EFTA Document EFTA01453698

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 For instituironal use only : •L‘: z., ..,iewing or distribution & Wealth Management Investment products: No Panic guarantee I Not FDIC Insured I May lose value 5 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0111476 CONFIDENTIAL SDNY_GM_00257660 EFTA01453698