EFTA01453695

Index performance since live date vs. benchmark indices as of 1/31/14 CROC1 Index I US Benchmark index S&P 500 Index TR Index live date' 211/04 Cumulative growth 151.4% Compounded annual growth 9.7% Excess annualised return= 2.9% Euro EttroSTOXX 50 TR 211/04 102.8% 7.39 3.7% i Japan TOPIX 100 TR j 211/04 42.7% 3.0% 1.4% World USD MSCI World USD Net TR Index I 11/25/10 47 ii-c.t. 1: ' tk. '2 C '::t. g g % 9.8% 2.0% I Sectors III USD !ASCII World USD Net TR Index 3/31/05 8.8% 2.0% 5.5% I II Germany DAX Index 7/29/05 123 :cr. UK FTSE 100 TR Index 2/1/07 92.5% World ex Japan MSCI Kokusai Net USD Index 8/31/10 78.0% 18.3% 3.2% IGlobal Dividends USD MSCI World HDY Net USD Index 3/15/12 281% 14.3% 1.7% US Dividends Net S&P High Yield Dividend Aristocrats TR Index 5:29112 43.e% 24.0% 3.7% sane: Demme an aril Mat:berg as or 1/3114. Pun nuance Is histoncai ata does not guaranies fan reeulbk Mon are sponeend by DB AG London. Perfonnance intonnation foe Indices me not calculefed by an Independent calculabon agent index returns nun rentestment of dInends and do rat reflect any fees Or &OK'S% It Is roc posette:c irxest orec:y r ar noes. This peelarnanx ts ^a: rearesertalt.* er the perronrurce any OW tivesante stagy or mandate Tills represents wfornrce x tie CROCI rains:DMA a notary to ire management or publcadon cf ase Men. INtie DMA exacts to manage Aare". strateges based on CROCI coo hese .noexes. this is At. Intended b reinsert nat act.'ty. Per:or:nave of tie haes do At tate Mlle rani% the elect cr management fees am ober trareacacn costs weaned Cl, the minaret it a separate arrni fl strategy impenenIng 3fe mot' radian process. These left and epensee alt rence and:wears overt' retum this are date re%rs to the ?r& dale TA CR0CI avas we ea/aimed maitre band.e., not castes/Rh Excess artnatzed return One crecerce :n the occociniets annua gradth rate t.CAGR; far a Wats inoex afd Mr of Its tencfnart. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0111470 SDNY_GM_00257654 EFTA01453695