Grant Park Futures Fund Limited Partnership 10-Q 14 Nov 17 2017 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	9 Months Ended
	Sep. 30, 2017shares
Document and Entity Information
Entity Registrant Name	GRANT PARK FUTURES FUND LIMITED PARTNERSHIP
Entity Central Index Key	845,698
Document Type	10-Q
Document Period End Date	Sep. 30, 2017
Amendment Flag	false
Current Fiscal Year End Date	--12-31
Entity Current Reporting Status	Yes
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding	0
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q3

Consolidated Statements of Fina

Consolidated Statements of Financial Condition - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Equity in brokers' trading accounts:
Cash	$ 35,435,737	$ 31,854,126
Total equity in brokers' trading accounts	35,081,152	33,400,057
Cash and cash equivalents	4,209,775	49,647,370
Securities owned, at fair value	82,280,025	87,511,963
Interest and other receivable, net	164,705	30,508
Total assets	121,735,657	170,589,898
Liabilities
Brokerage charge payable	584,478	858,221
Accrued incentive fees	881	128,365
Organization and offering costs payable	29,134	41,026
Accrued operating expenses	25,339	35,530
Redemptions payable to limited partners	2,876,088	4,161,818
Total liabilities	3,515,920	5,224,960
Partners' Capital (Net Asset Value)
Total partners' capital (net asset value)	118,219,737	165,364,938
Total liabilities and partners' capital (net asset value)	121,735,657	170,589,898
Class A
Partners' Capital (Net Asset Value)
General Partner	305,557	333,239
Limited Partners	7,287,377	9,238,467
Class B
Partners' Capital (Net Asset Value)
Limited Partners	74,299,358	99,127,541
Legacy 1 Class
Partners' Capital (Net Asset Value)
General Partner	454,941	487,634
Limited Partners	687,443	800,410
Legacy 2 Class
Partners' Capital (Net Asset Value)
General Partner	203,753	218,807
Limited Partners	169,651	250,158
Global 1 Class
Partners' Capital (Net Asset Value)
General Partner	369,388	775,716
Limited Partners	25,987,608	33,082,784
Global 2 Class
Partners' Capital (Net Asset Value)
General Partner	178,462	190,820
Limited Partners	1,170,990	1,864,195
Global 3 Class
Partners' Capital (Net Asset Value)
Limited Partners	7,105,209	18,995,167
Futures Contracts
Equity in brokers' trading accounts:
Net unrealized gain (loss) on open contracts	297,253	2,279,924
Forward Contracts
Equity in brokers' trading accounts:
Net unrealized gain (loss) on open contracts	(514,397)	705
Swap Contracts
Equity in brokers' trading accounts:
Net unrealized gain (loss) on open contracts	$ (137,441)	$ (734,698)

Consolidated Statements of Fin3

Consolidated Statements of Financial Condition (Parenthetical) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Securities owned, cost (in dollars)	$ 82,163,255	$ 87,212,372
Class A
General Partner, units outstanding	307.34	307.34
Limited Partners, units outstanding	7,330.04	8,520.61
Class B
Limited Partners, units outstanding	91,417.12	111,286.78
Legacy 1 Class
General Partner, units outstanding	574.13	574.13
Limited Partners, units outstanding	867.54	942.38
Legacy 2 Class
General Partner, units outstanding	263.13	263.13
Limited Partners, units outstanding	219.09	300.83
Global 1 Class
General Partner, units outstanding	469.97	924.77
Limited Partners, units outstanding	33,064.25	39,439.76
Global 2 Class
General Partner, units outstanding	231.81	231.81
Limited Partners, units outstanding	1,520.99	2,264.59
Global 3 Class
Limited Partners, units outstanding	10,701.23	26,405.78

Consolidated Condensed Schedule

Consolidated Condensed Schedule of Investments - USD ($)		Sep. 30, 2017	Dec. 31, 2016
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned
Investments Owned, Cost		$ 82,163,255	$ 87,212,372
Investments Owned, Fair Value		82,280,025	87,511,963
Open long contracts | Futures, Forward, and Swap 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		$ (628,718)	$ 547,921
Percent of Partners' Capital (Net Asset Value)		(0.53%)	0.33%
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	[1]	$ (689,883)	$ (9,770)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.58%)	(0.01%)
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	[1]	$ 198,606	$ 1,292,389
Percent of Partners' Capital (Net Asset Value)	[1]	0.17%	0.78%
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]	$ (531,699)	$ 196,631
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	[1]	$ (36,881)	$ (186,627)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.03%)	(0.11%)
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	[1]	$ (461,712)	$ 116,150
Percent of Partners' Capital (Net Asset Value)	[1]	(0.39%)	0.07%
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]	$ 78,901	$ 540,550
Percent of Partners' Capital (Net Asset Value)	[1]	0.07%	0.32%
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]	$ (348,149)	$ 21,206
Percent of Partners' Capital (Net Asset Value)	[1]	(0.29%)	0.01%
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	[1]	$ (1,905)	$ 69,709
Percent of Partners' Capital (Net Asset Value)	[1]		0.04%
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	[1]	$ (468,715)	$ (74,055)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.40%)	(0.04%)
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]	$ 8,958	$ (22,484)
Percent of Partners' Capital (Net Asset Value)	[1]	0.01%	(0.01%)
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	[1]	$ 697,804	$ (267,818)
Percent of Partners' Capital (Net Asset Value)	[1]	0.59%	(0.16%)
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	[1]	$ 730,305	$ 1,095,758
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	[1]	(4,799)	1,089
Open long contracts | Futures Contracts | Foreign 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	[1]	103
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]	3,578	$ 8,773
Percent of Partners' Capital (Net Asset Value)	[1]		0.01%
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	[1]	$ (536,343)	$ 307,223
Percent of Partners' Capital (Net Asset Value)	[1]	(0.45%)	0.19%
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	[1]	$ 579,454	$ (76,499)
Percent of Partners' Capital (Net Asset Value)	[1]	0.49%	(0.05%)
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	[1]	$ (2,626)	$ 6,462
Open long contracts | Futures Contracts | Foreign Futures Positions | Stock indices
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]	$ 690,938	$ 848,710
Percent of Partners' Capital (Net Asset Value)	[1]	0.58%	0.51%
Open long contracts | Swap 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		$ (137,441)	$ (734,698)
Percent of Partners' Capital (Net Asset Value)		(0.12%)	(0.44%)
Open long contracts | Swap Contracts | Deutsche Bank Total Return Swap Terminating March 29, 2019
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		$ (1,970,452)	$ (1,139,264)
Percent of Partners' Capital (Net Asset Value)		(1.67%)	(0.68%)
Open long contracts | Swap Contracts | Deutsche Bank Total Return Swap Terminating July 1, 2020
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		$ 1,833,011	$ 404,566
Percent of Partners' Capital (Net Asset Value)		1.55%	0.24%
Open short contracts | Futures, Forward, and Swap 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		$ 274,133	$ 998,010
Percent of Partners' Capital (Net Asset Value)		0.23%	0.60%
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	[1]	$ 175,486	$ 10,475
Percent of Partners' Capital (Net Asset Value)	[1]	0.15%	0.01%
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]	$ 98,647	$ 987,535
Percent of Partners' Capital (Net Asset Value)	[1]	0.08%	0.59%
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]	$ 9,847	$ 722,564
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	[1]	$ (36,488)	$ 43,391
Percent of Partners' Capital (Net Asset Value)	[1]	(0.03%)	0.02%
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	[1]	$ 16,739	$ 301,634
Percent of Partners' Capital (Net Asset Value)	[1]	0.01%	0.18%
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	[1]	$ (54,744)	$ (5,443)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.05%)
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	[1]	$ 117,530	$ (45,121)
Percent of Partners' Capital (Net Asset Value)	[1]	0.10%	(0.02%)
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	[1]	$ (6,441)	$ (375)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.01%)
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	[1]	$ 7,715	$ 143,785
Percent of Partners' Capital (Net Asset Value)	[1]	0.01%	0.08%
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]	$ 139,233	$ 256,819
Percent of Partners' Capital (Net Asset Value)	[1]	0.12%	0.15%
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	[1]	$ (173,697)	$ 27,874
Percent of Partners' Capital (Net Asset Value)	[1]	(0.15%)	0.01%
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	[1]	$ 88,800	$ 264,971
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]	2,439	1,439
Open short contracts | Futures Contracts | Foreign 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	[1]	2,274
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	[1]	$ 301,687	$ (31,790)
Percent of Partners' Capital (Net Asset Value)	[1]	0.26%	(0.02%)
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	[1]	$ (108,129)	$ 329,003
Percent of Partners' Capital (Net Asset Value)	[1]	(0.09%)	0.20%
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	[1]	$ 5,825	$ 17,276
Percent of Partners' Capital (Net Asset Value)	[1]		0.01%
Open short contracts | Futures Contracts | Foreign Futures Positions | Stock indices
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]	$ (115,296)	$ (50,957)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.10%)	(0.03%)
Open contracts | Futures, Forward, and Swap 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		$ (354,585)	$ 1,545,931
Percent of Partners' Capital (Net Asset Value)		(0.30%)	0.93%
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	[1]	$ (514,397)	$ 705
Percent of Partners' Capital (Net Asset Value)	[1]	(0.43%)
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	[1]	$ 297,253	$ 2,279,924
Percent of Partners' Capital (Net Asset Value)	[1]	0.25%	1.37%
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	[1]	$ (521,852)	$ 919,195
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	[1]	$ (73,369)	$ (143,236)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.06%)	(0.09%)
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	[1]	$ (444,973)	$ 417,784
Percent of Partners' Capital (Net Asset Value)	[1]	(0.38%)	0.25%
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]	$ 24,157	$ 535,107
Percent of Partners' Capital (Net Asset Value)	[1]	0.02%	0.32%
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]	$ (230,619)	$ (23,915)
Percent of Partners' Capital (Net Asset Value)	[1]	(0.20%)	(0.01%)
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	[1]	$ (8,346)	$ 69,334
Percent of Partners' Capital (Net Asset Value)	[1]	(0.01%)	0.04%
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	[1]	$ (461,000)	$ 69,730
Percent of Partners' Capital (Net Asset Value)	[1]	(0.39%)	0.04%
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]	$ 148,191	$ 234,335
Percent of Partners' Capital (Net Asset Value)	[1]	0.13%	0.14%
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	[1]	$ 524,107	$ (239,944)
Percent of Partners' Capital (Net Asset Value)	[1]	0.44%	(0.15%)
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	[1]	$ 819,105	$ 1,360,729
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	[1]	(2,360)	2,528
Open contracts | Futures Contracts | Foreign 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	[1]	2,377
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	[1]	3,578	$ 8,773
Percent of Partners' Capital (Net Asset Value)	[1]		0.01%
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]	$ (234,656)	$ 275,433
Percent of Partners' Capital (Net Asset Value)	[1]	(0.20%)	0.17%
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]	$ 471,325	$ 252,504
Percent of Partners' Capital (Net Asset Value)	[1]	0.40%	0.15%
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	[1]	$ 3,199	$ 23,738
Percent of Partners' Capital (Net Asset Value)	[1]		0.01%
Open contracts | Futures Contracts | Foreign Futures Positions | Stock indices
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]	$ 575,642	$ 797,753
Percent of Partners' Capital (Net Asset Value)	[1]	0.49%	0.48%
Open contracts | Swap 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		$ (137,441)	$ (734,698)
Percent of Partners' Capital (Net Asset Value)		(0.12%)	(0.44%)
Open contracts | Swap Contracts | Deutsche Bank Total Return Swap Terminating March 29, 2019
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		$ (1,970,452)	$ (1,139,264)
Percent of Partners' Capital (Net Asset Value)		(1.67%)	(0.68%)
Open contracts | Swap Contracts | Deutsche Bank Total Return Swap Terminating July 1, 2020
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		$ 1,833,011	$ 404,566
Percent of Partners' Capital (Net Asset Value)		1.55%	0.24%
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)		69.60%	52.92%
Investments Owned, Cost		$ 82,163,255	$ 87,212,372
Investments Owned, Fair Value		$ 82,280,025	$ 87,511,963
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)		58.51%	41.85%
Investments Owned, Cost		$ 68,997,750	$ 68,999,520
Investments Owned, Fair Value		$ 69,173,416	$ 69,209,493
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)		40.27%	28.80%
Investments Owned, Face Value		$ 47,500,000	$ 47,500,000
Investments Owned, Rate of Return Range Minimum		1.10%	1.10%
Investments Owned, Rate of Return Range Maximum		1.30%	1.30%
Investments Owned, Fair Value		$ 47,606,128	$ 47,629,368
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)		16.12%	11.53%
Investments Owned, Face Value		$ 19,000,000	$ 19,000,000
Investments Owned, Rate of Return Range Minimum		1.10%	1.10%
Investments Owned, Rate of Return Range Maximum		1.50%	1.50%
Investments Owned, Fair Value		$ 19,061,588	$ 19,067,300
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)		2.12%	1.52%
Investments Owned, Face Value		$ 2,500,000	$ 2,500,000
Investments Owned, Rate of Return		1.10%	1.10%
Investments Owned, Fair Value		$ 2,505,700	$ 2,512,825
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)		4.99%	6.75%
Investments Owned, Cost		$ 5,865,505	$ 11,093,510
Investments Owned, Fair Value		$ 5,897,469	$ 11,158,232
Securities owned | American Electric Power | 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)			1.17%
Investments Owned, Face Value			$ 1,900,000
Investments Owned, Rate of Return			1.80%
Investments Owned, Fair Value			$ 1,932,728
Securities owned | American Honda Finance | 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)		1.70%	1.22%
Investments Owned, Face Value		$ 2,000,000	$ 2,000,000
Investments Owned, Rate of Return		1.50%	1.50%
Investments Owned, Fair Value		$ 2,004,493	$ 2,013,468
Securities owned | AT&T, Inc. | 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)		1.56%	1.11%
Investments Owned, Face Value		$ 1,840,000	$ 1,840,000
Investments Owned, Rate of Return		1.80%	1.80%
Investments Owned, Fair Value		$ 1,847,246	$ 1,835,800
Securities owned | GATX Corporation | 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)			1.16%
Investments Owned, Face Value			$ 1,905,000
Investments Owned, Rate of Return			1.80%
Investments Owned, Fair Value			$ 1,910,867
Securities owned | Wells Fargo & Company | 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)		1.73%	1.29%
Investments Owned, Face Value		$ 2,000,000	$ 2,000,000
Investments Owned, Rate of Return		1.70%	1.70%
Investments Owned, Fair Value		$ 2,045,730	$ 2,133,790
Securities owned | Others | 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)	[2]		0.80%
Investments Owned, Face Value	[2]		$ 1,325,000
Investments Owned, Rate of Return	[2]		1.50%
Investments Owned, Fair Value	[2]		$ 1,331,579
Securities owned | U.S. Mutual Fund | Grant Park Absolute Return Fund, Class I
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)		6.10%
Investments Owned, Shares		647,140
Investments Owned, Cost		$ 7,300,000
Investments Owned, Fair Value		$ 7,209,140
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)			4.32%
Investments Owned, Cost			$ 7,119,342
Investments Owned, Fair Value			$ 7,144,238
Securities owned | Coca-Cola Corp | 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)			2.42%
Investments Owned, Face Value			$ 4,000,000
Investments Owned, Rate of Return			0.80%
Investments Owned, Fair Value			$ 3,994,645
Securities owned | Others | 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]		1.90%
Investments Owned, Face Value	[2]		$ 3,150,000
Investments Owned, Rate of Return Range Minimum	[2]		0.90%
Investments Owned, Rate of Return Range Maximum	[2]		1.40%
Investments Owned, Fair Value	[2]		$ 3,149,593
[1]	No individual 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).

Consolidated Statements of Oper

Consolidated Statements of Operations - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Net gain (loss) from futures, forward, swap, and securities trading
Net trading gains (losses)	$ 256,752	$ (3,739,683)	$ (6,700,383)	$ 12,610,449
Change in unrealized	(77,456)		(77,456)
Net gains (losses) from securities	(77,456)		(77,456)
Income
Interest income	241,266	315,806	839,120	1,011,725
Expenses from operations
Brokerage charge	1,431,412	2,293,183	4,886,020	7,517,779
Incentive fees	881	86,439	314,437	685,579
Organizational and offering costs	91,530	140,050	309,720	446,843
Operating expenses	79,551	120,999	268,811	385,937
Total expenses	1,603,374	2,640,671	5,778,988	9,036,138
Net investment loss	(1,362,108)	(2,324,865)	(4,939,868)	(8,024,413)
Net income (loss)	$ (1,105,356)	$ (6,064,548)	$ (11,640,251)	$ 4,586,036
Class A
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period:
General Partner & Limited Partner Units (in dollars per unit)	$ (10.88)	$ (37.22)	$ (90.07)	$ 15.69
Class B
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period:
General Partner & Limited Partner Units (in dollars per unit)	(10.24)	(32.18)	(77.99)	7.99
Legacy 1 Class
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period:
General Partner & Limited Partner Units (in dollars per unit)	(4.06)	(23.85)	(56.95)	25.78
Legacy 2 Class
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period:
General Partner & Limited Partner Units (in dollars per unit)	(4.45)	(23.91)	(57.21)	23.59
Global 1 Class
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period:
General Partner & Limited Partner Units (in dollars per unit)	(2.88)	(22.68)	(52.85)	33.16
Global 2 Class
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period:
General Partner & Limited Partner Units (in dollars per unit)	(3.31)	(22.60)	(53.31)	32.63
Global 3 Class
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period:
General Partner & Limited Partner Units (in dollars per unit)	$ (5.79)	$ (23.15)	$ (55.40)	$ 19.80
Futures Contracts
Net gain (loss) from futures, forward, swap, and securities trading
Realized	$ (3,624,312)	$ 1,523,704	$ (2,024,091)	$ 16,121,355
Change in unrealized	3,972,712	(5,062,938)	(1,982,669)	2,220,457
Commissions	(460,527)	(714,283)	(1,562,790)	(2,269,123)
Net trading gains (losses)	(112,127)	(4,253,517)	(5,569,550)	16,072,689
Forward Contracts
Net gain (loss) from futures, forward, swap, and securities trading
Realized	513,204	220,489	(1,134,274)	(163,404)
Change in unrealized	(526,989)	(398,093)	(515,103)	566,336
Commissions	(316)	(599)	(1,256)	(2,434)
Net trading gains (losses)	(14,101)	(178,203)	(1,650,633)	400,498
Swap Contracts
Net gain (loss) from futures, forward, swap, and securities trading
Change in unrealized	460,436	692,037	597,256	(3,862,738)
Net trading gains (losses)	$ 460,436	$ 692,037	$ 597,256	$ (3,862,738)

Consolidated Statements of Chan

Consolidated Statements of Changes in Partners' Capital (Net Asset Value) - USD ($)	Class AGeneral Partner	Class ALimited Partners	Class A	Class BLimited Partners	Class B	Legacy 1 ClassGeneral Partner	Legacy 1 ClassLimited Partners	Legacy 1 Class	Legacy 2 ClassGeneral Partner	Legacy 2 ClassLimited Partners	Legacy 2 Class	Global 1 ClassGeneral Partner	Global 1 ClassLimited Partners	Global 1 Class	Global 2 ClassGeneral Partner	Global 2 ClassLimited Partners	Global 2 Class	Global 3 ClassLimited Partners	Global 3 Class	Total
Partners' capital, (net asset value) at Dec. 31, 2015	$ 335,868					$ 858,478			$ 216,344			$ 1,122,622			$ 1,067,693
Partners' capital, (net asset value) (in units) at Dec. 31, 2015	307.34					1,025			263.13			1,372.89			1,329.58
Partners' capital, (net asset value) at Dec. 31, 2015		$ 10,663,559		$ 120,817,860			$ 1,057,091			$ 423,853			$ 18,401,384			$ 2,805,404		$ 55,964,683
Partners' capital, (net asset value) (in units) at Dec. 31, 2015		9,757.99		133,628.66			1,262.14			515.52			22,503.69			3,493.52		78,419.57
Partners' capital, (net asset value) at Dec. 31, 2015																				$ 213,734,839
Net asset value per unit at beginning of period (in dollars per unit) at Dec. 31, 2015			$ 1,092.80		$ 904.13			$ 837.54			$ 822.19			$ 817.71			$ 803.03		$ 713.66
Increase (Decrease) in Partners' Capital
Contributions							$ 55,000						$ 17,496,250							17,551,250
Contributions (in units)							63.13						20,046.20
Redemptions		$ (1,351,447)		$ (15,483,763)		$ (400,000)	$ (271,171)			$ (80,261)		$ (400,000)	$ (5,754,282)		$ (900,000)	$ (944,227)		$ (28,549,660)		(54,134,811)
Redemptions (in units)		(1,206.89)		(16,510.97)		(450.87)	(309.68)			(92.58)		(448.12)	(6,679.45)		(1,097.77)	(1,127.98)		(37,979.74)
Net income (loss)	$ 4,819	$ 166,653		$ 1,491,598		$ 37,179	$ 35,853		$ 6,206	$ 14,121		$ 64,242	$ 377,842		$ 26,016	$ 115,607		$ 2,245,900		4,586,036
Partners' capital, (net asset value) at Sep. 30, 2016	$ 340,687					$ 495,657			$ 222,550			$ 786,864			$ 193,709
Partners' capital, (net asset value) (in units) at Sep. 30, 2016	307.34					574.13			263.13			924.77			231.81
Partners' capital, (net asset value) at Sep. 30, 2016		$ 9,478,765		$ 106,825,695			$ 876,773			$ 357,713			$ 30,521,194			$ 1,976,784		$ 29,660,923
Partners' capital, (net asset value) (in units) at Sep. 30, 2016		8,551.10		117,117.69			1,015.59			422.94			35,870.44			2,365.54		40,439.83
Partners' capital, (net asset value) at Sep. 30, 2016																				181,737,314
Net asset value per unit at end of period (in dollars per unit) at Sep. 30, 2016			1,108.49		912.12			863.32			845.78			850.87			835.66		733.46
Net asset value per unit at beginning of period (in dollars per unit) at Jun. 30, 2016			1,145.71		944.30			887.17			869.69			873.55			858.26		756.61
Increase (Decrease) in Partners' Capital
Net income (loss)																				(6,064,548)
Partners' capital, (net asset value) at Sep. 30, 2016	$ 340,687					$ 495,657			$ 222,550			$ 786,864			$ 193,709
Partners' capital, (net asset value) (in units) at Sep. 30, 2016	307.34					574.13			263.13			924.77			231.81
Partners' capital, (net asset value) at Sep. 30, 2016		$ 9,478,765		$ 106,825,695			$ 876,773			$ 357,713			$ 30,521,194			$ 1,976,784		$ 29,660,923
Partners' capital, (net asset value) (in units) at Sep. 30, 2016		8,551.10		117,117.69			1,015.59			422.94			35,870.44			2,365.54		40,439.83
Partners' capital, (net asset value) at Sep. 30, 2016																				181,737,314
Net asset value per unit at end of period (in dollars per unit) at Sep. 30, 2016			$ 1,108.49		$ 912.12			$ 863.32			$ 845.78			$ 850.87			$ 835.66		$ 733.46
Partners' capital, (net asset value) at Dec. 31, 2016	$ 333,239		$ 333,239			$ 487,634		$ 487,634	$ 218,807		$ 218,807	$ 775,716		$ 775,716	$ 190,820		$ 190,820
Partners' capital, (net asset value) (in units) at Dec. 31, 2016	307.34		307.34			574.13		574.13	263.13		263.13	924.77		924.77	231.81		231.81
Partners' capital, (net asset value) at Dec. 31, 2016		$ 9,238,467	$ 9,238,467	$ 99,127,541	$ 99,127,541		$ 800,410	$ 800,410		$ 250,158	$ 250,158		$ 33,082,784	$ 33,082,784		$ 1,864,195	$ 1,864,195	$ 18,995,167	$ 18,995,167
Partners' capital, (net asset value) (in units) at Dec. 31, 2016		8,520.61	8,520.61	111,286.78	111,286.78		942.38	942.38		300.83	300.83		39,439.76	39,439.76		2,264.59	2,264.59	26,405.78	26,405.78
Partners' capital, (net asset value) at Dec. 31, 2016																				165,364,938
Net asset value per unit at beginning of period (in dollars per unit) at Dec. 31, 2016			$ 1,084.25		$ 890.74			$ 849.35			$ 831.55			$ 838.82			$ 823.19		$ 719.36
Increase (Decrease) in Partners' Capital
Contributions													$ 6,466,820					$ 68,925		6,535,745
Contributions (in units)													7,961.17					95.03
Redemptions		$ (1,257,749)		$ (16,990,725)			$ (61,688)			$ (66,059)		$ (365,000)	$ (11,733,777)			$ (595,577)		$ (10,970,120)		(42,040,695)
Redemptions (in units)		(1,190.57)		(19,869.66)			(74.84)			(81.74)		(454.80)	(14,336.68)			(743.60)		(15,799.58)
Net income (loss)	$ (27,682)	$ (693,341)		$ (7,837,458)		$ (32,693)	$ (51,279)		$ (15,054)	$ (14,448)		$ (41,328)	$ (1,828,219)		$ (12,358)	$ (97,628)		$ (988,763)		(11,640,251)
Partners' capital, (net asset value) at Sep. 30, 2017	$ 305,557		$ 305,557			$ 454,941		$ 454,941	$ 203,753		$ 203,753	$ 369,388		$ 369,388	$ 178,462		$ 178,462
Partners' capital, (net asset value) (in units) at Sep. 30, 2017	307.34		307.34			574.13		574.13	263.13		263.13	469.97		469.97	231.81		231.81
Partners' capital, (net asset value) at Sep. 30, 2017		$ 7,287,377	$ 7,287,377	$ 74,299,358	$ 74,299,358		$ 687,443	$ 687,443		$ 169,651	$ 169,651		$ 25,987,608	$ 25,987,608		$ 1,170,990	$ 1,170,990	$ 7,105,209	$ 7,105,209
Partners' capital, (net asset value) (in units) at Sep. 30, 2017		7,330.04	7,330.04	91,417.12	91,417.12		867.54	867.54		219.09	219.09		33,064.25	33,064.25		1,520.99	1,520.99	10,701.23	10,701.23
Partners' capital, (net asset value) at Sep. 30, 2017																				118,219,737
Net asset value per unit at end of period (in dollars per unit) at Sep. 30, 2017			$ 994.18		$ 812.75			$ 792.40			$ 774.34			$ 785.97			$ 769.88		$ 663.96
Net asset value per unit at beginning of period (in dollars per unit) at Jun. 30, 2017			$ 1,005.06		$ 822.99			$ 796.46			$ 778.79			$ 788.85			$ 773.19		$ 669.75
Increase (Decrease) in Partners' Capital
Net income (loss)																				(1,105,356)
Partners' capital, (net asset value) at Sep. 30, 2017	$ 305,557		$ 305,557			$ 454,941		$ 454,941	$ 203,753		$ 203,753	$ 369,388		$ 369,388	$ 178,462		$ 178,462
Partners' capital, (net asset value) (in units) at Sep. 30, 2017	307.34		307.34			574.13		574.13	263.13		263.13	469.97		469.97	231.81		231.81
Partners' capital, (net asset value) at Sep. 30, 2017		$ 7,287,377	$ 7,287,377	$ 74,299,358	$ 74,299,358		$ 687,443	$ 687,443		$ 169,651	$ 169,651		$ 25,987,608	$ 25,987,608		$ 1,170,990	$ 1,170,990	$ 7,105,209	$ 7,105,209
Partners' capital, (net asset value) (in units) at Sep. 30, 2017		7,330.04	7,330.04	91,417.12	91,417.12		867.54	867.54		219.09	219.09		33,064.25	33,064.25		1,520.99	1,520.99	10,701.23	10,701.23
Partners' capital, (net asset value) at Sep. 30, 2017																				$ 118,219,737
Net asset value per unit at end of period (in dollars per unit) at Sep. 30, 2017			$ 994.18		$ 812.75			$ 792.40			$ 774.34			$ 785.97			$ 769.88		$ 663.96

Nature of Business and Signific

Nature of Business and Significant Accounting Policies	9 Months Ended
	Sep. 30, 2017
Nature of Business and Significant Accounting Policies
Nature of Business and Significant Accounting Policies	Note 1. Nature of Business and Significant Accounting Policies Nature of business: Grant Park Futures Fund Limited Partnership (the “Partnership”) was organized as a limited partnership under Illinois law in August 1988 and will continue until December 31, 2027, unless terminated sooner as provided for in its Limited Partnership Agreement. As a commodity investment pool, the Partnership is subject to the regulations of the Commodity Futures Trading Commission (“CFTC”), an agency of the United States (U.S.) government which regulates most aspects of the commodity futures industry; rules of the National Futures Association, an industry self-regulatory organization; and the requirements of the various commodity exchanges where the Partnership executes transactions. Additionally, the Partnership is subject to the requirements of futures commission merchants (“FCMs”) and interbank and other market makers through which the Partnership trades. The Partnership is a registrant with the Securities and Exchange Commission (“SEC”), and, accordingly is subject to the regulatory requirements under the Securities Act of 1933, as amended, and the Securities Exchange Act of 1934, as amended. The Partnership engages in the speculative trading of futures and forward contracts for commodities, financial instruments or currencies, any rights pertaining thereto and any options thereon, or on physical commodities, equities, listed options, swap transactions and broad based exchange-traded funds. The Partnership may also engage in hedge, arbitrage and cash trading of commodities and futures. The Partnership is a multi-advisor commodity pool that invests the assets of each class of the Partnership in the Partnership’s subsidiary limited liability trading companies (each, a “Trading Company” and collectively, the “Trading Companies”) which (i) enter into advisory agreements with the independent commodity trading advisors retained by the general partner; (ii) enter into swap transactions or derivative instruments tied to the performance of certain reference traders; and/or (iii) allocate assets to the Partnership’s cash management trading company. The Partnership’s general partner, commodity pool operator and sponsor is Dearborn Capital Management, L.L.C. (“the General Partner”), an Illinois limited liability company. The Trading Companies were set up to, among other things, segregate risk by commodity trading advisor or reference trader. Effectively, this structure isolates one trading advisor or reference trader from another and any losses from one Trading Company will not carry over to the other Trading Companies. The following is a list of the Trading Companies, for which the Partnership is the sole member and all of which were organized as Delaware limited liability companies: GP 1, LLC (“GP 1”) GP 5, LLC (“GP 5”) GP 9, LLC (“GP 9”) GP 15, LLC (“GP 15”) GP 3, LLC (“GP 3”) GP 6, LLC (“GP 6”) GP 11, LLC (“GP 11”) GP 17, LLC (“GP 17”) GP 4, LLC (“GP 4”) GP 8, LLC (“GP 8”) GP 14, LLC (“GP 14”) GP 18, LLC (“GP 18”) There were no assets allocated to GP 3, GP 6 and GP 15 as of September 30, 2017 and December 31, 2016. Additionally, GP Cash Management, LLC (“GP Cash Management”) was created as a Delaware limited liability company to collectively manage and invest excess cash not required to be held at clearing brokers. The excess cash is held in a separate account in the name of GP Cash Management, LLC and custodied at State Street Bank and Trust Company or invested in mutual funds. The members of GP Cash Management are the Trading Companies. Classes of interests: The Partnership has seven classes of limited partner interests (each, a “Class” and collectively, the “Interests”), Class A, Class B, Legacy 1 Class, Legacy 2 Class, Global Alternative Markets 1 (“Global 1”) Class, Global Alternative Markets 2 (“Global 2”) Class and Global Alternative Markets 3 (“Global 3”) Class units. The Class A and Class B units are outstanding but are no longer offered by the Partnership. Both Class A and Class B units are traded pursuant to identical trading programs and differ only in respect to the brokerage charge payable to the General Partner. The Legacy 1 Class and Legacy 2 Class units are traded pursuant to trading programs pursuing a technical trend trading philosophy, which is the same trading philosophy used for the Class A and Class B units. The Legacy 1 Class and Legacy 2 Class units differ in respect to the General Partner’s brokerage charge and organization and offering costs. The Legacy 1 Class and Legacy 2 Class units are offered only to investors who are represented by approved selling agents who are directly compensated by the investor for services rendered in connection with an investment in the Partnership (such arrangements commonly referred to as “wrap-accounts”). The Global 1 Class, Global 2 Class and Global 3 Class units are traded pursuant to trading programs pursuing technical trend trading philosophies. The Global 1 Class, Global 2 Class and Global 3 Class units differ in respect to the General Partner’s brokerage charge. The Global 1 Class and Global 2 Class units are offered only to investors in wrap accounts. The Partnership’s significant accounting policies are as follows: Accounting Principles: Pursuant to rules and regulations of the SEC, consolidated financial statements of the Partnership are prepared in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”). The Partnership is an investment company and follows accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946, Financial Services – Investment Companies . Consolidation: The Partnership is the sole member of each of the Trading Companies. The Trading Companies, in turn, are the only members of GP Cash Management. The Partnership presents consolidated financial statements, which include the accounts of the Trading Companies and GP Cash Management. All material inter-company accounts and transactions are eliminated in consolidation. Use of estimates: The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates. Cash and cash equivalents: Cash and cash equivalents may include cash, overnight investments, commercial paper, U.S. treasury bills, money market funds and short-term investments in interest-bearing demand deposits with banks and cash managers with original maturities of three months or less at the date of acquisition. Valuation of investments: All investments are used for trading purposes and recorded at their estimated fair value, as described in Note 2. Substantially all of the Partnership’s assets and liabilities are considered financial instruments and are recorded at fair value or at carrying amounts that approximate fair value because of the short maturity of the instruments. Investment transactions, investment income and expenses: Futures contracts, forward contracts and options on futures and forward contracts and securities are recorded on a trade date basis and realized gains or losses are recognized when contracts/positions are liquidated. Unrealized gains or losses on open contracts/positions (the difference between contract trade price and market price) or securities are reported in the consolidated statement of financial condition as a net unrealized gain or loss, as there exists a right of offset of unrealized gains or losses in accordance with FASB ASC 210-20, Balance Sheet, Offsetting . Any change in net unrealized gain or loss from the preceding period is reported in the consolidated statement of operations. Interest income and expense is recognized under the accrual basis. Set forth in Note 10 are instruments and transactions eligible for offset in the consolidated statement of financial condition and which are subject to derivative clearing agreements with the Partnership’s clearing brokers. Each clearing broker nets margin held on behalf of the Partnership or payment obligations of the clearing broker to the Partnership against any payment obligations of the Partnership to the clearing broker. The Partnership is required to deposit margin at each clearing broker to meet the original and maintenance requirements established by that clearing broker, and/or the exchange or clearinghouse associated with the exchange on which the instrument is traded. The derivative clearing agreements give each clearing broker a security interest in this margin to secure any liabilities owed to the clearing broker arising from a default by the Partnership. Commissions: Commissions and other trading fees are expensed when contracts are opened and closed, and are reflected separately in the consolidated statement of operations. Redemptions payable: Pursuant to the provisions of FASB ASC 480, Distinguishing Liabilities from Equity , redemptions approved by the General Partner prior to month end with a fixed effective date and fixed amount are recorded as redemptions payable as of month end. Income taxes: No provision for income taxes has been made in these consolidated financial statements as each partner is individually responsible for reporting income or loss based on its respective share of the Partnership’s income and expenses as reported for income tax purposes. The Partnership follows the provisions of ASC 740, Income Taxes . FASB guidance requires the evaluation of tax positions taken or expected to be taken in the course of preparing the Partnership’s tax returns to determine whether the tax positions are “more-likely-than-not” of being sustained “when challenged” or “when examined” by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense and liability in the current year. If a tax position does not meet the minimum statutory threshold to avoid payment of penalties, an expense for the amount of the statutory penalty and interest, if applicable, shall be recognized in the consolidated statement of operations in the period in which the position is claimed or expected to be claimed. As of September 30, 2017, management has determined that there are no material uncertain income tax positions and, accordingly, has not recorded a liability. The Partnership is generally not subject to examination by U.S. federal or state taxing authorities for tax years before 2013. Organization and offering costs: All expenses incurred in connection with the organization and the ongoing public offering of partnership interests are paid by the General Partner and are reimbursed to the General Partner by the Partnership. This reimbursement is made monthly. In its discretion, the General Partner may require the Partnership to reimburse the General Partner in any subsequent calendar year for amounts that exceed the limits in Note 5 in any calendar year, provided that the maximum amount reimbursed by the Partnership will not exceed the overall limit. Amounts reimbursed by the Partnership with respect to ongoing public offering expenses are charged to expense from operations at the time of reimbursement or accrual. Any amounts reimbursed by the Partnership with respect to organizational expenses are expensed at the time the reimbursement is incurred or accrued. If the Partnership terminates prior to completion of payment of the calculated amounts to the General Partner, the General Partner will not be entitled to any additional payments, and the Partnership will have no further obligation to the General Partner. At September 30, 2017 and December 31, 2016, unreimbursed organization and offering costs incurred by the General Partner were approximately $245,000 and $91,000, respectively. Foreign currency transactions: The Partnership’s functional currency is the U.S. dollar; however, it transacts business in currencies other than the U.S. dollar. Assets and liabilities denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect at the date of the consolidated statement of financial condition. Income and expense items denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect during the period. Gains and losses resulting from the translation to U.S. dollars are reported in income currently. The Partnership does not isolate that portion of the results of operations resulting from changes in foreign exchange rates on investments from fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized or unrealized gain or loss from investments. Swap contracts: Certain Trading Companies of the Partnership strategically allocate a portion or all of their assets to total return swaps selected at the direction of the General Partner. A swap is a bilaterally negotiated agreement between two parties to exchange cash flows based upon an asset, rate or some other reference index. In a typical swap, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on one or more particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated with respect to a “notional amount” (i.e., the amount or value of the underlying asset used in computing the particular interest rate, return, or other amount to be exchanged) in a particular investment, or in a “basket” of commodities or other investments representing a particular index. Changes in the value of the swap agreement are recognized as unrealized gains or losses in the consolidated statement of operations by marking to market on a daily basis to reflect the value of the swap agreement at the end of each day as reported by the swap counterparty. Realized gains and losses from a decrease in the notional value of the swap are recognized on trade date. A liquidation payment received or made at the termination of the swap agreement will first be offset against the swap balance outstanding at the time the position is liquidated, with the remainder being recorded as a realized gain or loss in the consolidated statement of operations. Through its Trading Companies the Partnership has entered into total return swaps with Deutsche Bank AG. The Partnership maintains cash as collateral to secure its obligations under the swaps. As of September 30, 2017 and December 31, 2016, the notional value of the swaps was $60,638,617 and $60,638,617 and the cash margin balance was $13,993,000 and $12,996,500, respectively. The swaps were effective July 1, 2015 and April 5, 2016 and have a term of five years and three years, respectively. Statement of cash flows: The Partnership has elected not to provide statements of cash flows as permitted by FASB ASC 230, Statement of Cash Flows . The Partnership noted that as of and for the period ended September 30, 2017 and 2016, substantially all investments are carried at fair value and classified as Level 1 and Level 2 measurements, the Partnership carried no debt, and the statements of changes in partners’ capital (net asset value) is presented. Recent accounting pronouncements: In December 2016, the FASB issued ASU 2016-19, Technical Corrections and Improvements . The amendments in the update represent changes to clarify, correct errors, or make minor improvements to the Accounting Standards Codification. Among the updates is an amendment to Topic 820, Fair Value Measurement, which clarifies the difference between a valuation approach and a valuation technique when applying the guidance in that Topic. The amendment also requires an entity to disclose when there has been a change in either or both a valuation approach and/or a valuation technique. The amended disclosure requirement is effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2016. The Partnership adopted the amendment in ASU 2019-19 as of January 1, 2017, and the adoption did not have a material impact on the Partnership’s financial statements. In August 2015, the FASB issued ASU 2015-14, Revenue from Contracts with Customers (Topic 606) – Deferral of Effective Date, which defers the effective date of ASU 2014-09, Revenue from Contracts with Customers (Topic 606). The amendments in ASU 2014-09 affect any entity that enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards. In March 2016, April 2016 and May 2016, the FASB issued ASU 2016-08 Revenue from Contracts with Customers (Topic 606): Principal versus Agent Considerations (Reporting Revenue Gross versus Net), ASU 2016-10 Revenue from Contracts with Customers (Topic 606): Identifying Performance Obligations and Licensing, and ASU 2016-12 Revenue from Contracts with Customers (Topic 606): Narrow-Scope Improvements and Practical Expedients, respectively. The amendments in these updates affect entities with transactions included within the scope of Topic 606. The scope of that Topic includes entities that enter into contracts with customers to transfer goods or services (that are an output of the entity’s ordinary activities) in exchange for consideration. The guidance is effective for annual reporting periods beginning after December 15, 2017. The Partnership does not expect the adoption of these pronouncements to have an impact on its consolidated financial statements. In January 2016, the FASB issued ASU 2016-01 Financial Instruments – Overall (Subtopic 825-10) Recognition and Measurement of Financial Assets and Liabilities. The amendments in this update affect all entities that hold financial assets or owe financial liabilities. The guidance will impact the accounting for equity investments, financial liabilities under the fair value option, and the presentation and disclosure requirements for financial instruments. The guidance is effective for fiscal years beginning after December 15, 2017. The Partnership does not expect the adoption of this pronouncement to have an impact on its consolidated financial statements.

Fair Value Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2017
Fair Value Measurements
Fair Value Measurements	Note 2. Fair Value Measurements As described in Note 1, the Partnership follows the provisions of FASB ASC 820, Fair Value Measurements and Disclosures . FASB ASC 820 defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date and sets out a fair value hierarchy. The Partnership utilizes valuation techniques to maximize the use of observable inputs and minimize the use of unobservable inputs. Assets and liabilities recorded at fair value are categorized within the fair value hierarchy based upon the level of judgment associated with the inputs used to measure their value. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). Inputs are broadly defined as assumptions market participants would use in pricing an asset or liability. The three levels of the fair value hierarchy are described below: Level 1. Unadjusted quoted prices in active markets for identical assets or liabilities that the reporting entity has the ability to access at the measurement date. Level 2. Inputs other than quoted prices within Level 1 that are observable for the asset or liability, either directly or indirectly. A significant adjustment to a Level 2 input could result in the Level 2 measurement becoming a Level 3 measurement. Level 3. Inputs that are unobservable for the asset or liability. The Partnership does not have any assets classified as Level 3. The following section describes the valuation techniques used by the Partnership to measure different financial instruments at fair value and includes the level within the fair value hierarchy in which the financial instrument is categorized. Fair value of exchange-traded futures contracts and options on futures contracts are based upon exchange settlement prices as of the last business day of the reporting period. These financial instruments are classified in Level 1 of the fair value hierarchy. The Partnership values forward contracts and options on forward contracts based on the average bid and ask price of quoted forward spot prices obtained as of the last business day of the reporting period, and forward contracts and options on forward contracts are classified in Level 2 of the fair value hierarchy. The fair value of money market funds are based upon exchange settlement prices as of the last business day of the reporting period. These financial instruments are classified in Level 1 of the fair value hierarchy. Fair value of mutual funds is based upon quoted prices as of the last business day of the reporting period. These financial instruments are classified in Level 1 of the fair value hierarchy. U.S. Government-sponsored enterprise securities and commercial paper are stated at cost plus accrued interest, which approximates fair value based on quoted market prices in an active market. The Partnership compares market prices quoted by dealers to the cost plus accrued interest to ensure a reasonable approximation of fair value. These securities are classified in Level 2 of the fair value hierarchy. The Partnership values corporate bonds at cost plus accrued interest, which approximates fair value. Corporate bonds purchased are of a high credit quality and have observable market price quotations. The fair value of corporate bonds is evaluated considering market prices of the issuer quoted by dealers. Corporate bonds are classified in Level 2 of the fair value hierarchy. The investments in total return swaps are reported at fair value based on daily price reporting from the swap counterparty which uses exchange prices to value most futures positions and the remaining positions are valued using proprietary pricing models of the counterparty. The Partnership’s swap transactions are a two-party contract entered into primarily to exchange the returns earned or realized on particular pre-determined investments or instruments. The gross returns to be exchanged or swapped between parties are calculated with respect to a notional amount. The total return swaps have inputs which are transparent and can generally be corroborated by market data and therefore are classified within Level 2 of the fair value hierarchy. The following table presents the Partnership’s fair value hierarchy for those assets and liabilities measured at fair value on a recurring basis as of September 30, 2017: Assets Level 1 Level 2 Level 3 Total Equity in brokers' trading accounts U.S. and foreign futures contracts $ 297,252 $ — $ — $ 297,252 Forward currency contracts — (514,397) — (514,397) Swap contracts — (137,441) — (137,441) Cash and cash equivalents U.S. money market fund 4,208,775 4,208,775 Securities owned U.S. Government-sponsored enterprises — 69,173,416 — 69,173,416 U.S. corporate bonds — 5,897,469 — 5,897,469 U.S. mutual fund — 7,209,140 7,209,140 Total $ 4,506,027 $ 81,628,187 $ — $ 86,134,214 The gross presentation of the fair value of the Partnership’s derivatives by contract type is shown in Note 10. See the consolidated condensed schedule of investments for detail by sector. The following table presents the Partnership’s fair value hierarchy for those assets and liabilities measured at fair value on a recurring basis as of December 31, 2016: Assets Level 1 Level 2 Level 3 Total Equity in brokers' trading accounts U.S. and foreign futures contracts $ 2,279,924 $ — $ — $ 2,279,924 Forward currency contracts — 705 — 705 Swap contracts — (734,698) — (734,698) Cash and cash equivalents U.S. money market fund 3,965,046 — 3,965,046 Foreign commercial paper — 1,328,590 — 1,328,590 U.S. commercial paper — 44,381,818 — 44,381,818 Securities owned U.S. commercial paper — 7,144,238 — 7,144,238 U.S. Government-sponsored enterprises — 69,209,493 — 69,209,493 U.S. corporate bonds — 11,158,232 — 11,158,232 Total $ 6,244,970 $ 132,488,378 $ — $ 138,733,348 The gross presentation of the fair value of the Partnership’s derivatives by contract type is shown in Note 10. See the consolidated condensed schedule of investments for detail by sector. The Partnership assesses the level of the investments at each measurement date, and transfers between levels are recognized on the actual date of the event or change in circumstances that caused the transfer in accordance with the Partnership’s accounting policy regarding the recognition of transfers between levels of the fair value hierarchy. There were no transfers among Levels 1, 2, and 3 during the three and nine months ended September 30, 2017 and year ended December 31, 2016.

Deposits with Brokers and Inter

Deposits with Brokers and Interbank Market Makers	9 Months Ended
	Sep. 30, 2017
Deposits with Brokers and Interbank Market Makers
Deposits with Brokers and Interbank Market Makers	Note 3. Deposits with Brokers and Interbank Market Makers The Partnership, through the Trading Companies, deposits assets with SG Americas Securities, LLC and Wells Fargo Securities, LLC subject to CFTC regulations and various exchange and broker requirements. Margin requirements may be satisfied by the deposit of U.S. Treasury bills, Government- sponsored enterprise securities and/or cash with such clearing brokers. The Partnership may earn interest income on its assets deposited with the clearing brokers. The Partnership, through the Trading Companies, has entered into a relationship with Sociètè Gènèrale International Limited and UBS AG for the clearing of its OTC foreign currency transactions and with Deutsche Bank AG for its swap transactions. The Partnership has entered into an International Swaps and Derivatives Association, Inc. master agreement with Deutsche Bank AG, Sociètè Gènèrale International Limited and UBS AG. Margin requirements may be satisfied by the deposit of U.S. Treasury bills and/or cash with such interbank market makers or swap counterparties. The Partnership may earn interest income on its assets deposited with the interbank market makers.

Commodity Trading Advisors and

Commodity Trading Advisors and Reference Traders	9 Months Ended
	Sep. 30, 2017
Commodity Trading Advisors and Reference Traders
Commodity Trading Advisors and Reference Traders	Note 4. Commodity Trading Advisors and Reference Traders The Partnership, through the Trading Companies, allocates assets to the commodity trading advisors or through swap transactions based on reference programs of such advisors. Each trading advisor that receives a direct allocation from the Partnership has entered into an advisory contract with the Partnership. The commodity trading advisors are Amplitude Capital International Limited (“Amplitude”), EMC Capital Advisors, LLC (“EMC”), Lynx Asset Management AB (“Lynx”), Quantica Capital AG (“Quantica”), Rabar Market Research, Inc. (“Rabar”), Revolution Capital Management, LLC (“RCM”) and Transtrend B.V. (“Transtrend”) (collectively, the “Advisors”). The Partnership will obtain the equivalent of net profits or net losses generated by H2O AM LLP (“H2O”) and Winton Capital Management Limited (“Winton”) as reference traders (“collectively, the “Reference Traders”) through off-exchange swap transactions and will not allocate assets to H2O or Winton directly. The Advisors and Reference Traders are paid a consulting fee, either monthly or quarterly, directly or through swap transactions, ranging from 0.5 percent to 1 percent per annum of the Partnership’s month-end allocated net assets and a quarterly, semi-annual or annual incentive fee, directly or through swap transactions, ranging from 20 percent to 24.5 percent of the new trading profits on the allocated net assets of the Advisor or Reference Trader.

General Partner and Related Par

General Partner and Related Party Transactions	9 Months Ended
	Sep. 30, 2017
General Partner and Related Party Transactions
General Partner and Related Party Transactions	Note 5. General Partner and Related Party Transactions The General Partner shall at all times, so long as it remains a general partner of the Partnership, own Units in the Partnership: (i) in an amount sufficient, in the opinion of counsel for the Partnership, for the Partnership to be taxed as a partnership rather than as an association taxable as a corporation; and (ii) during such time as the Units are registered for sale to the public, in an amount at least equal to the greater of: (a) 1 percent of all capital contributions of all Partners to the Partnership; or (b) $25,000; or such other amount satisfying the requirements then imposed by the North American Securities Administrators Association, Inc. (NASAA) Guidelines. Further, during such time as the Units are registered for sale to the public, the General Partner shall, so long as it remains a general partner of the Partnership, maintain a net worth (as such term may be defined in the NASAA Guidelines) at least equal to the greater of: (i) 5 percent of the total capital contributions of all partners and all limited partnerships to which it is a general partner (including the Partnership) plus 5 percent of the Units being offered for sale in the Partnership; or (ii) $50,000; or such other amount satisfying the requirements then imposed by the NASAA Guidelines. In no event, however, shall the General Partner be required to maintain a net worth in excess of $1,000,000 or such other maximum amount satisfying the requirements then imposed by the NASAA Guidelines. Ten percent of the General Partners limited partnership interest in the Partnership is characterized as a general partnership interest. Notwithstanding, the general partnership interest will continue to pay all fees associated with a limited partnership interest. The Partnership pays the General Partner a monthly brokerage charge, organization and offering costs and operating expenses as presented in the table below: Organization and Offering Brokerage charge* Reimbursement* Operating Expense* Class A units % % % Class B units % % % Legacy 1 Class units % % % Legacy 2 Class units % % % Global 1 Class units % % % Global 2 Class units % % % Global 3 Class units % % % *The fees are calculated and payable monthly on the basis of month-end adjusted net assets. “Adjusted net assets” is defined as the month-end net assets of the particular class before accruals for fees and expenses and redemptions. Included in the total brokerage charge are amounts paid to the clearing brokers for execution and clearing costs, which are reflected in the commissions line of the consolidated statements of operations, and the remaining amounts are management fees paid to the Advisors, compensation to the selling agents and an amount to the General Partner for management services rendered, which are reflected in the brokerage charge line on the consolidated statements of operations. The brokerage charge in the amounts of $1,431,412 and $4,886,020, respectively, for the three and nine months ended September 30, 2017 and $2,293,183 and $7,517,779, respectively, for the three and nine months ended September 30, 2016, are shown on the consolidated statements of operations. Transaction costs and consulting fees are taken into account in determining the net amount the Partnership receives or pays in connection with swap transactions, but such costs or fees are not directly charged to the Partnership or any of its trading companies. The general partner will reduce (but not below zero) the brokerage charge by the amount of such costs and fees. Each class of units pays a fee to a counterparty in respect of any swap transaction of up to 0.50% of the notional amount of such swap transaction. Ongoing organization and offering costs of the Partnership are paid for by the General Partner and reimbursed by the Partnership. The organization and offering costs in the amounts of $91,530 and $309,720, respectively, for the three and nine months ended September 30, 2017 and $140,050 and $446,843, respectively, for the three and nine months ended September 30, 2016, are shown on the consolidated statement of operations. Operating expenses of the Partnership are paid for by the General Partner and reimbursed by the Partnership. To the extent operating expenses are less than 0.25 percent of the Partnership’s average month-end net assets during the year, the difference may be reimbursed pro rata to record-holders as of December 31 of each year. The operating expenses in the amounts of $79,551 and $268,811, respectively, for the three and nine months ended September 30, 2017 and $120,999 and $385,937, respectively, for the three and nine months ended September 30, 2016, are shown on the consolidated statement of operations. An entity owned in part and controlled by Mr. Kavanagh, who indirectly controls and is president of Dearborn Capital Management, L.L.C., the general partner of the Partnership, and in part by Mr. Al Rayes, who is a principal of the general partner, and an entity owned in part and controlled by Mr. Meehan, the chief operating officer of the general partner, purchased a minority ownership interest in EMC, which is one of the commodity trading advisors of the Partnership. The general partner, on behalf of the Partnership, pays EMC a quarterly consulting fee and a quarterly incentive fee based on new trading profits, if any, achieved on EMC’s allocated net assets at the end of each period. For the three and nine months ended September 30, 2017, EMC was paid approximately $44,200 and $194,600, respectively, in consulting fees and $0 and $0, respectively, in incentive fees. For the three and nine months ended September 30, 2016, EMC was paid approximately $111,300 and $370,200, respectively, in consulting fees and $0 and $47,500, respectively, in incentive fees. During July 2017, the Partnership invested $7.3 million of its cash balances previously held in GP Cash Management in Class I shares of the Grant Park Absolute Return Fund (“GPARF”). GPARF is one among several series of Northern Lights Fund Trust, a Delaware statutory trust organized on January 19, 2005. The Trust is registered under the Investment Company Act of 1940 as an open-ended mutual fund. The General Partner of the Partnership is registered as an investment adviser with the SEC under the Investment Advisers Act of 1940, and acts as investment adviser to GPARF. RCM, which is also one of the Partnership’s trading advisors, acts as sub-adviser to GPARF. GPARF’s investment objective is to allocate its assets between two independent, underlying strategies: an investment growth strategy and a fixed income strategy. The general partner credits the dollar amount of any fees it earns as investment adviser of GPARF with respect to the Partnership’s assets invested in GPARF towards the portion of the Partnership’s brokerage charge retained by the general partner. For the three and nine months ended September 30, 2017 the credit amounted to $13,403 and $13,403 and is included in net gains (losses) from securities in the consolidated statement of operations.

Subscriptions, Redemptions and

Subscriptions, Redemptions and Allocation of Net Income or Loss	9 Months Ended
	Sep. 30, 2017
Subscriptions, Redemptions and Allocation of Net Income or Loss
Subscriptions, Redemptions and Allocation of Net Income or Loss	Note 6. Subscriptions, Redemptions and Allocation of Net Income or Loss Subscriptions received in advance, if any, represent cash received prior to September 30 for contributions of the subsequent month and do not participate in earnings of the Partnership until the following July. Class A, Class B, Legacy 1 Class, Legacy 2 Class, Global 1 Class, Global 2 Class and Global 3 Class Limited Partners have the right to redeem units as of any month-end upon ten (10) days’ prior written notice to the Partnership. The General Partner, however, may permit earlier redemptions in its discretion. Legacy 1 Class, Legacy 2 Class, Global 1 Class, Global 2 Class and Global 3 Class Limited Partners are prohibited from redeeming such units for the three months following the subscription for units. Global 3 Class Limited Partners who redeem their units after the three-month lock-up, but prior to the one-year anniversary of their subscriptions for the redeemed units, will pay the applicable early redemption fee. There are no redemption fees applicable to Legacy 1 Class, Legacy 2 Class, Global 1 Class and Global 2 Class Limited Partners or to Global 3 Class Limited Partners who redeem their units on or after the one-year anniversary of their subscription. Redemptions will be made as of the last day of the month for an amount equal to the net asset value per unit, as defined, represented by the units to be redeemed. The right to obtain redemption is also contingent upon the Partnership’s having property sufficient to discharge its liabilities on the redemption date and may be delayed if the General Partner determines that earlier liquidation of commodity interest positions to meet redemption payments would be detrimental to the Partnership or nonredeeming Limited Partners. In addition, the General Partner may at any time cause the redemption of all or a portion of any Limited Partner’s units upon fifteen (15) days’ written notice. The General Partner may also immediately redeem any Limited Partner’s units without notice if the General Partner believes that (i) the redemption is necessary to avoid having the assets of the Partnership deemed Plan Assets under the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), (ii) the Limited Partner made a misrepresentation in connection with its subscription for the units, or (iii) the redemption is necessary to avoid a violation of law by the Partnership or any Partner. In accordance with the Third Amended and Restated Limited Partnership Agreement, net income or loss of the Partnership is allocated to partners according to their respective interests in the Partnership as of the beginning of the month.

Financial Highlights

Financial Highlights	9 Months Ended
	Sep. 30, 2017
Financial Highlights
Financial Highlights	Note 7. Financial Highlights The following financial highlights reflect activity related to the Partnership. Total return is based on the change in value during the period of a theoretical investment made by a limited partner at the beginning of each calendar month during the period and is not annualized. Individual limited partners’ ratios may vary from these ratios based on various factors, including but not limited to the timing of capital transactions. Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Total return – Class A Units % % % % Total return – Class B Units % % % % Total return – Legacy 1 Class Units % % % % Total return – Legacy 2 Class Units % % % % Total return – Global 1 Class Units % % % % Total return – Global 2 Class Units % % % % Total return – Global 3 Class Units % % % % Ratios as a percentage of average net assets: Expenses prior to incentive fees (1) % % % % Incentive fees (2) % % % % Total expenses % % % % Net investment loss (1) (3) % % % % (1) Annualized. (2) Not annualized. (3) Excludes incentive fee. The expense ratios above are computed based upon the weighted average net assets of the Partnership for the three and nine months ended September 30, 2017 and 2016 (annualized). The following per unit performance calculations reflect activity related to the Partnership for the three and nine months ended September 30, 2017 and 2016. Class A Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 1,005.06 $ 1,145.71 $ 1,084.25 $ 1,092.80 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.91 (22.77) (50.96) 61.38 Expenses net of interest income* (11.79) (14.45) (39.11) (45.69) Total income (loss) from operations (10.88) (37.22) (90.07) 15.69 Net asset value per unit at end of period $ 994.18 $ 1,108.49 $ 994.18 $ 1,108.49 Class B Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 822.99 $ 944.30 $ 890.74 $ 904.13 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.86 (18.67) (41.56) 50.92 Expenses net of interest income* (11.10) (13.51) (36.43) (42.93) Total income (loss) from operations (10.24) (32.18) (77.99) 7.99 Net asset value per unit at end of period $ 812.75 $ 912.12 $ 812.75 $ 912.12 Legacy 1 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 796.46 $ 887.17 $ 849.35 $ 837.54 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.64 (17.73) (40.62) 47.72 Expenses net of interest income* (4.70) (6.12) (16.33) (21.94) Total income (loss) from operations (4.06) (23.85) (56.95) 25.78 Net asset value per unit at end of period $ 792.40 $ 863.32 $ 792.40 $ 863.32 Legacy 2 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 778.79 $ 869.69 $ 831.55 $ 822.19 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.70 (17.32) (39.57) 46.16 Expenses net of interest income* (5.15) (6.59) (17.64) (22.57) Total income (loss) from operations (4.45) (23.91) (57.21) 23.59 Net asset value per unit at end of period $ 774.34 $ 845.78 $ 774.34 $ 845.78 Global 1 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 788.85 $ 873.55 $ 838.82 $ 817.71 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.81 (17.73) (39.79) 51.65 Expenses net of interest income* (3.69) (4.95) (13.06) (18.49) Total income (loss) from operations (2.88) (22.68) (52.85) 33.16 Net asset value per unit at end of period $ 785.97 $ 850.87 $ 785.97 $ 850.87 Global 2 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 773.19 $ 858.26 $ 823.19 $ 803.03 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.73 (17.24) (39.12) 51.23 Expenses net of interest income* (4.04) (5.36) (14.19) (18.60) Total income (loss) from operations (3.31) (22.60) (53.31) 32.63 Net asset value per unit at end of period $ 769.88 $ 835.66 $ 769.88 $ 835.66 Global 3 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 669.75 $ 756.61 $ 719.36 $ 713.66 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.24 (15.11) (33.97) 45.63 Expenses net of interest income* (6.03) (8.04) (21.43) (25.83) Total income (loss) from operations (5.79) (23.15) (55.40) 19.80 Net asset value per unit at end of period $ 663.96 $ 733.46 $ 663.96 $ 733.46 * Expenses net of interest income per unit are calculated by dividing the expenses net of interest income by the average number of units outstanding during the period. The net realized and change in unrealized gain (loss) from trading is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information.

Trading Activities and Related

Trading Activities and Related Risks	9 Months Ended
	Sep. 30, 2017
Trading Activities and Related Risks
Trading Activities and Related Risks	Note 8. Trading Activities and Related Risks The Partnership, through its Advisors or swap transactions based on reference programs of such advisors, engages in the speculative trading of a variety of instruments, including U.S. and foreign futures contracts, options on U.S. and foreign futures contracts and forward contracts and other derivative instruments including swap contracts (collectively, derivatives; see Note 10). These derivatives include both financial and nonfinancial contracts held as part of a diversified trading strategy. Additionally, the Partnership’s speculative trading includes equities and exchange-traded funds. The Partnership is exposed to both market risk, the risk arising from changes in the market value of the contracts, and credit risk, the risk of failure by another party to perform according to the terms of a contract. The purchase and sale of futures and options on futures contracts require margin deposits with FCMs. Additional deposits may be necessary for any loss on contract value. The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM’s proprietary activities. A customer’s cash and other property (for example, U.S. Treasury bills) deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to a pro rata share of segregated funds available. It is possible that the recovered amount could be less than the total of cash and other property deposited. The Partnership utilizes SG Americas Securities, LLC and Wells Fargo Securities, LLC as its clearing brokers. The amount of required margin and good faith deposits with the FCMs, interbank market makers and swap counterparties usually ranges from 5% to 35% of the Partnership’s net asset value. The cash deposited with the FCMs, interbank market makers and swap counterparties at September 30, 2017 and December 31, 2016 was $35,435,737 and $31,854,126, respectively, which was 29.97% and 19.26% of the net asset value, respectively. For derivatives, risks arise from changes in the fair value of the contracts. Theoretically, the Partnership is exposed to a market risk equal to the value of futures and forward contracts purchased and unlimited liability on such contracts sold short. As both a buyer and seller of options, the Partnership pays or receives a premium at the outset and then bears the risk of unfavorable changes in the price of the contract underlying the option. Written options expose the Partnership to potentially unlimited liability; for purchased options the risk of loss is limited to the premiums paid. In addition to market risk, trading futures, forwards and swap contracts entails a credit risk that a counterparty will not be able to meet its obligations to the Partnership. The counterparty for futures and options on futures contracts traded in the United States and on most non-U.S. futures exchanges is the clearinghouse associated with such exchange. In general, clearinghouses are backed by the corporate members of the clearinghouse who are required to share any financial burden resulting from the nonperformance by one of their members and, as such, should significantly reduce this credit risk. In cases in which the clearinghouse is not backed by the clearing members, like some non-U.S. exchanges, it is normally backed by a consortium of banks or other financial institutions. In the case of forward contracts, over-the-counter options contracts or swap contracts, which are traded on the interbank or other institutional markets rather than on exchanges, the counterparty is generally a single bank or other financial institution, rather than a clearinghouse backed by a group of financial institutions; thus, there likely will be greater counterparty credit risk. The Partnership trades only with those counterparties that it believes to be creditworthy. All positions of the Partnership are valued each day on a mark-to-market basis. There can be no assurance that any clearing member, clearinghouse or other counterparty will be able to meet its obligations to the Partnership. Unlike futures and options on futures contracts, most swap contracts currently are not traded on or cleared by an exchange or clearinghouse. The CFTC currently requires only a limited class of swap contracts (certain interest rate and credit default swaps) to be cleared and executed on an exchange or other organized trading platform. In accordance with the Dodd-Frank Act, the CFTC will determine in the future whether other classes of swap contracts will be required to be cleared and executed on an exchange or other organized trading platform. Until such time as these transactions are cleared, the Partnership will be subject to a greater risk of counterparty default on its swaps. Because swaps do not generally involve the delivery of underlying assets or principal, the amount payable upon default and early termination is usually calculated by reference to the current market value of the contract. Swap dealers and major swap participants require the Partnership to deposit initial margin and variation margin as collateral to support such obligation under the swap agreement but may not themselves provide collateral for the benefit of the Partnership. If the counterparty to such a swap agreement defaults, the Partnership would be a general unsecured creditor for any termination amounts owed by the counterparty to the Partnership as well as for any collateral deposits in excess of the amounts owed by the Partnership to the counterparty, which would result in losses to the Partnership. There are no limitations on daily price movements in swap transactions. Speculative position limits are not currently applicable to swaps, but in the future may be applicable for swaps on certain commodities. In addition, participants in swap markets are not required to make continuous markets in the swaps they trade, and determining a market value for calculation of termination amounts can lead to uncertain results. Securities sold short represent obligations of the Partnership to deliver specific securities and thereby create a liability to purchase these instruments in the open market at prevailing prices. These transactions may result in market risk not reflected in the consolidated statement of financial condition as the Partnership’s ultimate obligation to satisfy its obligation for trading liabilities may exceed the amount reflected in the consolidated statement of financial condition. The Partnership maintains deposits with high quality financial institutions in amounts that are in excess of federally insured limits; however, the Partnership does not believe it is exposed to any significant credit risk. The General Partner has established procedures to actively monitor and minimize market and credit risks. The Limited Partners bear the risk of loss only to the extent of the fair value of their respective investments and, in certain specific circumstances, distributions and redemptions received.

Indemnifications

Indemnifications	9 Months Ended
	Sep. 30, 2017
Indemnifications
Indemnifications	Note 9. Indemnifications In the normal course of business, the Partnership enters into contracts and agreements that contain a variety of representations and warranties and which provide general indemnifications. The Partnership’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Partnership that have not yet occurred. The Partnership expects the risk of any future obligation under these indemnifications to be remote.

Derivative Instruments

Derivative Instruments	9 Months Ended
	Sep. 30, 2017
Derivative Instruments
Derivative Instruments	Note 10. Derivative Instruments The Partnership follows the provisions of FASB ASC 815, Derivatives and Hedging. FASB ASC 815 is intended to improve transparency in financial reporting by requiring enhanced disclosures of an entity’s derivative instruments and hedging activities and their effects on the entity’s financial position, financial performance, and cash flows. FASB ASC 815 applies to all derivative instruments within the scope of FASB ASC 815-10-05. It also applies to non-derivative hedging instruments and all hedged items designated and qualifying as hedges under FASB ASC 815-10-05. FASB ASC 815 amends the current qualitative and quantitative disclosure requirements for derivative instruments and hedging activities set forth in FASB ASC 815-10-05 and generally increases the level of disaggregation that will be required in an entity’s financial statements. FASB ASC 815 requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts of gains and losses on derivative instruments, and disclosures about credit-risk-related contingent features in derivative agreements (see Trading Activities and Related Risks, Note 8). The Partnership’s business is speculative trading. The Partnership intends to close out all futures, options on futures and forward contracts prior to their expiration. The Partnership trades in futures and other commodity interest contracts and is therefore a party to financial instruments with elements of off-balance sheet market risk and credit risk. In entering into these contracts, the Partnership faces the market risk that these contracts may be significantly influenced by market conditions, such as interest rate volatility, resulting in such contracts being less valuable. The Partnership minimizes market risk through real-time monitoring of open positions, diversification of the portfolio and maintenance of a margin-to-equity ratio that rarely exceeds 25%. In addition to market risk, in entering into commodity interest contracts there is a credit risk that a counterparty will not be able to meet its obligations to the Partnership. In general, clearing organizations are backed by the corporate members of the clearing organization who are required to share any financial burden resulting from the non-performance by one of their members and, as such, should significantly reduce this credit risk. In cases in which the clearing organization is not backed by the clearing members, like some non-U.S. exchanges, it is normally backed by a consortium of banks or other financial institutions. In the case of forward contracts, over-the-counter options contracts or swap contracts, which are traded on the interbank or other institutional market rather than on exchanges, the counterparty is generally a single bank or other financial institution, rather than a central clearing organization backed by a group of financial institutions. As a result, there will likely be greater counterparty credit risk in these transactions. The Partnership trades only with those counterparties that it believes to be creditworthy. Nonetheless, the clearing member, clearing organization or other counterparty to these transactions may not be able to meet its obligations to the Partnership, in which case the Partnership could suffer significant losses on these contracts. The Partnership does not designate any derivative instruments as hedging instruments under FASB ASC 815-10-05. For the three and nine months ended September 30, 2017, the monthly average futures contracts bought and sold was approximately 34,978 and 40,609, respectively, and the monthly average forward contracts bought and sold was approximately 626 and 578, respectively. For the three and nine months ended September 30, 2016, the monthly average futures contracts bought and sold was approximately 46,743 and 51,975, respectively, and the monthly average forward contracts bought and sold was approximately 532 and 515, respectively. The following tables summarize the quantitative information required by FASB ASC 815: Fair Values of Derivative Instruments at September 30, 2017 and December 31, 2016 Consolidated Asset Liability Statements of Financial Derivatives Derivatives Condition Location 9/30/2017 9/30/2017 Fair Value Agricultural contracts Net Unrealized gain (loss) on open futures contracts $ 112,923 $ (188,652) $ (75,729) Currencies contracts Net Unrealized gain (loss) on open futures contracts 219,197 (661,793) (442,596) Energy contracts Net Unrealized gain (loss) on open futures contracts 340,682 (312,947) 27,735 . Interest rates contracts Net Unrealized gain (loss) on open futures contracts 485,531 (950,806) (465,275) Meats contracts Net Unrealized gain (loss) on open futures contracts 49,816 (58,162) (8,346) Metals contracts Net Unrealized gain (loss) on open futures contracts 949,761 (939,436) 10,325 Soft commodities contracts Net Unrealized gain (loss) on open futures contracts 189,249 (37,859) 151,390 Stock indices contracts Net Unrealized gain (loss) on open futures contracts 1,671,511 (571,762) 1,099,749 $ 4,018,670 $ (3,721,417) $ 297,253 Forward currency contracts Net Unrealized gain (loss) on open forward currency contracts $ 426,813 $ (941,210) $ (514,397) Swap Contracts* Net Unrealized gain (loss) on open swap contracts $ 1,833,011 $ (1,970,452) $ (137,441) *At September 30, 2017, the sector exposure of the CTA indices underlying the swaps was: Deutsche Bank total return swap, termination date March 29, 2019 Agricultural contracts 2% Energy contracts 1% Interest rate contracts 62% Metals contracts 1% Stock indices contracts 16% Forward currency contracts 18% Total 100% Deutsche Bank total return swap, termination date July 1, 2020 Interest rate contracts 42% Stock indices contracts 12% Forward currency contracts 46% Total 100% Consolidated Asset Liability Statements of Financial Derivatives Derivatives Condition Location 12/31/2016 12/31/2016 Fair Value Agricultural contracts Net Unrealized gain (loss) on open futures contracts $ 121,013 $ (261,721) $ (140,708) Currencies contracts Net Unrealized gain (loss) on open futures contracts 763,565 (345,781) 417,784 Energy contracts Net Unrealized gain (loss) on open futures contracts 562,341 (18,461) 543,880 . Interest rates contracts Net Unrealized gain (loss) on open futures contracts 578,244 (326,726) 251,518 Meats contracts Net Unrealized gain (loss) on open futures contracts 79,821 (10,487) 69,334 Metals contracts Net Unrealized gain (loss) on open futures contracts 1,604,965 (1,282,731) 322,234 Soft commodities contracts Net Unrealized gain (loss) on open futures contracts 344,652 (86,579) 258,073 Stock indices contracts Net Unrealized gain (loss) on open futures contracts 1,111,526 (553,717) 557,809 $ 5,166,127 $ (2,886,203) $ 2,279,924 Forward currency contracts Net Unrealized gain (loss) on open forward currency contracts $ 556,627 $ (555,922) $ 705 Swap Contracts* Net Unrealized gain (loss) on open swap contracts $ 404,566 $ (1,139,264) $ (734,698) *At December 31, 2016, the sector exposure of the CTA indices underlying the swaps was: Deutsche Bank total return swap, termination date March 29, 2019 Agricultural contracts 3% Energy contracts 1% Interest rate contracts 53% Metals contracts 3% Stock indices contracts 15% Forward currency contracts 25% Total 100% Deutsche Bank total return swap, termination date July 1, 2020 Interest rate contracts 61% Stock indices contracts 10% Forward currency contracts 29% Total 100% The Effect of Derivative Instruments on the Consolidated Statement of Operations for the Three and Nine Months Ended September 30, 2017 and 2016 Three Months Ended Three Months Ended Nine Months Ended Nine Months Ended Type of Contract September 30, 2017 September 30, 2016 September 30, 2017 September 30, 2016 Agriculturals contracts Net gain (loss) from futures trading $ (1,293,249) $ (344,464) $ (2,371,623) $ 1,705,400 Currencies contracts Net gain (loss) from futures trading 465,911 (1,179,735) (2,630,140) (2,620,498) Energy contracts Net gain (loss) from futures trading (398,756) (3,845,918) (7,007,122) (1,192,066) Interest rates contracts Net gain (loss) from futures trading (1,446,217) (2,588,887) (7,567,144) 21,639,195 Meats contracts Net gain (loss) from futures trading (383,441) 726,212 333,991 305,094 Metals contracts Net gain (loss) from futures trading 399,336 (1,077,129) (2,207,600) (3,357,713) Soft commodities contracts Net gain (loss) from futures trading (785,380) 495,726 382,280 (506,213) Stock indices Net gain (loss) from futures trading 3,790,195 4,274,961 17,060,597 2,368,613 Forward Currency Contracts Net gain (loss) from forward trading (13,784) (177,604) (1,649,376) 402,932 Swap Contracts Net gain (loss) from swap trading 460,436 692,037 597,256 (3,862,738) $ 795,051 $ (3,024,801) $ (5,058,881) $ 14,882,006 Line Item in Consolidated Statement of Operations Three Months Ended Nine Months Ended September 30, 2017 September 30, 2016 September 30, 2017 September 30, 2016 Net gain (loss) from futures trading Realized $ (3,624,312) $ 1,523,704 $ (2,024,091) $ 16,121,355 Change in unrealized 3,972,712 (5,062,938) (1,982,669) 2,220,457 Total realized and change in unrealized net gain (loss) from futures trading $ 348,400 $ (3,539,234) $ (4,006,760) $ 18,341,812 Net gain (loss) from forward trading Realized $ 513,204 $ 220,489 $ (1,134,274) $ (163,404) Change in unrealized (526,989) (398,093) (515,103) 566,336 Total realized and change in unrealized net gain (loss) from forward trading $ (13,785) $ (177,604) $ (1,649,377) $ 402,932 Net gain (loss) from swap trading Change in unrealized $ 460,436 $ 692,037 $ 597,256 $ (3,862,738) Total realized and change in unrealized net gain (loss) from swap trading $ 460,436 $ 692,037 $ 597,256 $ (3,862,738) Total realized and change in unrealized net gain (loss) from futures, forward and swap trading $ 795,051 $ (3,024,801) $ (5,058,881) $ 14,882,006 The tables below show the gross amounts of recognized derivative assets and gross amounts offset in the accompanying Consolidated Statements of Financial Condition: Offsetting of Derivative Assets As of September 30, 2017 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Assets Financial Condition Financial Condition U.S. and foreign futures contracts $ 4,018,670 $ (3,721,417) $ 297,253 Forward contracts 426,813 (941,210) (514,397) Swap contracts 1,833,011 (1,970,452) (137,441) Total derivatives $ 6,278,494 $ (6,633,079) $ (354,585) Offsetting of Derivative Liabilities As of September 30, 2017 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Liabilities Financial Condition Financial Condition U.S. and foreign futures contracts $ 3,721,417 $ (3,721,417) $ — Forward contracts 941,210 (941,210) — Swap contracts 1,970,452 (1,970,452) — Total derivatives $ 6,633,079 $ (6,633,079) $ — Derivatives Assets and Liabilities and Collateral Received by Counterparty As of September 30, 2017 Gross Amounts Not Offset in the Consolidated Statement of Financial Condition Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Cash Collateral Counterparty Financial Condition Instruments Received Net Amount Deutsche Bank AG $ (137,441) $ — $ — $ (137,441) SG Americas Securities, LLC 32,628 — — 32,628 UBS AG (510,029) — — (510,029) Wells Fargo Securities, LLC 260,257 — — 260,257 Total $ (354,585) $ — $ — $ (354,585) Offsetting of Derivative Assets As of December 31, 2016 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Assets Financial Condition Financial Condition U.S. and foreign futures contracts $ 5,166,127 $ (2,886,203) $ 2,279,924 Forward contracts 556,627 (555,922) 705 Swap contracts 404,566 (1,139,264) (734,698) Total derivatives $ 6,127,320 $ (4,581,389) $ 1,545,931 Offsetting of Derivative Liabilities As of December 31, 2016 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Liabilities Financial Condition Financial Condition U.S. and foreign futures contracts $ 2,886,203 $ (2,886,203) $ — Forward contracts 555,922 (555,922) — Swap contracts 1,139,264 (1,139,264) — Total derivatives $ 4,581,389 $ (4,581,389) $ — Derivatives Assets and Liabilities and Collateral Received by Counterparty As of December 31, 2016 Gross Amounts Not Offset in the Consolidated Statement of Financial Condition Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Cash Collateral Counterparty Financial Condition Instruments Received Net Amount Deutsche Bank AG $ (734,698) $ — $ — $ (734,698) SG Americas Securities, LLC 1,582,067 — — 1,582,067 UBS AG (40,113) — — (40,113) Wells Fargo Securities, LLC 738,675 — — 738,675 Total $ 1,545,931 $ — $ — $ 1,545,931

Subsequent Events

Subsequent Events	9 Months Ended
	Sep. 30, 2017
Subsequent Events
Subsequent Events	Note 11. Subsequent Events The Partnership has evaluated subsequent events for potential recognition and/or disclosure through date of issuance. Subsequent to September 30, 2017, there were contributions and redemptions totaling approximately $137,000 and $137,000, respectively.

Nature of Business and Signif18

Nature of Business and Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2017
Nature of Business and Significant Accounting Policies
Accounting Principles	Accounting Principles: Pursuant to rules and regulations of the SEC, consolidated financial statements of the Partnership are prepared in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”). The Partnership is an investment company and follows accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946, Financial Services – Investment Companies .
Consolidation	Consolidation: The Partnership is the sole member of each of the Trading Companies. The Trading Companies, in turn, are the only members of GP Cash Management. The Partnership presents consolidated financial statements, which include the accounts of the Trading Companies and GP Cash Management. All material inter-company accounts and transactions are eliminated in consolidation.
Use of estimates	Use of estimates: The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates.
Cash and cash equivalents	Cash and cash equivalents: Cash and cash equivalents may include cash, overnight investments, commercial paper, U.S. treasury bills, money market funds and short-term investments in interest-bearing demand deposits with banks and cash managers with original maturities of three months or less at the date of acquisition.
Valuation of investments	Valuation of investments: All investments are used for trading purposes and recorded at their estimated fair value, as described in Note 2. Substantially all of the Partnership’s assets and liabilities are considered financial instruments and are recorded at fair value or at carrying amounts that approximate fair value because of the short maturity of the instruments.
Investment transactions, investment income and expenses	Investment transactions, investment income and expenses: Futures contracts, forward contracts and options on futures and forward contracts and securities are recorded on a trade date basis and realized gains or losses are recognized when contracts/positions are liquidated. Unrealized gains or losses on open contracts/positions (the difference between contract trade price and market price) or securities are reported in the consolidated statement of financial condition as a net unrealized gain or loss, as there exists a right of offset of unrealized gains or losses in accordance with FASB ASC 210-20, Balance Sheet, Offsetting . Any change in net unrealized gain or loss from the preceding period is reported in the consolidated statement of operations. Interest income and expense is recognized under the accrual basis. Set forth in Note 10 are instruments and transactions eligible for offset in the consolidated statement of financial condition and which are subject to derivative clearing agreements with the Partnership’s clearing brokers. Each clearing broker nets margin held on behalf of the Partnership or payment obligations of the clearing broker to the Partnership against any payment obligations of the Partnership to the clearing broker. The Partnership is required to deposit margin at each clearing broker to meet the original and maintenance requirements established by that clearing broker, and/or the exchange or clearinghouse associated with the exchange on which the instrument is traded. The derivative clearing agreements give each clearing broker a security interest in this margin to secure any liabilities owed to the clearing broker arising from a default by the Partnership.
Commissions	Commissions: Commissions and other trading fees are expensed when contracts are opened and closed, and are reflected separately in the consolidated statement of operations.
Redemptions payable	Redemptions payable: Pursuant to the provisions of FASB ASC 480, Distinguishing Liabilities from Equity , redemptions approved by the General Partner prior to month end with a fixed effective date and fixed amount are recorded as redemptions payable as of month end.
Income taxes	Income taxes: No provision for income taxes has been made in these consolidated financial statements as each partner is individually responsible for reporting income or loss based on its respective share of the Partnership’s income and expenses as reported for income tax purposes. The Partnership follows the provisions of ASC 740, Income Taxes . FASB guidance requires the evaluation of tax positions taken or expected to be taken in the course of preparing the Partnership’s tax returns to determine whether the tax positions are “more-likely-than-not” of being sustained “when challenged” or “when examined” by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense and liability in the current year. If a tax position does not meet the minimum statutory threshold to avoid payment of penalties, an expense for the amount of the statutory penalty and interest, if applicable, shall be recognized in the consolidated statement of operations in the period in which the position is claimed or expected to be claimed. As of September 30, 2017, management has determined that there are no material uncertain income tax positions and, accordingly, has not recorded a liability. The Partnership is generally not subject to examination by U.S. federal or state taxing authorities for tax years before 2013.
Organization and offering costs	Organization and offering costs: All expenses incurred in connection with the organization and the ongoing public offering of partnership interests are paid by the General Partner and are reimbursed to the General Partner by the Partnership. This reimbursement is made monthly. In its discretion, the General Partner may require the Partnership to reimburse the General Partner in any subsequent calendar year for amounts that exceed the limits in Note 5 in any calendar year, provided that the maximum amount reimbursed by the Partnership will not exceed the overall limit. Amounts reimbursed by the Partnership with respect to ongoing public offering expenses are charged to expense from operations at the time of reimbursement or accrual. Any amounts reimbursed by the Partnership with respect to organizational expenses are expensed at the time the reimbursement is incurred or accrued. If the Partnership terminates prior to completion of payment of the calculated amounts to the General Partner, the General Partner will not be entitled to any additional payments, and the Partnership will have no further obligation to the General Partner. At September 30, 2017 and December 31, 2016, unreimbursed organization and offering costs incurred by the General Partner were approximately $245,000 and $91,000, respectively.
Foreign currency transactions	Foreign currency transactions: The Partnership’s functional currency is the U.S. dollar; however, it transacts business in currencies other than the U.S. dollar. Assets and liabilities denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect at the date of the consolidated statement of financial condition. Income and expense items denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect during the period. Gains and losses resulting from the translation to U.S. dollars are reported in income currently. The Partnership does not isolate that portion of the results of operations resulting from changes in foreign exchange rates on investments from fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized or unrealized gain or loss from investments.
Swap contracts	Swap contracts: Certain Trading Companies of the Partnership strategically allocate a portion or all of their assets to total return swaps selected at the direction of the General Partner. A swap is a bilaterally negotiated agreement between two parties to exchange cash flows based upon an asset, rate or some other reference index. In a typical swap, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on one or more particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated with respect to a “notional amount” (i.e., the amount or value of the underlying asset used in computing the particular interest rate, return, or other amount to be exchanged) in a particular investment, or in a “basket” of commodities or other investments representing a particular index. Changes in the value of the swap agreement are recognized as unrealized gains or losses in the consolidated statement of operations by marking to market on a daily basis to reflect the value of the swap agreement at the end of each day as reported by the swap counterparty. Realized gains and losses from a decrease in the notional value of the swap are recognized on trade date. A liquidation payment received or made at the termination of the swap agreement will first be offset against the swap balance outstanding at the time the position is liquidated, with the remainder being recorded as a realized gain or loss in the consolidated statement of operations. Through its Trading Companies the Partnership has entered into total return swaps with Deutsche Bank AG. The Partnership maintains cash as collateral to secure its obligations under the swaps. As of September 30, 2017 and December 31, 2016, the notional value of the swaps was $60,638,617 and $60,638,617 and the cash margin balance was $13,993,000 and $12,996,500, respectively. The swaps were effective July 1, 2015 and April 5, 2016 and have a term of five years and three years, respectively.
Statement of cash flows	Statement of cash flows: The Partnership has elected not to provide statements of cash flows as permitted by FASB ASC 230, Statement of Cash Flows . The Partnership noted that as of and for the period ended September 30, 2017 and 2016, substantially all investments are carried at fair value and classified as Level 1 and Level 2 measurements, the Partnership carried no debt, and the statements of changes in partners’ capital (net asset value) is presented.
Recent accounting pronouncements	Recent accounting pronouncements: In December 2016, the FASB issued ASU 2016-19, Technical Corrections and Improvements . The amendments in the update represent changes to clarify, correct errors, or make minor improvements to the Accounting Standards Codification. Among the updates is an amendment to Topic 820, Fair Value Measurement, which clarifies the difference between a valuation approach and a valuation technique when applying the guidance in that Topic. The amendment also requires an entity to disclose when there has been a change in either or both a valuation approach and/or a valuation technique. The amended disclosure requirement is effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2016. The Partnership adopted the amendment in ASU 2019-19 as of January 1, 2017, and the adoption did not have a material impact on the Partnership’s financial statements. In August 2015, the FASB issued ASU 2015-14, Revenue from Contracts with Customers (Topic 606) – Deferral of Effective Date, which defers the effective date of ASU 2014-09, Revenue from Contracts with Customers (Topic 606). The amendments in ASU 2014-09 affect any entity that enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards. In March 2016, April 2016 and May 2016, the FASB issued ASU 2016-08 Revenue from Contracts with Customers (Topic 606): Principal versus Agent Considerations (Reporting Revenue Gross versus Net), ASU 2016-10 Revenue from Contracts with Customers (Topic 606): Identifying Performance Obligations and Licensing, and ASU 2016-12 Revenue from Contracts with Customers (Topic 606): Narrow-Scope Improvements and Practical Expedients, respectively. The amendments in these updates affect entities with transactions included within the scope of Topic 606. The scope of that Topic includes entities that enter into contracts with customers to transfer goods or services (that are an output of the entity’s ordinary activities) in exchange for consideration. The guidance is effective for annual reporting periods beginning after December 15, 2017. The Partnership does not expect the adoption of these pronouncements to have an impact on its consolidated financial statements. In January 2016, the FASB issued ASU 2016-01 Financial Instruments – Overall (Subtopic 825-10) Recognition and Measurement of Financial Assets and Liabilities. The amendments in this update affect all entities that hold financial assets or owe financial liabilities. The guidance will impact the accounting for equity investments, financial liabilities under the fair value option, and the presentation and disclosure requirements for financial instruments. The guidance is effective for fiscal years beginning after December 15, 2017. The Partnership does not expect the adoption of this pronouncement to have an impact on its consolidated financial statements.

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2017
Fair Value Measurements
Schedule of fair value hierarchy for assets and liabilities measured at fair value on a recurring basis	The following table presents the Partnership’s fair value hierarchy for those assets and liabilities measured at fair value on a recurring basis as of September 30, 2017: Assets Level 1 Level 2 Level 3 Total Equity in brokers' trading accounts U.S. and foreign futures contracts $ 297,252 $ — $ — $ 297,252 Forward currency contracts — (514,397) — (514,397) Swap contracts — (137,441) — (137,441) Cash and cash equivalents U.S. money market fund 4,208,775 4,208,775 Securities owned U.S. Government-sponsored enterprises — 69,173,416 — 69,173,416 U.S. corporate bonds — 5,897,469 — 5,897,469 U.S. mutual fund — 7,209,140 7,209,140 Total $ 4,506,027 $ 81,628,187 $ — $ 86,134,214 The following table presents the Partnership’s fair value hierarchy for those assets and liabilities measured at fair value on a recurring basis as of December 31, 2016: Assets Level 1 Level 2 Level 3 Total Equity in brokers' trading accounts U.S. and foreign futures contracts $ 2,279,924 $ — $ — $ 2,279,924 Forward currency contracts — 705 — 705 Swap contracts — (734,698) — (734,698) Cash and cash equivalents U.S. money market fund 3,965,046 — 3,965,046 Foreign commercial paper — 1,328,590 — 1,328,590 U.S. commercial paper — 44,381,818 — 44,381,818 Securities owned U.S. commercial paper — 7,144,238 — 7,144,238 U.S. Government-sponsored enterprises — 69,209,493 — 69,209,493 U.S. corporate bonds — 11,158,232 — 11,158,232 Total $ 6,244,970 $ 132,488,378 $ — $ 138,733,348

General Partner and Related P20

General Partner and Related Party Transactions (Tables)	9 Months Ended
	Sep. 30, 2017
General Partner and Related Party Transactions
Schedule of monthly payment made by the Partnership to General Partner for brokerage charge, organization and offering costs and operating expenses	Organization and Offering Brokerage charge* Reimbursement* Operating Expense* Class A units % % % Class B units % % % Legacy 1 Class units % % % Legacy 2 Class units % % % Global 1 Class units % % % Global 2 Class units % % % Global 3 Class units % % %

Financial Highlights (Tables)

Financial Highlights (Tables)	9 Months Ended
	Sep. 30, 2017
Financial Highlights
Schedule of financial highlights reflecting total return and relevant ratios to Partnership	Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Total return – Class A Units % % % % Total return – Class B Units % % % % Total return – Legacy 1 Class Units % % % % Total return – Legacy 2 Class Units % % % % Total return – Global 1 Class Units % % % % Total return – Global 2 Class Units % % % % Total return – Global 3 Class Units % % % % Ratios as a percentage of average net assets: Expenses prior to incentive fees (1) % % % % Incentive fees (2) % % % % Total expenses % % % % Net investment loss (1) (3) % % % % (1) Annualized. (2) Not annualized. (3) Excludes incentive fee.
Class A
Financial Highlights
Schedule of per unit performance calculations activity related to the Partnership	Class A Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 1,005.06 $ 1,145.71 $ 1,084.25 $ 1,092.80 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.91 (22.77) (50.96) 61.38 Expenses net of interest income* (11.79) (14.45) (39.11) (45.69) Total income (loss) from operations (10.88) (37.22) (90.07) 15.69 Net asset value per unit at end of period $ 994.18 $ 1,108.49 $ 994.18 $ 1,108.49
Class B
Financial Highlights
Schedule of per unit performance calculations activity related to the Partnership	Class B Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 822.99 $ 944.30 $ 890.74 $ 904.13 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.86 (18.67) (41.56) 50.92 Expenses net of interest income* (11.10) (13.51) (36.43) (42.93) Total income (loss) from operations (10.24) (32.18) (77.99) 7.99 Net asset value per unit at end of period $ 812.75 $ 912.12 $ 812.75 $ 912.12
Legacy 1 Class
Financial Highlights
Schedule of per unit performance calculations activity related to the Partnership	Legacy 1 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 796.46 $ 887.17 $ 849.35 $ 837.54 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.64 (17.73) (40.62) 47.72 Expenses net of interest income* (4.70) (6.12) (16.33) (21.94) Total income (loss) from operations (4.06) (23.85) (56.95) 25.78 Net asset value per unit at end of period $ 792.40 $ 863.32 $ 792.40 $ 863.32
Legacy 2 Class
Financial Highlights
Schedule of per unit performance calculations activity related to the Partnership	Legacy 2 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 778.79 $ 869.69 $ 831.55 $ 822.19 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.70 (17.32) (39.57) 46.16 Expenses net of interest income* (5.15) (6.59) (17.64) (22.57) Total income (loss) from operations (4.45) (23.91) (57.21) 23.59 Net asset value per unit at end of period $ 774.34 $ 845.78 $ 774.34 $ 845.78
Global 1 Class
Financial Highlights
Schedule of per unit performance calculations activity related to the Partnership	Global 1 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 788.85 $ 873.55 $ 838.82 $ 817.71 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.81 (17.73) (39.79) 51.65 Expenses net of interest income* (3.69) (4.95) (13.06) (18.49) Total income (loss) from operations (2.88) (22.68) (52.85) 33.16 Net asset value per unit at end of period $ 785.97 $ 850.87 $ 785.97 $ 850.87
Global 2 Class
Financial Highlights
Schedule of per unit performance calculations activity related to the Partnership	Global 2 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 773.19 $ 858.26 $ 823.19 $ 803.03 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.73 (17.24) (39.12) 51.23 Expenses net of interest income* (4.04) (5.36) (14.19) (18.60) Total income (loss) from operations (3.31) (22.60) (53.31) 32.63 Net asset value per unit at end of period $ 769.88 $ 835.66 $ 769.88 $ 835.66
Global 3 Class
Financial Highlights
Schedule of per unit performance calculations activity related to the Partnership	Global 3 Class Units Three Months Ended Nine Months Ended September 30, September 30, 2017 2016 2017 2016 Per Unit Performance (for unit outstanding throughout the entire period): Net asset value per unit at beginning of period $ 669.75 $ 756.61 $ 719.36 $ 713.66 Income (loss) from operations Net realized and change in unrealized gain (loss) from trading* 0.24 (15.11) (33.97) 45.63 Expenses net of interest income* (6.03) (8.04) (21.43) (25.83) Total income (loss) from operations (5.79) (23.15) (55.40) 19.80 Net asset value per unit at end of period $ 663.96 $ 733.46 $ 663.96 $ 733.46

Derivative Instruments (Tables)

Derivative Instruments (Tables)	9 Months Ended
	Sep. 30, 2017
Derivative Instruments
Summary of Fair Values of Derivative Instruments	Consolidated Asset Liability Statements of Financial Derivatives Derivatives Condition Location 9/30/2017 9/30/2017 Fair Value Agricultural contracts Net Unrealized gain (loss) on open futures contracts $ 112,923 $ (188,652) $ (75,729) Currencies contracts Net Unrealized gain (loss) on open futures contracts 219,197 (661,793) (442,596) Energy contracts Net Unrealized gain (loss) on open futures contracts 340,682 (312,947) 27,735 . Interest rates contracts Net Unrealized gain (loss) on open futures contracts 485,531 (950,806) (465,275) Meats contracts Net Unrealized gain (loss) on open futures contracts 49,816 (58,162) (8,346) Metals contracts Net Unrealized gain (loss) on open futures contracts 949,761 (939,436) 10,325 Soft commodities contracts Net Unrealized gain (loss) on open futures contracts 189,249 (37,859) 151,390 Stock indices contracts Net Unrealized gain (loss) on open futures contracts 1,671,511 (571,762) 1,099,749 $ 4,018,670 $ (3,721,417) $ 297,253 Forward currency contracts Net Unrealized gain (loss) on open forward currency contracts $ 426,813 $ (941,210) $ (514,397) Swap Contracts* Net Unrealized gain (loss) on open swap contracts $ 1,833,011 $ (1,970,452) $ (137,441) *At September 30, 2017, the sector exposure of the CTA indices underlying the swaps was: Deutsche Bank total return swap, termination date March 29, 2019 Agricultural contracts 2% Energy contracts 1% Interest rate contracts 62% Metals contracts 1% Stock indices contracts 16% Forward currency contracts 18% Total 100% Deutsche Bank total return swap, termination date July 1, 2020 Interest rate contracts 42% Stock indices contracts 12% Forward currency contracts 46% Total 100% Consolidated Asset Liability Statements of Financial Derivatives Derivatives Condition Location 12/31/2016 12/31/2016 Fair Value Agricultural contracts Net Unrealized gain (loss) on open futures contracts $ 121,013 $ (261,721) $ (140,708) Currencies contracts Net Unrealized gain (loss) on open futures contracts 763,565 (345,781) 417,784 Energy contracts Net Unrealized gain (loss) on open futures contracts 562,341 (18,461) 543,880 . Interest rates contracts Net Unrealized gain (loss) on open futures contracts 578,244 (326,726) 251,518 Meats contracts Net Unrealized gain (loss) on open futures contracts 79,821 (10,487) 69,334 Metals contracts Net Unrealized gain (loss) on open futures contracts 1,604,965 (1,282,731) 322,234 Soft commodities contracts Net Unrealized gain (loss) on open futures contracts 344,652 (86,579) 258,073 Stock indices contracts Net Unrealized gain (loss) on open futures contracts 1,111,526 (553,717) 557,809 $ 5,166,127 $ (2,886,203) $ 2,279,924 Forward currency contracts Net Unrealized gain (loss) on open forward currency contracts $ 556,627 $ (555,922) $ 705 Swap Contracts* Net Unrealized gain (loss) on open swap contracts $ 404,566 $ (1,139,264) $ (734,698) *At December 31, 2016, the sector exposure of the CTA indices underlying the swaps was: Deutsche Bank total return swap, termination date March 29, 2019 Agricultural contracts 3% Energy contracts 1% Interest rate contracts 53% Metals contracts 3% Stock indices contracts 15% Forward currency contracts 25% Total 100% Deutsche Bank total return swap, termination date July 1, 2020 Interest rate contracts 61% Stock indices contracts 10% Forward currency contracts 29% Total 100%
Schedule of Effect of Derivative Instruments on the Consolidated Statement of Operations	Three Months Ended Three Months Ended Nine Months Ended Nine Months Ended Type of Contract September 30, 2017 September 30, 2016 September 30, 2017 September 30, 2016 Agriculturals contracts Net gain (loss) from futures trading $ (1,293,249) $ (344,464) $ (2,371,623) $ 1,705,400 Currencies contracts Net gain (loss) from futures trading 465,911 (1,179,735) (2,630,140) (2,620,498) Energy contracts Net gain (loss) from futures trading (398,756) (3,845,918) (7,007,122) (1,192,066) Interest rates contracts Net gain (loss) from futures trading (1,446,217) (2,588,887) (7,567,144) 21,639,195 Meats contracts Net gain (loss) from futures trading (383,441) 726,212 333,991 305,094 Metals contracts Net gain (loss) from futures trading 399,336 (1,077,129) (2,207,600) (3,357,713) Soft commodities contracts Net gain (loss) from futures trading (785,380) 495,726 382,280 (506,213) Stock indices Net gain (loss) from futures trading 3,790,195 4,274,961 17,060,597 2,368,613 Forward Currency Contracts Net gain (loss) from forward trading (13,784) (177,604) (1,649,376) 402,932 Swap Contracts Net gain (loss) from swap trading 460,436 692,037 597,256 (3,862,738) $ 795,051 $ (3,024,801) $ (5,058,881) $ 14,882,006
Schedule of Line Item in Consolidated Statement of Operations	Line Item in Consolidated Statement of Operations Three Months Ended Nine Months Ended September 30, 2017 September 30, 2016 September 30, 2017 September 30, 2016 Net gain (loss) from futures trading Realized $ (3,624,312) $ 1,523,704 $ (2,024,091) $ 16,121,355 Change in unrealized 3,972,712 (5,062,938) (1,982,669) 2,220,457 Total realized and change in unrealized net gain (loss) from futures trading $ 348,400 $ (3,539,234) $ (4,006,760) $ 18,341,812 Net gain (loss) from forward trading Realized $ 513,204 $ 220,489 $ (1,134,274) $ (163,404) Change in unrealized (526,989) (398,093) (515,103) 566,336 Total realized and change in unrealized net gain (loss) from forward trading $ (13,785) $ (177,604) $ (1,649,377) $ 402,932 Net gain (loss) from swap trading Change in unrealized $ 460,436 $ 692,037 $ 597,256 $ (3,862,738) Total realized and change in unrealized net gain (loss) from swap trading $ 460,436 $ 692,037 $ 597,256 $ (3,862,738) Total realized and change in unrealized net gain (loss) from futures, forward and swap trading $ 795,051 $ (3,024,801) $ (5,058,881) $ 14,882,006
Schedule of Offsetting of Derivative Assets	Offsetting of Derivative Assets As of September 30, 2017 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Assets Financial Condition Financial Condition U.S. and foreign futures contracts $ 4,018,671 $ (3,721,416) $ 297,255 Forward contracts 426,812 (941,210) (514,398) Swap contracts 1,833,011 (1,970,452) (137,441) Total derivatives $ 6,278,494 $ (6,633,078) $ (354,584) Offsetting of Derivative Assets As of December 31, 2016 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Assets Financial Condition Financial Condition U.S. and foreign futures contracts $ 5,166,127 $ (2,886,203) $ 2,279,924 Forward contracts 556,627 (555,922) 705 Swap contracts 404,566 (1,139,264) (734,698) Total derivatives $ 6,127,320 $ (4,581,389) $ 1,545,931
Schedule of Offsetting of Derivative Liabilities	Offsetting of Derivative Liabilities As of September 30, 2017 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Liabilities Financial Condition Financial Condition U.S. and foreign futures contracts $ 3,721,416 $ (3,721,416) $ — Forward contracts 941,210 (941,210) — Swap contracts 1,970,452 (1,970,452) — Total derivatives $ 6,633,078 $ (6,633,078) $ — Offsetting of Derivative Liabilities As of December 31, 2016 Net Amount of Gross Amounts Unrealized Gain Offset in the Presented in Gross Amount of Consolidated the Consolidated Recognized Statement of Statement of Type of Instrument Liabilities Financial Condition Financial Condition U.S. and foreign futures contracts $ 2,886,203 $ (2,886,203) $ — Forward contracts 555,922 (555,922) — Swap contracts 1,139,264 (1,139,264) — Total derivatives $ 4,581,389 $ (4,581,389) $ —
Schedule of Derivative Assets and Liabilities and Collateral Received by Counterparty	Derivatives Assets and Liabilities and Collateral Received by Counterparty As of September 30, 2017 Gross Amounts Not Offset in the Consolidated Statement of Financial Condition Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Cash Collateral Counterparty Financial Condition Instruments Received Net Amount Deutsche Bank AG $ (137,441) $ — $ — $ (137,441) SG Americas Securities, LLC 32,628 — — 32,628 UBS AG (510,029) — — (510,029) Wells Fargo Securities, LLC 260,257 — — 260,257 Total $ (354,585) $ — $ — $ (354,585) Derivatives Assets and Liabilities and Collateral Received by Counterparty As of December 31, 2016 Gross Amounts Not Offset in the Consolidated Statement of Financial Condition Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Cash Collateral Counterparty Financial Condition Instruments Received Net Amount Deutsche Bank AG $ (734,698) $ — $ — $ (734,698) SG Americas Securities, LLC 1,582,067 — — 1,582,067 UBS AG (40,113) — — (40,113) Wells Fargo Securities, LLC 738,675 — — 738,675 Total $ 1,545,931 $ — $ — $ 1,545,931

Nature of Business and Signif23

Nature of Business and Significant Accounting Policies (Details)	3 Months Ended		9 Months Ended
	Sep. 30, 2017USD ($)	Sep. 30, 2016USD ($)	Sep. 30, 2017USD ($)class	Sep. 30, 2016USD ($)	Dec. 31, 2016USD ($)
Assets allocated to GP 3, GP 6 and GP 15	$ 0		$ 0		$ 0
Classes of interests
Number of classes of limited partner interests | class			7
Income taxes
Income taxes	0	$ 0	$ 0	$ 0
Debt
Debt carried by partners	0	$ 0	0	$ 0
General Partner
Organization and offering costs
Unreimbursed organization and offering costs	245,000		245,000		91,000
Swap Contracts | Deutsche Bank Total Return Swap
Swap contracts
Notional value	60,638,617		60,638,617		60,638,617
Cash margin balance	$ 13,993,000		$ 13,993,000		$ 12,996,500
Swap Contracts | Deutsche Bank Total Return Swap Terminating July 1, 2020
Swap contracts
Term of total return swap			5 years
Swap Contracts | Deutsche Bank Total Return Swap Terminating March 29, 2019
Swap contracts
Term of total return swap			3 years

Fair Value Measurements (Detail

Fair Value Measurements (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Fair Value Measurements
Investments Owned, Fair Value	$ 82,280,025	$ 87,511,963
Amount of transfers among Levels 1, 2, and 3	0	0
Recurring basis
Fair Value Measurements
Total - Assets	86,134,214	138,733,348
Recurring basis | Futures Contracts
Fair Value Measurements
Open derivative contracts, fair value	297,252	2,279,924
Recurring basis | Forward Contracts
Fair Value Measurements
Open derivative contracts, fair value	(514,397)	705
Recurring basis | Swap Contracts
Fair Value Measurements
Open derivative contracts, fair value	(137,441)	(734,698)
Recurring basis | U.S. money market fund
Fair Value Measurements
Cash and cash equivalents	4,208,775	3,965,046
Recurring basis | Foreign commercial paper
Fair Value Measurements
Cash and cash equivalents		1,328,590
Recurring basis | U.S. commercial paper
Fair Value Measurements
Cash and cash equivalents		44,381,818
Investments Owned, Fair Value		7,144,238
Recurring basis | U.S. Government-sponsored enterprises
Fair Value Measurements
Investments Owned, Fair Value	69,173,416	69,209,493
Recurring basis | U.S. Corporate bonds
Fair Value Measurements
Investments Owned, Fair Value	5,897,469	11,158,232
Recurring basis | U.S. Mutual Fund
Fair Value Measurements
Investments Owned, Fair Value	7,209,140
Recurring basis | Level 1
Fair Value Measurements
Total - Assets	4,506,027	6,244,970
Recurring basis | Level 1 | Futures Contracts
Fair Value Measurements
Open derivative contracts, fair value	297,252	2,279,924
Recurring basis | Level 1 | U.S. money market fund
Fair Value Measurements
Cash and cash equivalents	4,208,775	3,965,046
Recurring basis | Level 2
Fair Value Measurements
Total - Assets	81,628,187	132,488,378
Recurring basis | Level 2 | Forward Contracts
Fair Value Measurements
Open derivative contracts, fair value	(514,397)	705
Recurring basis | Level 2 | Swap Contracts
Fair Value Measurements
Open derivative contracts, fair value	(137,441)	(734,698)
Recurring basis | Level 2 | Foreign commercial paper
Fair Value Measurements
Cash and cash equivalents		1,328,590
Recurring basis | Level 2 | U.S. commercial paper
Fair Value Measurements
Cash and cash equivalents		44,381,818
Investments Owned, Fair Value		7,144,238
Recurring basis | Level 2 | U.S. Government-sponsored enterprises
Fair Value Measurements
Investments Owned, Fair Value	69,173,416	69,209,493
Recurring basis | Level 2 | U.S. Corporate bonds
Fair Value Measurements
Investments Owned, Fair Value	5,897,469	$ 11,158,232
Recurring basis | Level 2 | U.S. Mutual Fund
Fair Value Measurements
Investments Owned, Fair Value	$ 7,209,140

Commodity Trading Advisors an25

Commodity Trading Advisors and Reference Traders (Details)	9 Months Ended
	Sep. 30, 2017
Minimum
Commodity Trading Advisors and Reference Traders
Annual percentage of allocated net assets paid as a management fee to commodity trading advisors and reference traders	0.50%
Percentage of new trading profits on allocated net assets paid as a incentive fee to commodity trading advisors and reference traders	20.00%
Maximum
Commodity Trading Advisors and Reference Traders
Annual percentage of allocated net assets paid as a management fee to commodity trading advisors and reference traders	1.00%
Percentage of new trading profits on allocated net assets paid as a incentive fee to commodity trading advisors and reference traders	24.50%

General Partner and Related P26

General Partner and Related Party Transactions (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Jul. 31, 2017	Dec. 31, 2016
General Partner and Related Party Transactions
Brokerage charge	$ 1,431,412	$ 2,293,183	$ 4,886,020	$ 7,517,779
Incentive fees	881	86,439	314,437	685,579
Organizational and offering costs	91,530	140,050	309,720	446,843
Operating expenses	79,551	120,999	268,811	385,937
Investments Owned, Cost	82,163,255		$ 82,163,255			$ 87,212,372
Maximum
General Partner and Related Party Transactions
Percent of the notional amount of a swap transaction used as the basis for fees paid to a counterparty			0.50%
Percentage of average month-end net assets as basis for determining operating expense reimbursements			0.25%
General Partner
General Partner and Related Party Transactions
Minimum ownership of units as a percentage of all capital contributions of all Partners to the Partnership, option one			1.00%
Value of minimum ownership of units, option two			$ 25,000
Percentage of total capital contributions of all partners and all related limited partnerships used in computation of minimum net worth, option one			5.00%
Percentage of Units being offered for sale in the Partnership used in computation of minimum net worth, option one			5.00%
Amount of minimum net worth required to be maintained, option two			$ 50,000
Amount of maximum net worth required to be maintained			$ 1,000,000
Percentage of General Partners limited partnership interest in the entity treated as a general partnership interest			10.00%
Minimum amount to which the general partner will reduce the brokerage charge after offset of transaction costs and consulting fees			$ 0
General Partner | Class A
General Partner and Related Party Transactions
Brokerage charge (as a percent)			7.00%
Organization and Offering Reimbursement (as a percent)			0.10%
Operating Expense (as a percent)			0.25%
General Partner | Class B
General Partner and Related Party Transactions
Brokerage charge (as a percent)			7.45%
Organization and Offering Reimbursement (as a percent)			0.30%
Operating Expense (as a percent)			0.25%
General Partner | Legacy 1 Class
General Partner and Related Party Transactions
Brokerage charge (as a percent)			4.50%
Organization and Offering Reimbursement (as a percent)			0.30%
Operating Expense (as a percent)			0.25%
General Partner | Legacy 2 Class
General Partner and Related Party Transactions
Brokerage charge (as a percent)			4.75%
Organization and Offering Reimbursement (as a percent)			0.30%
Operating Expense (as a percent)			0.25%
General Partner | Global 1 Class
General Partner and Related Party Transactions
Brokerage charge (as a percent)			3.95%
Organization and Offering Reimbursement (as a percent)			0.30%
Operating Expense (as a percent)			0.25%
General Partner | Global 2 Class
General Partner and Related Party Transactions
Brokerage charge (as a percent)			4.20%
Organization and Offering Reimbursement (as a percent)			0.30%
Operating Expense (as a percent)			0.25%
General Partner | Global 3 Class
General Partner and Related Party Transactions
Brokerage charge (as a percent)			5.95%
Organization and Offering Reimbursement (as a percent)			0.30%
Operating Expense (as a percent)			0.25%
EMC
General Partner and Related Party Transactions
Brokerage charge	44,200	111,300	$ 194,600	370,200
Incentive fees	0	$ 0	0	$ 47,500
Grant Park Absolute Return Fund, Class I | U.S. Mutual Fund
General Partner and Related Party Transactions
Investments Owned, Cost					$ 7,300,000
Grant Park Absolute Return Fund, Class I | U.S. Mutual Fund | General Partner | Net Gains (Losses) From Securities
General Partner and Related Party Transactions
Credits for investor fees earned by the General Partner on Partnership assets invested in funds to which they provide investment advisory services	$ 13,403		$ 13,403

Subscriptions, Redemptions an27

Subscriptions, Redemptions and Allocation of Net Income or Loss (Details)	9 Months Ended
	Sep. 30, 2017USD ($)
Class A
Redemptions
Notice period by Limited Partner for redemption of Limited Partner units	10 days
Notice period by General Partner for redemption of Limited Partner units	15 days
Class B
Redemptions
Notice period by Limited Partner for redemption of Limited Partner units	10 days
Notice period by General Partner for redemption of Limited Partner units	15 days
Legacy 1 Class
Redemptions
Notice period by Limited Partner for redemption of Limited Partner units	10 days
Notice period by General Partner for redemption of Limited Partner units	15 days
Redemption fees applicable for stockholders who redeem units on or after one-year anniversary of subscriptions	$ 0
Lock in period for redemption of units following subscription	3 months
Legacy 2 Class
Redemptions
Notice period by Limited Partner for redemption of Limited Partner units	10 days
Notice period by General Partner for redemption of Limited Partner units	15 days
Redemption fees applicable for stockholders who redeem units on or after one-year anniversary of subscriptions	$ 0
Lock in period for redemption of units following subscription	3 months
Global 1 Class
Redemptions
Notice period by Limited Partner for redemption of Limited Partner units	10 days
Notice period by General Partner for redemption of Limited Partner units	15 days
Redemption fees applicable for stockholders who redeem units on or after one-year anniversary of subscriptions	$ 0
Lock in period for redemption of units following subscription	3 months
Global 2 Class
Redemptions
Notice period by Limited Partner for redemption of Limited Partner units	10 days
Notice period by General Partner for redemption of Limited Partner units	15 days
Redemption fees applicable for stockholders who redeem units on or after one-year anniversary of subscriptions	$ 0
Lock in period for redemption of units following subscription	3 months
Global 3 Class
Redemptions
Notice period by Limited Partner for redemption of Limited Partner units	10 days
Notice period by General Partner for redemption of Limited Partner units	15 days
Minimum period of holding of units after which no redemption fees are applicable	1 year
Redemption fees applicable for stockholders who redeem units on or after one-year anniversary of subscriptions	$ 0
Lock in period for redemption of units following subscription	3 months

Financial Highlights (Details)

Financial Highlights (Details) - $ / shares	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Ratios as a percentage of average net assets:
Expenses prior to incentive fees (as a percent)	5.14%	5.34%	5.16%	5.51%
Incentive fees (as a percent)	0.00%	0.05%	0.22%	0.34%
Total expenses (as a percent)	5.14%	5.39%	5.38%	5.85%
Net investment loss (as a percent)	(4.36%)	(4.68%)	(4.36%)	(4.85%)
Class A
Financial Highlights
Total return (as a percent)	(1.08%)	(3.25%)	(8.31%)	1.44%
Per Unit Performance (for unit outstanding throughout the entire period):
Net asset value per unit at beginning of period (in dollars per unit)	$ 1,005.06	$ 1,145.71	$ 1,084.25	$ 1,092.80
Income (loss) from operations:
Net realized and change in unrealized gain (loss) from trading (in dollars per unit)	0.91	(22.77)	(50.96)	61.38
Expenses net of interest income (in dollars per unit)	(11.79)	(14.45)	(39.11)	(45.69)
Total income (loss) from operations (in dollars per unit)	(10.88)	(37.22)	(90.07)	15.69
Net asset value per unit at end of period (in dollars per unit)	$ 994.18	$ 1,108.49	$ 994.18	$ 1,108.49
Class B
Financial Highlights
Total return (as a percent)	(1.24%)	(3.41%)	(8.76%)	0.88%
Per Unit Performance (for unit outstanding throughout the entire period):
Net asset value per unit at beginning of period (in dollars per unit)	$ 822.99	$ 944.30	$ 890.74	$ 904.13
Income (loss) from operations:
Net realized and change in unrealized gain (loss) from trading (in dollars per unit)	0.86	(18.67)	(41.56)	50.92
Expenses net of interest income (in dollars per unit)	(11.10)	(13.51)	(36.43)	(42.93)
Total income (loss) from operations (in dollars per unit)	(10.24)	(32.18)	(77.99)	7.99
Net asset value per unit at end of period (in dollars per unit)	$ 812.75	$ 912.12	$ 812.75	$ 912.12
Legacy 1 Class
Financial Highlights
Total return (as a percent)	(0.51%)	(2.69%)	(6.70%)	3.08%
Per Unit Performance (for unit outstanding throughout the entire period):
Net asset value per unit at beginning of period (in dollars per unit)	$ 796.46	$ 887.17	$ 849.35	$ 837.54
Income (loss) from operations:
Net realized and change in unrealized gain (loss) from trading (in dollars per unit)	0.64	(17.73)	(40.62)	47.72
Expenses net of interest income (in dollars per unit)	(4.70)	(6.12)	(16.33)	(21.94)
Total income (loss) from operations (in dollars per unit)	(4.06)	(23.85)	(56.95)	25.78
Net asset value per unit at end of period (in dollars per unit)	$ 792.40	$ 863.32	$ 792.40	$ 863.32
Legacy 2 Class
Financial Highlights
Total return (as a percent)	(0.57%)	(2.75%)	(6.88%)	2.87%
Per Unit Performance (for unit outstanding throughout the entire period):
Net asset value per unit at beginning of period (in dollars per unit)	$ 778.79	$ 869.69	$ 831.55	$ 822.19
Income (loss) from operations:
Net realized and change in unrealized gain (loss) from trading (in dollars per unit)	0.70	(17.32)	(39.57)	46.16
Expenses net of interest income (in dollars per unit)	(5.15)	(6.59)	(17.64)	(22.57)
Total income (loss) from operations (in dollars per unit)	(4.45)	(23.91)	(57.21)	23.59
Net asset value per unit at end of period (in dollars per unit)	$ 774.34	$ 845.78	$ 774.34	$ 845.78
Global 1 Class
Financial Highlights
Total return (as a percent)	(0.37%)	(2.60%)	(6.30%)	4.06%
Per Unit Performance (for unit outstanding throughout the entire period):
Net asset value per unit at beginning of period (in dollars per unit)	$ 788.85	$ 873.55	$ 838.82	$ 817.71
Income (loss) from operations:
Net realized and change in unrealized gain (loss) from trading (in dollars per unit)	0.81	(17.73)	(39.79)	51.65
Expenses net of interest income (in dollars per unit)	(3.69)	(4.95)	(13.06)	(18.49)
Total income (loss) from operations (in dollars per unit)	(2.88)	(22.68)	(52.85)	33.16
Net asset value per unit at end of period (in dollars per unit)	$ 785.97	$ 850.87	$ 785.97	$ 850.87
Global 2 Class
Financial Highlights
Total return (as a percent)	(0.43%)	(2.63%)	(6.48%)	4.06%
Per Unit Performance (for unit outstanding throughout the entire period):
Net asset value per unit at beginning of period (in dollars per unit)	$ 773.19	$ 858.26	$ 823.19	$ 803.03
Income (loss) from operations:
Net realized and change in unrealized gain (loss) from trading (in dollars per unit)	0.73	(17.24)	(39.12)	51.23
Expenses net of interest income (in dollars per unit)	(4.04)	(5.36)	(14.19)	(18.60)
Total income (loss) from operations (in dollars per unit)	(3.31)	(22.60)	(53.31)	32.63
Net asset value per unit at end of period (in dollars per unit)	$ 769.88	$ 835.66	$ 769.88	$ 835.66
Global 3 Class
Financial Highlights
Total return (as a percent)	(0.86%)	(3.06%)	(7.70%)	2.77%
Per Unit Performance (for unit outstanding throughout the entire period):
Net asset value per unit at beginning of period (in dollars per unit)	$ 669.75	$ 756.61	$ 719.36	$ 713.66
Income (loss) from operations:
Net realized and change in unrealized gain (loss) from trading (in dollars per unit)	0.24	(15.11)	(33.97)	45.63
Expenses net of interest income (in dollars per unit)	(6.03)	(8.04)	(21.43)	(25.83)
Total income (loss) from operations (in dollars per unit)	(5.79)	(23.15)	(55.40)	19.80
Net asset value per unit at end of period (in dollars per unit)	$ 663.96	$ 733.46	$ 663.96	$ 733.46

Trading Activities and Relate29

Trading Activities and Related Risks (Details) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Trading Activities and Related Risks
Cash and cash equivalents	$ 35,435,737	$ 31,854,126
FCMs, interbank market makers and swap counterparties
Trading Activities and Related Risks
Required margin and good faith deposits, low end of the range (as a percent)	5.00%
Required margin and good faith deposits, high end of the range (as a percent)	35.00%
Cash and cash equivalents	$ 35,435,737	$ 31,854,126
Cash deposited with trading counterparties, percent of net asset value	29.97%	19.26%

Derivative Instruments - Fair V

Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Fair Values of Derivative Instruments
Asset Derivatives	$ 6,278,494	$ 6,127,320
Liability Derivatives	$ (6,633,079)	$ (4,581,389)
Agriculturals | Deutsche Bank Total Return Swap Terminating March 29, 2019
Fair Values of Derivative Instruments
Sector exposure index	2.00%	3.00%
Energy | Deutsche Bank Total Return Swap Terminating March 29, 2019
Fair Values of Derivative Instruments
Sector exposure index	1.00%	1.00%
Interest rates | Deutsche Bank Total Return Swap Terminating March 29, 2019
Fair Values of Derivative Instruments
Sector exposure index	62.00%	53.00%
Interest rates | Deutsche Bank Total Return Swap Terminating July 1, 2020
Fair Values of Derivative Instruments
Sector exposure index	42.00%	61.00%
Metals | Deutsche Bank Total Return Swap Terminating March 29, 2019
Fair Values of Derivative Instruments
Sector exposure index	1.00%	3.00%
Stock indices | Deutsche Bank Total Return Swap Terminating March 29, 2019
Fair Values of Derivative Instruments
Sector exposure index	16.00%	15.00%
Stock indices | Deutsche Bank Total Return Swap Terminating July 1, 2020
Fair Values of Derivative Instruments
Sector exposure index	12.00%	10.00%
Futures Contracts
Fair Values of Derivative Instruments
Asset Derivatives	$ 4,018,670	$ 5,166,127
Liability Derivatives	(3,721,417)	(2,886,203)
Fair Value	297,253	2,279,924
Futures Contracts | Agriculturals
Fair Values of Derivative Instruments
Asset Derivatives	112,923	121,013
Liability Derivatives	(188,652)	(261,721)
Fair Value	(75,729)	(140,708)
Futures Contracts | Currencies
Fair Values of Derivative Instruments
Asset Derivatives	219,197	763,565
Liability Derivatives	(661,793)	(345,781)
Fair Value	(442,596)	417,784
Futures Contracts | Energy
Fair Values of Derivative Instruments
Asset Derivatives	340,682	562,341
Liability Derivatives	(312,947)	(18,461)
Fair Value	27,735	543,880
Futures Contracts | Interest rates
Fair Values of Derivative Instruments
Asset Derivatives	485,531	578,244
Liability Derivatives	(950,806)	(326,726)
Fair Value	(465,275)	251,518
Futures Contracts | Meats
Fair Values of Derivative Instruments
Asset Derivatives	49,816	79,821
Liability Derivatives	(58,162)	(10,487)
Fair Value	(8,346)	69,334
Futures Contracts | Metals
Fair Values of Derivative Instruments
Asset Derivatives	949,761	1,604,965
Liability Derivatives	(939,436)	(1,282,731)
Fair Value	10,325	322,234
Futures Contracts | Soft commodities
Fair Values of Derivative Instruments
Asset Derivatives	189,249	344,652
Liability Derivatives	(37,859)	(86,579)
Fair Value	151,390	258,073
Futures Contracts | Stock indices
Fair Values of Derivative Instruments
Asset Derivatives	1,671,511	1,111,526
Liability Derivatives	(571,762)	(553,717)
Fair Value	1,099,749	557,809
Forward Contracts
Fair Values of Derivative Instruments
Fair Value	(514,397)	705
Forward Contracts | Currencies
Fair Values of Derivative Instruments
Asset Derivatives	426,813	556,627
Liability Derivatives	(941,210)	(555,922)
Fair Value	$ (514,397)	$ 705
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating March 29, 2019
Fair Values of Derivative Instruments
Sector exposure index	18.00%	25.00%
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating July 1, 2020
Fair Values of Derivative Instruments
Sector exposure index	46.00%	29.00%
Swap Contracts
Fair Values of Derivative Instruments
Asset Derivatives	$ 1,833,011	$ 404,566
Liability Derivatives	(1,970,452)	(1,139,264)
Fair Value	$ (137,441)	$ (734,698)
Swap Contracts | Deutsche Bank Total Return Swap Terminating March 29, 2019
Fair Values of Derivative Instruments
Sector exposure index	100.00%	100.00%
Swap Contracts | Deutsche Bank Total Return Swap Terminating July 1, 2020
Fair Values of Derivative Instruments
Sector exposure index	100.00%	100.00%

Derivative Instruments - Effect

Derivative Instruments - Effect of Derivatives on Statement of Operations (Details)	3 Months Ended		9 Months Ended
	Sep. 30, 2017USD ($)instrument	Sep. 30, 2016USD ($)instrument	Sep. 30, 2017USD ($)instrument	Sep. 30, 2016USD ($)instrument
Derivative Instruments
Rarely exceeded margin-to-equity ratio (as a percent)			25.00%
Futures, Forward, and Swap Contracts
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 795,051	$ (3,024,801)	$ (5,058,881)	$ 14,882,006
Futures Contracts
Derivative Instruments
Monthly average number of derivative instruments bought and sold | instrument	34,978	46,743	40,609	51,975
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 348,400	$ (3,539,234)	$ (4,006,760)	$ 18,341,812
Futures Contracts | Agriculturals
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(1,293,249)	(344,464)	(2,371,623)	1,705,400
Futures Contracts | Currencies
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	465,911	(1,179,735)	(2,630,140)	(2,620,498)
Futures Contracts | Energy
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(398,756)	(3,845,918)	(7,007,122)	(1,192,066)
Futures Contracts | Interest rates
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(1,446,217)	(2,588,887)	(7,567,144)	21,639,195
Futures Contracts | Meats
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(383,441)	726,212	333,991	305,094
Futures Contracts | Metals
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	399,336	(1,077,129)	(2,207,600)	(3,357,713)
Futures Contracts | Soft commodities
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(785,380)	495,726	382,280	(506,213)
Futures Contracts | Stock indices
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 3,790,195	$ 4,274,961	$ 17,060,597	$ 2,368,613
Forward Contracts
Derivative Instruments
Monthly average number of derivative instruments bought and sold | instrument	626	532	578	515
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ (13,785)	$ (177,604)	$ (1,649,377)	$ 402,932
Forward Contracts | Currencies
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(13,784)	(177,604)	(1,649,376)	402,932
Swap Contracts
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 460,436	$ 692,037	$ 597,256	$ (3,862,738)

Derivative Instruments - Deriva

Derivative Instruments - Derivatives by Line Item in Statement of Operations (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Futures, Forward, and Swap Contracts
Net gain (loss) from futures and forward currency trading
Total realized and changed in unrealized net gain (loss)	$ 795,051	$ (3,024,801)	$ (5,058,881)	$ 14,882,006
Futures Contracts
Net gain (loss) from futures and forward currency trading
Realized	(3,624,312)	1,523,704	(2,024,091)	16,121,355
Change in unrealized	3,972,712	(5,062,938)	(1,982,669)	2,220,457
Total realized and changed in unrealized net gain (loss)	348,400	(3,539,234)	(4,006,760)	18,341,812
Forward Contracts
Net gain (loss) from futures and forward currency trading
Realized	513,204	220,489	(1,134,274)	(163,404)
Change in unrealized	(526,989)	(398,093)	(515,103)	566,336
Total realized and changed in unrealized net gain (loss)	(13,785)	(177,604)	(1,649,377)	402,932
Swap Contracts
Net gain (loss) from futures and forward currency trading
Change in unrealized	460,436	692,037	597,256	(3,862,738)
Total realized and changed in unrealized net gain (loss)	$ 460,436	$ 692,037	$ 597,256	$ (3,862,738)

Derivative Instruments - Offset

Derivative Instruments - Offsetting of Derivative Assets (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Offsetting of Derivative Assets
Gross Amount of Recognized Assets	$ 6,278,494	$ 6,127,320
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(6,633,079)	(4,581,389)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition		1,545,931
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	(354,585)
Futures Contracts
Offsetting of Derivative Assets
Gross Amount of Recognized Assets	4,018,670	5,166,127
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(3,721,417)	(2,886,203)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	297,253	2,279,924
Forward Contracts
Offsetting of Derivative Assets
Gross Amount of Recognized Assets	426,813	556,627
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(941,210)	(555,922)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition		705
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	(514,397)
Swap Contracts
Offsetting of Derivative Assets
Gross Amount of Recognized Assets	1,833,011	404,566
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(1,970,452)	(1,139,264)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	$ (137,441)	$ (734,698)

Derivative Instruments - Offs34

Derivative Instruments - Offsetting of Derivative Liabilities (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Offsetting of Derivative Liabilities
Gross Amount of Recognized Liabilities	$ 6,633,079	$ 4,581,389
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(6,633,079)	(4,581,389)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	354,585
Futures Contracts
Offsetting of Derivative Liabilities
Gross Amount of Recognized Liabilities	3,721,417	2,886,203
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(3,721,417)	(2,886,203)
Forward Contracts
Offsetting of Derivative Liabilities
Gross Amount of Recognized Liabilities	941,210	555,922
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(941,210)	(555,922)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	514,397
Swap Contracts
Offsetting of Derivative Liabilities
Gross Amount of Recognized Liabilities	1,970,452
Gross Amounts Offset in the Consolidated Statement of Financial Condition	(1,970,452)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	$ 137,441	734,698
Options on Futures and Forward Contracts
Offsetting of Derivative Liabilities
Gross Amount of Recognized Liabilities		1,139,264
Gross Amounts Offset in the Consolidated Statement of Financial Condition		$ (1,139,264)

Derivative Instruments - Collat

Derivative Instruments - Collateral by Counterparty (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Derivatives Assets and Liabilities Collateral Received by Counterparty
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition		$ 1,545,931
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	$ (354,585)
Net Amount		1,545,931
Net Amount	(354,585)
Deutsche Bank AG
Derivatives Assets and Liabilities Collateral Received by Counterparty
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	(137,441)	(734,698)
Net Amount	(137,441)	(734,698)
SG Americas Securities, LLC
Derivatives Assets and Liabilities Collateral Received by Counterparty
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	32,628	1,582,067
Net Amount	32,628	1,582,067
UBS AG
Derivatives Assets and Liabilities Collateral Received by Counterparty
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	(510,029)	(40,113)
Net Amount	(510,029)	(40,113)
Wells Fargo Securities LLC
Derivatives Assets and Liabilities Collateral Received by Counterparty
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition	260,257	738,675
Net Amount	$ 260,257	$ 738,675

Subsequent Events (Details)

Subsequent Events (Details) - USD ($)	1 Months Ended	9 Months Ended
	Nov. 14, 2017	Sep. 30, 2017	Sep. 30, 2016
Subsequent Events
Contributions		$ 6,535,745	$ 17,551,250
Redemptions		$ 42,040,695	$ 54,134,811
Subsequent Event
Subsequent Events
Contributions	$ 137,000
Redemptions	$ 137,000