----

----

|   |   |                                                                                                   |
|--------|--------|--------------------------------------------------------------------------------------------------------|
| þ |   | ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 [NO FEE REQUIRED] |
|   |   |                                                                                                   |
|   |   | For the Fiscal Year Ended December 31, 2012                                                       |
|   |   |                                                                                                   |

|   |   |                                                                                                       |
|--------|--------|------------------------------------------------------------------------------------------------------------|
| o      |   | TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 [NO FEE REQUIRED] |
|   |   |                                                                                                       |
|   |   | For the transition period from ___________ to __________                                                   |
|   |   |                                                                                                       |

| Commission file number |   | 000-54311 |   |
|------------------------|--------|-----------|--------|

|                                                     |
|----------------------------------------------------------|
|  CAMPBELL GLOBAL TREND FUND, L.P.                   |
|  (Exact name of Registrant as specified in charter) |

|                           |   |                                        |
|--------------------------------|--------|---------------------------------------------|
|                           |   |                                        |
| Delaware                       |   | 27-1412568                                  |
|   (State of Organization) |   |   (IRS Employer Identification Number) |
|                           |   |                                        |

|   |  2850 Quarry Lake Drive                                                      |   |
|--------|-----------------------------------------------------------------------------------|--------|
|   |  Baltimore, Maryland 21209                                                   |   |
|   |  (Address of principal executive offices, including zip code)                |   |
|   |                                                                              |   |
|   |  (410) 413-2600                                                              |   |
|   |  (Registrant's telephone number, including area code)                        |   |
|   |                                                                              |   |
|   | Securities registered pursuant to Section 12 (b) of the Act:  None |   |
|   |                                                                              |   |
|   | Securities registered pursuant to Section 12 (g) of the Act:            |   |
|   |                                                                              |   |
|   | Units of Limited Partnership Interest                                             |   |
|   |  (Title of Class)                                                            |   |
|   |                                                                              |   |

|                      |   |                |   |                                                                  |   |                             |
|---------------------------|--------|---------------------|--------|-----------------------------------------------------------------------|--------|----------------------------------|
| Large accelerated filer o |   | Accelerated filer o |   | Non-accelerated filer o (Do not check if a smaller reporting company) |   | Smaller Reporting Company þ |

----

----

----

----

|   | (a)    | The Following documents are filed as part of this report on Form 10-K/A:  |
|--------|--------|--------------------------------------------------------------------------------|
|   | (1)    |                                                                           | See Financial Statements beginning on page 4 thereof. |
|   |   |                                                                           |   |
|   | (2)    |                                                                           | Schedules: |
|   |   |                                                                           |   |
|   |   |                                                                           | Financial statement schedules have been omitted because they are not included in the financial statements or notes hereto applicable or because equivalent information has been included in the financial statements or notes thereto. |
|   |   |                                                                           |   |
|   | (3)    |                                                                           | Exhibits |

|           |   |                    |                                                                                                                                           |   |
|----------------|--------|-------------------------|------------------------------------------------------------------------------------------------------------------------------------------------|--------|
| Exhibit Number |   | Description of Document |
|           |   |                    |                                                                                                                                           |   |
|           |   |                    |                                                                                                                                           |   |
|           |   |                    |                                                                                                                                           |
| 31.01          |   |                    | Certification of G. William Andrews, Chief Executive Officer, pursuant to Rules 13a-14 and 15d-14 of the Securities Exchange Act of 1934. |
|           |   |                    |                                                                                                                                           |   |
| 31.02          |   |                    | Certification of Gregory T. Donovan, Chief Financial Officer, pursuant to Rules 13a-14 and 15d-14 of the Securities Exchange Act of 1934. |
|           |   |                    |                                                                                                                                           |

----

|   |
|--------|

|   |                                         |                                 |   |   |
|--------|----------------------------------------------|--------------------------------------|--------|--------|
|   |  CAMPBELL GLOBAL TREND FUND, L.P.  |                                 |
|   | By:                                | CAMPBELL & COMPANY, INC.    |   |
|   |                                         | General Partner                 |   |
|   |
|   | By:                                | /s/ G. William Andrews          |   |
|   |                                         | G. William Andrews                   |   |
|   |                                         | Chief Executive Officer and Director |   |
|   |

|                     |   |         |   |                                                  |
|--------------------------|--------|--------------|--------|-------------------------------------------------------|
| Signature                |   |         |   | Capacity                                              |
|                     |   |         |   |                                                  |
| /s/ D. Keith Campbell    |   |         |   | Chairman of the Board of Directors                    |
|  D. Keith Campbell  |   |         |   |                                                  |
|                     |   |         |   |                                                  |
| /s/ G. William Andrews   |   |         |   | Director and Chief Executive Officer             |
|  G. William Andrews |   |    |   |                                             |
|                     |   |         |   |                                                  |
| /s/ Michael S. Harris    |   |         |   | Director and President                                |
| Michael S. Harris        |   |         |   |                                                  |
|                     |   |         |   |                                                  |
| /s/ Thomas P. Lloyd      |   |         |   | Director and General Counsel                          |
| Thomas P. Lloyd          |   |         |   |                                                  |
|                     |   |         |   |                                                  |
| /s/ Gregory T. Donovan   |   |         |   | Chief Financial Officer, Principal Accounting Officer |
|  Gregory T. Donovan |   |         |   |                                                  |

----

----

|                                                                                                                                                                                                       |   |   |
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------|--------|
|                                                                                                                                                                                                       |   | PAGES  |
|                                                                                                                                                                                                       |   |   |
| Report of Independent Registered Public Accounting Firm                                                                                                                                                    |   | 6      |
|                                                                                                                                                                                                       |   |   |
| Financial Statements                                                                                                                                                                                       |   |   |
|                                                                                                                                                                                                       |   |   |
| Condensed Schedules of Investments as of December 31, 2012 and 2011                                                                                                                                   |   | 7-9    |
|                                                                                                                                                                                                       |   |   |
| Statements of Financial Condition as of December 31, 2012 and 2011                                                                                                                                    |   | 10     |
|                                                                                                                                                                                                       |   |   |
| Statements of Operations for the Years Ended December 31, 2012, 2011 and the Period April 6, 2010 (inception) through December 31, 2010                                                     |   | 11     |
|                                                                                                                                                                                                       |   |   |
| Statements of Cash Flows for the Years Ended December 31, 2012, 2011 and the Period April 6, 2010 (inception) through December 31, 2010                                                     |   | 12     |
|                                                                                                                                                                                                       |   |   |
| Statements of Changes in Partners’ Capital (Net Asset Value) for the Years Ended December 31, 2012, 2011 and the Period April 6, 2010 (inception) through December 31, 2010 |   | 13-15  |
|                                                                                                                                                                                                       |   |   |
| Financial Highlights for the Years Ended December 31, 2012, 2011 and the Period April 6, 2010 (inception) through December 31, 2010                                                         |   | 16-19  |
|                                                                                                                                                                                                       |   |   |
| Notes to Financial Statements                                                                                                                                                                              |   | 20-28  |

----

----

|                    |                                            |                                                                                                                      |             |               |                |
|-------------------------|-------------------------------------------------|---------------------------------------------------------------------------------------------------------------------------|------------------|--------------------|---------------------|
| FIXED INCOME SECURITIES |
|                    |
| MaturityFace Value      |                                            | Description                                                                                                               | FairValues ($)   |               | % of NetAsset Value |
|                    |                                            |
|                    | Bank Deposits                                   |
|                    |                                            |     Finland                                                                                                | $499,826    |               | 2.51 %         |
|                    |                                            |         Financials (cost $499,892)                                                     |             |               |                |
|                    |                                            |                                                                                                                      |             |               |                |
|                    |                                            | Commercial Paper                                                                                                          |             |               |                |
|                    |                                            |     United States                                                                                          |             |               |                |
|                    |                                            |         Energy                                                                         | $1,249,812  |               | 6.26 %         |
|                    |                                            |         Financials                                                                | $1,904,454  |               | 9.55 %         |
|                    |                                            |         Industrials                                                                    | $333,993    |               | 1.67 %         |
|                    |                                            |         Materials                                                                      | $624,952    |               | 3.13 %         |
|                    |                                            |         Telecommunication Services                                                     | $624,849    |               | 3.13 %         |
|                    |                                            |         Utilities                                                                      | $599,964    |               | 3.01 %         |
|                    |                                            | Total Commercial Paper (cost $5,337,080)                                                                                  | $5,338,024  |               | 26.75 %        |
|                    |                                            |                                                                                                                      |             |               |                |
|                    |                                            | Corporate Bonds                                                                                                           |             |               |                |
|                    |                                            |     United States                                                                                          |             |               |                |
|                    |                                            |         Financials                                                                     | $5,507,106  |               | 27.60 %        |
|                    |                                            |         Utilities                                                                      | $625,077    |               | 3.13 %         |
|                    |                                            | Total Corporate Bonds (cost $6,132,056)                                                                                   | $6,132,183  |               | 30.73 %        |
|                    |                                            |                                                                                                                      |             |               |                |
|                    |                                            | Government and Agency Obligations                                                                                         |             |               |                |
|                    |                                            |     Multi-National                                                                                         |             |               |                |
|                    |                                            |         Multi-National Agency                                                          |             |               |                |
|                    |                                            |             Multi-National Government Agency (cost $490,405)       | $490,000    |               | 2.46 %         |
|                    |                                            |     United States                                                                                          |             |               |                |
|                    |                                            |         U.S. Treasury Bills                                                            |             |               |                |
|                    |                                            |             U.S. Treasury Bills*                                   |             |               |                |
| $1,000,000         |                                            |                 Due 03/28/2013 (cost $999,821) | $999,888    |               | 5.01 %         |
|                    |                                            |                                                                                                                      |             |               |                |
|                    |                                            | Total Government and Agency Obligations (cost $1,490,226)                                                            | $1,489,888  |               | 7.47 %         |
|                    |                                            |                                                                                                                      |             |               |                |
|                    | Total Fixed Income Securities(cost $13,459,254) | $13,459,921                                                                                                          |             | 67.46 %  |

|                   |                                                           |                                                                          |           |   |                |
|------------------------|----------------------------------------------------------------|-------------------------------------------------------------------------------|----------------|--------|---------------------|
| SHORT TERM INVESTMENTS |
|                   |
| MaturityFace Value     |                                                           | Description                                                                   | FairValues ($) |   | % of NetAsset Value |
|                   |                                                           |                                                                          |           |   |                |
|                   |                                                           | Money Market Funds                                                            |           |   |                |
|                   |                                                           |     United States                                              | $775,249  |   | 3.89 %              |
|                   |                                                           |         Money Market Funds (cost $775,249) |           |   |                |
|                   | Total Short Term Investments    (cost $775,249) | $775,249                                                                 |           | 3.89 % |

|   |   |
|--------|--------|

| * |   | Pledged as collateral for the trading of forward positions. |
|---|--------|-------------------------------------------------------------|

----

| LONG FUTURES CONTRACTS                                        |
|---------------------------------------------------------------|
| Description                                                   | FairValues ($) |   | % of NetAsset Value |
| Agriculture                                                   |  $(6,550) |   | (0.04)% |
| Energy                                                        | $3,574  |   | 0.02 % |
| Metals                                                        | $(10,399) |   | (0.05)% |
| Stock indices                                                 | $119,610  |   | 0.60 % |
| Short-term interest rates                                     | $(23,932) |   | (0.12)% |
| Long-term interest rates                                      | $39,687  |   | 0.20 % |
| Net unrealized gain (loss) on long futures contracts     | $121,990  |   | 0.61% |
|                                                          |
|                                                          |
| SHORT FUTURES CONTRACTS                                       |
| Description                                                   | FairValues ($) |   | % of NetAsset Value |
| Agriculture                                                   | $137,313  |   | 0.69 % |
| Energy                                                        | $(16,529) |   | (0.08)% |
| Metals                                                        | $7,211  |   | 0.04 % |
| Stock indices                                                 | $(7,825) |   | (0.04)% |
| Long-term interest rates                                      | $(3,074) |   | (0.02)% |
| Net unrealized gain (loss) on short futures contracts         | $117,096  |   | 0.59 % |
|                                                          |
| Net unrealized gain (loss) on open futures contracts     | $239,086  |   | 1.20 % |
|                                                          |
|                                                          |
| FORWARD CURRENCY CONTRACTS                                    |
| Description                                                   | FairValues ($) |   | % of NetAsset Value |
| Various long forward currency contracts                       | $99,044  |   | 0.50 % |
| Various short forward currency contracts                      | $351,745  |   | 1.76 % |
| Net unrealized gain (loss) on open forward currency contracts | $450,789  |   | 2.26 % |

----

|                                                  |                                                                                       |                                                                                                                                                                                                                                                                           |                |   |                |
|-------------------------------------------------------|--------------------------------------------------------------------------------------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------------------|--------|---------------------|
| FIXED INCOME SECURITIES                               |
|                                                  |
| MaturityFace Value                                    |                                                                                       | Description                                                                                                                                                                                                                                                                    | FairValues ($)      |   | % of NetAsset Value |
|                                                  | Government And Agency Obligations                                                          |
|                                                  |     United States                                                           |
| $650,000                                              |                                                                                       |         U.S. Treasury Bills            U.S. Treasury Bills*                Due 02/02/2012 (cost $650,000) | $650,000       |   | 3.61 %              |
|                                                  |                 |                                                                                                                                                                                                                                                                           |                |   |
|                                                  | Total Fixed Income Securities    (cost $650,000)                            | $650,000                                                                                                                                                                                                                                                                  |                | 3.61 % |
|                                                  |
| LONG FUTURES CONTRACTS                                |
| Description                                           | FairValues ($)                                                                             |                                                                                                                                                                                                                                                                           | % of NetAsset Value |
| Energy                                                | $(5,321)                                                                                   |                                                                                                                                                                                                                                                                           | (0.03)%             |
| Metals                                                | $12,412                                                                               |                                                                                                                                                                                                                                                                           | 0.07 %              |
| Stock indices                                         | $58,715                                                                               |                                                                                                                                                                                                                                                                           | 0.33 %              |
| Short-term interest rates                             | $25,957                                                                               |                                                                                                                                                                                                                                                                           | 0.14 %              |
| Long-term interest rates                              | $350,495                                                                              |                                                                                                                                                                                                                                                                           | 1.95 %              |
| Net unrealized gain (loss) on long futures contracts  | $442,258                                                                              |                                                                                                                                                                                                                                                                           | 2.46 %              |
|                                                  |
|                                                  |
| SHORT FUTURES CONTRACTS                               |
| Description                                           | FairValues ($)                                                                             |                                                                                                                                                                                                                                                                           | % of NetAsset Value |
| Agriculture                                           | $(117,301)                                                                                 |                                                                                                                                                                                                                                                                           | (0.65)%             |
| Energy                                                | $49,652                                                                               |                                                                                                                                                                                                                                                                           | 0.27 %              |
| Metals                                                | $89,729                                                                               |                                                                                                                                                                                                                                                                           | 0.50 %              |
| Stock indices                                         | $21,537                                                                               |                                                                                                                                                                                                                                                                           | 0.12 %              |
| Short-term interest rates                             | $(475)                                                                                     |                                                                                                                                                                                                                                                                           | 0.00 %              |
| Net unrealized gain (loss) on short futures contracts | $43,142                                                                               |                                                                                                                                                                                                                                                                           | 0.24 %              |
|                                                  |
| Net unrealized gain (loss) on open futures contracts  | $485,400                                                                              |                                                                                                                                                                                                                                                                           | 2.70 %              |
|                                                  |
|                                                  |
| FORWARD CURRENCY CONTRACTS                            |
| Description                                           | FairValues ($)                                                                             |                                                                                                                                                                                                                                                                           | % of NetAsset Value |
| Various long forward currency contracts               | $6,402                                                                                |                                                                                                                                                                                                                                                                           | 0.04 %              |
| Various short forward currency contracts              | $448,857                                                                              |                                                                                                                                                                                                                                                                           | 2.49 %              |
| Total forward currency contracts                      | $455,259                                                                              |                                                                                                                                                                                                                                                                           | 2.53 %              |

|   |   |
|--------|--------|

| * |   | Pledged as collateral for the trading of forward positions. |
|---|--------|------------------------------------------------------------------|

----

|                                                                                                                                                   | 2012              |   | 2011              |
|--------------------------------------------------------------------------------------------------------------------------------------------------------|-------------------|--------|-------------------|
| ASSETS                                                                                                                                                 |              |
| Equity in futures broker trading accounts                                                                                                              |              |
| Cash                                                                                                                                                   | $906,749     |   | $14,218,326  |
| Restricted cash                                                                                                                                        | 2,425,826    |   | 1,887,062    |
| Net unrealized gain (loss) on open futures contracts                                                                                                   | 239,086      |   | 485,400      |
| Total equity in futures broker trading accounts                                                                                                        | 3,571,661    |   | 16,590,788   |
|                                                                                                                                                   |
| Cash                                                                                                                                                   | 1,690,016    |   | 377,929      |
| Short term investments                                                                                                                                 | 775,249      |   | 0            |
| Fixed income securities    (cost $13,459,254 and $650,000, respectively)                                                           | 13,459,921   |   | 650,000           |
| Net unrealized gain (loss) on open forward    currency contracts                                                                   | 450,789      |   | 455,259      |
| Interest receivable                                                                                                                                    | 67,212       |   | 218          |
| Prepaid expenses                                                                                                                                       | 13,045       |   | 8,430        |
| Other assets                                                                                                                                           | 28,089       |   | 6,947        |
| Total assets                                                                                                                                           | $20,055,982  |   | $18,089,571  |
|                                                                                                                                                   |
| LIABILITIES                                                                                                                                            |              |
| Accounts payable                                                                                                                                       | $42,230      |   | $21,807      |
| Advisory fee                                                                                                                                           | 33,224       |   | 29,812       |
| General partner fee                                                                                                                                    | 0            |   | 14,905       |
| Broker-dealer custodial fee                                                                                                                            | 3,813        |   | 3,593        |
| Sales fee                                                                                                                                              | 13,804       |   | 13,797            |
| Accrued commissions and other trading fees    on open contracts                                                                    | 2,663        |   | 2,107        |
| Offering costs payable                                                                                                                                 | 8,306        |   | 7,453        |
| Total liabilities                                                                                                                                      | 104,040      |   | 93,474       |
|                                                                                                                                                   |
| PARTNERS’ CAPITAL (Net Asset Value)                                                                                                              |              |
|                                                                                                                                                   |
| Class A Units - Redeemable                                                                                                                             |              |
| General Partner - 437.174 and 7,500.072 units outstanding at      December 31, 2012 and December 31, 2011, respectively  | 460,589      |   | 8,223,979    |
| Limited Partners - 7,830.252 and 326.005 units outstanding at      December 31, 2012 and December 31, 2011, respectively | 8,249,665    |   | 357,462      |
|                                                                                                                                                   |
| Class B Units - Redeemable                                                                                                                             |              |
| Limited Partners - 1,117.142 and 237.712 units outstanding at      December 31, 2012 and December 31, 2011, respectively | 1,013,689    |   | 224,041      |
|                                                                                                                                                   |
| Class C Units - Redeemable                                                                                                                             |              |
| General Partner - 423.574 and 7,500.072 units outstanding at    December 31, 2012 and December 31, 2011, respectively              | 466,109      |   | 8,456,406    |
| Limited Partners - 8,278.024 and 172.262 units outstanding at    December 31, 2012 and December 31, 2011, respectively             | 9,109,331    |   | 194,224      |
|                                                                                                                                                   |
| Class D Units - Redeemable                                                                                                                             |              |
| Limited Partners - 692.093 and 562.483 units outstanding at      December 31, 2012 and December 31, 2011, respectively   | 652,559      |   | 539,985      |
| Total partners’ capital (Net Asset Value)                                                                                                        | 19,951,942   |   | 17,996,097   |
|                                                                                                                                                   |
| Total liabilities and partners’ capital (Net Asset Value)                                                                                        | $20,055,982  |   | $18,089,571  |

----

|                                                                                                                                | 2012        |   | 2011           |    | 2010(1)          |
|-------------------------------------------------------------------------------------------------------------------------------------|------------------|--------|----------------|--------------|------------------|
| TRADING GAINS (LOSSES)                                                                                                              |             |   |           |
| Futures trading gains (losses)                                                                                                      |             |   |           |
| Realized                                                                                                                            | $966,791    |   | $767,251  |         | $2,037,922  |
| Change in unrealized                                                                                                                | (246,314)   |   | 245,260   |         | 240,140     |
| Brokerage commissions                                                                                                               | (87,352)    |   | (59,592)       |         | (28,867)         |
| Net gain (loss) from futures trading                                                                                                | 633,125     |   | 952,919   |         | 2,249,195   |
|                                                                                                                                |
| Forward currency trading gains (losses)                                                                                             |             |   |           |
| Realized                                                                                                                            | (409,068)   |   | (405,484)      |         | 246,841     |
| Change in unrealized                                                                                                                | (4,470)     |   | 155,461   |         | 299,798     |
| Brokerage commissions                                                                                                               | (5,184)     |   | (2,920)        |         | (763)            |
| Net gain (loss) from forward currency trading                                                                                       | (418,722)   |   | (252,943)      |         | 545,876     |
|                                                                                                                                |
| Total net trading gain (loss)                                                                                                       | 214,403     |   | 699,976   |         | 2,795,071   |
|                                                                                                                                |
| NET INVESTMENT INCOME (LOSS)                                                                                                        |             |   |           |
| Investment income                                                                                                                   |             |   |           |
| Interest income                                                                                                                     | 36,790      |   | 8,271     |         | 6,221       |
| Realized gain (loss) on fixed income securities                                                                                | 1,209       |   | 0         |         | 0           |
| Change in unrealized gain (loss on fixed income securities                                                                     | 667         |   | 0         |         | 0           |
| Total investment income                                                                                                             | 38,666      |   | 8,271     |         | 6,221       |
|                                                                                                                                |
| Expenses                                                                                                                            |        |   |           |
| Advisory fee                                                                                                                        | 392,207     |   | 348,223   |         | 186,055     |
| General partner fee                                                                                                                 | 47,479      |   | 174,110   |         | 93,028      |
| Sales fee                                                                                                                           | 186,032     |   | 163,831   |         | 87,567      |
| Broker-dealer custodial fee                                                                                                         | 45,979      |   | 42,461    |         | 23,237      |
| Performance fee                                                                                                                     | 37,865      |   | 2,941     |         | 462,947     |
| Operating expenses                                                                                                                  | 107,065     |   | 86,508    |         | 44,564      |
| Organizational expenses                                                                                                             | 0           |   | 0         |         | 10,184      |
|                                                                                                                                |
| Total expenses                                                                                                                      | 816,627     |   | 818,074   |         | 907,582     |
|                                                                                                                                |
| Net investment income (loss)                                                                                                        | (777,961)   |   | (809,803)      |         | (901,361)        |
|                                                                                                                                |
| NET INCOME (LOSS)                                                                                                                   | $(563,558)  |   | $(109,827)     |         | $1,893,710  |
|                                                                                                                                |
|                                                                                                                                |
| NET INCOME (LOSS) PER GENERAL PARTNER    AND LIMITED PARTNER UNIT                                               |             |   |           |
| (based on weighted average number of units outstanding    during the period)                                    |             |   |           |
| Class A                                                                                                                             | $(38.21)    |   | $(16.36)       |         | $121.18     |
| Class B(2)                                                                                                                          | $(45.26)    |   | $(86.18)       |         | N/A              |
| Class C                                                                                                                             | $(26.29)    |   | $4.65     |         | $131.12     |
| Class D(2)                                                                                                                          | $(23.87)    |   | $(49.18)       |         | N/A              |
|                                                                                                                                |
|                                                                                                                                |
| INCREASE (DECREASE) IN NET ASSET VALUE    PER GENERAL PARTNER AND OTHER    UNITHOLDERS UNIT |             |   |           |
| Class A                                                                                                                             | $(42.96)    |   | $(22.25)       |         | $118.77     |
| Class B(2)                                                                                                                          | $(35.10)    |   | $(57.51)       |         | N/A              |
| Class C                                                                                                                             | $(27.09)    |   | $(1.13)        |         | $128.64     |
| Class D(2)                                                                                                                          | $(17.12)    |   | $(40.00)       |         | N/A         |

| WEIGHTED AVERAGE NUMBER OF    UNITS OUTSTANDING DURING THE PERIOD |            |   |      |
|----------------------------------------------------------------------------------|-----------------|--------|-----------|
| Class A                                                                          | 8,031.211  |   | 7,661.684 |   | 7,505.460  |
| Class B(2)                                                                       | 457.771    |   | 69.204    |   | N/A  |
| Class C                                                                          | 8,356.701  |   | 7,571.666 |   | 7,506.065  |
| Class D(2)                                                                       | 683.181    |   | 280.005   |   | N/A  |

|   |
|--------|
| (1)    | The amounts shown are for the period June 1, 2010 (commencement of trading) through December 31, 2010. |
| (2)    | Class B Units and Class D Units commenced trading on May 1, 2011; therefore, the information shown is for the period May 1 through December 31, 2011. No information is provided for the period April 6, 2010 (inception) through December 31, 2010. |

----

|                                                                                                                | 2012               |   | 2011              |    | 2010              |
|---------------------------------------------------------------------------------------------------------------------|-------------------------|--------|-------------------|--------------|-------------------|
| Cash flows from (for) operating activities                                                                          |                    |   |              |
|  Net income (loss)                                                                                             | $(563,558)              |   | $(109,827)        |         | $1,893,710   |
|  Adjustments to reconcile net income (loss) to    net cash from (for) operating activities |                    |   |              |
| Net change in unrealized on futures, forwards    and fixed income                               | 250,117            |   | (400,721)         |         | (539,938)         |
| (Increase) decrease in restricted cash                                                                              | (538,764)               |   | (788,979)         |         | (1,098,083)       |
| (Increase) decrease in interest receivable                                                                          | (66,994)                |   | 1,661        |         | (1,879)           |
| (Increase) decrease in prepaid expenses                                                                             |  (4,615)           |   | (8,430)           |         | 0            |
| (Increase) decrease in other assets                                                                                 | (21,142)                |   | 55,786       |         | (62,733)          |
| Increase (decrease) in accounts payable    and accrued expenses                                 | 9,713              |   | (214,343)         |         | 300,364      |
| Purchases of investments                                                                                            | (315,014,309)           |   | (650,000)         |         | 0            |
| Sales/maturities of investments                                                                      |  301,429,806  |   | 0            |         | 0            |
| Net cash from (for) operating activities                                                                            | (14,519,746)            |   | (2,114,853)       |         | 491,441      |
|                                                                                                                |
| Cash flows from (for) financing activities                                                                          |                    |   |              |
| Addition of units                                                                                                   | 3,001,281          |   | 1,295,455    |         | 15,042,144   |
| Redemption of units                                                                                                 | (383,827)               |   | 0            |         | (2,000)           |
| Offering costs paid                                                                                                 |  (97,198)          |   | (86,757)          |         | (29,175)          |
| Net cash from (for) financing activities                                                                            | 2,520,256          |   | 1,208,698    |         | 15,010,969   |
|                                                                                                                |
| Net increase (decrease) in cash                                                                                     | (11,999,490)            |   | (906,155)         |         | 15,502,410   |
|                                                                                                                |
| Unrestricted Cash                                                                                                   |                    |   |              |
| Beginning of period                                                                                                 | 14,596,255         |   | 15,502,410   |         | 0            |
|                                                                                                                |
| End of period                                                                                                       | $2,596,765         |   | $14,596,255  |         | $15,502,410  |
|                                                                                                                |
| End of period cash consists of:                                                                                |                    |   |              |
| Cash in futures broker trading accounts                                                                        | $906,749           |   | $14,218,326  |         | $14,365,334  |
| Cash                                                                                                                | 1,690,016          |   | 377,929      |         | 1,137,076    |
|                                                                                                                |
| Total end of period cash                                                                                       | $2,596,765         |   | $14,596,255  |         | $15,502,410  |
|                                                                                        |              |   |     |
|---------------------------------------------------------------------------------------------|-------------------|--------|----------|
| Supplemental Non-Cash Financing Activities                                                  |              |   |     |
| Non-Cash transfers of General Partner Class A and Class Cunits to a related Limited Partner | $15,941,083  |   | $0  |   | $0  |

----

|                                                  | Partners’ Capital - Class A(1) |
|-------------------------------------------------------|--------------------------------------|
|                                                  | General Partner                      |   | Limited Partners |   | Total |
|                                                  | Units                                |   | Amount |   | Units |   | Amount |   | Units |   | Amount |
| Balances at April 6, 2010                             | 1.000                           |   | $1,000  |   | 0.000  |   | $0  |   | 1.000  |   | $1,000  |
|                                                  |
|                                                  |
| Net income (loss)                                     |                                 |   | 908,848  |   |   |   | 651  |   |   |   | 909,499  |
| Additions                                             | 7,500.072                       |   | 7,500,072  |   | 13.975  |   | 15,000  |   | 7,514.047  |   | 7,515,072  |
| Redemptions                                           | (1.000)                              |   | (1,000) |   | 0.000  |   | 0  |   | (1.000) |   | (1,000) |
| Offering costs                                        |                                 |   | (18,085) |   |   |   | (17) |   |   |   | (18,102) |
| Balances at December 31, 2010                         | 7,500.072                       |   | 8,390,835  |   | 13.975  |   | 15,634  |   | 7,514.047  |   | 8,406,469  |
|                                                  |
|                                                  |
| Net income (loss)                                     |                                 |   | (124,917) |   |   |   | (397) |   |   |   | (125,314) |
| Additions                                             | 0.000                           |   | 0  |   | 312.030  |   | 343,126  |   | 312.030  |   | 343,126  |
| Offering costs                                        |                                 |   | (41,939) |   |   |   | (901) |   |   |   | (42,840) |
| Balances at December 31, 2011     | 7,500.072                       |   | $8,223,979  |   | 326.005  |   | $357,462  |   | 7,826.077  |   | $8,581,441  |

|                          |          |   |           |   |            |   |             |   |            |   |             |
|-------------------------------|---------------|--------|----------------|--------|-----------------|--------|------------------|--------|-----------------|--------|------------------|
| Net income (loss)             |          |   | 88,217    |   |            |   | (395,051)        |   |            |   | (306,834)        |
| Additions                     | 0.000    |   | 0         |   | 534.747    |   | 587,819     |   | 534.747    |   | 587,819     |
| Transfers In                  | 0.000    |   | 0         |   | 7,062.898  |   | 7,829,081   |   | 7,062.898  |   | 7,829,081   |
| Transfers Out                 | (7,062.898)   |   | (7,829,081)    |   | 0.000      |   | 0           |   | (7,062.898)     |   | (7,829,081)      |
| Redemptions                   | 0.000    |   | 0         |   | (93.398)        |   | (107,582)        |   | (93.398)        |   | (107,582)        |
| Offering costs                |          |   | (22,526)       |   |            |   | (22,064)         |   |            |   | (44,590)         |
| Balances at December 31, 2012 | 437.174  |   | $460,589  |   | 7,830.252  |   | $8,249,665  |   | 8,267.426       |   | $8,710,254  |
|                          |

| Net Asset Value per General and Limited Partners’ Unit - Class A |
|------------------------------------------------------------------------|
|                                                                   |
| December 31, 2012                                                      |   | December 31, 2011 |   | December 31, 2010 |
|                                                                   |
| $1,053.56                                                              |   | $1,096.52 |   | $1,118.77 |

|   |
|--------|
| (1)    | Class A Units commenced trading on June 1, 2010. |

----

|                                    | Partners’ Capital - Class C(1) |
|-----------------------------------------|--------------------------------------|
|                                    | General Partner                      |   | Limited Partners |   | Total |
|                                    | Units                                |   | Amount |   | Units |   | Amount |   | Units |   | Amount |
| Balances at April 6, 2010     | 1.000                           |   | $1,000  |   | 0.000  |   | $0  |   | 1.000  |   | $1,000  |
|                                    |
|                                    |
| Net income (loss)                       |                                 |   | 982,994  |   |   |   | 1,217  |   |   |   | 984,211  |
| Additions                               | 7,500.072                       |   | 7,500,072  |   | 23.212  |   | 25,000  |   | 7,523.284  |   | 7,525,072  |
| Redemptions                             | (1.000)                              |   | (1,000) |   | 0.000  |   | 0  |   | (1.000) |   | (1,000) |
| Offering costs                          |                                 |   | (18,208) |   |   |   | (20) |   |   |   | (18,228) |
| Balances at December 31, 2010 | 7,500.072                       |   | 8,464,858  |   | 23.212  |   | 26,197  |   | 7,523.284  |   | 8,491,055  |
|                                    |
|                                    |
| Net income (loss)                       |                                 |   | 34,245  |   |   |   | 976  |   |   |   | 35,221  |
| Additions                               | 0.000                           |   | 0  |   | 149.050  |   | 167,456  |   | 149.050  |   | 167,456  |
| Offering costs                          |                                 |   | (42,697) |   |   |   | (405) |   |   |   | (43,102) |
| Balances at December 31, 2011           | 7,500.072                       |   | 8,456,406  |   | 172.262  |   | 194,224  |   | 7,672.334  |   | 8,650,630  |

|                          |
|-------------------------------|
|                          |
| Net income (loss)             |   |   | 144,886  |   |   |   | (364,584) |   |   |   | (219,698) |
| Additions                     | 0.000  |   | 0  |   | 1,060.618  |   | 1,230,184  |   | 1,060.618  |   | 1,230,184  |
| Transfers In                  | 0.000  |   | 0  |   | 7,076.498  |   | 8,112,002  |   | 7,076.498  |   | 8,112,002  |
| Transfers Out                 | (7,076.498) |   | (8,112,002) |   | 0.000  |   | 0  |   | (7,076.498) |   | (8,112,002) |
| Redemptions                   | 0.000  |   | 0  |   | (31.354) |   | (37,708) |   | (31.354) |   | (37,708) |
| Offering costs                |   |   | (23,181) |   |   |   | (24,787) |   |   |   | (47,968) |
| Balances at December 31, 2012 | 423.574  |   | $466,109  |   | 8,278.024  |   | $9,109,331  |   | 8,701.598  |   | $9,575,440  |
|                          |

| Net Asset Value per General and Limited Partners’ Unit - Class C |
|------------------------------------------------------------------------|
|                                                                   |
| December 31, 2012                                                      |   | December 31, 2011 |   | December 31, 2010 |
|                                                                   |
| $1,100.42                                                              |   | $1,127.51 |   | $1,128.64 |

|      |
|-----------|
| (1)  | Class C Units commenced trading on June 1, 2010. |

----

|                               | Partners’ Capital - Class B(1) |
|------------------------------------|--------------------------------------|
|                               | Limited Partners                     |
|                               | Units                                |   | Amount |
| Balances at December 31, 2010 | 0.000                           |   | $0  |
|                               |
|                               |
| Net income (loss)                  |                                 |   | (5,964) |
| Additions                          | 237.712                         |   | 230,221  |
| Offering Costs                     |                                 |   | (216) |
| Balances at December 31, 2011      | 237.712                         |   | $224,041  |
|                               |                                 |   |   |
|                               |                                 |   |   |
| Net income (loss)                  |                                 |   | (20,718) |
| Additions                          | 889.089                         |   | 820,958  |
| Redemptions                        | (9.659)                              |   | (8,452) |
| Offering costs                     |                                 |   | (2,140) |
| Balances at December 31, 2012 | 1,117.142                       |   | $1,013,689 |

| Net Asset Value per General and Limited Partners’ Unit - Class B |
|------------------------------------------------------------------------|
|                                                                   |
| December 31, 2012                                                      |   | December 31, 2011  |   | May 1, 2011 |
|                                                                   |
| $907.39                                                                |   | $942.49  |   | $1,000.00  |

|                               | Partners’ Capital - Class D(1) |
|------------------------------------|--------------------------------------|
|                               | Limited Partners                     |
|                               | Units                                |   | Amount |
| Balances at December 31, 2010 | 0.000                           |   | $0  |
|                               |
|                               |
| Net income (loss)                  |                                 |   | (13,770) |
| Additions                          | 562.483                         |   |  554,652  |
| Offering costs                     |                                 |   | (897) |
| Balances at December 31, 2011      | 562.483                         |   | $539,985  |
|                               |                                 |   |   |
|                               |                                 |   |   |
| Net income (loss)                  |                                 |   | (16,308) |
| Additions                          | 369.611                         |   | 362,320  |
| Redemptions                        | (240.001)                            |   | (230,085) |
| Offering costs                     |                                 |   | (3,353) |
| Balances at December 31, 2012 | 692.093                         |   | $652,559  |

| Net Asset Value per General and Limited Partners’ Unit - Class D |
|------------------------------------------------------------------------|
|                                                                   |
| December 31, 2012                                                      |   | December 31, 2011  |   | May 1, 2011 |
|                                                                   |
| $942.88                                                                |   | $960.00  |   | $1,000.00  |

|      |
|-----------|
| (1)  | Class B Units and Class D Units commenced trading on May 1, 2011; therefore, no information is presented for the period April 6, 2010 (inception) through December 31, 2010. |

----

|                                                  |            |   |  Class A   |         |            |
|-------------------------------------------------------|-----------------|--------|-----------------|--------------|-----------------|
|                                                  | 2012            |   | 2011            |    | 2010            |
| Per Unit Performance                                  |            |   |            |
| (for a unit outstanding throughout the entire period) |            |   |            |
|                                                  |
| Net asset value per unit at beginning of period(4)    | $1,096.52  |   | $1,118.77  |         | $1,000.00  |
|                                                  |
| Income (loss) from operations:                        |            |   |            |
| Total net trading gains (losses) (1)                  | 16.45      |   | 45.93      |         | 185.74     |
| Net investment income (loss)(1)                       | (53.86)         |   | (62.59)         |         | (64.56)         |
|                                                  |
| Total net income (loss) from operations               | (37.41)         |   | (16.66)         |         | 121.18     |
|                                                  |
| Offering costs (1)                                    | (5.55)          |   | (5.59)          |         | (2.41)          |
|                                                  |
| Net asset value per unit at end of period             | $1,053.56  |   | $1,096.52  |         | $1,118.77  |
|                                                  |
| Total Return                                          | (3.92) %        |   | (1.99)%         |         | 11.88 %    |
|                                                  |
| Supplemental Data                                     |            |   |            |
|                                                  |
| Ratios to average net asset value:                    |            |   |            |
| Expenses prior to performance fee (3)                 | 5.06 %          |   | 5.68 %     |         | 5.81 %     |
| Performance fee                                       | 0.01 %          |   | 0.00 %     |         | 2.84 %     |
|                                                  |
| Total expenses                                        | 5.07 %          |   | 5.68 %     |         | 8.65 %     |
|                                                  |
| Net investment income (loss)(2,3)                     | (4.86) %        |   | (5.63)%         |         | (5.74)%         |

| Total returns are calculated based on the change in value of a unit during the period. An individual unitholder's total returns and ratios may vary from the above total returns and ratios based on the timing of additions and redemptions. |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                                                                                          |
|                                                                                                                                                                                                                                          |
| (1)                                                                                                                                                                                                                                      | Net investment income (loss) per unit and offering costs per unit are calculated by dividing the net investment income (loss) and offering costs by the average number of units outstanding during the period. Total net trading gains (losses) is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. |
| (2)                                                                                                                                                                                                                                      | Excludes performance fee. |
| (3)                                                                                                                                                                                                                                      | Annualized for the period June 1, 2010 (commencement of trading) through December 31, 2010. |
| (4)                                                                                                                                                                                                                                      | Represents the net asset value per Class A Unit at June 1, 2010 (commencement of trading). |

----

|                                                  |          | Class B(5) |            |
|-------------------------------------------------------|---------------|------------|-----------------|
|                                                  |  2012    |       | 2011            |
| Per Unit Performance                                  |          |       |            |
| (for a unit outstanding throughout the entire period) |          |       |            |
|                                                  |
| Net asset value per unit at beginning of period(4)    | $942.49  |       | $1,000.00  |
|                                                  |
| Income (loss) from operations:                        |          |       |            |
| Total net trading gains (losses) (1)                  | 11.16    |       | (18.67)         |
| Net investment income (loss)(1)                       | (41.59)       |       | (35.72)         |
|                                                  |
| Total net income (loss) from operations               | (30.43)       |       | (54.39)         |
|                                                  |
| Offering costs (1)                                    | (4.67)        |       | (3.12)          |
|                                                  |
| Net asset value per unit at end of period             | $907.39  |       | $942.49    |
|                                                  |
| Total Return                                          | (3.72)%       |       | (5.75)%         |
|                                                  |
| Supplemental Data                                     |          |       |            |
|                                                  |
| Ratios to average net asset value:                    |          |       |            |
| Expenses prior to performance fee(3)                  | 4.73 %        |       | 5.69 %     |
| Performance fee                                       | 0.00 %        |       | 0.00 %     |
|                                                  |
| Total expenses                                        | 4.73 %        |       | 5.69 %     |
|                                                  |
| Net investment income (loss)(2, 3)                    | (4.44)%       |       | (5.66)%         |

| Total returns are calculated based on the change in value of a unit during the period. An individual unitholder's total returns and ratios may vary from the above total returns and ratios based on the timing of additions and redemptions. |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                                                                                          |
| (1)                                                                                                                                                                                                                                      | Net investment income (loss) per unit and offering costs per unit are calculated by dividing the net investment income (loss) and offering costs by the average number of units outstanding during the period. Total net trading gains (losses) is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. |
| (2)                                                                                                                                                                                                                                      | Excludes performance fee. |
| (3)                                                                                                                                                                                                                                      | Annualized, for the period May 1, 2011 (commencement of trading) through December 31, 2011. |
| (4)                                                                                                                                                                                                                                      | Represents the net asset value per Class B Unit at May 1, 2011 (commencement of trading). |
| (5)                                                                                                                                                                                                                                      | The amounts shown are for the period May 1, 2011 (commencement of trading) through December 31, 2011. |

----

|                                                  |            |   | Class C         |         |            |
|-------------------------------------------------------|-----------------|--------|-----------------|--------------|-----------------|
|                                                  | 2012            |   | 2011            |    | 2010            |
| Per Unit Performance                                  |            |   |            |
| (for a unit outstanding throughout the entire period) |            |   |            |
|                                                  |
| Net asset value per unit at beginning of period(4)    | $1,127.51  |   | $1,128.64  |         | $1,000.00  |
|                                                  |
| Income (loss) from operations:                        |            |   |            |
| Total net trading gains (losses) (1)                  | 15.60      |   | 47.02      |         | 186.60     |
| Net investment income (loss)(1)                       | (36.95)         |   | (42.46)         |         | (55.53)         |
|                                                  |
| Total net income (loss) from operations               | (21.35)         |   | 4.56       |         | 131.07     |
|                                                  |
| Offering costs (1)                                    | (5.74)          |   | (5.69)          |         | (2.43)          |
|                                                  |
| Net asset value per unit at end of period             | $1,100.42  |   | $1,127.51  |         | $1,128.64  |
|                                                  |
| Total Return                                          | (2.40)%         |   | (0.10)%         |         | 12.86 %    |
|                                                  |
| Supplemental Data                                     |            |   |            |
|                                                  |
| Ratios to average net asset value:                    |            |   |            |
| Expenses prior to performance fee (3)                 | 3.05 %          |   | 3.77 %     |         | 3.90 %     |
| Performance fee                                       | 0.38 %          |   | 0.03 %     |         | 3.06 %     |
|                                                  |
| Total expenses                                        | 3.43 %          |   | 3.80 %     |         | 6.96 %     |
|                                                  |
| Net investment income (loss)(2,3)                     | (2.85)%         |   | (3.72)%         |         | (3.84)%         |

| Total returns are calculated based on the change in value of a unit during the period. An individual unitholder's total returns and ratios may vary from the above total returns and ratios based on the timing of additions and redemptions. |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                                                                                          |
| (1)                                                                                                                                                                                                                                      | Net investment income (loss) per unit and offering costs per unit are calculated by dividing the net investment income (loss) and offering costs by the average number of units outstanding during the period. Total net trading gains (losses) is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. |
| (2)                                                                                                                                                                                                                                      | Excludes performance fee. |
| (3)                                                                                                                                                                                                                                      | Annualized for the period June 1, 2010 (commencement of trading) through December 31, 2010. |
| (4)                                                                                                                                                                                                                                      | Represents the net asset value per Class C Unit at June 1, 2010 (commencement of trading). |

----

|                                                  |          | Class D(5) |            |
|-------------------------------------------------------|---------------|------------|-----------------|
|                                                  | 2012          |       | 2011            |
| Per Unit Performance                                  |          |       |            |
| (for a unit outstanding throughout the entire period) |          |       |            |
|                                                  |
| Net asset value per unit at beginning of period(4)    | $960.00  |       | $1,000.00  |
|                                                  |
| Income (loss) from operations:                        |          |       |            |
| Total net trading gains (losses) (1)                  | 13.50    |       | (14.10)         |
| Net investment income (loss)(1)                       | (25.71)       |       | (22.70)         |
|                                                  |
| Total net income (loss) from operations               | (12.21)       |       | (36.80)         |
|                                                  |
| Offering costs (1)                                    | (4.91)        |       | (3.20)          |
|                                                  |
| Net asset value per unit at end of period             | $942.88  |       | $960.00    |
|                                                  |
| Total Return                                          | (1.78)%       |       | (4.00)%         |
|                                                  |
| Supplemental Data                                     |          |       |            |
|                                                  |
| Ratios to average net asset value:                    |          |       |            |
| Expenses prior to performance fee (3)                 | 2.77 %        |       | 3.56 %     |
| Performance fee                                       | 0.06 %        |       | 0.00 %     |
|                                                  |
| Total expenses                                        | 2.83 %        |       | 3.56 %     |
|                                                  |
| Net investment income (loss)(2,3)                     | (2.57)%       |       | (3.54)%         |

| Total returns are calculated based on the change in value of a unit during the period. An individual unitholder's total returns and ratios may vary from the above total returns and ratios based on the timing of additions and redemptions. |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                                                                                          |
|                                                                                                                                                                                                                                          |
| (1)                                                                                                                                                                                                                                      | Net investment income (loss) per unit and offering costs per unit are calculated by dividing the net investment income (loss) and offering costs by the average number of units outstanding during the period. Total net trading gains (losses) is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. |
| (2)                                                                                                                                                                                                                                      | Excludes performance fee. |
| (3)                                                                                                                                                                                                                                      | Annualized, for the period May 1, 2011 (commencement of trading) through December 31, 2011. |
| (4)                                                                                                                                                                                                                                      | Represents the net asset value per Class D Unit at May 1, 2011 (commencement of trading). |
| (5)                                                                                                                                                                                                                                      | The amounts shown are for the period May 1, 2011 (commencement of trading) through December 31, 2011. |

----

----

|                              |   | Fair Value at December 31, 2012 |      |
|-----------------------------------|--------|---------------------------------|-----------|
| Description                       |   | Level 1                         |      |   | Level 2 |   |   | Level 3 |   |   | Total |   |
| Investments                       |   |                            |      |   |   |   |   |   |   |   |   |   |
| Short term investments            |   | $                          | 775,249   |   |   |  $ | 0 |   |   | $ | 0 |   |   | $ | 775,249 |   |
| Fixed income securities           |   |                            | 0         |   |   |   | 13,459,921 |   |   |   | 0 |   |   |   | 13,459,921 |   |
| Other Financial Instruments       |   |                            |      |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Exchange-traded futures contracts |   |                            | 239,086   |   |   |   | 0 |   |   |   | 0 |   |   |   | 239,086 |   |
| Forward currency contracts        |   |                            | 0         |   |   |   | 450,789 |   |   |   | 0 |   |   |   | 450,789 |   |
| Total                             |   | $                               | 1,014,335 |   |   | $ | 13,910,710 |   |   | $ | 0 |   |   | $ | 14,925,045 |   |

----

|                              |   | Fair Value at December 31, 2011 |    |
|-----------------------------------|--------|---------------------------------|---------|
| Description                       |   | Level 1                         |    |   | Level 2 |   |   | Level 3 |   |   | Total |   |
| Investments                       |   |                            |    |   |   |   |   |   |   |   |   |   |
| Fixed income securities           |   |                            | 0       |   |   |   | 650,000 |   |   |   | 0 |   |   |   | 650,000 |   |
| Other Financial Instruments       |   |                            |    |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Exchange-traded futures contracts |   |                            | 485,400 |   |   |   | 0 |   |   |   | 0 |   |   |   | 485,400 |   |
| Forward currency contracts        |   |                            | 0       |   |   |   | 455,259 |   |   |   | 0 |   |   |   | 455,259 |   |
| Total                             |   | $                               | 485,400 |   |   | $ | 1,105,259 |   |   | $ | 0 |   |   | $ | 1,590,659 |   |

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| Type of Instrument *                                              |   | Statements of FinancialCondition Location                     |   | AssetDerivatives atDecember 31, 2012Fair Value |      |   | LiabilityDerivatives atDecember 31, 2012Fair Value |   |     | Net |   |
|-------------------------------------------------------------------|--------|---------------------------------------------------------------|--------|------------------------------------------------|-----------|--------|----------------------------------------------------|--------|----------|-----|--------|
| Agriculture Contracts                                             |   | Net unrealized gain (loss) on open futures contracts          |   | $                                              | 159,502   |   |                                               | $      | (28,739  | )   |   | $ | 130,763 |   |
| Energy Contracts                                                  |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 8,550     |   |                                               |   | (21,505  | )   |   |   | (12,955 | ) |
| Metal Contracts                                                   |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 44,851    |   |                                               |   | (48,039  | )   |   |   | (3,188 | ) |
| Stock Indices Contracts                                           |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 199,347   |   |                                               |   | (87,562  | )   |   |   | 111,785 |   |
| Short-Term Interest Rate Contracts                                |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 8,471     |   |                                               |   | (32,403  | )   |   |   | (23,932 | ) |
| Long-Term Interest Rate Contracts                                 |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 147,219   |   |                                               |   | (110,606 | )   |   |   | 36,613 |   |
| Forward Currency Contracts                                        |   | Net unrealized gain (loss) on open forward currency contracts |   |                                           | 930,463   |   |                                               |   | (479,674 | )   |   |   | 450,789 |   |
| Totals                                                            |   |                                                          |   | $                                              | 1,498,403 |   |                                               | $      | (808,528 | )   |   | $ | 689,875 |   |
| * Derivatives not designated as hedging instruments under ASC 815 |

| Type of Instrument *                                              |   | Statements of FinancialCondition Location                     |   | AssetDerivatives atDecember 31, 2011Fair Value |      |   | LiabilityDerivatives atDecember 31, 2011Fair Value |   |     | Net |   |
|-------------------------------------------------------------------|--------|---------------------------------------------------------------|--------|------------------------------------------------|-----------|--------|----------------------------------------------------|--------|----------|-----|--------|
| Agriculture Contracts                                             |   | Net unrealized gain (loss) on open futures contracts          |   | $                                              | 28,306    |   |                                               | $      | (145,607 | )   |   | $ | (117,301 | ) |
| Energy Contracts                                                  |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 57,909    |   |                                               |   | (13,578  | )   |   |   | 44,331 |   |
| Metal Contracts                                                   |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 125,387   |   |                                               |   | (23,246  | )   |   |   | 102,141 |   |
| Stock Indices Contracts                                           |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 84,653    |   |                                               |   | (4,401   | )   |   |   | 80,252 |   |
| Short-Term Interest Rate Contracts                                |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 40,646    |   |                                               |   | (15,164  | )   |   |   | 25,482 |   |
| Long-Term Interest Rate Contracts                                 |   | Net unrealized gain (loss) on open futures contracts          |   |                                           | 357,701   |   |                                               |   | (7,206   | )   |   |   | 350,495 |   |
| Forward Currency Contracts                                        |   | Net unrealized gain (loss) on open forward currency contracts |   |                                           | 705,298   |   |                                               |   | (250,039 | )   |   |   | 455,259 |   |
| Totals                                                            |   |                                                          |   | $                                              | 1,399,900 |   |                                               | $      | (459,241 | )   |   | $ | 940,659 |   |
| * Derivatives not designated as hedging instruments under ASC 815 |   |

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| Type of Instrument                 |    |  Trading Gains (Losses) for the Year EndedDecember 31, 2012 |   |   | Trading Gains (Losses) for the Year EndedDecember 31, 2011 |       |                                 | Trading Gains (Losses) for the PeriodApril 6, 2010 (inception) throughDecember 31, 2010** |   |
|------------------------------------|---------|----------------------------------------------------------------------------|--------|--------|-----------------------------------------------------------------|------------|--------------------------------------|-------------------------------------------------------------------------------------------|--------|
| Agriculture Contracts              | $  | 537,515                                                               |   |   | $                                                               | (793,249   | )                                    |                                                                                      | $      | 618,397 |   |
| Energy Contracts                   |    | (446,427)                                                                  |   |   |                                                            | 68,832     |        |                                                                                      |   | (200,005 | )   |
| Metal Contracts                    |    | (696,736)                                                                  |   |   |                                                            | (478,811   | )                                    |                                                                                      |   | 533,188 |   |
| Stock Indices Contracts            |    | 527,049                                                               |   |   |                                                            | (1,575,622 | )                                    |                                                                                      |   | 469,767 |   |
| Short-Term Interest Rate Contracts |    | 596,881                                                               |   |   |                                                            | 781,969    |                                 |                                                                                      |   | 166,690 |   |
| Long-Term Interest Rate Contracts  |    | 229,158                                                               |   |   |                                                            | 3,029,229  |                                 |                                                                                      |   | 691,487 |   |
| Forward Currency Contracts         |    | (413,538)                                                                  |   |   |                                                            | (250,023   | )                                    |                                                                                      |   | 546,639 |   |
| Total                              | $  | 333,902                                                               |   |   | $                                                               | 782,325    |                                 |                                                                                      | $      | 2,826,163 |   |

| Line Item in the Statements of Operations |    |  Trading Gains (Losses)for the Year EndedDecember 31, 2012 |   |   | Trading Gains (Losses)for the Year EndedDecember 31, 2011 |     |   | Trading Gains (Losses) for the PeriodApril 6, 2010 (inception) throughDecember 31, 2010** |   |
|-------------------------------------------|---------|-----------------------------------------------------------------|--------|--------|-----------------------------------------------------------|----------|--------|-------------------------------------------------------------------------------------------|--------|
| Futures trading gains (losses):           |    |                                                            |   |   |                                                      |     |   |                                                                                      |   |
| Realized***                               | $  | 993,754                                                    |   |   | $                                                         | 787,088  |   |                                                                                      | $      | 2,039,384 |   |
| Change in unrealized                      |    | (246,314)                                                       |   |   |                                                      | 245,260  |   |                                                                                      |   | 240,140 |   |
| Forward currency trading gains (losses):  |    |                                                            |   |   |                                                      |     |   |                                                                                      |   |   |   |
| Realized                                  |    | (409,068)                                                       |   |   |                                                      | (405,484 | )      |                                                                                      |   | 246,841 |   |
| Change in unrealized                      |    | (4,470)                                                         |   |   |                                                      | 155,461  |   |                                                                                      |   | 299,798 |   |
| Total                                     | $  | 333,902                                                    |   |   | $                                                         | 782,325  |   |                                                                                      | $      | 2,826,163 |   |

| **  | The Fund began trading on June 1, 2010.                                                                                                                                        |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| *** | Amounts differ from the amounts on the Statements of Operations as the amounts above do not include gains and losses on foreign currency cash balances at the futures brokers. |

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|           |   |                                     |   |        |
|----------------|--------|------------------------------------------|--------|-------------|
| Exhibit Number |   | Description of Document                  |   | Page Number |
| 31.01          |   | Certification by Chief Executive Officer |   | E-2         |
| 31.02          |   | Certification by Chief Financial Officer |   | E-3         |