A confidential financial strategy document prepared for Jeffrey Epstein, discussing a $10-15 million total return swap on the Cash Return On Capital Invested (CROCI) index, focusing on dividend-paying US equities. The document outlines the benefits of active valuation for passive price, quantitative stock selection, and the potential for tax-efficient, liquid, levered exposure via a total-return swap.
doj/DataSet10/EFTA01454254.pdf
{"title":"Consider: $10-15mm Total Return Swap on Cash Return On Capital Invested (CROCI)","key_people":["Jeffrey Epstein","Joe Hall"],"document_date":"04/08/2014","document_type":"correspondence","key_organizations":["Key Client Partners (KCP)","DB CROCI Analyst team"],"reference_numbers":["DB-SDNY-0112254","SDNY_GM_00258438","EFTA01454254"]}