Deutsche Asset Management Infrastructure Debt Presentation: RIN II Equity
ORGANIZATIONthe Principal Collateral
ORGANIZATION3
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fee.. Please see notes included at end of presentation for the effect of fees on performance. Past performance is not indicative of future results. Deutsche Asset Management Infrastructure Debt Presentation: RIN II Equity March 2018 13 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00208875 DB-SDNY-0062691 EFTA01370093
018. (4) Source. Morgan Stanley Research. As of December 311, 2017. (5) Calculated as (i)Equity contributed plus the sum of (a) the market value of the Principal Collateral plus (b) Principal Collection Account plus (c)Ramp Up Account minus (d) total deal capitalization divided by (ii) Equity contributed. Calculation as
fee.. Please see notes included at end of presentation for the effect of fees on performance. Past performance is not indicative of future results. Deutsche Asset Management Infrastructure Debt Presentation: RIN II Equity March 2018 13 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00209415 DB-SDNY-0063231 EFTA01370433
018. (4) Source. Morgan Stanley Research. As of December 311, 2017. (5) Calculated as (i)Equity contributed plus the sum of (a) the market value of the Principal Collateral plus (b) Principal Collection Account plus (c)Ramp Up Account minus (d) total deal capitalization divided by (ii) Equity contributed. Calculation as
fee.. Please see notes included at end of presentation for the effect of fees on performance. Past performance is not indicative of future results. Deutsche Asset Management Infrastructure Debt Presentation: RIN II Equity March 2018 13 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00213108 DB-SDNY-0066924 EFTA01372984
018. (4) Source. Morgan Stanley Research. As of December 311, 2017. (5) Calculated as (i)Equity contributed plus the sum of (a) the market value of the Principal Collateral plus (b) Principal Collection Account plus (c)Ramp Up Account minus (d) total deal capitalization divided by (ii) Equity contributed. Calculation as
Entities connected to both Deutsche Asset Management Infrastructure Debt Presentation: RIN II Equity and the Principal Collateral
Deutsche AM's
ORGANIZATIONMorgan Stanley Research
ORGANIZATIONProject Finance and Infrastructure Assets
ORGANIZATION
Moody's
ORGANIZATIONMoody's Approach to Rating Collateralized Debt Obligations
ORGANIZATIONPar Creation
ORGANIZATIONLoans to Economic Infrastructure Assets
ORGANIZATIONCurrent Weighted Average Rating Factor
ORGANIZATION