Consolidated Condensed Schedule of Investments (USD $) | Mar. 31, 2015 | Dec. 31, 2014 |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | | | | |
Investments Owned - broker trading accounts, cost | $12,393,731 | | $12,393,731 | |
Investments Owned, cost | 105,186,129 | | 111,958,454 | |
Investments Owned - broker trading accounts, fair value | 12,399,728 | | 12,395,634 | |
Investments Owned, Fair Value | 105,429,824 | | 112,187,759 | |
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 | 5,493,752 | [1] | 4,578,375 | [1] |
Percent of Partners' Capital (Net Asset Value) | 1.86% | [1] | 1.53% | [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 | -31,146 | [1] | 357,025 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [1] | 0.12% | [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 | 5,524,898 | [1] | 4,221,350 | [1] |
Percent of Partners' Capital (Net Asset Value) | 1.87% | [1] | 1.41% | [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 | 1,512,105 | [1] | 558,937 | [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 | -312,292 | [1] | -211,896 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.11% | [1] | -0.07% | [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 | -3,115 | [1] | 52,169 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.02% | [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 | -43,944 | [1] | -308,415 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [1] | -0.10% | [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 | 1,996,746 | [1] | 360,243 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.67% | [1] | 0.12% | [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 | 47,295 | [1] | -136,100 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.02% | [1] | -0.05% | [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 | -15,050 | [1] | -20,303 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [1] | -0.01% | [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 | -1,500 | [1] | -50,394 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [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 | -156,035 | [1] | 873,633 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.05% | [1] | 0.29% | [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 | 4,012,793 | [1] | 3,662,413 | [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 | 980 | [1] | 3,862 | [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 | | | 1,536 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [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 | 2,879,648 | [1] | 4,365,656 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.98% | [1] | 1.46% | [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 | 208,588 | [1] | -1,449,798 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.07% | [1] | -0.48% | [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 | -67,385 | [1] | 12,861 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.02% | [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 | 990,962 | [1] | 728,296 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.35% | [1] | 0.24% | [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 | 1,001,382 | [1] | 6,789,870 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.34% | [1] | 2.28% | [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 | -407,665 | [1] | -538,247 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.14% | [1] | -0.18% | [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 | 1,409,047 | [1] | 7,328,117 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.48% | [1] | 2.46% | [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 | 1,721,695 | [1] | 4,530,703 | [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 | 108,319 | [1] | -18,577 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.04% | [1] | -0.01% | [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 | 206,864 | [1] | 1,925,431 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.07% | [1] | 0.64% | [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 | 437,048 | [1] | 1,437,870 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.15% | [1] | 0.48% | [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 | -65,438 | [1] | -58,553 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.02% | [1] | -0.02% | [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 | 35,173 | [1] | 42,279 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.01% | [1] | 0.01% | [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 | -231,355 | [1] | 428,534 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.08% | [1] | 0.14% | [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 | 1,254,857 | [1] | 850,654 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.43% | [1] | 0.28% | [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 | -23,773 | [1] | -76,935 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [1] | -0.02% | [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 | -312,648 | [1] | 2,797,414 | [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 | 1,979 | [1] | -962 | [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 | 137,411 | [1] | 1,641,340 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.05% | [1] | 0.55% | [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 | -13,719 | [1] | -39,414 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | -0.01% | [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 | -480,813 | [1] | 1,267,292 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.16% | [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 | 30,943 | [1] | 7,155 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.01% | [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 | 11,551 | [1] | -77,997 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | -0.02% | [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 | 6,495,134 | [1] | 11,368,245 | [1] |
Percent of Partners' Capital (Net Asset Value) | 2.20% | [1] | 3.81% | [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 | -438,811 | [1] | -181,222 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.15% | [1] | -0.06% | [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 | 6,933,945 | [1] | 11,549,467 | [1] |
Percent of Partners' Capital (Net Asset Value) | 2.35% | [1] | 3.87% | [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 | 3,233,800 | [1] | 5,089,640 | [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 | -203,973 | [1] | -230,473 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.07% | [1] | -0.08% | [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 | 203,749 | [1] | 1,977,600 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.07% | [1] | 0.66% | [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 | 393,104 | [1] | 1,129,455 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.14% | [1] | 0.38% | [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 | 1,931,308 | [1] | 301,690 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.65% | [1] | 0.10% | [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 | 82,468 | [1] | -93,821 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.03% | [1] | -0.04% | [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 | -246,405 | [1] | 408,231 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.09% | [1] | 0.13% | [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 | 1,253,357 | [1] | 800,260 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.43% | [1] | 0.27% | [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 | -179,808 | [1] | 796,698 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.06% | [1] | 0.27% | [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 | 3,700,145 | [1] | 6,459,827 | [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 | 2,959 | [1] | 2,900 | [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 | 137,411 | [1] | 1,642,876 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.05% | [1] | 0.55% | [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 | 2,865,929 | [1] | 4,326,242 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.98% | [1] | 1.45% | [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 | -272,225 | [1] | -182,506 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.09% | [1] | -0.06% | [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 | -36,442 | [1] | 20,016 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [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 | 1,002,513 | [1] | 650,299 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.35% | [1] | 0.22% | [1] |
Securities in broker trading accounts | U.S. Treasury Bills | | | | |
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) | 4.20% | [2] | 4.15% | [2] |
Investments Owned, Face Value | 12,400,000 | [2] | 12,400,000 | [2] |
Investments Owned, Rate of Return | 0.10% | [2] | 0.10% | [2] |
Investments Owned - broker trading accounts, cost | 12,393,731 | [2] | 12,393,731 | [2] |
Investments Owned - broker trading accounts, fair value | 12,399,728 | [2] | 12,395,634 | [2] |
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) | 35.75% | | 37.58% | |
Investments Owned, Fair Value | 105,429,824 | | 112,187,759 | |
Securities owned | 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) | 2.68% | [3] | 3.58% | [3] |
Investments Owned, cost | 7,872,782 | [3] | 10,681,432 | [3] |
Investments Owned, Fair Value | 7,881,971 | [3] | 10,687,288 | [3] |
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) | 32.36% | | 29.94% | |
Investments Owned, cost | 95,233,333 | | 89,200,000 | |
Investments Owned, Fair Value | 95,456,235 | | 89,383,625 | |
Securities owned | 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) | | | 4.06% | [3] |
Investments Owned, cost | | | 12,077,022 | [3] |
Investments Owned, Fair Value | | | 12,116,846 | [3] |
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) | 6.80% | | 6.72% | |
Investments Owned, Face Value | 20,000,000 | | 20,000,000 | |
Investments Owned, Rate of Return | 1.10% | | 1.10% | |
Investments Owned, Fair Value | 20,070,417 | | 20,069,167 | |
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) | 23.86% | | 22.38% | |
Investments Owned, Face Value | 70,233,333 | | 66,700,000 | |
Investments Owned, Rate of Return Range Minimum | 1.00% | | 1.00% | |
Investments Owned, Rate of Return Range Maximum | 1.40% | | 1.30% | |
Investments Owned, Fair Value | 70,369,113 | | 66,813,621 | |
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) | 1.70% | | 0.84% | |
Investments Owned, Face Value | 5,000,000 | | 2,500,000 | |
Investments Owned, Rate of Return | 1.30% | | 1.30% | |
Investments Owned, Fair Value | 5,016,705 | | 2,500,837 | |
Securities owned | Foreign corporate bonds | 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) | | | 0.52% | [3] |
Investments Owned, Face Value | | | 1,542,000 | [3] |
Investments Owned, Rate of Return | | | 0.80% | [3] |
Investments Owned, Fair Value | | | 1,553,227 | [3] |
Securities owned | U.S. corporate bonds | 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) | 0.71% | | 3.54% | [3] |
Investments Owned, Face Value | 2,000,000 | | 10,283,000 | [3] |
Investments Owned, Rate of Return Range Minimum | | | 0.70% | [3] |
Investments Owned, Rate of Return Range Maximum | | | 1.10% | [3] |
Investments Owned, Rate of Return | 1.10% | | | |
Investments Owned, cost | 2,080,014 | | | |
Investments Owned, Fair Value | 2,091,618 | | 10,563,619 | [3] |
Securities owned | Foreign commercial paper | 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) | 0.88% | [3] | 0.86% | [3] |
Investments Owned, Face Value | 2,584,000 | [3] | 2,584,000 | [3] |
Investments Owned, Rate of Return | 0.40% | [3] | 0.50% | [3] |
Investments Owned, Fair Value | 2,583,693 | [3] | 2,580,625 | [3] |
Securities owned | U.S. commercial paper | 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) | 1.80% | [3] | 2.72% | [3] |
Investments Owned, Face Value | 5,300,000 | [3] | 8,110,000 | [3] |
Investments Owned, Rate of Return Range Minimum | | | 0.30% | [3] |
Investments Owned, Rate of Return Range Maximum | | | 0.40% | [3] |
Investments Owned, Rate of Return | 0.40% | [3] | | |
Investments Owned, Fair Value | $5,298,278 | [3] | $8,106,663 | [3] |
|
[1] | * No individual futures or 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] | Pledged as collateral for the trading of futures and forward contracts. |
[3] | No individual position constituted greater than I percent of partners’ capital (net asset value). |