Illegal Activity
none
Blackmail
none
Date
2017-10-18
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
Andrew King from Deutsche Bank is following up with Paul Barrett from Alpha Group Capital LLC regarding the Harvest Collateral Yield Enhancement Strategy. The email chain discusses the strategy's returns, risks, and potential benefits.
Metadata
- Subject
- RE: DB - Harvest Collateral Yield Enhancement Strategy
- Sender
- Andrew King
- Recipients
- Paul Barrett
- Document ID
- —
- Date
- 2017-10-18
Relationships 3
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Andrew King | business | Paul Barrett | Andrew King is trying to sell Paul Barrett on the Harvest Collateral Yield Enhancement Strategy. |
| Andrew King | business | Stewart Oldfield | Andrew King is on Stewart Oldfield's team at DB. |
| 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
- portfolio
Transactions:
- Harvest Collateral Yield Enhancement Strategy (CYES)
- managed option strategy
- overlay strategy
- short-dated index option spreads on the S&P 500 index
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealingsCommunications/correspondence
Organizations 5
Alpha Group Capital LLCDeutsche Bank Securities Inc.Deutsche Bank Wealth ManagementDBHarvest
Locations 3
New York, NY142 W 57th Street, 11th Floor, New York, NY 10019345 Park Avenue, New York, NY 10154
Financial Entities 1
S&P 500 index
Text Analysis
- Tone
- professional
- Purpose
- To provide information about the Harvest Collateral Yield Enhancement Strategy and encourage Paul Barrett to invest.
- Significance
- This document shows the communication between Deutsche Bank and Alpha Group Capital LLC regarding a potential investment strategy.
File Info
- File Name
- EFTA01436312.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:04.399413
- DOJ Source
- View on DOJ