Subject: RE: Sample Risk Premia Portfolio From: Tazia Smith ‹ > Date: Thu, 07 Dec 2017 09:25:25 -0500 To: Ashish Malhotra Cc: "Briana Little Michael S Jacob Xavier Avila Martin Zeman Joshua Shoshan Davide-A Sferrazza Alison-T Sinicropi Good Morning Ashish — Recall our two risk premia discussions from earlier this year including the revenue share opportunity with Deutsche Asset Management. I don't want to distract you from Eden, but my colleagues have solved for a note implementation solution — cusip can be booked into your current account — as opposed to the swap implementation we were discussing for the example in the April email chain below. We currently have an anchor indication on a 10x levered note on a 5% target vol, multi asset portfolio with 90% put protection. I thought this underlying and exposure was very relevant for you based on our prior conversations, AND the implementation solves the ISDA issues! See below/attached. We will give you a call to discuss. All Our Best, Tazia DB Delta One Full Capital at Risk Note Linked to a Leveraged Risk Premia Basket Portfolio Format DB Senior Unsecured Note EFTA01409325