6.	Financial Highlights

The following is the per Unit operating performance calculation for the years ended December 31, 2011 and 2010:

	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, 2009	$	135.56		$	112.73		$	100.59		$	99.05
Net income:
Net investment loss		(6.92	)		(6.34	)		(2.62	)		(1.49	)
Net gain on investments		10.32			7.29			4.95			2.16
Net income		3.40			0.95			2.33			0.67
Net asset value per unit, December 31, 2010	$	138.96		$	113.68		$	102.92		$	99.72


Net asset value per unit, December 31, 2010	$	138.96		$	113.68		$	102.92		$	99.72
Net loss:
Net investment loss		(5.53	)		(6.66	)		(4.40	)		(6.03	)
Net loss on investments		(10.26	)		(8.25	)		(17.17	)		(16.45	)
Net loss		(15.79	)		(14.91	)		(21.57	)		(22.48	)
Net asset value per unit, December 31, 2011	$	123.17		$	98.77		$	81.35		$	77.24

The following represents ratios to average members' capital and total return for the years ended December 31, 2011 and 2010 for the Blended Strategies Portfolio:

	Blended Strategies Portfolio
	Class 0						Class 2
	2011			2010			2011			2010

Total return before Incentive Allocation		(11.35	)%		3.27	%		(13.11	)%		1.17	%
Incentive Allocation		(0.01	)		(0.76	)		(0.01	)		(0.32	)
Total return after Incentive Allocation		(11.36	)%		2.51	%		(13.12	)%		0.85	%

Net investment loss before Incentive Allocation		(3.97	)%		(4.45	)%		(5.85	)%		(6.50	)%
Incentive Allocation		(0.01	)		(0.76	)		(0.01	)		(0.32	)
Net investment loss after Incentive Allocation		(3.98	)%		(5.21	)%		(5.86	)%		(6.82	)%

Total expenses before Incentive Allocation		5.15	%		5.14	%		7.16	%		7.19	%
Incentive Allocation		0.01			0.76			0.01			0.32
Total expenses after Incentive Allocation		5.16	%*		5.90	%*		7.17	%*		7.51	%*

*	The percentages noted above represent total expenses before commission reimbursements, which represent 1.04% and 0.71% of average members' capital for the years then ended.

The following represents ratios to average members' capital and total return for the years ended December 31, 2011 and 2010 for the Systematic Strategies Portfolio:

	Systematic Strategies Portfolio
	Class 0						Class 2
	2011			2010			2011			2010

Total return before Incentive Allocation		(20.95	)%		3.53	%		(22.53	)%		1.43	%
Incentive Allocation		(0.01	)		(1.21	)		(0.01	)		(0.75	)
Total return after Incentive Allocation		(20.96	)%		2.32	%		(22.54	)%		0.68	%

Net investment loss before Incentive Allocation		(4.27	)%		(4.74	)%		(6.03	)%		(6.82	)%
Incentive Allocation		(0.01	)		(1.21	)		(0.01	)		(0.75	)
Net investment loss after Incentive Allocation		(4.28	)%		(5.95	)%		(6.04	)%		(7.57	)%

Total expenses before Incentive Allocation		5.20	%		5.20	%		7.25	%		7.28	%
Incentive Allocation		0.01			1.21			0.01			0.75
Total expenses after Incentive Allocation		5.21	%*		6.41	%*		7.26	%*		8.03	%*

*	The percentages noted about represent total expenses before commission reimbursements, which represent 0.62% and 0.48% of average members' capital for the years 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 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 years ended December 31, 2011 and 2010.