Illegal Activity
none
Blackmail
none
Date
2018-02-22
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
This email chain discusses the DB Harvest Collateral Yield Enhancement Strategy, with Andrew King providing information to Vahe Stepanian and Paul Barrett. The strategy is presented as an overlay that can add incremental returns to an existing portfolio with low correlation to equities.
Metadata
- Subject
- RE: DB - Harvest Collateral Yield Enhancement Strategy [I] [C]
- Sender
- Andrew King
- Recipients
- Vahe Stepanian, Stewart Oldfield
- Document ID
- —
- Date
- 2018-02-22
Relationships 4
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Andrew King | business | Vahe Stepanian | Andrew King is providing information about the DB Harvest Collateral Yield Enhancement Strategy to Vahe Stepanian. |
| Andrew King | business | Stewart Oldfield | Andrew King and Stewart Oldfield are working together on the DB Harvest Collateral Yield Enhancement Strategy. |
| Stewart Oldfield | business | Paul Barrett | Stewart Oldfield is connecting Paul Barrett with Andrew King to discuss the DB Harvest Collateral Yield Enhancement Strategy. |
| Andrew King | business | Paul Barrett | Andrew King is providing information about the DB Harvest Collateral Yield Enhancement Strategy to Paul Barrett. |
Notable Quotes 2
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.
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
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealingsCommunications/correspondence
Organizations 6
DBDeutsche BankDeutsche Bank Securities Inc.Deutsche Bank Wealth ManagementAlpha Group Capital LLCHarvest
Locations 4
New YorkNY345 Park Avenue, New York, NY 10154142 W 57th Street, 11th Floor, New York, NY 10019
Text Analysis
- Tone
- Professional
- Purpose
- To provide information and follow up on the DB Harvest Collateral Yield Enhancement Strategy with potential clients.
- Significance
- The document shows the process of marketing and explaining a financial strategy to potential clients.
File Info
- File Name
- EFTA01435741.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:56.831235
- DOJ Source
- View on DOJ