[1]	Included in fixed income securities are U.S. Treasury Bills with a fair value of $86,443,499 deposited with the futures brokers.
[2]	Included in fixed income securities are U.S. Treasury Bills with a fair value of $86,292,284 deposited with the futures brokers.
[3]	Pledged as collateral for the trading of futures positions.
[4]	Includes $21,483,799 of cumulative appreciation/(depreciation) of swaps contracts that is considered variation margin receivable. Variation margin amount is included within cash at swaps broker in the Statement of Financial Condition.
[5]	Includes $18,063,715 of cumulative appreciation/(depreciation) of swaps contracts that is considered variation margin receivable.Variation margin amount is included within cash at swaps broker in the Statement of Financial Condition.
[6]	Includes $(2,024,831) of cumulative appreciation/(depreciation) of swaps contracts that is considered variation margin payable. Variation margin amount is included within cash at swaps broker in the Statement of Financial Condition.
[7]	Includes $(1,808,497) of cumulative appreciation/(depreciation) of swaps contracts that is considered variation margin payable.Variation margin amount is included within cash at swaps broker in the Statement of Financial Condition.

CAMPBELL FUND TRUST 10-Q