<ARTICLE> 5
<LEGEND>
THE SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE
FINANCIAL STATEMENTS OF CAMPBELL STRATEGIC ALLOCATION FUND AS OF AND FOR THE
THREE MONTHS ENDED MARCH 31, 1999 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE
TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
       
                             
<PERIOD-TYPE>                   3-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               MAR-31-1999
<CASH>                                          36,832
<SECURITIES>                                   340,614
<RECEIVABLES>                                        0
<ALLOWANCES>                                         0
<INVENTORY>                                          0
<CURRENT-ASSETS>                               377,446
<PP&E>                                               0
<DEPRECIATION>                                       0
<TOTAL-ASSETS>                                 377,446
<CURRENT-LIABILITIES>                            4,820
<BONDS>                                              0
<PREFERRED-MANDATORY>                                0
<PREFERRED>                                          0
<COMMON>                                             0
<OTHER-SE>                                     372,626
<TOTAL-LIABILITY-AND-EQUITY>                   377,446
<SALES>                                              0
<TOTAL-REVENUES>                               (2,470)
<CGS>                                                0
<TOTAL-COSTS>                                    6,840
<OTHER-EXPENSES>                                     0
<LOSS-PROVISION>                                     0
<INTEREST-EXPENSE>                                   0
<INCOME-PRETAX>                                (9,310)
<INCOME-TAX>                                         0
<INCOME-CONTINUING>                            (9,310)
<DISCONTINUED>                                       0
<EXTRAORDINARY>                                      0
<CHANGES>                                            0
<NET-INCOME>                                   (9,310)
<EPS-PRIMARY>                                  (43.25)
<EPS-DILUTED>                                  (43.25)