EFTA01459761.pdf

(Figure 58: S&P 500 DPS Model DO US Equity 3 1111, 42Y Dr/Wends Perot/1RM, i%) 0640trids PiWW11%) 2007 2008 2009 2010 2011 2012 2013 2014 2007 2008 2009 2010 2011 2012 2013 2014 2015 v/v 2016 yiy 2015 2018 S&P 500 DPS (tone& index) 52773 S2838 52241 522 73 52643 53124 S34 99 53944 33% 43% 37% 27% 27% 30% 32% 33% S&I7 1500 DPS (current constituents) 52961 52835 52249 $2393 $2711 $31.52 $3572 43811 31% 40% 35% 27% 27% 30% 32% 32% 641 8% $43 5% 35% 96% Sector (S billion,/ Consumer C screborar,. 750 148 131 165 194 230 270 321 29% 37% 27% 22% 23% 26% 27% 31% 34.6 8% 38.0 50% 30% 30% Consume, S.aples 330 307 298 324 35.3 388 41.2 441 53% 45% 42% 43% 44% 48% 49% 51% 453 3% 488 7% 53% 54% Energy 206 223 22.6 244 277 31.5 35.9 346 17% 16% 38% 26% 21% 28% 31% 31% 29.3 -18% 20.0 -32% 65% NM Financials 612 544 20A 208 301 369 44.9 623 43% -258% 36% 16% 22% 22% 23% 27% 58.6 72% 609 4% 27% 28% Health Cate 241 260 241 29.9 301 372 362 37.6 28% 29% 28% 28% 28% 32% 30% 27% 46.1 23% 61.0 I /% 29% 30% Industrial, 272 286 23.5 23.3 26.9 299 330 37.2 33% 39% 46% 32% 31% 31% 31% 33% 391 5% 42.0 7% 34% 35% Inlormeton Teehmlogy 148 185 17.6 203 250 33.3 47.7 500 12% 14% 17% 14% 15% 20% 25% 24% 50.5 27% 66.4 10% 27% 28% Materials 77 81 6.0 72 90 103 12.4 120 29% 48% 48% 29% 29% 35% 41% 38% 11.7 -2% 11.1 -5% 39% 37% Teleconvnuncetion Sennres 146 155 163 172 185 188 177 20.1 61% 63% 81% 81% 91% 85% 76% 70% 22.8 13% 23.4 3v 70% 72% Welles 130 135 14.2 15.0 16.2 181 191 19.6 50% 50% 53% 53% 55% 61% 83% 59% 20.7 6% 21.7 5'k 82% 63% . 1.11500 231 2 230 6 1878 207 1 238 1 277 6 315.0 339 7 31% 40% 35% 27% 27% 30% 32% 32% 909.7 9% 383.0 -1 36% 36% S&P 500 ex Financials 170 0 1761 167.1 1863 208 0 240 7 270.1 287 4 27% 38% 38% 30% 29% 32% 34% 34% 310.1 8% 322.1 :1 37% 38% financials and tech 760 709 380 41.0 561 702 926 102 3 29% 71% 24% 15% 18% 21% 24% 26% 1191 16% 127.2 —1 27% 28% S&P 500 ex Foams/lb end Tern 1562 169 6 149.6 166.1 183.1 207 4 2224 237 4 31% 47% 45% 36% 34% 36% 37% 37% 249.8 5% 265.8 :'t 41% 42% . 5.1' 500 Banks 387 329 6.3 37 134 134 16.2 I-) I 22% NM NM 7% 24% 20% 21% 28% 22.8 /9% 24A "x. 25% zax Sane Dan:ft Sank, IDES DnS illea OlpS11100 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0120428 CONFIDENTIAL SDNY_GM_00266612 EFTA01459761