CONDENSED SCHEDULE OF INVESTMENTS (Unaudited) (USD $) | Mar. 31, 2015 | Dec. 31, 2014 |
Investment Owned | | | | |
Short term investments | $1,691 | | $1,155,613 | |
Net unrealized gain (loss) on open futures contracts | 17,404,802 | | 25,227,492 | |
Net unrealized gain (loss) on open forward currency contracts | 19,687,758 | | 14,637,620 | |
Fixed Income Securities [Member] | | | | |
Investment Owned | | | | |
Fair value | 675,719,623 | [1] | 624,013,898 | [2] |
% of Net Asset Value (in hundredths) | 78.54% | | 83.42% | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | | | | |
Investment Owned | | | | |
Fair value | 51,347,179 | | 23,985,021 | |
% of Net Asset Value (in hundredths) | 5.97% | | 3.21% | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Auto Loans [Member] | | | | |
Investment Owned | | | | |
Fair value | 28,959,865 | | 17,164,098 | |
% of Net Asset Value (in hundredths) | 3.37% | | 2.30% | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Credit Cards [Member] | | | | |
Investment Owned | | | | |
Fair value | 16,706,222 | | 3,906,213 | |
% of Net Asset Value (in hundredths) | 1.94% | | 0.52% | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Equipment Loans [Member] | | | | |
Investment Owned | | | | |
Fair value | 4,502,759 | | 1,736,330 | |
% of Net Asset Value (in hundredths) | 0.52% | | 0.23% | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Utility Rate Reduction Bonds [Member] | | | | |
Investment Owned | | | | |
Fair value | 1,178,333 | | 1,178,380 | |
% of Net Asset Value (in hundredths) | 0.14% | | 0.16% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | | | | |
Investment Owned | | | | |
Fair value | 289,976,865 | | 230,110,724 | |
% of Net Asset Value (in hundredths) | 33.71% | | 30.76% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | Switzerland [Member] | | | | |
Investment Owned | | | | |
Fair value | 9,613,611 | | | |
% of Net Asset Value (in hundredths) | 1.12% | | | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | | | | |
Investment Owned | | | | |
Fair value | 280,363,254 | | | |
% of Net Asset Value (in hundredths) | 32.59% | | | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Consumer Discretionary [Member] | | | | |
Investment Owned | | | | |
Fair value | 30,327,121 | | 36,268,906 | |
% of Net Asset Value (in hundredths) | 3.52% | | 4.85% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Consumer Staples [Member] | | | | |
Investment Owned | | | | |
Fair value | 3,199,996 | | 41,535,967 | |
% of Net Asset Value (in hundredths) | 0.37% | | 5.55% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Energy [Member] | | | | |
Investment Owned | | | | |
Fair value | 50,162,679 | | 33,532,018 | |
% of Net Asset Value (in hundredths) | 5.83% | | 4.48% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Financials [Member] | | | | |
Investment Owned | | | | |
Fair value | 87,523,052 | | 44,285,091 | |
% of Net Asset Value (in hundredths) | 10.17% | | 5.92% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Health Care [Member] | | | | |
Investment Owned | | | | |
Fair value | 22,423,146 | | | |
% of Net Asset Value (in hundredths) | 2.61% | | | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Industrials [Member] | | | | |
Investment Owned | | | | |
Fair value | 14,414,849 | | 6,518,131 | |
% of Net Asset Value (in hundredths) | 1.68% | | 0.87% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Materials [Member] | | | | |
Investment Owned | | | | |
Fair value | 19,856,966 | | 4,249,818 | |
% of Net Asset Value (in hundredths) | 2.31% | | 0.57% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Technology [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 24,999,469 | |
% of Net Asset Value (in hundredths) | | | 3.34% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Utilities [Member] | | | | |
Investment Owned | | | | |
Fair value | 52,455,445 | | 38,721,324 | |
% of Net Asset Value (in hundredths) | 6.10% | | 5.18% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | | | | |
Investment Owned | | | | |
Fair value | 212,146,979 | | 224,819,909 | |
% of Net Asset Value (in hundredths) | 24.65% | | 30.05% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United Kingdom [Member] | Materials [Member] | | | | |
Investment Owned | | | | |
Fair value | 16,007,152 | | 16,015,040 | |
% of Net Asset Value (in hundredths) | 1.86% | | 2.14% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | | | | |
Investment Owned | | | | |
Fair value | 196,139,827 | | 208,804,869 | |
% of Net Asset Value (in hundredths) | 22.79% | | 27.91% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Communications [Member] | | | | |
Investment Owned | | | | |
Fair value | 5,273,783 | | 37,372,502 | |
% of Net Asset Value (in hundredths) | 0.61% | | 5.00% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Consumer Discretionary [Member] | | | | |
Investment Owned | | | | |
Fair value | 35,986,144 | | 35,898,692 | |
% of Net Asset Value (in hundredths) | 4.18% | | 4.80% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Consumer Staples [Member] | | | | |
Investment Owned | | | | |
Fair value | 7,883,626 | | 4,592,458 | |
% of Net Asset Value (in hundredths) | 0.92% | | 0.61% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Financials [Member] | | | | |
Investment Owned | | | | |
Fair value | 117,189,322 | | 120,680,364 | |
% of Net Asset Value (in hundredths) | 13.62% | | 16.13% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Health Care [Member] | | | | |
Investment Owned | | | | |
Fair value | 13,503,876 | | 4,442,815 | |
% of Net Asset Value (in hundredths) | 1.57% | | 0.59% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Technology [Member] | | | | |
Investment Owned | | | | |
Fair value | 8,866,654 | | 4,065,720 | |
% of Net Asset Value (in hundredths) | 1.03% | | 0.54% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Utilities [Member] | | | | |
Investment Owned | | | | |
Fair value | 7,436,422 | | 1,752,318 | |
% of Net Asset Value (in hundredths) | 0.86% | | 0.24% | |
Fixed Income Securities [Member] | Government and Agency Obligations [Member] | | | | |
Investment Owned | | | | |
Fair value | 122,248,600 | | 145,098,244 | |
% of Net Asset Value (in hundredths) | 14.21% | | 19.40% | |
Fixed Income Securities [Member] | Government and Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 04/23/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | 49,999,600 | [3] | | |
% of Net Asset Value (in hundredths) | 5.81% | | | |
Fixed Income Securities [Member] | Government and Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 04/23/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | 29,999,760 | [3] | | |
% of Net Asset Value (in hundredths) | 3.49% | | | |
Fixed Income Securities [Member] | Government and Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 06/25/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | 42,249,240 | [3] | | |
% of Net Asset Value (in hundredths) | 4.91% | | | |
Fixed Income Securities [Member] | Government and Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/08/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 29,999,940 | [3] |
% of Net Asset Value (in hundredths) | | | 4.01% | |
Fixed Income Securities [Member] | Government and Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/22/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 49,999,150 | [3] |
% of Net Asset Value (in hundredths) | | | 6.69% | |
Fixed Income Securities [Member] | Government and Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/29/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 65,099,154 | [3] |
% of Net Asset Value (in hundredths) | | | 8.70% | |
Short Term Investments [Member] | | | | |
Investment Owned | | | | |
Short term investments | 1,691 | | 1,155,613 | |
% of Net Asset Value (in hundredths) | 0.00% | | 0.15% | |
Short Term Investments [Member] | Money Market Funds [Member] | United States [Member] | | | | |
Investment Owned | | | | |
Short term investments | 1,691 | | 1,155,613 | |
% of Net Asset Value (in hundredths) | 0.00% | | 0.15% | |
Futures Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 17,404,802 | | 25,227,492 | |
% of Net Asset Value (in hundredths) | 2.02% | | 3.37% | |
Futures Contracts [Member] | Long Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 12,214,867 | | 20,535,517 | |
% of Net Asset Value (in hundredths) | 1.42% | | 2.74% | |
Futures Contracts [Member] | Long Contracts [Member] | Agriculture [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -282,998 | | -1,346,863 | |
% of Net Asset Value (in hundredths) | -0.03% | | -0.18% | |
Futures Contracts [Member] | Long Contracts [Member] | Energy [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -154,367 | | -335,652 | |
% of Net Asset Value (in hundredths) | -0.02% | | -0.04% | |
Futures Contracts [Member] | Long Contracts [Member] | Metals [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -443,942 | | -2,848,076 | |
% of Net Asset Value (in hundredths) | -0.05% | | -0.38% | |
Futures Contracts [Member] | Long Contracts [Member] | Stock Indices [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 1,386,562 | | 4,970,233 | |
% of Net Asset Value (in hundredths) | 0.16% | | 0.66% | |
Futures Contracts [Member] | Long Contracts [Member] | Short-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 1,654,714 | | 625,457 | |
% of Net Asset Value (in hundredths) | 0.19% | | 0.08% | |
Futures Contracts [Member] | Long Contracts [Member] | Long-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 10,054,898 | | 19,470,418 | |
% of Net Asset Value (in hundredths) | 1.17% | | 2.60% | |
Futures Contracts [Member] | Short Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 5,189,935 | | 4,691,975 | |
% of Net Asset Value (in hundredths) | 0.60% | | 0.63% | |
Futures Contracts [Member] | Short Contracts [Member] | Agriculture [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 5,646,682 | | -63,177 | |
% of Net Asset Value (in hundredths) | 0.65% | | -0.01% | |
Futures Contracts [Member] | Short Contracts [Member] | Energy [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 2,070,759 | | 4,393,682 | |
% of Net Asset Value (in hundredths) | 0.24% | | 0.59% | |
Futures Contracts [Member] | Short Contracts [Member] | Metals [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -874,333 | | 4,001,104 | |
% of Net Asset Value (in hundredths) | -0.10% | | 0.54% | |
Futures Contracts [Member] | Short Contracts [Member] | Stock Indices [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 344,575 | | -3,697,200 | |
% of Net Asset Value (in hundredths) | 0.04% | | -0.49% | |
Futures Contracts [Member] | Short Contracts [Member] | Short-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -2,299,057 | | 110,779 | |
% of Net Asset Value (in hundredths) | -0.27% | | 0.01% | |
Futures Contracts [Member] | Short Contracts [Member] | Long-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 301,309 | | -53,213 | |
% of Net Asset Value (in hundredths) | 0.04% | | -0.01% | |
Forward Currency Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open forward currency contracts | 19,687,758 | | 14,637,620 | |
% of Net Asset Value (in hundredths) | 2.29% | | 1.96% | |
Forward Currency Contracts [Member] | Long Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open forward currency contracts | -8,890,578 | | -20,392,128 | |
% of Net Asset Value (in hundredths) | -1.03% | | -2.72% | |
Forward Currency Contracts [Member] | Short Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open forward currency contracts | $28,578,336 | | $35,029,748 | |
% of Net Asset Value (in hundredths) | 3.32% | | 4.68% | |
|
[1] | Included in fixed income securities are U.S. Treasury Bills with a fair value of $79,999,360 deposited with the futures brokers and $42,249,240 deposited with the interbank market maker. |
[2] | Included in fixed income securities are U.S. Treasury Bills with a fair value of $79,999,090 deposited with the futures brokers and $65,099,154 deposited with the interbank market maker. |
[3] | Pledged as collateral for the trading of futures or forward positions. |