Harvest Volatility Management, LLC

Harvest Volatility Management, LLC (HVM) is an investment advisor based in Norwalk, Connecticut, established on March 12, 2008. The firm specializes in providing investment advisory services on a discretionary basis to clients, including separately managed accounts, investment companies, and corporations. HVM's investment strategies include the Collateral Yield Enhancement Strategy (CYES), Dynamic Delta Overlay Strategy (DDOS), and Delta Lite (DLIT), focusing on option-based overlay strategies to generate incremental cash flow and improve risk-adjusted returns. HVM exercises broad investment discretion as outlined in the Governing Documents. The firm charges management fees ranging from 0.25% to 0.85%, with fees based on the account value or mandate size. Additionally, HVM may receive performance-based fees and other compensation, subject to a loss carryforward provision. The firm does not have custody of client assets, which are held by a custodian chosen by the client. HVM operates under a Code of Ethics to prioritize client interests and comply with applicable securities laws. The firm has implemented policies to address conflicts of interest and regularly reviews client accounts to ensure adherence to investment guidelines and performance evaluation.