EFTA Document EFTA01387438

Risk Premia Investing at Deutsche Bank Overview of Risk Premia AUM Million USD 12,000 10,000 8,000 6,000 4,000 2,000 0 SWF ■ Private Banks ■ Banks ■ Endowments ■ Family Offices Insurers * Asset managers ■ Pension funds JIM ill11•0108411111 12 Q2 12 Q3 12 04 13 01 13 02 13 03 13 Q4 14 Q1 14 Q2 14 Q3 14 Q4 1541 15 02 15 03 15 04 16 01 16 02 Source: Deutsche Bank 7 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0090040 CONFIDENTIAL SDNY_GM_0023622