-27.6% VIX %Range 68.7% 30.8% 50.2% 25.0% 24.7% 37.7% 42.1% 22.8% 135.3% 127.3% 62.2% 54.1% Footnote Data source: Bloomberg L.P. and Harvest Volatility Management, tt.0 I OISIN, art reteAt en-Men. NI al fen) 1110f 04. Ve.ir • WS re -e+.6"Ylltt pe w -444.3 te mina 4W. remtt .n.L.Anttl ane " v kn. Pt b' ,

GIPS Disclaimers and Other Important Information: Harvest Volatility Management, LLC ("HVAr) claims compliance with the Global Investment Performance Standards (GIPS*) and has prepared and presented this report in compliance with

FFER AND CONFIDENTIAL: This communication is provided for your internal use only. The Information contained herein is proprietary and confidential to Harvest Volatility Management LLC (the "Adviser) and may not be disclosed to third parties or duplicated or used for any purpose other than the purpose for which it has been prov

eg strategies are generally higher than those for single-leg strategies. The information contained herein, including any attachments, is provided by Harvest Volatility Management, LLC ("Harvest or HVM") on a confdential basis to the intended recipient solely for informational purposes. Any dissemination, re-distribution or Ot

DISCLAIMER The information contained here, including any attachments, is provided by Harvest Volatility Management, LLC ("Harvest" or "HVM") on a confidential basis to the intended recipient solely for informational purposes. Any dissemination, re-distribution or

.6% 77.8% VIX %Range 68.7% 30.8% 50.2% 25.0% 24.7% 37.7% 42.1% 22.8% 135.3% 127.3% 62.2% 54.1% 327.6% Data source: Bloomberg L.P. and Harvest Volatility Management, LLC I. aliallaatelsom asmiela el Sea 2. W Cse law resemie el sway VIM re saaOrd " Aorta kn. mast ♦RYa y✓MO'f a Earl -reviews. Ora ea* "ash

rn 20 r, 10 o -3.0 -20 ri,g -3o ?I -40 1995 1997 1999 2001 2003 2005 2007 2009 2011 2013 2015 2017 Data source: Bloomberg L.P. and Harvest Volatility Management, LW The strategy seeks to monetize the positive spread of implied versus realized volatility in US broad-based index option markets f92=1 , I I

FFER AND CONFIDENTIAL: This communication is provided for your internal use only. The information contained herein is proprietary and confidential to Harvest Volatility Management ILC (the "Adviser") and may not be disclosed to third parties or duplicated or used for any purpose other than the purpose for which it has been pro

cial — Paul Barrett, Alpha Group Capital Discussed ISDA setup for SF and SIC Discussed more complex FX strategies that Martin can offer Introduced Harvest Volatility Management Paul also wants to see structured notes weekly Stewart Oldfield, CFA, CAIA Director Deutsche Bank Trust Company Americas Deutsche Bank Wealth Ma

nd Regards, Richard L. Selvala, Jr. Chief Executive Officer HARVEST 420 Lexington Avenue - Suite 2620 New York, NY 10170 www.harvestvolmgt.com Harvest Volatility Management, LLC and its service provider, reserve the right to monitor and archive all e-mail in compliance with the rules of the SEC. The information containe

ibution list. Kind Regards, Richard L. Selvala, Jr. Chief Executive Officer Ab1/4 HARVEST 420 Lexington Avenue - Suite 2620 New York, NY 10170 Harvest Volatility Management, LW and its service provider, reserve the right to monitor and archive all e-mail in compliance with the rules of the SEC. The information contained

eg strategies are generally higher than those for single-leg strategies. The information contained herein, including any attachments, Is provided by Harvest Volatility Management, LLC ("Harvest or HVM") on a confdential basis to the intended recipient solely for Informational purposes. Any dissemination, re-distribution or Ot