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Corpus: 1990-03-17 – 2025-12-01
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EFTA01462581
Dataset 10
2014-04-08
2p
508w
Subject:
Consider: $10-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
), 3mL+85bps
From:
Tazia Smith <
To:
jeevacationegmail.com
Subject: Consider: $10-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
), 3mL+85bps [C] From: Tazia Smith < Date: Tue, 08 Apr 2014 13:42:53 -0400 To: jeevacationegmail.com Cc: Joe Hall <joe.hall9db.com>, mark.wh man8db.com Paul Morris < Vahe Stepanian Vinit Sahni < >, Nav Gupta Classification: Confidential • * Prepared exclusively for Jeffrey Epstein, Key Client Partners (KCP) Jeffrey - Globally you are seeing the rotation from high-beta, small cap and growth stocks…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462581.pdf
EFTA01454222
Dataset 10
2014-04-08
1p
419w
Subject:
Consider: 510-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
), 3mL+85bps
To:
[email protected]
,
…Invested (
CROCI
), 3mL+85bps [c] Classification: confidential * * Prepared exclusively for Jeffrey Epstein, Key client Partners (KcP) o * Jeffrey - Globally you are seeing the rotation from high-beta, small cap and growth stocks into large-cap value. This is inline with your early call for us to pull out a concentrated five names. Entry point here. Instead of those single stocks, consider a 510-15mm total return swap on cash Return On Capital Invested (
CROCI
) index. Specifically, the
CROCI
sub-index…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01454222.pdf
EFTA01197268
Dataset 9
2014-04-08
3p
864w
Subject:
Consider: 510-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
),
From:
Tazia Smith
To:
jeevacationggmail.com
From: Tazia Smith To: jeevacationggmail.com Cc: Joe Hall , Paul Morris Vahe Ste , Vinit Sahni , Nay Gupta Subject: Consider: 510-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
), 3mL+85bps [C] Date: Tue, 08 Apr 2014 17:42:53 +0000 Attachments: FINAL I-34272-1_slimCROCI 12-31-13.pdf Inline-Images: unnamed; unnamed(1); unnamed(2); unnamed(3) Classification: Confidential " Prepared exclusively for Jeffrey Epstein, Key Client Partners (KCP) • " Jeffrey - Globally you are seeing the rotation…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01197268.pdf
EFTA01202453
Dataset 9
2014-05-15
5p
1,711w
Subject:
Fw: Consider: $10-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
),
From:
Tazia Smith
To:
[email protected]
…lowest YTD (chart 1) and bunds to the lowest in 12mths (Chart 2)) we could see further inflows in favour of "income strategies in the equity space. Dividends could come back again as a theme to play in this "anaemic" market for returns. A part from
CROCI
DIVIDEND strategies (the core for an asset allocation in dividend stocks via dynamic strategies), here are a few DB custom synthetic baskets that are investing in "dividend" related stocks (static baskets): EFTA01202453 DBCGDD3N …
https://www.justice.gov/epstein/files/DataSet%209/EFTA01202453.pdf
EFTA01462626
Dataset 10
2014-05-15
4p
1,222w
Subject:
Fw: Consider: $10-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
), 3mL+85
From:
Tazia Smith
To:
eevacation mail.com
…Classification: For internal use only Ciao as bond yields are still going down (US 10Y to the lowest YTD (chart 1) and bunds to the lowest in 1 2mths (Chart 2)) we could see further inflows in favour of "income" strategies in the equity space. Dividends could come back again as a theme to play in this "anaemic" market for returns. A part from
CROCI
DIVIDEND strategies (the core for an asset allocation in dividend stocks via dynam is strategies)…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462626.pdf
EFTA01454220
Dataset 10
2014-05-15
1p
330w
Subject:
Fw: Consider:$10-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
), 3m1+85bps or relative
From:
Tazia Smith
To:
[email protected]
…lowest YTD (chart 1) and bunds to the lowest in 12mths (Chart 2)) we could see further inflows in favour of "income" strategies in the equity space. Dividends could come back again as a theme to play in this "anaemic" market for returns. A part from
CROCI
DIVIDEND strategies (the core for an asset allocation in dividend stocks via dynamic strategies), here are a few DB custom synthetic baskets that are investing in "dividend" related stocks (static baskets): DBCGDD3N Dependable…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01454220.pdf
EFTA01447274
Dataset 10
2014-05-15
1p
334w
Subject:
Fw: Consider:510-15mm Total Return Swap on Cash Return On Capital Invested (
CROCI
), 3m1+85bps or relative
From:
Tazia Smith
To:
jeevacation@gmaitcom
…lowest YID (chart 1) and bunds to the lowest in 12mths (chart 2)) we could see further inflows in favour of "income" strategies in the equity space. Dividends could come back again as a theme to play in this "anaemic" market for returns. A part from
CROCI
DIVIDEND strategies (the core for an asset allocation in dividend stocks via dynamic strategies), here are a few DB custom synthetic baskets that are investing in "dividend" related stocks (static baskets): DBCGDD3N Dependable…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447274.pdf
EFTA01453691
Dataset 10
2004-02-02
1p
437w
CROCI
US Index (ticker DBUSCRUT) Simulated data prior to 2/2/04 Historical index performance. 2/1/ 6 1/31/14 Relative performance vs. S&P 500 Index Index performance 3000 The relative performance line plots the Index return compared 12000 to the benchmark return. The line moves upward if Index 2500 return exceeds benchmark retum and vice-versa AW"S 10003 9".."11W'NeNv"trin 2030 8000 6000 1500 4000 1020 .0 2000 500 0 0 96 97 98…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453691.pdf
EFTA01453698
Dataset 10
1p
217w
…positior02
CROCI
indices are rebalanced on a monthly basis and are equally weighted.. —
CROCI
World and
CROCI
World ex Japan Indices are targeted to be region neutral to the MSCI World and MSCI Kokusai Indices respectively. —
CROCI
Sectors III Index selects the 10 stocks with the lowest economic P/E from each of the three global sectors with the lowest median economic P/E. (1) That are included in the
CROCI
database (2)
CROCI
Global Dividends Index and
CROCI
US…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453698.pdf
EFTA01447283
Dataset 10
1p
292w
…to get things right. Team . Dedicated 60 persons with an average 11 year tenure at DB. Published
CROCI
indices There are 10
CROCI
indices which have been used to model investment strategies using various product wrappers by DB entities throughout the world. In the United States, Deutsche Investment Management Americas, Inc. (DIMA) has the capability of offering investment mandates utilizing the
CROCI
valuation process and indices. Past performance is not indicative of future results. Indices are sponsored by DB AG…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447283.pdf
EFTA01447131
Dataset 10
2004-02-01
1p
415w
…performance fees or expenses, if applicable. All
CROCI
indices in this presentation have a history that combines backtested data with live data. Inception dates refer to the first instance of a
CROCI
index which would have been backtested and live dates refer to the moment in time when a particular
CROCI
index was no longer backtested (i.e. "live"). All
CROCI
performance shown in this presentation reflects the returns of an index and not any investment product, portfolio management or…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447131.pdf
EFTA01454244
Dataset 10
2014-01-31
1p
373w
…benchmark indices as of 1/31/14 Excess Index live Cumulative Compounded
CROCI
Index Benchmark index annualised dater growth annual growth return2 US S&P 500 Index TR 2/1/04 151.4% 9.7% 2.9% Euro EuroSTOXX 50 TR 2/1/04 102.6% 7.3% 3.7% Japan TOPIX 100 TR 2/1/04 42.7% 3.6% 1.4% World USD MSCI World USD Net TR Index 11/25/10 47.9% 13.1% 2.0…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01454244.pdf
EFTA01453676
Dataset 10
2014-04-08
1p
299w
…III, Global Dividends and US Dividends
CROCI
Dividends targets companies with sustainable dividends AND attractive valuations (performance below and p 7 of the attached) 13-Month TRS on DBUSSDUT Spot 4739.30 Indicative financing: L+65bps IM: 13-Month TRS on DBUSSDUT vs. SPX (long/short) Spot Indicative financing: IM: Indicative levels as of 4/8/14. Source: DB GM Equity Derivatives. * (Enterprise Value/Net Capital Invested)/(Cash Return on Capital Invested) 5-Year History of
CROCI
US DIVIDENDS vs…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453676.pdf
EFTA01453683
Dataset 10
2014-01-31
1p
373w
…benchmark indices as of 1/31/14 Excess Index live Cumulative Compounded
CROCI
Index Benchmark index annualised dater growth annual growth return2 US S&P 500 Index TR 2/1/04 151.4% 9.7% 2.9% Euro EuroSTOXX 50 TR 2/1/04 102.6% 7.3% 3.7% Japan TOPIX 100 TR 2/1/04 42.7% 3.6% 1.4% World USD MSCI World USD Net TR Index 11/25/10 47.9% 13.1% 2.0…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453683.pdf
EFTA01447287
Dataset 10
2014-01-31
1p
373w
…benchmark indices as of 1/31/14 Excess Index live Cumulative Compounded
CROCI
Index Benchmark index annualised dater growth annual growth return2 US S&P 500 Index TR 2/1/04 151.4% 9.7% 2.9% Euro EuroSTOXX 50 TR 2/1/04 102.6% 7.3% 3.7% Japan TOPIX 100 TR 2/1/04 42.7% 3.6% 1.4% World USD MSCI World USD Net TR Index 11/25/10 47.9% 13.1% 2.0…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447287.pdf
EFTA01468293
Dataset 10
2014-04-08
4p
711w
Subject:
Fw: Joe - this is m draft. Still awaiting pricing [I]
From:
Tazia Smith <
To:
Paul Morris <
…Still awaiting pricing [I] Classification: For internal use only Thanks Tazia. A couple of comments; - In the title and in the first paragraph you have inverted "Capital Invested". - Re the chart of the US divs performance; I don't know whether compliance would allow you to just choose an arbitrary time frame. If that is the total time-frame available then that is okay. - In the line; "10 total indices in the
CROCI
family: US, UK, Japan, Germany, Euro, World…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468293.pdf
EFTA01454231
Dataset 10
2014-01-31
1p
373w
…benchmark indices as of 1/31/14 Excess Index live Cumulative Compounded
CROCI
Index Benchmark index annualised dater growth annual growth return2 US S&P 500 Index TR 2/1/04 151.4% 9.7% 2.9% Euro EuroSTOXX 50 TR 2/1/04 102.6% 7.3% 3.7% Japan TOPIX 100 TR 2/1/04 42.7% 3.6% 1.4% World USD MSCI World USD Net TR Index 11/25/10 47.9% 13.1% 2.0…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01454231.pdf
EFTA01447124
Dataset 10
1p
175w
CROCI
team structure Francesco Curto Head of
CROCI
(1998) 1 Cohn McKenzie (1998) Joe Hall (2013) Markus Barth (2002) Chris Wane (2000) Fred Schachinger (2013) Shinil Balakrishnan (2006) Sarvesh Agrawal (2002) Karan Mehta (2010) Michael Yakir (2001) Dirk Schlueter (2012) JB Mayer (2010) Lynn Mulligan (1999) M-RO (Stew Virginie Galas (1995) Chris Town (2000) Mukarram Ali (2010, 2002) Sujit Modi (2007, 2003) Subha Rathi (2011, 2009) Venkat Bijjaram (2007, 2004) Gyanendra Jaiswal (2007, 2005) Yogendar Khairari (2007, 2003) Mital…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447124.pdf
EFTA01454236
Dataset 10
2014-04-08
1p
285w
…
CROCI
Analyst team (60 people globally) assess each company in it's global universe (800 stocks) from an Economic PE perspective, adjusting balance sheets to reconcile operating cash flow across sectors for comparable stock-valuation • Quantitative selection - stocks selected each month based on the lowest price-to-operating-earnings ratio, based on their valuation metrics (above) • Stock universe is ex-financials • Re-sets monthly • Transparent - pull up the
CROCI
indices on Bloomberg for mark-to-market (ex: DBUSSDUT =
CROCI
…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01454236.pdf
EFTA01447130
Dataset 10
2004-02-02
1p
438w
CROCI
US Index (ticker DBUSCRUT) Simulated data prior to 2/2/04 Historical index performance. 2/1/ 6 1/31/14 Relative performance vs. S&P 500 Index Index performance 3000 The relative performance line plots the Index return compared 12000 to the benchmark return. The line moves upward if Index 2500 return exceeds benchmark retum and vice-versa AW"S 10003 9".."11W'NeNv"trin 2030 8000 6000 1500 4000 1020 .0 2000 500 0 0 96 97 98…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447130.pdf
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