Case File
efta-01458019DOJ Data Set 10OtherEFTA01458019
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DOJ Data Set 10
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efta-01458019
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Deutsche Asset & Wealth Managment Multi Asset Investment Committee (MIC) forecasts
1r 344454.
1
E)8.61y • t s•r.....
F0(4.04.24)
Fote.306:3
Key ~sign
born: y)Old
.a=', 2016 (I6-yht. '6)
Jtee; :018 Curran");
1tuu;
USA (S8P 500)
2.160 USA
2.50
EURAnD
1.00
Comte«). (Euro STOXX 50)
3.850 %many
1.00
USOUPY
130
Gelmany (DØ
12,400 UK
2.15
EURUPY
130
UK (FYSE 100)
sex Japan
0.45
EUR/GBP
0.67
Japan (MSCI Japan))
1.050
IJSD1GBP
1.49
Asu ex Japan (MSCI in USD)
630
C.Onin1080m%
June 2016
Latin America (MSCI in USD)
2.300 Oil own)
70
Gold in USD
1.250
Forecasts are Item the DeAVVM Quarterly Chief Inveshnenl Office (CIO) Day on June 16, 2015.
Facts and Figures
Rat«
Iqubaa
2 Year 3 Yea. 5Year
12
Naar3Year 5Year
WM
MTD
OTC
YTI3
Oxen 14411 MTO OTO YTO 12 110Return Rell" Return
Oserd
Month Return Remm Return
I
RelagnReurnRetfinRatumRetten
Mtn
Ream Rain Reign
(Anal (Ann, (Mnl
Ream Ian» lam) 0430
24•4/ Nary 0.7% 0.1% 00% 00% 06% 09% 07% 06%
0.7%
SIP 580 2093.3
44%
1.6%
16%
29%
8.0%
U6% 17.2% 160%
10•Yerireesay 2.3% 0.3% 09% 09% 04% 43% 41% 0.7%
4.3%
WO World (USD) 422.3
.11%
42%
)02%
2.8%
0.4%
8.8%
13.1% 108%
30Yeat Tawny 30% 0.4% 30% 30% -31% 84% 93% 0,7%
7.4%
rasa EurepetotUK 1692.3
.17%
2.2%
22%
7.7%
.1.0%
8.3%
116%
888I
PAD)
5~
117 4
1.8% 41% 4.411. 44% 07% ...2 3% 02% -on 23%
14501.411150) 1245.2
-12%
4.6%
-0 8%
1.4%
-9.0%
39%
8 4%
7.9%
ElarcMysCnXIII 33% 4.1% 03% 03% 4.5% 09% 38% 2.4%
4.7%
ALSCIJapanNISDI 2901.4
.18%
•12%
12.4%
8.0%
43.8%
148%
7.9%
~MS
MI9h 7 0% -04% -1 3% -1 3% 12% -1 2% 38% 59%
7.6%
M.SCI Lamm tUSDI 2251 7
.32%
-10.5%
.10 5% -160% .34.7% .13684 .122% 82%
Yield
MemMTsCm""
5 4% -04% .0 3% .0 3% 25% .0 3!). 4 I% 33% 60%
1833 Asia ex tn se 4
.1 I%
-6 "
a; 8%
-16%
-64%
47%
73%
50%
Merfral
(USDI
Passe
Et* Valutellon•
lava 140
010
YTO
111.4 1114/4 3 Tor 5 Yew
1 VS<
MD
010
Y10
12
2 Yew 3 Year 5 Yes
DS'« C bin» C h.n20 C hall> chsavrOwq•ChinsChergeOlange
Omni
Month
In too tn toe in too
health »WO ATM (4 toll On 19a)
03~
0403/ ON/494 64$8104 change C6/49. Change Cnenge
Invet1hentOnKle 183
50
90
9
210 620 18.0 41.0 .12.0
S&P 60094 (LTM)
17.9
422
025
OS
0.15
0.63
207
310
267
Setemls
}48h 514141Spnhads 524 400
48
48
II
100.0 75.0 8%0 -108.0 18843 Meld Pet (1.74) 107
.0.38
-DOS
465
0.47
019
1.96
398
195
Mmlml 363 iso 190
19
.25 850 31.0 -12.0 820
14343 131m:6806 UK
172
.033
0.59
0.50
1.54
1.21
3.31
674
3.31
Setae&
P/EILTM)
Fecl Funds Res 025 000 0.00 0.00 0.00 0.00 0.00 000
000
480 UK Pt ILTM)
9.8
.0.32
002
0.02
0.81
-046
1.80
300
181
&MCI40mM (1.161)
17.4
490
-029
429
1.45
4632 81617 81655 .71 24
460 unan)
(13/4) 198
0.00
4131
4.81
UM
5.21
149
7.03
132
MSCi Ape
6an PIE
Corsmodltlee
Allemmlvma
(1741 125
.054
-051
081
-on
014
078
-2 45
!.NM MID DID YTD 12 maR.,,,rn
2Tem L T ,n.,
e
SYaer
Curer
Radm
Rea
RelumRelurnRelurnRelurn
Epley T•Chnka *ad Fwadmeaardial•
(Ann) (Ann) 4Anni
RYMW 14M 12
3 Ha
opmOude
mas Ma
vs • 14 44 14 5% .4 5%41 43431 331.179% -7 9%
Fainv
alon9, Chan
nnings
ge
hdex
Grodan E9(NM)
Dent Fun...6511044S% 4.8% -58% 48%160%8 8% -11.3% .15%
S40500 19%
4912
76%
471:.
Banc Cvy max 1.113 105% 429% 301% 42 3% 53 7% . I I% 2.4% 40%
ØØ
25%
44 71
8.3%
-11%
Raw« U-I01644 276 .09% 1 6% 06% 2243%.22 8%
.74% 0.2%
I4SCI Europeex UK 31%
49 79
10.4%
4 t%
Gas Pap
Ina»Corr Inclex
Weroms1 976 07% 19% 19% 7S% 208% 85% 52%
3.1%
MSCI UK 38%
39 59
1.5%
-2.9%
%IX Met 121 40%.33.01433.0346.4316 0% a 3% .91% ..13.8%
1892 Label 27%
34.28
BS%
8.2%
WO Asia ea En 25%
3200
99%
2"
MSCI Japan 16%
71 21
15.4%
01%
Current data as of July 29, 2015. Data source: FactSet, negative numbers are in red.
Deutsche Asset
L'Vealth Managerr*nt
July 31. 2015
No assurance can be given that any forecast or target can be achieved. Forecasts are
based on assumptions, estimates, opinions and hypothetical models which may prove to
be Incorrect. Past performance is not indicative of future returns. Investments come with
risk. The value of an investment can fall as well as rise and you might not get back the
amount originally invested at any point in time. Your capital may be at risk.
5
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
CONFIDENTIAL
SDNY_GM_00263955
DB-SDNY-0 17771
EFTA01458019
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