EFTA01370437

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