EFTA01454242

CROCI selection methodology Overview of country, regional and global CROCI indices Large-cap selection pools excluding financials1 (S&P 500 Index, EuroSTOXX Large Index, TOPIX 100, MSCI World Index) Rank stocks by trailing 12-month economic PIE Select fixed number of highest-ranked stocks CROCI Index equal-weighted, long-only, rebalanced monthly, no cash positior02 The transition from CROCI data to CROCI index is entirely systematic, transparent and without subjectivity. CROCI indices are rebalanced on a monthly basis and are equally weighted.. — CROCI World and CROCI World ex Japan Indices are targeted to be region neutral to the MSCI World and MSCI Kokusai Indices respectively. — CROCI Sectors III Index selects the 10 stocks with the lowest economic P/E from each of the three global sectors with the lowest median economic P/E. (1) That are included in the CROCI database (2) CROCI Global Dividends Index and CROCI US Dividends Index are rebalance on a quarterly basis. Index returns assume reinvestment of dividends and do not reflect any fees or expenses It is not possible to invest directly in an mdex Deutsche Assel & Wealth Management For instituironal use only : z., ..,iewing or distribution Investment products: No bans guarantee I Not FDIC Insured I May lose value 5 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0112240 CONFIDENTIAL SDNY_GM_00258424 EFTA01454242