XML 15 R4.htm IDEA: XBRL DOCUMENT v3.5.0.2
Condensed Schedule of Investments
Jun. 30, 2016
USD ($)
Contracts
Dec. 31, 2015
USD ($)
Contracts
U.S. Treasury Bills [Member]    
Schedule of Investments [Line Items]    
Face Amount   $ 15,500,000
Fair Value   $ 15,498,983
% of Partners' Capital   71.51%
Futures Contracts [Member]    
Schedule of Investments [Line Items]    
Total unrealized appreciation on open contracts $ 833,049 $ 269,891
Total unrealized depreciation on open contracts (215,901) (460,830)
Fair Value $ 617,148 $ (190,939)
% of Partners' Capital 3.28% (0.88%)
Futures Contracts [Member] | Contracts Purchased [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 603,303 $ (14,673)
% of Partners' Capital 3.21% (0.07%)
Futures Contracts [Member] | Contracts Purchased [Member] | Commodity [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 115 43
Fair Value $ 158,961 $ 3,021
% of Partners' Capital 0.85% 0.01%
Futures Contracts [Member] | Contracts Purchased [Member] | Equity [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 91 66
Fair Value $ 66,231 $ (13,248)
% of Partners' Capital 0.35% (0.06%)
Futures Contracts [Member] | Contracts Purchased [Member] | Interest Rate [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 314 256
Fair Value $ 378,111 $ (4,446)
% of Partners' Capital 2.01% (0.02%)
Futures Contracts [Member] | Contracts Sold [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 13,845 $ (176,266)
% of Partners' Capital 0.07% (0.81%)
Futures Contracts [Member] | Contracts Sold [Member] | Commodity [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 138 448
Fair Value $ 69,855 $ (178,528)
% of Partners' Capital 0.37% (0.82%)
Futures Contracts [Member] | Contracts Sold [Member] | Equity [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 15 79
Fair Value $ (10,841) $ (217)
% of Partners' Capital (0.06%) 0.00% [1]
Futures Contracts [Member] | Contracts Sold [Member] | Interest Rate [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 115 252
Fair Value $ (45,169) $ 2,479
% of Partners' Capital (0.24%) 0.01%
Forward Contracts [Member]    
Schedule of Investments [Line Items]    
Percentage of Partners' Capital 5.57% 5.83%
Total unrealized appreciation on open contracts $ 1,047,993 $ 1,264,408
Percentage of Partners' Capital (5.02%) (6.10%)
Total unrealized depreciation on open contracts $ (944,347) $ (1,322,225)
Fair Value $ 103,646 $ (57,817)
% of Partners' Capital 0.55% (0.27%)
Forward Contracts [Member] | Commodity [Member]    
Schedule of Investments [Line Items]    
Percentage of Partners' Capital 0.71% 0.12%
Total unrealized appreciation on open contracts $ 133,006 $ 26,107
Percentage of Partners' Capital (0.77%) (0.63%)
Total unrealized depreciation on open contracts $ (144,935) $ (135,773)
Forward Contracts [Member] | Commodity [Member] | Unrealized Appreciation On Open Forward Contracts [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 73 32
Forward Contracts [Member] | Commodity [Member] | Unrealized Depreciation On Open Forward Contracts [Member]    
Schedule of Investments [Line Items]    
Number of Contracts | Contracts 34 126
Forward Contracts [Member] | Foreign Currency [Member]    
Schedule of Investments [Line Items]    
Percentage of Partners' Capital 4.86% 5.71%
Total unrealized appreciation on open contracts $ 914,987 $ 1,238,301
Percentage of Partners' Capital (4.25%) (5.47%)
Notional Amount $ 38,112,811 $ 76,943,413
Total unrealized depreciation on open contracts (799,412) (1,186,452)
Notional Amount $ 36,151,151 $ 70,802,583
[1] Due to rounding.