Epstein File EFTA00818577: Forced and Targeted (DS9)

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Epstein File EFTA00818577: Forced and Targeted (DS9)

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This document contains financial market analysis discussing risk parity portfolios, bond-equity correlations, and volatility-targeted fund strategies. It references forced deleveraging scenarios, market positioning in S&P 500 and bonds, and analyzes the mechanics of risk parity fund behavior during market stress, citing approximately $200 billion in unlevered assets under management in risk parity strategies.

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forced targeted

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Excerpt 1

7-10y proxy) over the past year, positive hourly bond-equity correlation has rarely occurred currently it is +68 bfmAB8D Source: Bloomberg Potential **Forced**

Excerpt 2

Market Positioning Remains Extended in SPX and Bonds; Risk Parity Portfolios are at Highs, Fully Levered As a reminder, risk parity vol-**targeted** funds

Excerpt 3

As a result, deleveraging is much more a function of an uptick in bond realized vol Below chart shows "danger zones" for de-leveraging in vol-**targeted**