6. Financial Highlights

The following is the per Unit operating performance calculation for the three month periods ended March 31, 2012 and 2011:

	Blended Strategies Portfolio						Systematic Strategies Portfolio
	Class 0			Class 2			Class 0			Class 2
Per share operating performance
Net asset value per unit, December 31, 2010	$	138.96		$	113.68		$	102.92		$	99.72
Net loss:
Net investment loss		(1.27	)		(1.57	)		(1.05	)		(1.50	)
Net loss on investments		(0.24	)		(0.20	)		(1.79	)		(1.74	)
Net loss		(1.51	)		(1.77	)		(2.84	)		(3.24	)
Net asset value per unit, March 31, 2011	$	137.45		$	111.91		$	100.08		$	96.48


Net asset value per unit, December 31, 2011	$	123.17		$	98.77		$	81.35		$	77.24
Net gain:
Net investment loss		(1.20	)		(1.48	)		(0.92	)		(1.27	)
Net gain on investments		4.17			3.36			1.89			1.80
Net gain		2.97			1.88			0.97			0.53
Net asset value per unit, March 31, 2012	$	126.14		$	100.65		$	82.32		$	77.77

The following represents ratios to average members' capital and total return for the three month periods ended March 31, 2012 and 2011 for the Blended Strategies Portfolio:

	Blended Strategies Portfolio
	Class 0						Class 2
	2012			2011			2012			2011

Total return before Incentive Allocation		2.41	%		(1.08	)%		1.90	%		(1.55	)%
Incentive Allocation		0.00			(0.01	)		0.00			(0.01	)
Total return after Incentive Allocation		2.41	%		(1.09	)%		1.90	%		(1.56	)%

Net investment loss before Incentive Allocation		(0.97	)%		(0.90	)%		(1.50	)%		(1.38	)%
Incentive Allocation		0.00			(0.01	)		0.00			(0.01	)
Net investment loss after Incentive Allocation		(0.97	)%		(0.91	)%		(1.50	)%		(1.39	)%

Total expenses before Incentive Allocation		1.27	%		1.00	%		1.79	%		1.51	%
Incentive Allocation		0.00			0.01			0.00			0.01
Total expenses after Incentive Allocation		1.27	%*		1.01	%*		1.79	%*		1.52	%*

*The percentages noted above represent total expenses before commission reimbursements, which represent 0.27% and 0.27% of average members' capital for the periods then ended.

The following represents ratios to average members' capital and total return for the three month periods ended March 31, 2012 and 2011 for the Systematic Strategies Portfolio:

	Systematic Strategies Portfolio
	Class 0						Class 2
	2012			2011			2012			2011

Total return before Incentive Allocation		1.19	%		(2.75	)%		0.69	%		(3.24	)%
Incentive Allocation		0.00			(0.01	)		0.00			(0.01	)
Total return after Incentive Allocation		1.19	%		(2.76	)%		0.69	%		(3.25	)%

Net investment loss before Incentive Allocation		(1.13	)%		(1.03	)%		(1.64	)%		(1.52	)%
Incentive Allocation		0.00			(0.01	)		0.00			(0.01	)
Net investment loss after Incentive Allocation		(1.13	)%		(1.04	)%		(1.64	)%		(1.53	)%

Total expenses before Incentive Allocation		1.27	%		1.12	%		1.78	%		1.64	%
Incentive Allocation		0.00			0.01			0.00			0.01
Total expenses after Incentive Allocation		1.27	%*		1.13	%*		1.78	%*		1.65	%*

*The percentages noted above represent total expenses before commission reimbursements, which represent 0.11% and 0.17% of average members' capital for the periods then ended.

Total return is calculated for Class 0 units and Class 2 Units taken as a whole. Total return is calculated as the change in total members' capital adjusted for subscriptions or redemptions during the year. An individual member's return may vary from these returns based on the timing of capital transactions and the applicability of Advisory Fees, Brokerage Fees, Sponsor Fees and the Incentive Allocation. The net investment loss and total expense ratios (including Incentive Allocation) are calculated for Class 0 Units and Class 2 Units taken as a whole and include net amounts allocated from the GAIT Funds. The computation of such ratios is based on the amount of net investment loss, expenses and Incentive Allocation. Net investment loss and total expense ratios are computed based upon the weighted average of members' capital for Class 0 Units and Class 2 Units of the Fund for the three month periods ended March 31, 2012 and 2011.