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Case Filesd-10-EFTA01386013Dept. of JusticeRE: DB - Harvest Collateral Yield Enhancement Strategy (Andrew King, 10/17/2017)
October 17, 20171p
Case File
sd-10-EFTA01386013Dept. of JusticeRE: DB - Harvest Collateral Yield Enhancement Strategy (Andrew King, 10/17/2017)
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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 doesn't require additional capital outlay. Due to this, all returns are incremental to the return that you would also earn on your collateral. Additionally, the strategy has a 25% margin requi
Date
October 17, 2017
Source
Dept. of Justice
Reference
sd-10-EFTA01386013
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1
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0
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