EFTA01364437.pdf

Risk Prernia Investment Overv* Multi Moe Cease 5% Tame Vdsy I yeas Anwar«, leetu,, Vo44410, 4 Milt •." •a' Ram•V•4110% 4 I: to Con•••• a U s fl ecks (141Ian 4105 nos 000 (AMON ••00040.10 - oreno -0•11pw yea as 2 was 41rt StIO immerprramisal $123 11Z $115 stet sm 00C•aut honk INC su sit • 42% 0% 03% src xfs P00.040•0.4 • Overflew • The Portfolio is a 5% Veablei-Tergeeed Pordblio *0' weights to che undeisegptm systems-ally seated based on a risk seeonted (Equal Rae Comnbution) aloostion mettotelogy. Rielt•Weighting • The weights fee MR Desert:Ana terms are set based on art Equal RIO COntramtext appfsen and nebeanoed quartette to them *KM. • Roenights !ty the retest "%octaves item ht basket we se basted on %tea treeing mired volaSeets and 4201•104.0%00% Veatility-Targeting • The aeon-aeon to toe basket of not breams adiusted tWy tri adteve a eratatatty target of 5% • The aSoc-seon b LAWS on two measures of snort-tear had"; menet wolattey 3.1% • Equity robed 0te•deott Prenwm ■ Ewe/ La Bea Equity Mammon Caaley *Equity View • Currency 0401141113.•• wCurreetry Value ■Rates Mteicipal Arterage Cry tiEgiety Mean R•rvertuct • Rates Momentum •COnfeektly CkeVO Pair • Coovrocure Mcnientam 0% CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0054974 CONFIDENTIAL SDNY_GM_00201158 EFTA01364437