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STATEMENTS OF FINANCIAL CONDITION - USD ($)
Mar. 31, 2022
Dec. 31, 2021
Equity in futures brokers trading accounts    
Cash $ 16,755,465 $ 14,702,234
Restricted cash 0 542,373
Fixed income securities (cost $13,429,957 and $13,433,291, respectively) 13,429,070 13,432,392
Net unrealized gain (loss) on open futures contracts 2,839,635 194,001
Total equity in futures brokers trading accounts 33,024,170 28,871,000
Cash and cash equivalents 442,664 477,204
Cash at interbank market maker 2,024,870 5,720,106
Restricted cash at interbank market makers 10,215,114 11,728,326
Short term investments (cost $12,301,399 and $5,214,406, respectively) 12,301,399 5,214,406
Cash at swaps broker 4,172,703 4,268,767
Restricted cash at swaps broker 834,754 440,326
Fixed income securities (cost $90,188,096 and $76,633,278, respectively) 89,902,491 76,600,260
Credit default index swaps 0 8,749
Due from swaps broker 18,501 28,825
Net unrealized gain on open forward currency contracts 3,503,064 0
Interest receivable 87,596 79,494
Total assets 156,527,326 133,437,463
LIABILITIES    
Accounts payable 157,276 117,350
Brokerage fee payable 901,748 772,725
Net unrealized loss on open forward currency contracts 0 794,549
Payable for securities purchased 1,610,060 0
Interest rate swaps 100,562 0
Credit default index swaps 8,886 0
Accrued commissions and other trading fees on open contracts 19,154 16,851
Offering costs payable 46,015 41,532
Redemptions payable 1,630,917 975,086
Total liabilities 4,474,618 2,718,093
PARTNERS' CAPITAL (Net Asset Value)    
General Partner - 0.000 and 0.000 redeemable units outstanding at March 31, 2022 and December 31, 2021 0 0
Limited Partners - 54,407.590 and 55,906.286 redeemable units outstanding at March 31, 2022 and December 31, 2021 152,052,708 130,719,370
Total partners' capital (Net Asset Value) 152,052,708 130,719,370
Total liabilities and partners' capital (Net Asset Value) $ 156,527,326 $ 133,437,463