XML 20 R6.htm IDEA: XBRL DOCUMENT v2.4.0.6
Condensed Schedule of Investments (Unaudited) (USD $)
Mar. 31, 2013
Dec. 31, 2012
Futures contracts held long, Fair Value $ 88,245 $ 132,275
Futures contracts held long, percent of net assets 2.43% 3.13%
Futures contracts held short, Fair Value 14,445 8,732
Futures contracts held short, percent of net assets 0.40% 2.10%
Net unrealized gain on open futures contracts 102,690 221,007
Net unrealized gain on open futures contracts, percent of net assets 2.83% 5.23%
US Treasury Bills, Face Value   2,000,000
US Treasury Bills, Fair Value   1,999,905
US Treasury Bills, percent of net assets   47.25%
Agriculture
   
Futures contracts held long, Fair Value 23,814 33,047
Futures contracts held long, percent of net assets 0.66% 0.78%
Futures contracts held short, Fair Value 14,476 46,349
Futures contracts held short, percent of net assets 0.40% 1.10%
Currency
   
Futures contracts held long, Fair Value 29,859 2,220
Futures contracts held long, percent of net assets 0.82% 0.05%
Futures contracts held short, Fair Value (20,060) 48,266
Futures contracts held short, percent of net assets (0.55%) 1.14%
Energy
   
Futures contracts held long, Fair Value 4,095  
Futures contracts held long, percent of net assets 0.11%  
Futures contracts held short, Fair Value (7,439) (4,613)
Futures contracts held short, percent of net assets (0.20%) (0.11%)
Indices
   
Futures contracts held long, Fair Value 61,000 95,500
Futures contracts held long, percent of net assets 1.68% 2.26%
Futures contracts held short, Fair Value 400 2,950
Futures contracts held short, percent of net assets 0.01% 0.07%
Metals
   
Futures contracts held long, Fair Value (30,523) 1,508
Futures contracts held long, percent of net assets (0.84%) 0.04%
Futures contracts held short, Fair Value $ 27,068 $ (4,220)
Futures contracts held short, percent of net assets 0.74% (0.10%)