EFTA01459647.pdf

8 February 2016 US Equity Insights [Figure 65: Russell 2000 sector ytd vs. mtd performance (price returns) Since Current 2015 PE 12 3 1 6/23/2015 ;irk* vs. fee. Nei Sector Month YTD Month Month 1 Week Mkt Peak Syr Iggh EPS) Weight Russell 2000 -14.8% -10.7% -14.8% -8.6% 1.1% -21.7% 78.3% 16.3 Consumer Discretionary -24.3% 75.7% 15.9 14.9% Consumer Staples 87.3% 18.6 3.9% Energy 23.7% 11.4 2.3% Financial Services 85.7% 15.0 26.6% Health Care 68.2% 20.3 15.3% Materials & Processing -10.3% -17.3% -7.9% 78.3% 70.0% 155 5.6% Producer Durables -19.1% -9.6% -15.8% -7.2% 1.2% -233% 73.8% 14.5 11.6% Information Technology -8.9% -10.5% -13.8% -7.5% 1.3% -20.1% 79.9% 19.4 14.5% Utilities 94.3% 19.8 5.1% Note: Two biggest outriederming (undemerfonning) sectors are highlighted in green (red) AI sectors within 5% of their Syne higher* highligewd in yellow San Data* Ant Thnonlliven Sloanterg Anna, {Figure 66: Russell 2000 sector 12m vs. 3m performance 0% E -5% -10% &Cons • rinartiel Cons Disc -15% • Tech.. -- Producer DU # -Russel2000 O. materials & Proc -20% Health Care• es -25% es -30% Laflees2 and Leeding ing slipping ut *pay -35% • Energy -40% 40% -50% -40% -30% -20% -10% 12 Month Price Return SonDisko Ow* Mongol Ars obonteg ArcoLP J 'Figure 67: Russell 2000 sector ytd vs. mtd performance 1% Slats 0% • E Leg5ing Leming -1% but wining end goring Marcia 8 Proc t Heath Cae Russet 2000 -2% 1. * Praa Sn.s *r ed. Cons Drsc • Cons staples a -3% Legging and Leading • Energy -4% sliPPrig but slipping -5% -25% -20% -15% -10% -5% 0% 5% YTD Price Return Secret Danes Bs* )moron Amin IlIninhav Anima 1). Deutsche Bank Securities Inc. Page 41 CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) DB-SDNY-0120223 CONFIDENTIAL SDNY_GM_00266407 EFTA01459647