XML 13 R4.htm IDEA: XBRL DOCUMENT v3.23.2
Consolidated Condensed Schedule of Investments
Jun. 30, 2023
USD ($)
shares
Dec. 31, 2022
USD ($)
contract
shares
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned    
Investments Owned, Cost $ 27,395,336 $ 31,957,862
Investments Owned, Fair Value 25,465,012 29,809,006
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] $ 2,358,302 $ 1,227,072
Percent of Partners' Capital (Net Asset Value) [1] 6.49% 3.28%
Open 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] $ 1,497,479 $ 498,902
Open 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] $ (121,239) $ 237,554
Percent of Partners' Capital (Net Asset Value) [1] (0.33%) 0.63%
Open 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] $ 259,218 $ (40,505)
Percent of Partners' Capital (Net Asset Value) [1] 0.71% (0.11%)
Open 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] $ 28,475 $ 66,403
Percent of Partners' Capital (Net Asset Value) [1] 0.08% 0.18%
Open 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] $ 322,782 $ (4,853)
Percent of Partners' Capital (Net Asset Value) [1] 0.89% (0.01%)
Open 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] $ 612,865 $ 31,738
Percent of Partners' Capital (Net Asset Value) [1] 1.69% 0.08%
Open 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] $ 129,699 $ 84,227
Percent of Partners' Capital (Net Asset Value) [1] 0.36% 0.22%
Open 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] $ 110,126 $ 24,010
Percent of Partners' Capital (Net Asset Value) [1] 0.30% 0.06%
Open contracts | U.S. 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] $ 155,553 $ 100,328
Percent of Partners' Capital (Net Asset Value) [1] 0.43% 0.27%
Open 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] $ 860,823 $ 728,170
Open 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] 1,239 (1,960)
Open 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] $ (28,010) $ (51,860)
Percent of Partners' Capital (Net Asset Value) [1] (0.08%) (0.14%)
Open 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] $ 655,630  
Percent of Partners' Capital (Net Asset Value) [1] 1.80%  
Open contracts | Foreign Futures Positions | Euro bund    
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]   $ 378,564
Percent of Partners' Capital (Net Asset Value) [1]   1.01%
Open contracts | Foreign Futures Positions | Other 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]   $ 424,889
Percent of Partners' Capital (Net Asset Value) [1]   1.14%
Open 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] $ (11,865) $ 18,395
Percent of Partners' Capital (Net Asset Value) [1] (0.03%) 0.05%
Open 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] $ 80,792 $ 96,309
Percent of Partners' Capital (Net Asset Value) [1] 0.22% 0.26%
Open 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] $ 163,037 $ (136,167)
Percent of Partners' Capital (Net Asset Value) [1] 0.45% (0.36%)
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] $ 1,148,957 $ 223,709
Percent of Partners' Capital (Net Asset Value) [1] 3.16% 0.60%
Open long 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] $ 967,688 $ 436,427
Open long 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] $ (68,436) $ 308,375
Percent of Partners' Capital (Net Asset Value) [1] (0.19%) 0.82%
Open long 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] $ 102,146 $ 24,210
Percent of Partners' Capital (Net Asset Value) [1] 0.28% 0.06%
Open long 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] $ 59,454 $ 28,083
Percent of Partners' Capital (Net Asset Value) [1] 0.16% 0.08%
Open long 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] $ (4,014) $ (66,906)
Percent of Partners' Capital (Net Asset Value) [1] (0.01%) (0.18%)
Open long 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] $ 614,313 $ 32,738
Percent of Partners' Capital (Net Asset Value) [1] 1.69% 0.09%
Open long 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] $ 17,027 $ 83,202
Percent of Partners' Capital (Net Asset Value) [1] 0.05% 0.22%
Open long 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] $ 80,978 $ 41,407
Percent of Partners' Capital (Net Asset Value) [1] 0.22% 0.11%
Open long contracts | U.S. 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] $ 166,220 $ (14,682)
Percent of Partners' Capital (Net Asset Value) [1] 0.46% (0.04%)
Open long 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] $ 181,269 $ (212,718)
Open long 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]   (421)
Open long 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]   $ (26,270)
Percent of Partners' Capital (Net Asset Value) [1]   (0.07%)
Open long 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] $ 12,538  
Percent of Partners' Capital (Net Asset Value) [1] 0.03%  
Open long contracts | Foreign Futures Positions | Euro bund    
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned    
No. of contracts | contract [1]   1
Net unrealized gain/(loss) on open contracts [1]   $ (9,067)
Percent of Partners' Capital (Net Asset Value) [1]   (0.02%)
Open long contracts | Foreign Futures Positions | Other 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]   $ (102,087)
Percent of Partners' Capital (Net Asset Value) [1]   (0.27%)
Open long 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] $ (88,179) $ 15,301
Percent of Partners' Capital (Net Asset Value) [1] (0.24%) 0.04%
Open long 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] $ 80,792 $ 47,311
Percent of Partners' Capital (Net Asset Value) [1] 0.22% 0.13%
Open long 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] $ 176,118 $ (137,485)
Percent of Partners' Capital (Net Asset Value) [1] 0.49% (0.37%)
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] $ 1,209,345 $ 1,003,363
Percent of Partners' Capital (Net Asset Value) [1] 3.33% 2.68%
Open short 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] $ 529,791 $ 62,475
Open short 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] $ (52,803) $ (70,821)
Percent of Partners' Capital (Net Asset Value) [1] (0.14%) (0.19%)
Open short 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] $ 157,072 $ (64,715)
Percent of Partners' Capital (Net Asset Value) [1] 0.43% (0.17%)
Open short 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] $ (30,979) $ 38,320
Percent of Partners' Capital (Net Asset Value) [1] (0.08%) 0.10%
Open short 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] $ 326,796 $ 62,053
Percent of Partners' Capital (Net Asset Value) [1] 0.90% 0.17%
Open short 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] $ (1,448) $ (1,000)
Open short 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] $ 112,672 1,025
Percent of Partners' Capital (Net Asset Value) [1] 0.31%  
Open short 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] $ 29,148 $ (17,397)
Percent of Partners' Capital (Net Asset Value) [1] 0.08% (0.05%)
Open short contracts | U.S. 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] $ (10,667) $ 115,010
Percent of Partners' Capital (Net Asset Value) [1] (0.03%) 0.31%
Open short 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] $ 679,554 $ 940,888
Open short 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] 1,239 (1,539)
Open short 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] $ (28,010) $ (25,590)
Percent of Partners' Capital (Net Asset Value) [1] (0.08%) (0.07%)
Open short 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] $ 643,092  
Percent of Partners' Capital (Net Asset Value) [1] 1.77%  
Open short contracts | Foreign Futures Positions | Euro bund    
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned    
No. of contracts | contract [1]   53
Net unrealized gain/(loss) on open contracts [1]   $ 387,631
Percent of Partners' Capital (Net Asset Value) [1]   1.03%
Open short contracts | Foreign Futures Positions | Other 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]   $ 526,976
Percent of Partners' Capital (Net Asset Value) [1]   1.41%
Open short 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] $ 76,314 $ 3,094
Percent of Partners' Capital (Net Asset Value) [1] 0.21% 0.01%
Open short 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]   $ 48,998
Percent of Partners' Capital (Net Asset Value) [1]   0.13%
Open short 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] $ (13,081) $ 1,318
Percent of Partners' Capital (Net Asset Value) [1] (0.04%)  
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) 70.08% 79.60%
Investments Owned, Cost $ 27,395,336 $ 31,957,862
Investments Owned, Fair Value $ 25,465,012 $ 29,809,006
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) [2] 57.72% 55.73%
Investments Owned, Cost [2] $ 21,986,587 $ 21,986,587
Investments Owned, Fair Value [2] $ 20,973,304 $ 20,869,657
Securities owned | Federal Farm Credit Banks    
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],[3]   12.24%
Investments Owned, Face Value [2],[3]   $ 4,796,000
Investments Owned, Rate of Return Range Minimum [2],[3]   0.20%
Investments Owned, Rate of Return Range Maximum [2],[3]   2.90%
Investments Owned, Fair Value [2],[3]   $ 4,584,488
Securities owned | Federal Farm Credit Bank Maturing 11/3/2023    
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] 5.13%  
Investments Owned, Face Value [2] $ 1,896,000  
Investments Owned, Rate of Return [2] 0.20%  
Investments Owned, Fair Value [2] $ 1,863,499  
Securities owned | Federal Farm Credit Banks, Other    
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],[3] 7.63%  
Investments Owned, Face Value [2],[3] $ 2,900,000  
Investments Owned, Rate of Return Range Minimum [2],[3] 0.40%  
Investments Owned, Rate of Return Range Maximum [2],[3] 2.90%  
Investments Owned, Fair Value [2],[3] $ 2,773,483  
Securities owned | Federal Home Loan Bank Maturing 8/26/2024    
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] 7.80% 7.50%
Investments Owned, Face Value [2] $ 3,000,000 $ 3,000,000
Investments Owned, Rate of Return [2] 0.50% 0.50%
Investments Owned, Fair Value [2] $ 2,835,180 $ 2,807,202
Securities owned | Federal Home Loan Bank Maturing 9/30/2024    
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] 7.76% 7.46%
Investments Owned, Face Value [2] $ 3,000,000 $ 3,000,000
Investments Owned, Rate of Return [2] 0.50% 0.50%
Investments Owned, Fair Value [2] $ 2,820,269 $ 2,795,041
Securities owned | Federal Home Loan Bank, Other    
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],[3] 24.02% 23.41%
Investments Owned, Face Value [2],[3] $ 9,200,000 $ 9,200,000
Investments Owned, Rate of Return Range Minimum [2],[3] 0.40% 0.40%
Investments Owned, Rate of Return Range Maximum [2],[3] 3.50% 3.50%
Investments Owned, Fair Value [2],[3] $ 8,726,409 $ 8,766,730
Securities owned | Federal National Mortgage Association    
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] 5.38% 5.12%
Investments Owned, Face Value [2] $ 2,000,000 $ 2,000,000
Investments Owned, Rate of Return [2] 0.30% 0.30%
Investments Owned, Fair Value [2] $ 1,954,464 $ 1,916,196
Securities owned | U.S. Government securities    
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)   6.67%
Investments Owned, Cost   $ 2,491,161
Investments Owned, Fair Value   $ 2,498,651
Securities owned | U.S. Treasury Bills    
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned    
Percent of Partners' Capital (Net Asset Value)   1.33%
Investments Owned, Face Value   $ 500,000
Investments Owned, Rate of Return   1.20%
Investments Owned, Fair Value   $ 499,139
Securities owned | US Treasury Notes    
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)   5.34%
Investments Owned, Face Value   $ 2,000,000
Investments Owned, Rate of Return   0.20%
Investments Owned, Fair Value   $ 1,999,512
Securities owned | U.S. Exchange Traded Funds    
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) [3] 12.36% 17.20%
Investments Owned, Shares | shares [3] 257,400 305,400
Investments Owned, Cost [3] $ 5,408,749 $ 7,480,114
Investments Owned, Fair Value [3] $ 4,491,708 $ 6,440,698
[1] No individual futures contract position, other than those presented, constituted greater than 1 percent of partners’ capital (net asset value). Accordingly, the number of contracts and expiration dates are not presented.
[2] All or a portion of these positions are related to the General Partner's contribution (see Note 5).
[3] No individual position constituted greater than 5 percent of partners’ capital (net asset value).