EFTA01388936.txt Text dataset_10 View on DOJ

This email exchange discusses the Harvest Collateral Yield Enhancement Strategy, with Andrew King explaining its potential returns and risk management aspects to Paul Barrett. Paul Barrett expresses concerns about the returns, while Stewart Oldfield suggests revisiting the strategy given recent market volatility.

Subject

RE: DB - Harvest Collateral Yield Enhancement Strategy

Sender

Stewart Oldfield

Recipients

Paul Barrett

Document ID

DB-SDNY-0092914

Date

2018-02-05

This is quite a few days we've been having. I would like to see the market find a floor here, but perhaps it makes sense to revisit the Harvest overlay strategy over the next couple of weeks.

You're right that the returns have been around 70bps since Dec 2013. However, it's important to note that this is an overlay strategy, and doesn't require additional capital outlay. Due to this, all returns are incremental to the return that you would also earn on your collateral.

I reviewed the returns over the past 4 years and they are not that exciting. It has averaged around 70bps return over that time period. I like the concept but not sure the strategy generates enough returns. Happy to discuss more if you think I missed something.

Financial transactions/money flowBusiness dealings

Stewart OldfieldPaul BarrettAndrew King

Alpha Group Capital LLCDB

Tone

professional

Purpose

Discussion of the Harvest Collateral Yield Enhancement Strategy and its potential returns.

Significance

The email chain discusses the potential returns and risks associated with the Harvest Collateral Yield Enhancement Strategy.

File Name

EFTA01388936.txt

Dataset

dataset_10

Type

Text

Model

gemini-2.0-flash-001

Processed

2026-02-07T18:41:32.919396

DOJ Source

View on DOJ