EFTA Document EFTA01458550

2 October 2015 US Equity Insights iFigure 36: Russell 2000 sector ytd vs. mtd performance (price returns, Since Current 12 3 1 8/25/2015 Price vs. Month YTO Month Month 1 Week Mkt Trough Syr High Russell 2000 -0.1% -8.6% -12.4% -5.1% -3.5% Consumer Discretionary 4.3% .8.5% .12.7% -4.9% -2.8% Consumer Staples 4 9'4 -1.7% 3.7% Energy Financial Services Health Care Materials & Processing Producer Durables -9.1% 16.3% 4S.8% 21% Information Technology 6.7% Utilities 4.7% 2015 PE lee. Neg Sector EPS) Weight -8.9% -37.0% -31.1% -17.2% -5.0% -0.3% 84.9% -0.1% 85.4% 7.3% 92.3% 0.1% 32.2% 91.4% 78.0% 74.9% 79.6% -5.1% -11.1% -3.0' 1.3% 1.9% 84.4% 43.5% nassedial 88.4% Note: Two biggest outperforming (underperforming) sectors are niebtiatned in green (red) NI sectors within 5% of their 5 year Ngh are higMghed in yellow Sane Debesno ant ibeestn Nab eltembeg Raw* LP Them es d9/3a7015 17.4 17.8 15.8% 18.9 3.5% NA 2.7% 16.1 26.2% 22.4 15.9% 16.2 5.3% 15.2 11.5% 19.7 14.5% 18.4 4.6% 'Figure 37: Russell 2000 sector 12m vs. 3m performance 0% r ^-r UNION E a -5% but goring -10% 8 RusseN -15% Procter Wee a 8 -20% Mamas & Proc. -25% 1-020n0 end sewn -30% • Energy -35% -60% -40% -20% 0% 12 Month Price Return sm. Owed* Ant 'Taw Ann elocabere Pearce LP wow • b of fiel320le Loosing and panne t eeth Care Larding but slipping 20% [Figure 38: Russell 2000 sector ytd vs. mtcf performance 2% 0% E -2% -4% cc -6% ti -8% 0 -10% a -12% -14% LEON and -16% *oleo -18% • Energy Lagging but seining -40% -35% S ib" ' I • Mame •Cons *Tech Russell 2000+Ccrs Disc •ProzkicerQa • Matenals & Proc Health Care • - I Leading but sloPing -30% -25% -20% -15% -10% -5% YTO Price Return Savor Damn Bank Manion Alta; SfreettIV RhIPIC* LP Rion as oe 9,30,20,5 Page 70 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL 0,6 Deutsche Bank Securities Inc. DB-SDNY-0118515 SDNY GM 00264699 EFTA01458550