Gregory P. Asset Management

LLC (SSOS)

Fund Investment Objectives

The Seasonal Spread and Option Strategy combines discretionary and seasonal analysis to trade Agricultural, Livestock, Energy and Interest Rate futures. The program may target markets exhibiting certain correlations and/or regression characteristics allowing for the opportunity to utilize spreads, butterflies, and condor positions. The strategy utilizes futures spreads in approximately 95% of the trades. The other 5% consist of options trades.