EFTA01364462

Deutsche Bank wean Ortmasamere RIsk Prensa Investment Oveme Multi Ante ties* SIG TagerVbiavity hnittuthrod Return vola(212 R•IverViioletiiity CorngSon U S Saba. ASP ON Option Pmeosson - 30% OM PIS Ur! SIM SIN stn si 20 1.17 POC•anbil new 42.10 916 pee St sot are ANS* Plisto at% PIK felt ow 2 sae Overview • The Potable' is a 5% Vtiaticiaargewd PrIblio with rights to the unary's; etyma sygtratcally a4asted based an a rise emeigteed (Sahara's'''. Contnbuto, I aRticatran metteasiogy RieloWeighting • Tie weights for in. baler ri rise pronto one set asses on an Eq.* Rae Contratuton appromn and totialonoed iluallorty w these vartipti • Resarsiarrotils for Ste rotative aocolons err the base et are set based on -year taring reaMea wirers anti 420114%1420,11 Voiablity-Tametrng • The alte.asos to tee brae: of nsa orettsa rs adjusted daily to aortas* a sorattrity 'Lave or 5Sii • allocation ts based on two msauntrs of avec-yr trailing 2•21a24C2 NOLA"( • Equrty Inver Cantiena Pre nwrn ■ Era* Law Seta Equity PAtitnergum • Eq.Ay amity *Equity Vague a arency Momenta" • Curnoney Vats • Rates Murano* Attars Cry ■Equty Mean Raynor' *Rates Mamrtn% a Commtvaity Curve Pie a Gorneroctly Moortorn CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0055002 CONFIDENTIAL SONY GM_002011843 EFTA01364462