CONDENSED SCHEDULE OF INVESTMENTS (USD $) | Dec. 31, 2014 | Dec. 31, 2013 |
Investment Owned | | | | |
Short term investments | $8,007,627 | | $523 | |
Net unrealized gain (loss) on open futures contracts | 17,464,340 | | 15,878,659 | |
Net unrealized gain (loss) on open forward currency contracts | 13,576,767 | | 3,613,827 | |
Fixed Income Securities [Member] | | | | |
Investment Owned | | | | |
Fair value | 573,506,218 | [1] | 668,737,374 | [2] |
% of Net Asset Value (in hundredths) | 84.78% | | 94.15% | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | | | | |
Investment Owned | | | | |
Fair value | 22,565,153 | | | |
% of Net Asset Value (in hundredths) | 3.34% | | | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Auto Loans [Member] | | | | |
Investment Owned | | | | |
Fair value | 15,991,989 | | | |
% of Net Asset Value (in hundredths) | 2.37% | | | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Credit Cards [Member] | | | | |
Investment Owned | | | | |
Fair value | 3,806,084 | | | |
% of Net Asset Value (in hundredths) | 0.56% | | | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Equipment Loans [Member] | | | | |
Investment Owned | | | | |
Fair value | 1,621,596 | | | |
% of Net Asset Value (in hundredths) | 0.24% | | | |
Fixed Income Securities [Member] | Asset Backed Securities [Member] | United States [Member] | Utility Rate Reduction Bonds [Member] | | | | |
Investment Owned | | | | |
Fair value | 1,145,484 | | | |
% of Net Asset Value (in hundredths) | 0.17% | | | |
Fixed Income Securities [Member] | Bank Deposits [Member] | Finland [Member] | Financials [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 21,053,508 | |
% of Net Asset Value (in hundredths) | | | 2.96% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | | | | |
Investment Owned | | | | |
Fair value | 218,192,714 | | 196,783,792 | |
% of Net Asset Value (in hundredths) | 32.25% | | 27.71% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | Japan [Member] | Financials [Member] | | | | |
Investment Owned | | | | |
Fair value | 9,698,679 | | | |
% of Net Asset Value (in hundredths) | 1.43% | | | |
Fixed Income Securities [Member] | Commercial Paper [Member] | Cayman Islands [Member] | Energy [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 18,589,411 | |
% of Net Asset Value (in hundredths) | | | 2.62% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | | | | |
Investment Owned | | | | |
Fair value | 208,494,035 | | 178,194,381 | |
% of Net Asset Value (in hundredths) | 30.82% | | 25.09% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Consumer Discretionary [Member] | | | | |
Investment Owned | | | | |
Fair value | 47,512,534 | | 14,999,763 | |
% of Net Asset Value (in hundredths) | 7.02% | | 2.11% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Consumer Staples [Member] | | | | |
Investment Owned | | | | |
Fair value | 22,704,472 | | 14,999,447 | |
% of Net Asset Value (in hundredths) | 3.36% | | 2.11% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Energy [Member] | | | | |
Investment Owned | | | | |
Fair value | 49,817,122 | | 74,261,729 | |
% of Net Asset Value (in hundredths) | 7.36% | | 10.46% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Financials [Member] | | | | |
Investment Owned | | | | |
Fair value | 30,735,921 | | 39,991,100 | |
% of Net Asset Value (in hundredths) | 4.54% | | 5.63% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Industrials [Member] | | | | |
Investment Owned | | | | |
Fair value | 15,194,354 | | | |
% of Net Asset Value (in hundredths) | 2.25% | | | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Materials [Member] | | | | |
Investment Owned | | | | |
Fair value | 3,799,837 | | 19,994,490 | |
% of Net Asset Value (in hundredths) | 0.56% | | 2.82% | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Technology [Member] | | | | |
Investment Owned | | | | |
Fair value | 15,000,000 | | | |
% of Net Asset Value (in hundredths) | 2.22% | | | |
Fixed Income Securities [Member] | Commercial Paper [Member] | United States [Member] | Utilities [Member] | | | | |
Investment Owned | | | | |
Fair value | 23,729,795 | | 13,947,852 | |
% of Net Asset Value (in hundredths) | 3.51% | | 1.96% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | | | | |
Investment Owned | | | | |
Fair value | 175,308,660 | | 239,753,632 | |
% of Net Asset Value (in hundredths) | 25.92% | | 33.75% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United Kingdom [Member] | Materials [Member] | | | | |
Investment Owned | | | | |
Fair value | 20,018,800 | | 20,047,500 | |
% of Net Asset Value (in hundredths) | 2.96% | | 2.82% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | | | | |
Investment Owned | | | | |
Fair value | 155,289,860 | | 219,706,132 | |
% of Net Asset Value (in hundredths) | 22.96% | | 30.93% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Communications [Member] | | | | |
Investment Owned | | | | |
Fair value | 12,074,841 | | 21,302,694 | |
% of Net Asset Value (in hundredths) | 1.79% | | 3.00% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Consumer Discretionary [Member] | | | | |
Investment Owned | | | | |
Fair value | 47,643,073 | | 29,215,372 | |
% of Net Asset Value (in hundredths) | 7.04% | | 4.11% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Consumer Staples [Member] | | | | |
Investment Owned | | | | |
Fair value | 4,226,861 | | | |
% of Net Asset Value (in hundredths) | 0.63% | | | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Financials [Member] | | | | |
Investment Owned | | | | |
Fair value | 81,663,381 | | 161,885,555 | |
% of Net Asset Value (in hundredths) | 12.07% | | 22.79% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Health Care [Member] | | | | |
Investment Owned | | | | |
Fair value | 4,079,065 | | 7,302,511 | |
% of Net Asset Value (in hundredths) | 0.60% | | 1.03% | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Technology [Member] | | | | |
Investment Owned | | | | |
Fair value | 3,891,332 | | | |
% of Net Asset Value (in hundredths) | 0.58% | | | |
Fixed Income Securities [Member] | Corporate Bonds [Member] | United States [Member] | Utilities [Member] | | | | |
Investment Owned | | | | |
Fair value | 1,711,307 | | | |
% of Net Asset Value (in hundredths) | 0.25% | | | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | | | | |
Investment Owned | | | | |
Fair value | 157,439,691 | | 211,146,442 | |
% of Net Asset Value (in hundredths) | 23.27% | | 29.73% | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | Multi National [Member] | Multi National Agency [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 30,746,925 | |
% of Net Asset Value (in hundredths) | | | 4.33% | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | United States [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 180,399,517 | |
% of Net Asset Value (in hundredths) | | | 25.40% | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/08/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | 75,939,943 | [3] | | |
% of Net Asset Value (in hundredths) | 11.23% | | | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/22/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | 44,999,869 | [3] | | |
% of Net Asset Value (in hundredths) | 6.65% | | | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/29/2015 [Member] | | | | |
Investment Owned | | | | |
Fair value | 36,499,879 | [3] | | |
% of Net Asset Value (in hundredths) | 5.39% | | | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/02/2014 [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 124,799,973 | [3] |
% of Net Asset Value (in hundredths) | | | 17.57% | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 01/09/2014 [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 49,099,810 | [3] |
% of Net Asset Value (in hundredths) | | | 6.91% | |
Fixed Income Securities [Member] | Government And Agency Obligations [Member] | United States [Member] | U.S. Treasury Bills [Member] | U.S. Treasury Bills Due 02/27/2014 [Member] | | | | |
Investment Owned | | | | |
Fair value | | | 6,499,734 | [3] |
% of Net Asset Value (in hundredths) | | | 0.92% | |
Short Term Investments [Member] | | | | |
Investment Owned | | | | |
Short term investments | 8,007,627 | | 523 | |
% of Net Asset Value (in hundredths) | 1.18% | | 0.00% | |
Short Term Investments [Member] | Money Market Funds [Member] | United States [Member] | | | | |
Investment Owned | | | | |
Short term investments | 8,007,627 | | 523 | |
% of Net Asset Value (in hundredths) | 1.18% | | 0.00% | |
Futures Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 17,464,340 | | 15,878,659 | |
% of Net Asset Value (in hundredths) | 2.58% | | 2.24% | |
Futures Contracts [Member] | Long [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 11,383,699 | | 11,946,452 | |
% of Net Asset Value (in hundredths) | 1.68% | | 1.68% | |
Futures Contracts [Member] | Long [Member] | Agriculture [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -1,321,610 | | -705,908 | |
% of Net Asset Value (in hundredths) | -0.20% | | -0.10% | |
Futures Contracts [Member] | Long [Member] | Energy [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -19,438 | | -1,362,566 | |
% of Net Asset Value (in hundredths) | 0.00% | | -0.19% | |
Futures Contracts [Member] | Long [Member] | Metals [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -1,288,040 | | 54,589 | |
% of Net Asset Value (in hundredths) | -0.19% | | 0.01% | |
Futures Contracts [Member] | Long [Member] | Stock Indices [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -735,541 | | 16,433,730 | |
% of Net Asset Value (in hundredths) | -0.11% | | 2.31% | |
Futures Contracts [Member] | Long [Member] | Short-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 605,099 | | -2,327,528 | |
% of Net Asset Value (in hundredths) | 0.09% | | -0.33% | |
Futures Contracts [Member] | Long [Member] | Long-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 14,143,229 | | -145,865 | |
% of Net Asset Value (in hundredths) | 2.09% | | -0.02% | |
Futures Contracts [Member] | Short [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 6,080,641 | | 3,932,207 | |
% of Net Asset Value (in hundredths) | 0.90% | | 0.56% | |
Futures Contracts [Member] | Short [Member] | Agriculture [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 1,003,325 | | 2,764,321 | |
% of Net Asset Value (in hundredths) | 0.15% | | 0.39% | |
Futures Contracts [Member] | Short [Member] | Energy [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 2,665,252 | | 43,930 | |
% of Net Asset Value (in hundredths) | 0.39% | | 0.01% | |
Futures Contracts [Member] | Short [Member] | Metals [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 2,493,140 | | -1,055,846 | |
% of Net Asset Value (in hundredths) | 0.37% | | -0.15% | |
Futures Contracts [Member] | Short [Member] | Stock Indices [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | -103,721 | | -6,955 | |
% of Net Asset Value (in hundredths) | -0.01% | | 0.00% | |
Futures Contracts [Member] | Short [Member] | Short-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | 22,645 | | 788,320 | |
% of Net Asset Value (in hundredths) | 0.00% | | 0.11% | |
Futures Contracts [Member] | Short [Member] | Long-Term Interest Rates [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open futures contracts | | | 1,398,437 | |
% of Net Asset Value (in hundredths) | | | 0.20% | |
Forward Currency Contracts [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open forward currency contracts | 13,576,767 | | 3,613,827 | |
% of Net Asset Value (in hundredths) | 2.01% | | 0.51% | |
Forward Currency Contracts [Member] | Long [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open forward currency contracts | -18,920,422 | | -2,868,780 | |
% of Net Asset Value (in hundredths) | -2.80% | | -0.40% | |
Forward Currency Contracts [Member] | Short [Member] | | | | |
Investment Owned | | | | |
Net unrealized gain (loss) on open forward currency contracts | $32,497,189 | | $6,482,607 | |
% of Net Asset Value (in hundredths) | 4.81% | | 0.91% | |
|
[1] | Included in fixed income securities are U.S. Treasury Bills with a fair value of $99,999,816 deposited with the futures brokers and $57,439,875 deposited with the interbank market makers. |
[2] | Included in fixed income securities are U.S. Treasury Bills with a fair value of $124,799,973 deposited with the futures brokers and $55,599,544 deposited with the interbank market makers. |
[3] | Pledged as collateral for the trading of futures and forward positions. |