017 2017 2017 2017
Portfolio Par (Smm)
Weighted Average Spread'
5.00%
4.50%
4.00%
3.50%
3.00%
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
—Capital Invested as % of Portfolio Par
Weighted Average Rating Factor2
3.000
2.500
2,000
1.500
1.000
500
n
01
02
03
04
01
02
03
04
Q1
Q2
03
04
01
02
03
04
01
02
03
04
01
02
03
04
2015 2015 2015 2015 2016 2016 2016 2016 2017 2017 2017 2017
2015 2015 2015 2015 2016 2016 2016 2016 2017 2017 2017 2017
—WAS ,WARE
(1) Weighted Average Spread inclusive of applicable Libor Floors per RIN Is Warehouse Indenture defirition. Past performance is not indicative of future returns.
(2) Weighted Average Rating Factor calculated using RIN I's Warehouse Indenture definition prior to Notes Issuance. Past performance is not indicative of fine returns.
Deutsche Asset Management Infrastructure Debt Presentation: RIN II Equity
March 2018
17
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0063235
CONFIDENTIAL
SDNY_GM_00209419
EFTA01370436
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