Consolidated Condensed Schedule of Investments (USD $) | Sep. 30, 2013 | Dec. 31, 2012 |
Open long contracts | Total Futures, Forward and Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | $973,183 | [1] | $3,472,814 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.20% | [1] | 0.55% | [1] |
Open long contracts | Futures Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 722,174 | [1] | 2,657,572 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.15% | [1] | 0.42% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 1,699,674 | [1] | -668,620 | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -334,283 | [1] | -804,167 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.07% | [1] | -0.13% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,960,152 | [1] | 484,754 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.62% | [1] | 0.07% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,246,955 | [1] | 202,322 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.26% | [1] | 0.03% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 616,267 | [1] | -288,575 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.12% | [1] | -0.05% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Meats | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 86,149 | [1] | -45,249 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.02% | [1] | -0.01% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -201,505 | [1] | -131,884 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.04% | [1] | -0.02% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 353,390 | [1] | -53,248 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.07% | [1] | -0.01% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions: | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -533,541 | [1] | -32,573 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.11% | [1] | -0.01% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions: | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -977,500 | [1] | 3,326,192 | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions: | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 938 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions: | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -868,974 | [1] | 266,288 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.18% | [1] | 0.04% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions: | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,126,961 | [1] | 1,449,503 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.44% | [1] | 0.23% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions: | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -598,600 | [1] | 367,534 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.12% | [1] | 0.06% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions: | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 11,411 | [1] | -709 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions: | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,648,298 | [1] | 1,242,638 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.34% | [1] | 0.19% | [1] |
Open long contracts | Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 146,763 | [1] | 804,604 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.03% | [1] | 0.13% | [1] |
Open long contracts | Options on Futures and Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 104,246 | [1] | 10,638 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.02% | [1] | 0.00% | [1] |
Open short contracts | Total Futures, Forward and Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -3,824,833 | [1] | 208,405 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.79% | [1] | 0.03% | [1] |
Open short contracts | Futures Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -3,412,752 | [1] | -431,836 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.71% | [1] | -0.07% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 566,169 | [1] | 2,857,771 | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 949,817 | [1] | 958,379 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.20% | [1] | 0.15% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -232,566 | [1] | 2,401,456 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.05% | [1] | 0.38% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 85,485 | [1] | 87,791 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.02% | [1] | 0.02% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -261,396 | [1] | -585,295 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.05% | [1] | -0.09% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Meats | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -3,248 | [1] | -16,937 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 3,570 | [1] | -103,513 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | -0.02% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 46,632 | [1] | 457,114 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.01% | [1] | 0.07% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions: | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -22,125 | [1] | -341,224 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [1] | -0.05% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions: | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -3,978,921 | [1] | -3,289,607 | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions: | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -2,860 | [1] | 8,031 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions: | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 12,300 | [1] | 71,740 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.01% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions: | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -3,146,914 | [1] | 3,028 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.65% | [1] | 0.00% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions: | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -861,175 | [1] | -2,657,731 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.18% | [1] | -0.42% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions: | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 8,149 | [1] | 8,911 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions: | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 11,579 | [1] | -723,586 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | -0.11% | [1] |
Open short contracts | Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -307,835 | [1] | 640,241 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.06% | [1] | 0.10% | [1] |
Open short contracts | Options on Futures and Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -104,246 | [1] | ' | |
Percent of Partners' Capital (Net Asset Value) | -0.02% | [1] | 0.00% | [1] |
Open contracts | Total Futures, Forward and Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -2,851,650 | [1] | 3,681,219 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.59% | [1] | 0.58% | [1] |
Open contracts | Futures Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -2,690,578 | [1] | 2,225,736 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.56% | [1] | 0.35% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,265,843 | [1] | 2,189,151 | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 615,534 | [1] | 154,212 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.13% | [1] | 0.02% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,727,586 | [1] | 2,886,210 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.57% | [1] | 0.45% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,161,470 | [1] | 290,113 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.24% | [1] | 0.05% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 354,871 | [1] | -873,870 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.07% | [1] | -0.14% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Meats | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 82,901 | [1] | -62,186 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.02% | [1] | -0.01% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -197,935 | [1] | -235,397 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.04% | [1] | -0.04% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 400,022 | [1] | 403,866 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.08% | [1] | 0.06% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions: | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -555,666 | [1] | -373,797 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.12% | [1] | -0.06% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions: | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -4,956,421 | [1] | 36,585 | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions: | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -2,860 | [1] | 8,969 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions: | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -856,674 | [1] | 338,028 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.18% | [1] | 0.05% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions: | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,019,953 | [1] | 1,452,531 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.21% | [1] | 0.23% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions: | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,459,775 | [1] | -2,290,197 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.30% | [1] | -0.36% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions: | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 19,560 | [1] | 8,202 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions: | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,636,719 | [1] | 519,052 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.34% | [1] | 0.08% | [1] |
Open contracts | Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -161,072 | [1] | 1,444,845 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.03% | [1] | 0.23% | [1] |
Open contracts | Options on Futures and Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 10,638 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Securities owned | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 67.67% | | 56.33% | |
Investments Owned, Fair Value | 325,611,997 | | 358,679,830 | |
Securities owned | U.S. Commercial paper | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 4.05% | |
Investments Owned, cost | ' | | 25,763,509 | |
Investments Owned, Fair Value | ' | | 25,782,069 | |
Securities owned | U.S. Government-sponsored enterprises | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 51.50% | | 41.82% | |
Investments Owned, cost | 247,673,754 | | 266,171,482 | |
Investments Owned, Fair Value | 247,825,562 | | 266,282,515 | |
Securities owned | Dell Inc | U.S. Commercial paper | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 1.57% | |
Investments Owned, Face Value | ' | | 10,000,000 | |
Investments Owned, Rate of Return | ' | | 0.30% | |
Investments Owned, Fair Value | ' | | 9,994,400 | |
Securities owned | Coca-Cola Bottling Co Consolidated | U.S. Commercial paper | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 1.37% | |
Investments Owned, Face Value | ' | | 8,700,000 | |
Investments Owned, Rate of Return | ' | | 0.20% | |
Investments Owned, Fair Value | ' | | 8,696,404 | |
Securities owned | Other | U.S. Commercial paper | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 1.11% | |
Investments Owned, Face Value | ' | | 7,100,000 | |
Investments Owned, Rate of Return Range Minimum | ' | | 0.40% | [2] |
Investments Owned, Rate of Return Range Maximum | ' | | 0.60% | [2] |
Investments Owned, Fair Value | ' | | 7,091,265 | |
Securities owned | Other | Corporate Bonds | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 15.17% | | 8.89% | |
Investments Owned, Face Value | 69,919,000 | | 53,066,000 | |
Investments Owned, Rate of Return Range Minimum | 0.50% | [2] | 0.70% | [2] |
Investments Owned, Rate of Return Range Maximum | 1.50% | [2] | 1.50% | [2] |
Investments Owned, cost | 72,810,617 | | 56,488,948 | |
Investments Owned, Fair Value | 72,988,782 | | 56,629,696 | |
Securities owned | Federal Farm Credit Banks | U.S. Government-sponsored enterprises | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 40.06% | | 32.62% | |
Investments Owned, Face Value | 192,700,000 | | 207,700,000 | |
Investments Owned, Rate of Return Range Minimum | 0.20% | | 0.20% | |
Investments Owned, Rate of Return Range Maximum | 0.90% | | 0.40% | |
Investments Owned, Fair Value | 192,747,166 | | 207,717,382 | |
Securities owned | Federal Home Loan Banks | U.S. Government-sponsored enterprises | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 11.44% | | 7.31% | |
Investments Owned, Face Value | 55,000,000 | | 46,500,000 | |
Investments Owned, Rate of Return Range Minimum | 0.80% | | 0.20% | |
Investments Owned, Rate of Return Range Maximum | 1.20% | | 0.30% | |
Investments Owned, Fair Value | 55,078,396 | | 46,514,106 | |
Securities owned | Federal Agricultural Mortgage Corp. | U.S. Government-sponsored enterprises | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 1.89% | |
Investments Owned, Face Value | ' | | 12,000,000 | |
Investments Owned, Rate of Return | ' | | 0.90% | |
Investments Owned, Fair Value | ' | | 12,051,027 | |
Securities owned | U.S. Treasury Bill | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 1.57% | |
Investments Owned, Face Value | ' | | 10,000,000 | |
Investments Owned, Rate of Return | ' | | 0.20% | |
Investments Owned, cost | ' | | 9,981,800 | |
Investments Owned, Fair Value | ' | | 9,985,550 | |
Securities owned | National Grid plc | U.S. Commercial paper | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 1.00% | | ' | |
Investments Owned, Face Value | 4,800,000 | | ' | |
Investments Owned, Rate of Return | 0.40% | | ' | |
Investments Owned, cost | 4,795,093 | | ' | |
Investments Owned, Fair Value | $4,797,653 | | ' | |
|
[1] | No individual futures, forward, and options on futures and forward contract position constituted greater than 1 percent of partners' capital (net asset value). Accordingly, the number of contracts and expiration dates are not presented. |
[2] | No individual position constituted greater than 1 percent of partners' capital (net asset value). |