Andrew King, an Investment Specialist at Deutsche Bank, follows up on a previous meeting with Paul regarding the Harvest Collateral Yield Enhancement Strategy (CYES). The strategy involves managing a portfolio of short-dated index option spreads on the S&P 500 index to exploit volatility risk premium and time decay properties. It aims to add incremental returns and diversification benefits to an investor's portfolio without requiring capital outlay. The strategy is managed by Harvest, a leader in managed option strategies with over $108 billion in AUM.
doj/DataSet10/EFTA01386919.pdf
{"key_people":["Andrew King","Stew Oldfield","Paul"],"document_type":"correspondence","key_locations":["345 Park Avenue, New York, NY 10154"],"document_subtype":"letter","key_organizations":["Deutsche Bank","Harvest"]}