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Campbell Strategic Allocation Fund LP – ‘424B3’ on 3/21/07

On:  Wednesday, 3/21/07, at 10:20am ET   ·   Accession #:  1144204-7-13779   ·   File #:  333-61274

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 3/21/07  Campbell Strategic Allocation… LP 424B3                  1:4K                                     Toppan Vintage/FA

Prospectus   —   Rule 424(b)(3)
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 424B3       Prospectus                                             3      9K 

424B31st Page of 3TOCTopPreviousNextBottomJust 1st
 

CAMPBELL STRATEGIC ALLOCATION FUND, L.P. MONTHLY REPORT - February 2007 ----------- STATEMENT OF CHANGES IN NET ASSET VALUE --------------------------------------- Net Asset Value (1,793,359.657 units) at January 31, 2007 $5,751,857,133 Additions of 4,641.069 units on February 28, 2007 14,008,851 Redemptions of (16,321.798) units on February 28, 2007 (49,266,531) Offering Costs (644,292) Net Income (Loss) - February 2007 (338,041,863) -------------- Net Asset Value (1,781,678.928 units) at February 28, 2007 $5,377,913,298 ============== Net Asset Value per Unit at February 28, 2007 $ 3,018.45 ==============
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STATEMENT OF INCOME (LOSS) -------------------------- Income: Gains (losses) on futures contracts: Realized $ 201,542,874 Change in unrealized (403,340,859) Gains (losses) on forward and options on forward contracts: Realized (760,212) Change in unrealized (123,647,456) Interest income 21,191,213 -------------- (305,014,440) -------------- Expenses: Brokerage fee 32,847,800 Performance fee 0 Operating expenses 179,623 -------------- 33,027,423 -------------- Net Income (Loss) - February 2007 $ (338,041,863) ============== FUND STATISTICS --------------- Net Asset Value per Unit on February 28, 2007 $ 3,018.45 Net Asset Value per Unit on January 31, 2007 $ 3,207.31 Unit Value Monthly Gain (Loss) % (5.89)% Fund 2007 calendar YTD Gain (Loss) % (3.53)% To the best of my knowledge and belief, the information contained herein is accurate and complete. /s/ Theresa D. Becks ----------------------------------------- Theresa D. Becks, Chief Financial Officer Campbell & Company, Inc. General Partner Campbell Strategic Allocation Fund, L.P. Prepared without audit
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Dear Investor, A re-pricing of risk drives month-end losses ... Fixed Income was the primary driver of losses in February, motivated in particular by the flight to quality from risky assets on the 27th. Several catalysts were cited for the market decline including a 9% overnight drop in Chinese equities, continued Middle East turmoil, weaker than expected Durable Goods, Greenspan's comments on the possibility of a recession late in 2007, and tightening standards on sub-prime loans. Currency trading also proved difficult as investors liquidated Yen-based carry trades on two occasions during the month. Our fundamental currency model gained on the 27th, but these gains were not enough to offset losses from both outright and cross rate exposures in the technical models. Despite the decline in global equity markets on the 27th, Campbell's equity models were positive on the month, with gains from our macro futures model offsetting losses from technical trading in equity indices. Small gains were recorded in energy trading, while metal trading was slightly negative. Sincerely, Bruce Cleland President & CEO Campbell & Company Inc. General Partner

Dates Referenced Herein

Referenced-On Page
This ‘424B3’ Filing    Date First  Last      Other Filings
Filed on:3/21/07None on these Dates
2/28/0712
1/31/0712
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Filing Submission 0001144204-07-013779   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

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