EFTA Document EFTA01385997

From: Stewart Oldfield Sent: 11/29/2017 2:30:22 PM To: Andrew King Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy III Classification: For internal use only Cool, thanks From: Andrew King Sent: Wednesday, November 29, 2017 2:30 PM To: Stewart Oldfield Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy (I] This is who we've sent it to already: Harvest conversations • Paul Barrett — sent — have engaged with him in follow-up conversation • Third Lake - sent • Tisch - sent I'm sending the rest out this afternoon. From: Stewart Oldfield Sent: Wednesday, November 29, 2017 2:22 PM To: Andrew King Subject: RE: DB - Harvest Collateral Yield Enhancement Strategy Ill Classification: For Internal use only Thanks. I totally forgot we sent a couple of these out. From: Andrew King Sent: Wednesday, November 29, 2017 2:21 PM To: Stewart Oldfield Subject: FW: DB - HaMINII IIPancement Strategy FYI - we sent back in October. I'll follow up to see if they'd like to discuss further. From: Andrew King Sent: Thursday, October 19, 2017 5:28 PM To: 'Paul Watson' <7 Cc: Stewart Oldfield Subject: DB - Harvest Collateral Yield Enhancement Strategy Paul, I hope all is well. I'm reaching out as we've recently added a managed option strategy to our platform and I thought you might have interest; the Harvest Collateral Yield Enhancement Strategy (CYES). As background, CYES is an overlay that seeks to exploit the volatility risk premium and time decay properties of options by actively managing a portfolio of short-dated index option spreads on the S&P 500 index. The strategy sells options to CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087502 CONFIDENTIAL SDNY_GM_00233686 EFTA01385997