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ategy up to —4x on a given amount of collateral. Of course, this would increase the potential return and risk, but would also maintain the favorable Sharpe ratio and low correlation to equities. As an example, on a given amount of collateral, 3x exposure would result in 210bps of incremental return over
From: Andrew King Sent: 10/17/2017 12:24:31 PM To: Paul Barrett CC: Stewart Oldfield Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy Paul, 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 d
2 mentions1 same-page
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tegy up to - 4x on a given amount of collateral. Of course, this would increase the potential return and risk, but would also maintain the favorable Sharpe ratio and low correlation to equities. As an example, on a given amount of collateral, 3x exposure would result in 210bps of incremental return over
together to get this done. Thanks From: Andrew King Sent: Tuesday, October 17, 2017 12:25 PM To: Paul Barrett Cc: Stewart Oldfield Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy Paul, 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 d
2 mentions1 same-page
Page ?Same page
ategy up to 'Mx on a given amount of collateral. Of course, this would increase the potential return and risk, but would also maintain the favorable Sharpe ratio and low correlation to equities. As an example, on a given amount of collateral, 3x exposure would result in 210bps of incremental return over
From: Stewart Oldfield Sent: 1/26/2018 1:52:55 PM To: Andrew King Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy Did anything happen with this? Thanks From: Andrew King Sent: Wednesday, October 18, 2017 11:17 AM To: Paul Barrett < Cc: Stewart Oldfield < Su
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2 mentions1 same-page
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ategy up to —4x on a given amount of collateral. Of course, this would increase the potential return and risk, but would also maintain the favorable Sharpe ratio and low correlation to equities. As an example, on a given amount of collateral, 3x exposure would result in 210bps of incremental return over
From: Stewart Oldfield Sent: 1/29/2018 5:39:59 PM To: Paul Barrett CC: Andrew King BCC: Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy Paul, Given the recent uptick in vol, does it make sense to discuss this in any more detail? Hope all is well. Thanks From: Paul Barrett Sent: T
2 mentions1 same-page
Page ?Same page
ategy up to -4x on a given amount of collateral. Of course, this would increase the potential return and risk, but would also maintain the favorable Sharpe ratio and low correlation to equities. As an example, on a given amount of collateral, 3x exposure would result in 210bps of incremental return over
From: Andrew King Sent: 10/18/2017 11:17:1O AM To: Paul Barrett CC: Stewart Oldfield Subject RE: DB - Harvest Collateral Yield Enhancement Strategy Good morning Paul — please let me know when would work best to speak today. From: Paul Barrett (mailt ] Sent: Tuesday, October 17, 2017 11:23 PM
2 mentions1 same-page
Page ?Same page
ategy up to -4x on a given amount of collateral. Of course, this would increase the potential return and risk, but would also maintain the favorable Sharpe ratio and low correlation to equities. As an example, on a given amount of collateral, 3x exposure would result in 210bps of incremental return over
From: Stewart Oldfield Sent: 2/5/2018 3:16/1 To: Paul Barrett BCC: Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy 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 ove
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