CONDENSED SCHEDULE OF INVESTMENTS

9 Months Ended

Sep. 30, 2011

CONDENSED SCHEDULE OF INVESTMENTS

CONDENSED SCHEDULE OF INVESTMENTS

2.  CONDENSED SCHEDULE OF INVESTMENTS

The Fund’s investments, defined as Net unrealized profit (loss) on open contracts on the Statements of Financial Condition, as of September 30, 2011 and December 31, 2010 are as follows:

September 30, 2011

	Long Positions						Short Positions						Net Unrealized
Commodity Industry	Number of	Unrealized			Percent of		Number of		Unrealized		Percent of		Profit (Loss)			Percent of
Sector	Contracts	Profit (Loss)			Members’ Capital		Contracts		Profit (Loss)		Members’ Capital		on Open Positions			Members’ Capital		Maturity Dates
Agriculture	—	$	—		0.00	%	(394	)	$	1,647,883	0.62	%	$	1,647,883		0.62	%	November 11 - December 11
Currencies	3,438,152,019	(7,145,409		)	-2.68	%	(2,766,123,530	)	6,181,588		2.32	%	(963,821		)	-0.36	%	December 11
Energy	215	(779,814		)	-0.29	%	(313	)	914,480		0.34	%	134,666			0.05	%	October 11 - January 12
Interest rates	7,247	(285,216		)	-0.11	%	—		—		0.00	%	(285,216		)	-0.11	%	December 11 - September 15
Metals	588	(12,870,695		)	-4.83	%	(851	)	14,883,374		5.58	%	2,012,679			0.75	%	October 11 - January 12
Stock indices	109	234,050			0.09	%	(1,371	)	581,483		0.22	%	815,533			0.31	%	October 11 - January 12
Total		$	(20,847,084	)	-7.82	%			$	24,208,808	9.08	%	$	3,361,724		1.26	%

December 31, 2010

	Long Positions						Short Positions							Net Unrealized
Commodity Industry	Number of	Unrealized			Percent of		Number of		Unrealized			Percent of		Profit (Loss)			Percent of
Sector	Contracts	Profit (Loss)			Members’ Capital		Contracts		Profit (Loss)			Members’ Capital		on Open Positions			Members’ Capital		Maturity Dates
Agriculture	330	$	586,527		0.22	%	—		$	—		0.00	%	$	586,527		0.22	%	March 11
Currencies	2,852,187,119	6,292,330			2.41	%	(1,929,042,262	)	(3,230,067		)	-1.24	%	3,062,263			1.17	%	March 11
Energy	1,501	4,746,214			1.82	%	—		—			0.00	%	4,746,214			1.82	%	January 11 - April 11
Interest rates	3,883	382,086			0.15	%	(600	)	(37,834		)	-0.01	%	344,252			0.14	%	March 11 - June 13
Metals	525	5,470,493			2.09	%	(279	)	(3,554,866		)	-1.36	%	1,915,627			0.73	%	January 11 - April 11
Stock indices	3,492	(1,439		)	0.00	%	—		—			0.00	%	(1,439		)	0.00	%	January 11 - March 11
Total		$	17,476,211		6.69	%			$	(6,822,767	)	-2.61	%	$	10,653,444		4.08	%

No individual contract’s unrealized profit or loss comprised greater than 5% of the Members’ Capital as of September 30, 2011 and December 31, 2010.