Illegal Activity
none
Blackmail
none
Date
2018-02-22
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This email exchange discusses the Harvest Collateral Yield Enhancement Strategy, with Andrew King providing information to Paul Barrett and Vahe Stepanian requesting updates. The strategy involves managing short-dated index option spreads on the S&P 500 index to generate incremental returns.
Metadata
- Subject
- RE: DB - Harvest Collateral Yield Enhancement Strategy [I] [C]
- Sender
- Vahe Stepanian
- Recipients
- Andrew King, Stewart Oldfield
- Document ID
- EFTA01434286.txt
- Date
- 2018-02-22
Relationships 4
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Vahe Stepanian | Business | Andrew King | Vahe requests information from Andrew regarding the Harvest Collateral Yield Enhancement Strategy for a client. |
| Andrew King | Business | Paul Barrett | Andrew provides information to Paul about the Harvest Collateral Yield Enhancement Strategy. |
| Stewart Oldfield | Business | Andrew King | Stewart directs Andrew to send information to Paul Barrett. |
| Paul Barrett | Employment | Alpha Group Capital LLC | Paul Barrett works at Alpha Group Capital LLC. |
Notable Quotes 2
You're right that the returns have been around 70bps since Dec 2013.
As background, CYES is an overlay that seeks to exploit the volatility risk premium and time decay properties of options by actively managing a portfolio of short-dated index option spreads on the S&P 500 index.
Financial Information
Amounts:70bps210bps$10BN
Assets:
- collateral
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealingsCommunications/correspondence
Organizations 7
DBDeutsche BankDeutsche Bank Securities Inc.Deutsche Bank Wealth ManagementHarvestAlpha Group Capital LLCKCP
Locations 3
New York, NY345 Park Avenue, New York, NY 10154142 W 57th Street, 11th Floor, New York, NY 10019
Text Analysis
- Tone
- Professional
- Purpose
- To discuss and provide information about the Harvest Collateral Yield Enhancement Strategy.
- Significance
- The email chain discusses a potential investment strategy and its performance.
File Info
- File Name
- EFTA01434286.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:56.270866
- DOJ Source
- View on DOJ