Contents Section 1 Overview 5 2 Leveraged Loan Overview 8 3 CLO Overview 14 4 Creating a CLO 25 Appendix I Modeling Assumptions 29 Deutsche Bank Corporate Banking & Securities CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124589 CONFIDENTIAL SDNY_GM_00270773 EFTA01462175