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Altegris Winton Futures Fund, L.P. – ‘10-K’ for 12/31/14 – ‘EX-101.INS’

On:  Tuesday, 3/31/15, at 4:30pm ET   ·   For:  12/31/14   ·   Accession #:  1398344-15-2207   ·   File #:  0-53348

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  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 3/31/15  Altegris Winton Futures Fd, L.P.  10-K       12/31/14   49:8.2M                                   FilePoint/FA

Annual Report   —   Form 10-K   —   Sect. 13 / 15(d) – SEA’34
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-K        Annual Report                                       HTML    750K 
 2: EX-4.1      Instrument Defining the Rights of Security Holders  HTML    105K 
 3: EX-31.1     Certification -- §302 - SOA'02                      HTML     21K 
 4: EX-32.1     Certification -- §906 - SOA'02                      HTML     16K 
30: R1          Document and Entity Information                     HTML     44K 
22: R2          Statements of Financial Condition                   HTML     98K 
28: R3          Statements of Financial Condition (Parenthetical)   HTML     23K 
32: R4          Schedule of Investments                             HTML    191K 
44: R5          Condensed Schedule of Investments, Futures          HTML    150K 
                Contracts                                                        
23: R6          Condensed Schedule of Investments - December 31,    HTML    203K 
                2013                                                             
27: R7          Statements of Income (Loss)                         HTML     99K 
20: R8          Statements of Changes in Partners' Capital (Net     HTML    110K 
                Asset Value)                                                     
14: R9          1. Organization and Significant Accounting          HTML    146K 
                Policies                                                         
45: R10         2. Partners' Capital                                HTML     24K 
34: R11         3. Related Party Transactions                       HTML     35K 
33: R12         4. Advisory Contract                                HTML     21K 
38: R13         5. Service Fees                                     HTML     20K 
39: R14         6. Brokerage Commissions                            HTML     20K 
37: R15         7. Financial Derivative Instruments                 HTML    180K 
40: R16         8. Financial Instruments, Off-Balance Sheet Risks   HTML     24K 
                and Uncertainties                                                
29: R17         9. Indemnifications                                 HTML     19K 
31: R18         10. Financial Highlights                            HTML    110K 
36: R19         11. Subsequent Events                               HTML     19K 
49: R20         1. Organization and Significant Accounting          HTML    138K 
                Policies (Policies)                                              
42: R21         1. Organization and Significant Accounting          HTML     72K 
                Policies (Tables)                                                
25: R22         3. Related Party Transactions (Tables)              HTML     21K 
35: R23         7. Financial Derivative Instruments (Tables)        HTML    173K 
26: R24         10. Financial Highlights (Tables)                   HTML    107K 
13: R25         1. ORGANIZATION AND SIGNIFICANT ACCOUNTING          HTML     73K 
                POLICIES - Partnership's assets and liabilities at               
                fair value (Details)                                             
43: R26         1. Organization and Significant Accounting          HTML     25K 
                Policies (Details Narrative)                                     
46: R27         3. RELATED PARTY TRANSACTIONS - Fees paid to        HTML     24K 
                related parties (Details)                                        
17: R28         3. Related Party Transaction (Details Narrative)    HTML     65K 
16: R29         4. Advisory Contract (Details Narrative)            HTML     46K 
18: R30         5. Service Fees (Details Narrative)                 HTML     29K 
19: R31         7. FINANCIAL DERIVATIVE INSTRUMENTS - Fair value    HTML     68K 
                of derivative contracts (Details)                                
21: R32         7. FINANCIAL DERIVATIVE INSTRUMENTS - Trading       HTML     71K 
                results of derivative trading (Details)                          
12: R33         7. FINANCIAL DERIVATIVE INSTRUMENTS - Offsetting    HTML     97K 
                Assets and Liabilities (Details)                                 
41: R34         7. Financial Derivative Instruments (Details        HTML     21K 
                Narrative)                                                       
24: R35         10. FINANCIAL HIGHLIGHTS - Financial highlights of  HTML    118K 
                the Partnership (Details)                                        
48: XML         IDEA XML File -- Filing Summary                      XML     69K 
11: EXCEL       IDEA Workbook of Financial Reports                  XLSX    150K 
15: EXCEL       IDEA Workbook of Financial Reports (.xls)            XLS   1.15M 
 5: EX-101.INS  XBRL Instance -- cik1198415-20141231                 XML   2.28M 
 7: EX-101.CAL  XBRL Calculations -- cik1198415-20141231_cal         XML    119K 
 8: EX-101.DEF  XBRL Definitions -- cik1198415-20141231_def          XML    353K 
 9: EX-101.LAB  XBRL Labels -- cik1198415-20141231_lab               XML    611K 
10: EX-101.PRE  XBRL Presentations -- cik1198415-20141231_pre        XML    477K 
 6: EX-101.SCH  XBRL Schema -- cik1198415-20141231                   XSD    148K 
47: ZIP         XBRL Zipped Folder -- 0001398344-15-002207-xbrl      Zip    117K

‘EX-101.INS’   —   XBRL Instance — cik1198415-20141231

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<cik1198415:ServiceFeesPayableToRelatedParty contextRef="AsOf2014-12-31" unitRef="USD" decimals="0"> 50980 </cik1198415:ServiceFeesPayableToRelatedParty>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" id="Foot-03-0" decimals="INF"> -0.0317 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" id="Foot-03-1" decimals="INF"> -0.0307 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" id="Foot-03-2" decimals="INF"> -0.0214 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" id="Foot-03-3" decimals="INF"> -0.0207 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2014-01-01to2014-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" id="Foot-03-4" decimals="INF"> -0.0202 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2013-01-01to2013-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" id="Foot-03-5" decimals="INF"> -0.0177 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassAMember" unitRef="Pure" id="Foot-03-6" decimals="INF"> -0.0502 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassAMember" unitRef="Pure" id="Foot-03-7" decimals="INF"> -0.0495 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassBMember" unitRef="Pure" id="Foot-03-8" decimals="INF"> -0.0300 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassBMember" unitRef="Pure" id="Foot-03-9" decimals="INF"> -0.0293 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2014-01-01to2014-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" id="Foot-03-10" decimals="INF"> -0.0216 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2013-01-01to2013-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" id="Foot-03-11" decimals="INF"> -0.0208 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassAMember" unitRef="Pure" id="Foot-03-12" decimals="INF"> -0.0296 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassBMember" unitRef="Pure" id="Foot-03-13" decimals="INF"> -0.0199 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersSpecialInterestsMember" unitRef="Pure" id="Foot-03-14" decimals="INF"> -0.0172 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassAMember" unitRef="Pure" id="Foot-03-15" decimals="INF"> -0.0490 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassBMember" unitRef="Pure" id="Foot-03-16" decimals="INF"> -0.0287 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" id="Foot-03-17" decimals="INF"> -0.0204 </cik1198415:RatioOfAverageNAVToNetInvestmentGainLoss>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0622 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0386 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0533 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0282 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2014-01-01to2014-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0492 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2013-01-01to2013-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0271 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0822 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0587 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0615 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0382 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2014-01-01to2014-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0527 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2013-01-01to2013-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0300 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0310 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0213 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0185 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0504 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0301 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToTotalExpenses contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0218 </cik1198415:RatioOfAverageNAVToTotalExpenses>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0296 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0068 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0311 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0064 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0280 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0083 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0311 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0080 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0305 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0078 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0303 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0081 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0000 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0000 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0000 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0001 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0001 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0001 </cik1198415:RatioOfAverageNAVToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0326 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0318 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0222 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0218 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0212 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0188 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0511 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0507 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0310 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0304 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2014-01-01to2014-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0224 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2013-01-01to2013-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0219 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0310 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0213 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0185 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0503 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0300 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0217 </cik1198415:RatioOfAverageNAVToExpensesPriorToIncentiveFees>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.1005 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> 0.0429 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.1116 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> 0.0533 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.1143 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> 0.0555 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0806 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> 0.0233 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.1024 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> 0.0439 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.1113 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> 0.0523 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> -0.0658 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> -0.0567 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> -0.0543 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> -0.0831 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersClassBMember" unitRef="Pure" decimals="INF"> -0.0647 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:TotalReturnAfterIncentiveFeesPercentage contextRef="From2012-01-01to2012-12-31_custom_LimitedPartnersInstitutionalInterestsMember" unitRef="Pure" decimals="INF"> -0.0570 </cik1198415:TotalReturnAfterIncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> -0.0328 </cik1198415:IncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassAMember" unitRef="Pure" decimals="INF"> -0.0080 </cik1198415:IncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> -0.0332 </cik1198415:IncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersOriginalClassBMember" unitRef="Pure" decimals="INF"> -0.0081 </cik1198415:IncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> -0.0321 </cik1198415:IncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersSpecialInterestsMember" unitRef="Pure" decimals="INF"> -0.0085 </cik1198415:IncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2014-01-01to2014-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> -0.0326 </cik1198415:IncentiveFeesPercentage>
<cik1198415:IncentiveFeesPercentage contextRef="From2013-01-01to2013-12-31_LimitedPartnersClassAMember" unitRef="Pure" decimals="INF"> -0.0086 </cik1198415:IncentiveFeesPercentage>
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<p style="margin: 0pt; font: 11pt Times New Roman, Times, Serif"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0"><b><i> NOTE 1 - ORGANIZATION AND SIGNIFICANT POLICIES</i></b></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>A.</b></font></td><td style="font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>General Description of the Partnership</b></font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Altegris Winton Futures Fund, L.P. (f/k/a Winton Futures Fund, L.P. (US)) (the “Partnership”) was organized as a limited partnership in Colorado in March 1999, and will continue until December 31, 2035, unless sooner terminated as provided for in the Agreement of Limited Partnership, as amended and restated from time to time (“Agreement”). The Partnership's general partner is Altegris Portfolio Management, Inc. (d/b/a Altegris Funds) (the “General Partner”). The Partnership speculatively trades commodity futures contracts, options on futures contracts, forward contracts and other commodity interests. The objective of the Partnership’s business is appreciation of its assets. The Partnership is subject to the regulations of the Commodity Futures Trading Commission (the “CFTC”), an agency of the United States (“U.S.”) government that regulates most aspects of the commodity futures industry; rules of the National Futures Association, an industry self-regulatory organization; and the requirements of commodity exchanges and futures commission merchants (brokers) through which the Partnership trades.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">On December 31, 2014, pursuant to that certain General Partner Admission Agreement dated as of December 30, 2014 among Altegris Advisors, L.L.C. (“Advisors” or the “General Partner”), Altegris Portfolio Management, Inc. (“APM”) and the Partnership, Advisors, a Delaware limited liability company and an affiliate of APM, was admitted as a general partner of the Partnership effective immediately prior to the Transaction (defined below).  Pursuant to an internal reorganization of APM, then a general partner of Partnership, and certain affiliated entities, APM merged with and into Advisors on December 31, 2014 (the “Transaction”).  By operation of law Advisors then assumed the general partner interest of Partnership previously held by APM.  The officers of Advisors are the same persons with the same titles as the officers of APM prior to the Transaction, and the managers of Advisors were also the directors of APM prior to the Transaction. </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>B.</b></font></td><td style="font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>Method of Reporting </b></font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0pt; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0pt; font: 11pt Times New Roman, Times, Serif"></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif">The Partnership is an investment company in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”). Therefore, the Partnership follows the accounting and reporting guidelines for investment companies. The Partnership’s financial statements are presented in accordance with U.S. GAAP. The preparation of the financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported fair value of assets and liabilities, disclosures of contingent assets and liabilities as of December 31, 2014 and 2013, and reported amounts of income and expenses for the years ended December 31, 2014, 2013 and 2012. Management believes that the estimates utilized in preparing the Partnership’s financial statements are reasonable; however, actual results could differ from these estimates and it is reasonably possible that differences could be material.</td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt; letter-spacing: -0.1pt"><b>C.</b></font></td><td style="font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt; letter-spacing: -0.1pt"><b>Fair Value</b></font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In accordance with the authoritative guidance under U.S. GAAP, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability (i.e. the “exit price”) in an orderly transaction between market participants at the measurement date.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In determining fair value, the Partnership uses various valuation approaches. The authoritative guidance under U.S. GAAP establishes a fair value hierarchy for inputs used in measuring fair value that maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that the most observable inputs be used when available. Observable inputs are those that market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Partnership.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Unobservable inputs reflect the Partnership’s assumption about the inputs market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The fair value hierarchy is categorized into three levels based on the inputs as follows:</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"><font style="letter-spacing: -0.1pt">Level 1 - Unadjusted quoted prices in active markets for identical, unrestricted assets or liabilities that the Partnership has the ability to access at the measurement date; </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"><font style="letter-spacing: -0.1pt">Level 2 - Quoted prices which are not active, or inputs that are observable (either directly or indirectly) for substantially the full term of the asset or liability; and</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"><font style="letter-spacing: -0.1pt">Level 3 - Prices, inputs or exotic modeling techniques which are both significant to the fair value measurement and unobservable (supported by little or no market activity).</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The availability of valuation techniques and observable inputs can vary from assets and liabilities and is affected by a wide variety of factors, including the type of asset or liability, whether the asset or liability is new and not yet established in the marketplace, and other characteristics particular to the transaction. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Those estimated values do not necessarily represent the amounts that may be ultimately realized due to the occurrence of future circumstances that cannot be reasonably determined. Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the asset or liability existed. Accordingly, the degree of judgment exercised by the Partnership in determining fair value is greatest for assets and liabilities categorized in Level 3. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety is determined by the lowest level input that is significant to the fair value measurement.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Fair value is a market-based measure considered from the perspective of a market participant rather than an entity-specific measure. Therefore, even when market assumptions are not readily available, the Partnership’s own assumptions are set to reflect those that market participants would use in pricing the asset or liability at the measurement date. The Partnership uses prices and inputs that are current as of the measurement date, including prices and inputs during periods of market dislocation. In periods of market dislocation, the observability of prices and inputs may be reduced for many assets and liabilities. This condition could cause an asset or liability to be reclassified to a lower level within the fair value hierarchy.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership values futures and options on futures contracts at the closing price of the contrac<font style="background-color: white">t’s </font>primary exchange. The Partnership includes futures and options on futures contracts in Level 1 of the fair value hierarchy, as they are exchange traded derivatives.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Foreign currency exchange contracts and foreign cross currency exchange contracts are valued at the mean between the bid and ask prices, which approximates fair value. Interpolated values are derived when the settlement date of the contract is an interim date for which quotations are not available. The Partnership includes forward currency contracts in Level 2 of the fair value hierarchy.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The fair value of U.S. government agency bonds and notes is generally based on quoted prices in active markets. When quoted prices are not available, fair value is determined based on a valuation model that uses inputs that include interest-rate yield curves, cross-currency-basis index spreads, and country credit spreads similar to the bond in terms of issue, maturity and seniority. U.S. government bonds are categorized in Levels 1 or 2 of the fair value hierarchy. As of December 31, 2014 and 2013 none of the Partnership’s holdings in U.S. government agency bonds and notes were fair valued using valuation models.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">   </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The fair value of U.S. treasury obligations is generally based on quoted prices in active markets. </font>U.S. treasury obligations are categorized in Level 1 of the fair value hierarchy.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">The fair value of corporate notes is determined using recently executed transactions, market price quotations (where observable), notes spreads or credit default swap spreads. The spread data used are for the same maturity as that of the notes. If the spread data does not reference the issuer, data that references a comparable issuer is used. When observable price quotations are not available, fair value is determined based on cash flow models with yield curves, bond, or single-name credit default swap spreads and recovery rates based on collateral values as key inputs. These valuation methods represent both a market and income approach to fair value measurement. Corporate notes are categorized in Level 2 of the fair value hierarchy; however, in instances where significant inputs are unobservable, they are categorized in Level 3 of the hierarchy. </font>As of December 31, 2014 and 2013 none of the Partnership’s holdings in <font style="letter-spacing: -0.2pt">corporate notes </font>were fair valued using valuation models.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">There were no </font>changes to the Partnership’s valuation methodology during the years<font style="letter-spacing: -0.15pt"> ended December 31, 2014 and 2013</font>.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following table presents information about the Partnership’s assets and liabilities measured at fair value as of December 31, 2014 and 2013:</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right">Balance as of</td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2014</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">December 31, 2014</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif">Assets:</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="width: 40%; text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Futures contracts (1)</td><td style="width: 3%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 10%; text-align: right; font: 11pt Times New Roman, Times, Serif">17,390,894</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="width: 3%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 10%; text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="width: 3%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 10%; text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="width: 3%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 10%; text-align: right; font: 11pt Times New Roman, Times, Serif">17,390,894</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Options contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Forward currency contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,167,485</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,167,485</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">U.S. Government agency</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">bonds and notes</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">192,330,885</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">192,330,885</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Corporate notes</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">120,602,218</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">120,602,218</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">U.S. Treasury Obligations</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">209,721,779</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">122,769,703</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">332,491,482</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif">Liabilities:</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Futures contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(4,719,623</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(4,719,623</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Options contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Forward currency contracts (1)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(4,719,623</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(4,156,215</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(8,875,838</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right">Balance as of</td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2013</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">December 31, 2013</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif">Assets:</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Futures contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">21,739,925</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">21,739,925</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Options contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Forward currency contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,042,925</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,042,925</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">U.S. Government agency</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">bonds and notes</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">233,419,983</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">233,419,983</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Corporate notes</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">162,093,478</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">162,093,478</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">U.S. Treasury Obligations</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">67,108,390</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">67,108,390</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">322,268,298</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">164,136,403</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">486,404,701</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif">Liabilities:</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Futures contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(5,376,269</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(5,376,269</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Options contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Forward currency contracts (1)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(5,376,269</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(1,855,143</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(7,231,412</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> </table> <p style="margin: 0; font: 11pt Times New Roman, Times, Serif">(1)  See Note 7. "Financial Derivative Instruments" for the fair value in each type of contracts within this category.</p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right">Balance as of</td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2011</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right">December 31, 2011</td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif">Assets:</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Futures contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">27,291,482</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">27,291,482</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Options contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">18,248</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">18,248</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Forward currency contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,227,422</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,227,422</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">U.S. Government agency</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">bonds and notes</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">394,556,520</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">394,556,520</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Corporate notes</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">365,968,678</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">365,968,678</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">421,866,250</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">367,196,100</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">789,062,350</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif">Liabilities:</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Futures contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(10,106,431</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(10,106,431</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Options contracts (1)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(42,215</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">—  </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(42,215</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt; font: 11pt Times New Roman, Times, Serif">Forward currency contracts (1)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,091,948</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,091,948</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(10,148,646</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(1,091,948</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(11,240,594</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> </table> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">(1)  See Note 7. "Financial Derivative Instruments" for the fair value in each type of contracts within this category.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">For the years ended December 31, 2014 and 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the years ended December 31, 2014 and 2013, there were no Level 3 securities.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt; letter-spacing: -0.1pt"><b>D.</b></font></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt; letter-spacing: -0.1pt"><b>Investment Transactions and Investment Income</b></font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Security transactions are recorded on the trade date for financial reporting purposes. Realized gains and losses from security transactions are determined using the specific identification cost method. Change in net unrealized gain or loss from the preceding period is reported in the Statements of Income (Loss). Brokerage commissions and other trading fees are reflected as an adjustment to cost or proceeds at the time of the transaction. Interest income is recorded on an accrual basis.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Gains or losses on futures contracts, options on futures contracts and forward currency contracts are realized when contracts are closed. Net unrealized gains or losses on open contracts (the difference between contract trade price and quoted market price) are reflected in the Statements of Financial Condition. Any change in net unrealized gain or loss from the preceding period is reported in the Statements of Income (Loss). Brokerage commissions on futures and options on futures contracts include other trading fees and are incurred as an expense when contracts are opened, and are recognized as trading gains and losses.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Net realized gains and losses from foreign currency related transactions represent gains and losses from sales of foreign currencies, sales and maturities of futures contracts in foreign markets and foreign currency forward contracts, currency gains and losses realized between trade and settlement dates on securities transactions, and the difference between the amounts of interest and foreign withholding taxes recorded on the Partnership’s books and the U.S. Dollar equivalent of the amounts actually received or paid. Net unrealized appreciation (depreciation) on other assets and other liabilities denominated in foreign currency arise from changes in the value of assets, other than investments in securities, and liabilities at fiscal year end, resulting from changes in the exchange rates.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">JPMorgan Chase Bank, N.A. (the “Custodian”) is the Partnership’s custodian.  The Partnership has cash deposited with the Custodian.  <font style="letter-spacing: -0.1pt">Newedge USA, LLC</font> (the “Clearing Broker”) is the Partnership’s <font style="letter-spacing: -0.1pt">commodity broker</font>.  For cash not held with the Clearing Broker<font style="letter-spacing: -0.1pt"> the Partnership receives cash management services from an affiliate of the Custodian, J.P. Morgan Investment Management Inc. (“JPMIM”).</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><font style="letter-spacing: -0.1pt"><b>E.</b></font></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><font style="letter-spacing: -0.1pt"><b>Option Contracts</b></font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Generally, an option is a contract that gives the purchaser of the option, in return for the premium paid, the right to buy a specified security, currency or other instrument (an ‘‘underlying instrument’’) from the writer of the option (in the case of a call option), or to sell a specified security, currency, or other instrument to the writer of the option (in the case of put option) at a designated price. Put and call options that the Partnership may purchase or write may be traded on a national securities exchange or in the over-the-counter (OTC) market. All option positions entered into on a national securities exchange are cleared and guaranteed by the Options Clearing Corporation, thereby reducing the risk of counterparty default. There can be no assurance that a liquid secondary market will exist for any option purchased or sold.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">As the buyer of an option, the Partnership has a right to buy (call option) or sell (put option) the underlying instrument at the exercise price. The Partnership may enter into closing sale transactions with respect to options, exercise them, or permit them to expire unexercised. When buying options, the potential loss is limited to the cost (premium plus transaction costs) of the option.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">As the writer of a put option, the Partnership has the obligation to buy (call option) or sell (put option) the underlying instrument at the exercise price. When the Partnership writes an option, an amount equal to the premium received by the Partnership is recorded as a liability and subsequently marked to market to reflect the current value of the option written. If the written option expires unexercised, the Partnership realizes a gain in the amount of the premium received. If the Partnership enters into a closing transaction, it recognizes a gain or loss, depending on whether the cost of the purchase is less than or greater than the premium received. If the option is exercised, the Partnership will incur a loss to the extent the difference between the current market value of the underlying instrument and the exercise price exceeds the premium received. </font><font style="letter-spacing: -0.1pt">As the writer of a call option, the Partnership retains the risk of loss should the underlying instrument increase in value. If the option is exercised, the Partnership will be required to buy or sell the instrument at the exercise price. Accordingly, these transactions result in off-balance sheet risk, as the Partnership’s ultimate obligation may exceed the amount indicated in the Statements of Financial Condition. </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">As of December 31, 2014 and 2013 the Partnership did not hold any option contracts.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>F.</b></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><b>Futures Contracts</b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership may engage in futures contracts as part of its investment strategy. Upon entering into a futures contract, the Partnership is required to deposit with the broker an amount of cash or cash equivalents equal to a certain percentage of the contract amount. This is known as the initial margin. Subsequent payments (“variation margin”) are made or received by the Partnership each day, depending on the daily fluctuations in the value of the contract, and are included in unrealized gain/loss on futures contracts. Due to broker amounts on the Statement of Financial Condition represent the amount of any short fall in the Fund's required cash margin. The Partnership recognizes a realized gain or loss when the contract is closed.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">There are several risks in connection with the use of futures contracts as an investment option. The change in value of futures contracts primarily corresponds with the value of their underlying instruments. In addition, there is the risk that the Partnership may not be able to enter into a closing transaction because of an illiquid secondary market. Open positions in futures contracts at December 31, 2014 and 2013 are reflected within the Condensed Schedules of Investments.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>G.</b></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><b>Forward currency contracts</b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Forward currency contracts may be entered into as an economic hedge against foreign currency exchange rate risk related to portfolio positions. A forward currency contract is an obligation to purchase or sell a currency against another currency at a future date at an agreed upon price and quantity. Forward currency contracts are traded over-the-counter and not on an organized exchange. Forward currency contracts help to manage the overall exposure to the foreign currency backing some of the investments held by the Partnership. Each contract is marked-to-market daily and the change in market value is recorded by the Partnership as an unrealized appreciation or depreciation. When the contract is closed, the Partnership records a realized gain or loss equal to the difference between the value at the time it was opened and the value at the time it was closed. The use of forward currency contracts involves the risk that counterparties may not meet the terms of the agreement or unfavorable movements in the value of a foreign currency relative to the U.S. dollar. Open forward currency contracts at December 31, 2014 and 2013 are reflected within the Condensed Schedules of Investments.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>H.</b></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><b>Foreign Currency Transactions</b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership’s functional currency is the U.S. dollar; however, it may transact business in currencies other than the U.S. dollar. Assets and liabilities denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect at the date of the Statements of Financial Condition.<font style="letter-spacing: -0.2pt">Income and expense items denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect at the date of the Statements of Financial Condition. Income and expense items denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect during the period. Gains and losses resulting from the translation to U.S. dollars are reported in the Statements of Income (Loss).</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>I.</b></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><b>Cash </b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Restricted cash is held as margin collateral for futures transactions.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">At times, the Partnership’s cash balance could exceed the insured amount under the Federal Deposit Insurance Corporation (“FDIC”). The Partnership has not experienced any losses in such accounts and believes it is not subject to any significant counterparty risk related to its cash account.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>J.</b></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><b>Offering Costs </b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Offering costs incurred in connection with the ongoing offering of the Partnership’s interests are borne by the Partnership. These costs include, but are not limited to, legal fees pertaining to updating the Partnership’s offering documents and materials, accounting and printing costs. These costs are charged as an expense when incurred.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"> <td style="width: 0; font: 11pt Times New Roman, Times, Serif"></td><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>K.</b></td><td style="padding-right: 0.7pt; font: 11pt Times New Roman, Times, Serif"><b>Income Taxes</b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">As an entity taxable as a partnership for the U.S. Federal Income tax purposes; the Partnership itself is not subject to Federal Income tax. The Partnership prepares and files calendar year U.S. and applicable state information tax returns and reports to the partners their allocable shares of the Partnership’s income and expenses.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership is required to determine whether its tax positions are more likely than not to be sustained upon examination by the applicable taxing authority, including resolution of any related appeals or litigation processes, based on the technical merits of the position.  The tax benefit recognized is measured as the largest amount of benefit that has a greater than fifty percent likelihood of being realized upon ultimate settlement with the relevant taxing authority.  De-recognition of a tax benefit previously recognized results in the Partnership recording a tax liability that reduces ending partners’ capital.  Based on its analysis, the Partnership has determined that it has not incurred any liability for unrecognized tax benefits as of December 31, 2014 and 2013.  However, the Partnership’s conclusions may be subject to review and adjustment at a later date based on factors including, but not limited to, on-going analyses of and changes to tax laws, regulations and interpretations thereof. <font style="letter-spacing: -0.2pt">The Partnership is subject to income tax examinations by major taxing authorities for all tax years since 2012.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership recognizes interest and penalties related to unrecognized tax benefits in interest expense and other expenses, respectively.  No interest expense or penalties have been recognized as of and for the years ended December 31, 2014, 2013 and 2012.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: bold 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0">L. Reclassifications</p> <p style="font: bold 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Certain amounts in the 2013 and 2012 financial statements were reclassified to conform to the 2014 presentation.</p>
</us-gaap:OrganizationConsolidationBasisOfPresentationBusinessDescriptionAndAccountingPoliciesTextBlock>
<cik1198415:AdvisoryContractTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt"><b><i>NOTE 4 - ADVISORY CONTRACT</i></b></font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership's trading activities are conducted pursuant to an advisory contract with Winton Capital Management, Limited (“Advisor”). The Partnership pays the Advisor a quarterly incentive fee of 20% of the trading profits (as defined in the Agreement). However, the quarterly incentive fee is payable only on cumulative profits, calculated separately for each partner’s interest achieved from commodity trading (as defined in the Agreement). <font style="letter-spacing: -0.15pt">The incentive fee is accrued on a monthly basis and paid quarterly.</font> Total incentive fees earned by the Advisor for the years ended December 31, 2014, 2013 and 2012 are shown on the Statements of Income (Loss).</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Advisor receives a monthly management fee from the Partnership equal to 0.083% (1.00% annually) for Class A, Class B, and Institutional Interests of the Partnership's management fee net asset value. The Advisor receives a monthly management fee from the Partnership equal to 0.0625% (0.75% annually) for Original Class B Interests of the Partnership's management fee net asset value. Advisor receives a monthly management fee from the Partnership equal to 0.042% (0.50% annually) for Special Interests of the Partnership's management fee net asset value. In addition, the General Partner has assigned a portion of its management fees earned to the Advisor. For the years ended December 31, 2014, 2013 and 2012 management fees for Class A Interests were $1,844,301, $2,501,029 and $3,177,503, respectively, management fees for Class B Interests were $1,063,609, $1,767,472 and $2,328,729, respectively, management fees for Original Class B Interests were $51,579, $85,413 and $130,719, respectively, management fees for Special Interests were $229,731, $315,663 and $317,184, respectively and management fees for Institutional Interests were $816,281, $1,097,546 and $1,497,344, respectively. General Partner’s Interest and Original Class A Interests did not get charged the management fee.</p>
</cik1198415:AdvisoryContractTextBlock>
<cik1198415:ServiceFeesTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt"><b><i>NOTE 5 - SERVICE FEES</i></b></font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">General Partner’s Interest, </font>Original Class A Interests and Class A Interests pay selling agents an ongoing monthly payment of 0.166% of the month-end net asset value (2% annually) of the value of interests sold by them which are outstanding at month-end as compensation for their continuing services to the Limited Partners. Selling agents may, at their option, elect to receive the service fee for the sale of Institutional Interests. For the years ended December 31, 2014, 2013 and 2012 <font style="letter-spacing: -0.2pt">service fees for General Partner’s Interest, were $73, $70 and $71, respectively, service fees for Class A Interests were $3,689,291, $4,994,432 and $6,304,842, respectively, service fees for Original Class A Interests were $541,253, $850,225 and $1,199,154, respectively and service fees for Institutional Interests were $15,184, $23,724 and $34,230, respectively. Class B, Original Class B and Special Interests did not get charged the service fees. </font>Institutional Interests may pay selling agents, if the selling agent so elects, an ongoing monthly payment of 0.0417% (0.50% annually) of the value of Institutional Interests sold by them which are outstanding at month-end as compensation for their continuing services to the Limited Partners holding Institutional Interests.</p>
</cik1198415:ServiceFeesTextBlock>
<us-gaap:BrokersAndDealersDisclosureTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt"><b><i>NOTE 6 - </i></b></font><b><i><font style="letter-spacing: -0.2pt">BROKERAGE COMMISSIONS</font></i></b><font style="letter-spacing: -0.2pt"> </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">The Partnership pays brokerage commissions to the Clearing Broker for clearing trades on its behalf, which are reflected on the Statements of Income (Loss) as Brokerage Commissions. The Partnership pays to its Clearing Broker a monthly brokerage commission equal to the greater of: (1) actual brokerage commissions, which are based upon trading volume, or (2) a flat rate of 0.125% (1.5% annually) (the "Minimum Amount") of the Partnership's management fee net asset value.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If actual brokerage commissions paid to the Clearing Broker are less than the Minimum Amount, the Partnership will pay to the introducing broker, the difference. However, if actual brokerage commissions are greater than the Minimum Amount, the Partnership only pays the actual brokerage commissions.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="margin: 0pt"></p>
</us-gaap:BrokersAndDealersDisclosureTextBlock>
<us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt; font: 11pt Times New Roman, Times, Serif"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt"><b><i>NOTE 7 - FINANCIAL DERIVATIVE INSTRUMENTS</i></b></font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The Partnership engages in the speculative trading of futures, options on futures, and forward currency contracts for the purpose of achieving capital appreciation. None of the Partnership’s derivative instruments are designated as hedging instruments, as defined in the <i>Derivatives and Hedging</i> Topic of the Accounting Standards Codification (“ASC”), nor are they used for other risk management purposes. The Advisor and General Partner actively assess, manage and monitor risk exposure on derivatives on a contract basis, a sector basis (e.g., interest rate derivatives, agricultural derivatives, etc.), and on an overall basis in accordance with established risk parameters. Due to the speculative nature of the Partnership’s derivative trading activity, the Partnership is subject to the risk of substantial losses from derivatives trading.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> <font style="letter-spacing: -0.1pt"> </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following presents the fair value of derivative contracts at December 31, 2014 and 2013. The fair value of derivative contracts is presented as an asset if in a gain position and a liability if in a loss position. Fair value is presented on a gross basis in the table below even though the futures and forward contracts qualify for net presentation in the Statements of Financial Condition.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="13" style="font: bold 11pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid">December 31, 2014</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Asset </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Liability </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Type of</td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Net </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Futures Contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="width: 46%; font: 11pt Times New Roman, Times, Serif"> Agriculture</td><td style="width: 5%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 11%; text-align: right; font: 11pt Times New Roman, Times, Serif">717,593</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="width: 5%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 11%; text-align: right; font: 11pt Times New Roman, Times, Serif">(447,553</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="width: 5%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 11%; text-align: right; font: 11pt Times New Roman, Times, Serif">270,040</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Currencies</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,814,919</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(15,075</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,799,844</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Energy</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,780,157</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(1,236,391</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,543,766</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Interest Rates</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">5,942,063</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(992,360</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">4,949,703</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Metals</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,322,342</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(1,222,469</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">99,873</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Stock Indices</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">3,282,258</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(738,327</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,543,931</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> Treasury Rates</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">531,562</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(67,448</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">464,114</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">17,390,894</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(4,719,623</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">12,671,271</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">2,167,485</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,988,730</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> Total Gross Fair Value of Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">19,558,379</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(8,875,838</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">10,682,541</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center">December 31, 2013</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Asset </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Liability </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Type of</td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Net </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Futures Contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Agriculture</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,192,246</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(714,872</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,477,374</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Currencies</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">3,919,970</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(72,081</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">3,847,889</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Energy</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">402,001</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(440,838</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(38,837</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Interest Rates</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">980,354</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(3,039,982</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(2,059,628</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Metals</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,968,925</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(558,884</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,410,041</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Stock Indices</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">12,032,616</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(1,565</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">12,031,051</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> Treasury Rates</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">243,813</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(548,047</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(304,234</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">21,739,925</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(5,376,269</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">16,363,656</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">2,042,925</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">187,782</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> Total Gross Fair Value of Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">23,782,850</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(7,231,412</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">16,551,438</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> </table> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The following presents the trading results of the Partnership’s derivative trading and information related to the volume of the Partnership’s derivative activity for the years ended December 31, 2014, 2013 and 2012. </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The below captions of “Realized” and “Change in Unrealized” correspond to the captions in the Statements of Income (Loss) for gain (loss) on trading of derivatives contracts.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom"> <td colspan="9" style="font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Year ended December 31, 2014</td><td style="padding-bottom: 1pt"> </td> <td colspan="7" style="text-align: right"> </td></tr> <tr style="vertical-align: bottom"> <td style="font-weight: bold; text-align: center">Type of</td><td style="font-weight: bold"> </td> <td colspan="3" style="font-weight: bold; text-align: center"> </td><td style="font-weight: bold"> </td> <td colspan="3" style="font-weight: bold; text-align: center">Change in</td><td style="font-weight: bold"> </td> <td colspan="7" style="font-weight: bold; text-align: center">Number of</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Realized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Unrealized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Contracts Closed</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: left"> Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="width: 40%"> Agricultural</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">(3,622,872</td><td style="width: 1%; text-align: left">)</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">(1,207,334</td><td style="width: 1%; text-align: left">)</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left"> </td><td style="width: 3%; text-align: right"> </td><td style="width: 1%; text-align: left"> </td><td style="width: 1%"> </td> <td style="width: 1%; text-align: left"> </td><td style="width: 19%; text-align: right"> </td><td style="width: 1%; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Currencies</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">15,721,422</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(1,048,045</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Energy</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">17,811,994</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,582,603</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left"> Interest Rates</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">34,111,784</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">7,009,331</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Metals</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(213,214</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(1,310,168</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left"> Stock Indices</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">7,647,480</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(9,487,120</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt"> Treasury Rates</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">8,102,452</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">768,348</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">79,559,046</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,692,385</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">138,421</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,186,422</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(2,176,512</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">$</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">991,206,090,466 (1)</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 2.5pt"> Total gain (loss) from derivatives contracts</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">76,372,624</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(5,868,897</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center"> Year ended December 31, 2013</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: center"> Type of</td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Change in </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Number of </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Realized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Unrealized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Contracts Closed</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left"> Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Agricultural</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">8,520,125</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">1,931,276</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Currencies</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">19,944,966</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(4,452,030</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Energy</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(11,721,625</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">487,943</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Interest Rates</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(17,259,411</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(3,841,913</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Metals</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">6,156,092</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">6,347,057</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Stock Indices</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">56,218,415</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">9,172,334</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt"> Treasury Rates</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(10,919,057</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">555,345</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">50,939,505</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">10,200,012</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">180,308</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,631,637</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(572,494</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">$</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">960,719,322,833 (1)</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 2.5pt"> Total gain (loss) from derivatives contracts</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">47,307,868</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">9,627,518</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center"> Year ended December 31, 2012</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: center"> Type of</td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Change in </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Number of </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Realized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Unrealized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Contracts Closed</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left"> Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Agricultural</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(10,896,031</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">932,474</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Currencies</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(18,329,967</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(481,489</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Energy</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(15,167,175</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(1,648,915</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Interest Rates</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">40,624,631</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(5,881,488</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Metals</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(13,677,916</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(2,603,011</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Stock Indices</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,184,942</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,068,792</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left"> Swapnote Future</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">10,037</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(2,535</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt"> Treasury Rates</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">8,844,892</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(3,405,235</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(7,406,587</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(11,021,407</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">222,906</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left"> Options on Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt"> Stock Indices</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">336,250</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(31,198</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">336,250</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(31,198</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">1,420</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,280,281</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">624,802</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">$</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">212,342,185,003 (1)</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 2.5pt"> Total gain (loss) from derivatives contracts</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(10,350,618</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(10,427,803</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> </table> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">(1) Represents the U.S. dollar equivalent of the notional amount bought or sold during the years ended December 31, 2014, 2013 and 2012. The number of contracts closed using average cost for long contracts of 702,178, 890,635 and 1,276,262 and short contracts of (634,673), (938,097) and (1,659,259) for the years ended December 31, 2014, 2013 and 2012.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">With respect to futures contracts and options on futures contracts, the Partnership has entered into an agreement with the Clearing Broker which grants the Clearing Broker the right to offset recognized derivative assets and derivative liabilities if certain conditions exist, which would require the Clearing Broker to liquidate the Partnership’s positions. These events include the following: (i) the Clearing Broker is directed or required by a regulatory or self-regulatory organization, (ii) the Clearing Broker determines, at its discretion, that the risk in the Partnership’s account must be reduced for protection of the Clearing Broker, (iii) upon the Partnership’s breach or failure to perform on its contractual agreements with the Clearing Broker, (iv) upon the commencement of bankruptcy, insolvency or similar proceeding for the protection of creditors against the Partnership, or (v) upon the dissolution, winding-up, liquidation or merger of the Partnership.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">With respect to foreign currency forward contracts, the Partnership has entered into an agreement with the Clearing Broker, whereby the party having the greater obligation (either the Partnership or the Clearing Broker) shall deliver to the other party at the settlement date the net amount of recognized derivative assets and liabilities.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: Red"> </p> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif">The following table summarizes the disclosure requirements for offsetting assets and liabilities:</p> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif"></p> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif"></p> <table border="0" cellpadding="0" cellspacing="0" style="width: 100%; border-collapse: collapse; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 23%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 12%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 16%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 15%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 10%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 11%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 8%"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="4" style="font: bold 11pt Times New Roman, Times, Serif"> Offsetting the Financial Assets and Derivative Assets </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2014 </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Assets Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Assets </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Received (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                 2,167,485</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                              (2,167,485)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               17,390,894</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                              (4,719,623)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                          12,671,271</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">    12,671,271</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">               19,558,379</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                              (6,887,108)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                          12,671,271</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">    12,671,271</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="4" style="font: bold 11pt Times New Roman, Times, Serif"> Offsetting the Financial Liabilities and Derivative Liabilities </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2014 </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Liabilities Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Liabilities </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Pledged (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               (4,156,215)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               2,167,485</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                          (1,988,730)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">     (1,988,730)</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               (4,719,623)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               4,719,623</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">               (8,875,838)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                               6,887,108</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                          (1,988,730)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">     (1,988,730)</td></tr> </table> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif"></p> <table border="0" cellpadding="0" cellspacing="0" style="width: 100%; border-collapse: collapse; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="5" style="text-align: left; font: 11pt Times New Roman, Times, Serif; text-indent: -30pt; padding-left: 30pt"><b>Offsetting the Financial Liabilities and Derivative Liabilities </b>  </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2013</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; width: 23%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 12%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 16%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 15%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 10%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 11%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 8%; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Assets Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Assets </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Received (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                 2,042,925</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                              (1,855,143)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               187,782</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">         187,782</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               21,739,925</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                            (5,376,269)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                            16,363,656</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">      16,363,656</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">               23,782,850</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                            (7,231,412)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                            16,551,438</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">  16,551,438</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="4" style="font: bold 11pt Times New Roman, Times, Serif"> Offsetting the Financial Liabilities and Derivative Liabilities </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2013 </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Liabilities Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Liabilities </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Pledged (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               (1,855,143)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               1,855,143</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">             (5,376,269)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                            5,376,269</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">            (7,231,412)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                         7,231,412</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="10" style="font: 11pt Times New Roman, Times, Serif"> (1) Does not include maintenance margin deposits held at the Clearing Broker of $30,202,135 for 2014 and $449,655,842 for 2013, respectively. </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td> </tr></table>
</us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock>
<us-gaap:FinancialInstrumentsDisclosureTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><b><i>NOTE 8 - FINANCIAL INSTRUMENTS, OFF-BALANCE SHEET RISKS AND UNCERTAINTIES</i></b></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership participates in the speculative trading of commodity futures contracts, options on futures contracts and forward currency contracts, substantially all of which are subject to margin requirements. The minimum amount of margin required for each contract is set from time to time in response to various market factors by the respective exchanges and interbank market makers. Further for futures contracts and options on futures contracts, the Clearing Broker has the right to require margin in excess of the minimum exchange requirement. Risk arises from changes in the value of these contracts (market risk) and the potential inability of brokers or interbank market makers to perform under the terms of their contracts (credit risk).</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The risks associated with exchange-traded contracts are generally perceived to be less than those associated with over the counter transactions because, in over-the-counter transactions, the Partnership must rely solely on the credit of its respective individual counterparties. For forward currency contracts, the Partnership is subject to the credit risk associated with counterparty non-performance. The credit risk from counterparty non-performance associated with such instruments is the net unrealized gain on forward currency contracts.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">All of the contracts, with the exception of forward currency contracts, currently traded by the Partnership are exchange traded. The risks associated with exchange-traded contracts are generally perceived to be less than those associated with over-the-counter transactions because, in over-the-counter transactions, the Partnership must rely solely on the credit of its respective individual counterparties. However, in the future, if the Partnership were to enter into non-exchange traded contracts, it would be subject to the credit risk associated with counterparty non-performance. The credit risk from counterparty non-performance associated with such instruments is the net unrealized gain, if any.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership also has credit risk since the sole counterparty to all domestic futures contracts is the exchange clearing corporation. In addition, the Partnership bears the risk of financial failure by the Clearing Broker. The Partnership's policy is to continuously monitor its exposure to market and counterparty risk through the use of a variety of financial, position and credit exposure reporting and control procedures. In addition, the Partnership has a policy of reviewing the credit standing of each clearing broker or counterparty with which it conducts business.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership has a substantial portion of its assets on deposit with the Custodian in U.S. government agency bonds and notes and corporate notes.  Risks arise from investments in bonds and notes due to possible illiquidity and the potential for default by the issuer or counterparty.  Such instruments are also sensitive to changes in interest rates and economic conditions.</p> <p style="margin: 0pt"></p>
</us-gaap:FinancialInstrumentsDisclosureTextBlock>
<us-gaap:CommitmentsContingenciesAndGuaranteesTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0"><b><i>NOTE 9 - INDEMNIFICATIONS</i></b></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In the normal course of business, the Partnership enters into contracts and agreements that contain a variety of representations and warranties and which provide general indemnifications. The Partnership’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Partnership that have not yet occurred. The Partnership expects the risk of any future obligation under these indemnifications to be remote.</p>
</us-gaap:CommitmentsContingenciesAndGuaranteesTextBlock>
<us-gaap:QuarterlyFinancialInformationTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><b><i>NOTE 10 - FINANCIAL HIGHLIGHTS</i></b></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following information presents the financial highlights of the Partnership for the years ended December 31, 2014, 2013 and 2012. This information has been derived from information presented in the financial statements.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellspacing="0" cellpadding="0" style="font: 11pt Calibri, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse"> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-decoration: underline; line-height: 115%; text-align: right"><font style="font-family: Times New Roman, Times, Serif"><u>December 31, 2014</u></font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="width: 37%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">   Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Special </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">     </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">       </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Institutional</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A </font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return for Limited Partners </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Return prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">13.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">14.48%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">14.64%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.32%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">13.53%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">14.44%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.28)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.32)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.21)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.26)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.29)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.31)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return after incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">10.05%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.16%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.43%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">8.06%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">10.24%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.13%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Ratio to average net asset value</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Expenses prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.26%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.22%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.12%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.11%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.10%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.24%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.96%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.11%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.80%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.11%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.05%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.03%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">    Total expenses</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.22%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">4.92%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">8.22%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.15%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.27%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Net investment (loss) (1)  </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.17)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.14)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.02)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.02)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.16)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> </table> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i> </i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i>Total return and the ratios to average net asset value are calculated for each class of Limited Partners’ capital taken as a whole. An individual Limited Partner’s total return and ratios may vary from the above returns and ratios due to the timing of their contributions and withdrawals and differing fee structures.</i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 18pt"></td><td style="width: 19.45pt"><font style="font-size: 8pt; letter-spacing: -0.15pt">(1)</font></td><td><font style="letter-spacing: -0.15pt">Excludes incentive fee.</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> <i> </i></p> <table cellspacing="0" cellpadding="0" style="font: 11pt Calibri, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse"> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-decoration: underline; line-height: 115%; text-align: right"><font style="font-family: Times New Roman, Times, Serif"><u>December 31, 2013</u></font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="width: 37%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">   Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Special </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">     </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Institutional</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A </font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return for Limited Partners </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Return prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.09%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.14%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.40%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.19%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.26%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.11%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.80)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.81)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.85)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.86)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.87)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.88)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return after incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">4.29%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.55%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">4.39%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.23%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Ratio to average net asset value</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Expenses prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.18%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.18%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">1.88%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.07%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.04%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.19%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.68%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.64%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.83%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.80%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.78%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.81%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">    Total expenses</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.86%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.82%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.71%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.87%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.82%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.00%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Net investment (loss) (1)  </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.07)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.07)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(1.77)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(4.95)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.93)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.08)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-decoration: underline; line-height: 115%; text-align: right"><font style="font-family: Times New Roman, Times, Serif"><u>December 31, 2012</u></font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Original</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">   Original</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Special </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">     </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Institutional</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A </font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return for Limited Partners </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Return prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.58)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.67)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.43)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(8.30)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.46)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.69)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.01)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.01)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.01)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return after incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.58)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.67)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.43)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(8.31)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.47)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.70)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Ratio to average net asset value</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Expenses prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.10%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.13%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">1.85%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.03%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.17%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.01%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.01%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.01%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">    Total expenses</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.10%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.13%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">1.85%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.04%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.01%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.18%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Net investment (loss) (1) </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.96)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(1.99)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(1.72)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(4.90)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.87)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.04)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td></tr> </table> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i>  </i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i>Total return and the ratios to average net asset value are calculated for each class of Limited Partners’ capital taken as a whole. An individual Limited Partner’s total return and ratios may vary from the above returns and ratios due to the timing of their contributions and withdrawals and differing fee structures.</i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 18pt"></td><td style="width: 19.45pt"><font style="letter-spacing: -0.15pt">(1)</font></td><td><font style="letter-spacing: -0.15pt">Excludes incentive fee.</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 1in; text-align: center; text-indent: -1in"><font style="letter-spacing: -0.15pt"> </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 1in; text-align: center; text-indent: -1in"> </p> <p style="margin: 0pt"></p>
</us-gaap:QuarterlyFinancialInformationTextBlock>
<us-gaap:SubsequentEventsTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0"><b><i>NOTE 11 - SUBSEQUENT EVENTS</i></b></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Management of the Partnership evaluated subsequent events through the date these financial statements were issued.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Effective January 1, 2015, Altegris Advisors, L.L.C. became the sole General Partner of the Fund. From January 1, 2015 through March 23, 2015, the Partnership had subscriptions of $7,666,234 and redemptions of $7,734,983.</p> <p style="margin: 0pt"></p>
</us-gaap:SubsequentEventsTextBlock>
<us-gaap:BasisOfAccountingPolicyPolicyTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 14pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><font style="font-size: 11pt">B.</font></td><td><font style="font-size: 11pt">Method of Reporting </font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 14pt Times New Roman, Times, Serif"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0pt"></td><td style="width: 0pt"></td><td style="text-align: justify">The Partnership is an investment company in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”). Therefore, the Partnership follows the accounting and reporting guidelines for investment companies. The Partnership’s financial statements are presented in accordance with U.S. GAAP. The preparation of the financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported fair value of assets and liabilities, disclosures of contingent assets and liabilities as of December 31, 2014 and 2013, and reported amounts of income and expenses for the years ended December 31, 2014, 2013 and 2012. Management believes that the estimates utilized in preparing the Partnership’s financial statements are reasonable; however, actual results could differ from these estimates and it is reasonably possible that differences could be material.</td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="margin: 0pt"></p>
</us-gaap:BasisOfAccountingPolicyPolicyTextBlock>
<us-gaap:FairValueOfFinancialInstrumentsPolicy contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 14pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><font style="font-size: 11pt; letter-spacing: -0.1pt">C.</font></td><td><font style="font-size: 11pt; letter-spacing: -0.1pt">Fair Value</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 14pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In accordance with the authoritative guidance under U.S. GAAP, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability (i.e. the “exit price”) in an orderly transaction between market participants at the measurement date.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In determining fair value, the Partnership uses various valuation approaches. The authoritative guidance under U.S. GAAP establishes a fair value hierarchy for inputs used in measuring fair value that maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that the most observable inputs be used when available. Observable inputs are those that market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Partnership.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Unobservable inputs reflect the Partnership’s assumption about the inputs market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The fair value hierarchy is categorized into three levels based on the inputs as follows:</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"><font style="letter-spacing: -0.1pt">Level 1 - Unadjusted quoted prices in active markets for identical, unrestricted assets or liabilities that the Partnership has the ability to access at the measurement date; </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"><font style="letter-spacing: -0.1pt">Level 2 - Quoted prices which are not active, or inputs that are observable (either directly or indirectly) for substantially the full term of the asset or liability; and</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"><font style="letter-spacing: -0.1pt">Level 3 - Prices, inputs or exotic modeling techniques which are both significant to the fair value measurement and unobservable (supported by little or no market activity).</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The availability of valuation techniques and observable inputs can vary from assets and liabilities and is affected by a wide variety of factors, including the type of asset or liability, whether the asset or liability is new and not yet established in the marketplace, and other characteristics particular to the transaction. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Those estimated values do not necessarily represent the amounts that may be ultimately realized due to the occurrence of future circumstances that cannot be reasonably determined. Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the asset or liability existed. Accordingly, the degree of judgment exercised by the Partnership in determining fair value is greatest for assets and liabilities categorized in Level 3. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety is determined by the lowest level input that is significant to the fair value measurement.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Fair value is a market-based measure considered from the perspective of a market participant rather than an entity-specific measure. Therefore, even when market assumptions are not readily available, the Partnership’s own assumptions are set to reflect those that market participants would use in pricing the asset or liability at the measurement date. The Partnership uses prices and inputs that are current as of the measurement date, including prices and inputs during periods of market dislocation. In periods of market dislocation, the observability of prices and inputs may be reduced for many assets and liabilities. This condition could cause an asset or liability to be reclassified to a lower level within the fair value hierarchy.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership values futures and options on futures contracts at the closing price of the contrac<font style="background-color: white">t’s </font>primary exchange. The Partnership includes futures and options on futures contracts in Level 1 of the fair value hierarchy, as they are exchange traded derivatives.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Foreign currency exchange contracts and foreign cross currency exchange contracts are valued at the mean between the bid and ask prices, which approximates fair value. Interpolated values are derived when the settlement date of the contract is an interim date for which quotations are not available. The Partnership includes forward currency contracts in Level 2 of the fair value hierarchy.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The fair value of U.S. government agency bonds and notes is generally based on quoted prices in active markets. When quoted prices are not available, fair value is determined based on a valuation model that uses inputs that include interest-rate yield curves, cross-currency-basis index spreads, and country credit spreads similar to the bond in terms of issue, maturity and seniority. U.S. government bonds are categorized in Levels 1 or 2 of the fair value hierarchy. As of December 31, 2014 and 2013 none of the Partnership’s holdings in U.S. government agency bonds and notes were fair valued using valuation models.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The fair value of U.S. treasury obligations is generally based on quoted prices in active markets. </font>U.S. treasury obligations are categorized in Level 1 of the fair value hierarchy.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">The fair value of corporate notes is determined using recently executed transactions, market price quotations (where observable), notes spreads or credit default swap spreads. The spread data used are for the same maturity as that of the notes. If the spread data does not reference the issuer, data that references a comparable issuer is used. When observable price quotations are not available, fair value is determined based on cash flow models with yield curves, bond, or single-name credit default swap spreads and recovery rates based on collateral values as key inputs. These valuation methods represent both a market and income approach to fair value measurement. Corporate notes are categorized in Level 2 of the fair value hierarchy; however, in instances where significant inputs are unobservable, they are categorized in Level 3 of the hierarchy. </font>As of December 31, 2014 and 2013 none of the Partnership’s holdings in <font style="letter-spacing: -0.2pt">corporate notes </font>were fair valued using valuation models.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">There were no </font>changes to the Partnership’s valuation methodology during the years<font style="letter-spacing: -0.15pt"> ended December 31, 2014 and 2013</font>.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following table presents information about the Partnership’s assets and liabilities measured at fair value as of December 31, 2014 and 2013:</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 12pt Times New Roman, Times, Serif"><tr style="vertical-align: bottom; background-color: rgb(204,238,255)"><td style="font-weight: bold; text-align: right">Balance as of</td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2014</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">December 31, 2014</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold">Assets:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="width: 40%; text-align: left; padding-left: 10pt">Futures contracts (1)</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">17,390,894</td><td style="width: 1%; text-align: left"> </td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">—  </td><td style="width: 1%; text-align: left"> </td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">—  </td><td style="width: 1%; text-align: left"> </td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">17,390,894</td><td style="width: 1%; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Forward currency contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,167,485</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,167,485</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">U.S. Government agency</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">bonds and notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">192,330,885</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">192,330,885</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Corporate notes</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">120,602,218</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">120,602,218</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">U.S. Treasury Obligations</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">209,721,779</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">122,769,703</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">332,491,482</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Liabilities:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(4,719,623</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(4,719,623</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Forward currency contracts (1)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(4,719,623</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(4,156,215</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(8,875,838</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right">Balance as of</td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2013</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">December 31, 2013</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold">Assets:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">21,739,925</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">21,739,925</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Forward currency contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,042,925</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,042,925</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">U.S. Government agency</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">bonds and notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">233,419,983</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">233,419,983</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Corporate notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">162,093,478</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">162,093,478</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">U.S. Treasury Obligations</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">67,108,390</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">67,108,390</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">322,268,298</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">164,136,403</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">486,404,701</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Liabilities:</td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(5,376,269</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(5,376,269</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Forward currency contracts (1)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(5,376,269</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(1,855,143</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(7,231,412</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> </table> <p style="margin: 0">(1)  See Note 7. "Financial Derivative Instruments" for the fair value in each type of contracts within this category.</p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 12pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; background-color: White"> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right">Balance as of</td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2011</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">December 31, 2011</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Assets:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">27,291,482</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">27,291,482</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">18,248</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">18,248</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Forward currency contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,227,422</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,227,422</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">U.S. Government agency</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">bonds and notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">394,556,520</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">394,556,520</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Corporate notes</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">365,968,678</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">365,968,678</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">421,866,250</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">367,196,100</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">789,062,350</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Liabilities:</td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(10,106,431</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(10,106,431</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(42,215</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(42,215</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Forward currency contracts (1)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,091,948</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,091,948</td><td style="padding-bottom: 1pt; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(10,148,646</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(1,091,948</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(11,240,594</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> </table> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">(1)  See Note 7. "Financial Derivative Instruments" for the fair value in each type of contracts within this category.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">For the years ended December 31, 2014 and 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the years ended December 31, 2014 and 2013, there were no Level 3 securities.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="margin: 0pt"></p>
</us-gaap:FairValueOfFinancialInstrumentsPolicy>
<us-gaap:DerivativesReportingOfDerivativeActivity contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 14pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><font style="font-size: 11pt; letter-spacing: -0.1pt">D.</font></td><td style="text-align: justify"><font style="font-size: 11pt; letter-spacing: -0.1pt">Investment Transactions and Investment Income</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 14pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Security transactions are recorded on the trade date for financial reporting purposes. Realized gains and losses from security transactions are determined using the specific identification cost method. Change in net unrealized gain or loss from the preceding period is reported in the Statements of Income (Loss). Brokerage commissions and other trading fees are reflected as an adjustment to cost or proceeds at the time of the transaction. Interest income is recorded on an accrual basis.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Gains or losses on futures contracts, options on futures contracts and forward currency contracts are realized when contracts are closed. Net unrealized gains or losses on open contracts (the difference between contract trade price and quoted market price) are reflected in the Statements of Financial Condition. Any change in net unrealized gain or loss from the preceding period is reported in the Statements of Income (Loss). Brokerage commissions on futures and options on futures contracts include other trading fees and are incurred as an expense when contracts are opened, and are recognized as trading gains and losses.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Net realized gains and losses from foreign currency related transactions represent gains and losses from sales of foreign currencies, sales and maturities of futures contracts in foreign markets and foreign currency forward contracts, currency gains and losses realized between trade and settlement dates on securities transactions, and the difference between the amounts of interest and foreign withholding taxes recorded on the Partnership’s books and the U.S. Dollar equivalent of the amounts actually received or paid. Net unrealized appreciation (depreciation) on other assets and other liabilities denominated in foreign currency arise from changes in the value of assets, other than investments in securities, and liabilities at fiscal year end, resulting from changes in the exchange rates.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">JPMorgan Chase Bank, N.A. (the “Custodian”) is the Partnership’s custodian.  The Partnership has cash deposited with the Custodian.  <font style="letter-spacing: -0.1pt">Newedge USA, LLC</font> (the “Clearing Broker”) is the Partnership’s <font style="letter-spacing: -0.1pt">commodity broker</font>.  For cash not held with the Clearing Broker<font style="letter-spacing: -0.1pt"> the Partnership receives cash management services from an affiliate of the Custodian, J.P. Morgan Investment Management Inc. (“JPMIM”).</font></p>
</us-gaap:DerivativesReportingOfDerivativeActivity>
<cik1198415:OptionContractsPolicyTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt"></p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><font style="letter-spacing: -0.1pt">E.</font></td><td style="text-align: justify"><font style="letter-spacing: -0.1pt">Option Contracts</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Generally, an option is a contract that gives the purchaser of the option, in return for the premium paid, the right to buy a specified security, currency or other instrument (an ‘‘underlying instrument’’) from the writer of the option (in the case of a call option), or to sell a specified security, currency, or other instrument to the writer of the option (in the case of put option) at a designated price. Put and call options that the Partnership may purchase or write may be traded on a national securities exchange or in the over-the-counter (OTC) market. All option positions entered into on a national securities exchange are cleared and guaranteed by the Options Clearing Corporation, thereby reducing the risk of counterparty default. There can be no assurance that a liquid secondary market will exist for any option purchased or sold.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">As the buyer of an option, the Partnership has a right to buy (call option) or sell (put option) the underlying instrument at the exercise price. The Partnership may enter into closing sale transactions with respect to options, exercise them, or permit them to expire unexercised. When buying options, the potential loss is limited to the cost (premium plus transaction costs) of the option.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">As the writer of a put option, the Partnership has the obligation to buy (call option) or sell (put option) the underlying instrument at the exercise price. When the Partnership writes an option, an amount equal to the premium received by the Partnership is recorded as a liability and subsequently marked to market to reflect the current value of the option written. If the written option expires unexercised, the Partnership realizes a gain in the amount of the premium received. If the Partnership enters into a closing transaction, it recognizes a gain or loss, depending on whether the cost of the purchase is less than or greater than the premium received. If the option is exercised, the Partnership will incur a loss to the extent the difference between the current market value of the underlying instrument and the exercise price exceeds the premium received. </font><font style="letter-spacing: -0.1pt">As the writer of a call option, the Partnership retains the risk of loss should the underlying instrument increase in value. If the option is exercised, the Partnership will be required to buy or sell the instrument at the exercise price. Accordingly, these transactions result in off-balance sheet risk, as the Partnership’s ultimate obligation may exceed the amount indicated in the Statements of Financial Condition. </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">As of December 31, 2014 and 2013 the Partnership did not hold any option contracts.</font></p>
</cik1198415:OptionContractsPolicyTextBlock>
<us-gaap:InvestmentPolicyTextBlock contextRef="From2014-01-01to2014-12-31">
<table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>F.</b></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><b>Futures Contracts</b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership may engage in futures contracts as part of its investment strategy. Upon entering into a futures contract, the Partnership is required to deposit with the broker an amount of cash or cash equivalents equal to a certain percentage of the contract amount. This is known as the initial margin. Subsequent payments (“variation margin”) are made or received by the Partnership each day, depending on the daily fluctuations in the value of the contract, and are included in unrealized gain/loss on futures contracts. Due to broker amounts on the Statement of Financial Condition represent the amount of any short fall in the Fund's required cash margin. The Partnership recognizes a realized gain or loss when the contract is closed.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">There are several risks in connection with the use of futures contracts as an investment option. The change in value of futures contracts primarily corresponds with the value of their underlying instruments. In addition, there is the risk that the Partnership may not be able to enter into a closing transaction because of an illiquid secondary market. Open positions in futures contracts at December 31, 2014 and 2013 are reflected within the Condensed Schedules of Investments.</p>
</us-gaap:InvestmentPolicyTextBlock>
<cik1198415:ForwardCurrencyContractsPolicy contextRef="From2014-01-01to2014-12-31">
<table cellspacing="0" cellpadding="0" style="width: 100%"> <tr style="vertical-align: top"> <td style="width: 24px; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>G.</b></font></td> <td style="font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>Forward currency contracts</b></font></td></tr> </table> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0"> </p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Forward currency contracts may be entered into as an economic hedge against foreign currency exchange rate risk related to portfolio positions. A forward currency contract is an obligation to purchase or sell a currency against another currency at a future date at an agreed upon price and quantity. Forward currency contracts are traded over-the-counter and not on an organized exchange. Forward currency contracts help to manage the overall exposure to the foreign currency backing some of the investments held by the Partnership. Each contract is marked-to-market daily and the change in market value is recorded by the Partnership as an unrealized appreciation or depreciation. When the contract is closed, the Partnership records a realized gain or loss equal to the difference between the value at the time it was opened and the value at the time it was closed. The use of forward currency contracts involves the risk that counterparties may not meet the terms of the agreement or unfavorable movements in the value of a foreign currency relative to the U.S. dollar. Open forward currency contracts at December 31, 2014 and 2013 are reflected within the Condensed Schedules of Investments.</p>
</cik1198415:ForwardCurrencyContractsPolicy>
<us-gaap:ForeignCurrencyTransactionsAndTranslationsPolicyTextBlock contextRef="From2014-01-01to2014-12-31">
<table cellspacing="0" cellpadding="0" style="width: 100%"> <tr style="vertical-align: top"> <td style="width: 24px; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>H.</b></font></td> <td style="font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>Foreign Currency Transactions</b></font></td></tr> </table> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0"> </p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership’s functional currency is the U.S. dollar; however, it may transact business in currencies other than the U.S. dollar. Assets and liabilities denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect at the date of the Statements of Financial Condition.<font style="letter-spacing: -0.2pt">Income and expense items denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect at the date of the Statements of Financial Condition. Income and expense items denominated in currencies other than the U.S. dollar are translated into U.S. dollars at the rates in effect during the period. Gains and losses resulting from the translation to U.S. dollars are reported in the Statements of Income (Loss).</font></p>
</us-gaap:ForeignCurrencyTransactionsAndTranslationsPolicyTextBlock>
<us-gaap:CashAndCashEquivalentsPolicyTextBlock contextRef="From2014-01-01to2014-12-31">
<table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top; font: 11pt Times New Roman, Times, Serif"><td style="width: 0.25in; font: 11pt Times New Roman, Times, Serif"><b>I.</b></td><td style="text-align: justify; font: 11pt Times New Roman, Times, Serif"><b>Cash </b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Restricted cash is held as margin collateral for futures transactions.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">At times, the Partnership’s cash balance could exceed the insured amount under the Federal Deposit Insurance Corporation (“FDIC”). The Partnership has not experienced any losses in such accounts and believes it is not subject to any significant counterparty risk related to its cash account.</p>
</us-gaap:CashAndCashEquivalentsPolicyTextBlock>
<us-gaap:IncomeTaxPolicyTextBlock contextRef="From2014-01-01to2014-12-31">
<table cellspacing="0" cellpadding="0" style="width: 100%"> <tr style="vertical-align: top"> <td style="width: 24px; font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>K.</b></font></td> <td style="font: 11pt Times New Roman, Times, Serif"><font style="font-size: 11pt"><b>Income Taxes</b></font></td></tr> </table> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0.5in"> </p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">As an entity taxable as a partnership for the U.S. Federal Income tax purposes; the Partnership itself is not subject to Federal Income tax. The Partnership prepares and files calendar year U.S. and applicable state information tax returns and reports to the partners their allocable shares of the Partnership’s income and expenses.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership is required to determine whether its tax positions are more likely than not to be sustained upon examination by the applicable taxing authority, including resolution of any related appeals or litigation processes, based on the technical merits of the position.  The tax benefit recognized is measured as the largest amount of benefit that has a greater than fifty percent likelihood of being realized upon ultimate settlement with the relevant taxing authority.  De-recognition of a tax benefit previously recognized results in the Partnership recording a tax liability that reduces ending partners’ capital.  Based on its analysis, the Partnership has determined that it has not incurred any liability for unrecognized tax benefits as of December 31, 2014 and 2013.  However, the Partnership’s conclusions may be subject to review and adjustment at a later date based on factors including, but not limited to, on-going analyses of and changes to tax laws, regulations and interpretations thereof. <font style="letter-spacing: -0.2pt">The Partnership is subject to income tax examinations by major taxing authorities for all tax years since 2012.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Partnership recognizes interest and penalties related to unrecognized tax benefits in interest expense and other expenses, respectively.  No interest expense or penalties have been recognized as of and for the years ended December 31, 2014, 2013 and 2012.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0"></p>
</us-gaap:IncomeTaxPolicyTextBlock>
<cik1198415:NumberOfLongContractsClosedUsingAverageCost contextRef="From2014-01-01to2014-12-31" unitRef="Integer" decimals="INF"> 702178 </cik1198415:NumberOfLongContractsClosedUsingAverageCost>
<cik1198415:NumberOfLongContractsClosedUsingAverageCost contextRef="From2013-01-01to2013-12-31" unitRef="Integer" decimals="INF"> 890635 </cik1198415:NumberOfLongContractsClosedUsingAverageCost>
<cik1198415:NumberOfShortContractsClosedUsingAverageCost contextRef="From2014-01-01to2014-12-31" unitRef="Integer" decimals="INF"> 634637 </cik1198415:NumberOfShortContractsClosedUsingAverageCost>
<cik1198415:NumberOfShortContractsClosedUsingAverageCost contextRef="From2013-01-01to2013-12-31" unitRef="Integer" decimals="INF"> 938097 </cik1198415:NumberOfShortContractsClosedUsingAverageCost>
<invest:InvestmentContractSettlementDateRangeStart contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_AgricultureMember"> 2014-01-01 </invest:InvestmentContractSettlementDateRangeStart>
<invest:InvestmentContractSettlementDateRangeStart contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_EnergyMember"> 2014-01-01 </invest:InvestmentContractSettlementDateRangeStart>
<invest:InvestmentContractSettlementDateRangeStart contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_InterestRatesMember"> 2014-02-01 </invest:InvestmentContractSettlementDateRangeStart>
<invest:InvestmentContractSettlementDateRangeStart contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_MetalsMember"> 2014-01-01 </invest:InvestmentContractSettlementDateRangeStart>
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<invest:InvestmentContractSettlementDateRangeStart contextRef="From2013-01-01to2013-12-31_us-gaap_ForwardContractsMember_custom_ShortForwardContractsMember_custom_CurrenciesMember"> 2014-01-01 </invest:InvestmentContractSettlementDateRangeStart>
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<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_AgricultureMember"> 2014-03-01 </invest:InvestmentContractSettlementDateRangeEnd>
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<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_StockIndicesMember"> 2014-03-01 </invest:InvestmentContractSettlementDateRangeEnd>
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<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2013-01-01to2013-12-31_us-gaap_ForwardContractsMember_custom_LongForwardContractsMember_custom_CurrenciesMember"> 2014-06-01 </invest:InvestmentContractSettlementDateRangeEnd>
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<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2014-01-01to2014-12-31_us-gaap_ForwardContractsMember_custom_LongForwardContractsMember_custom_CurrenciesMember"> 2015-06-01 </invest:InvestmentContractSettlementDateRangeEnd>
<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2014-01-01to2014-12-31_us-gaap_ForwardContractsMember_custom_ShortForwardContractsMember_custom_CurrenciesMember"> 2015-06-01 </invest:InvestmentContractSettlementDateRangeEnd>
<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_EnergyMember"> 2014-03-01 </invest:InvestmentContractSettlementDateRangeEnd>
<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_InterestRatesMember"> 2016-12-01 </invest:InvestmentContractSettlementDateRangeEnd>
<invest:InvestmentContractSettlementDateRangeEnd contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_MetalsMember"> 2014-04-01 </invest:InvestmentContractSettlementDateRangeEnd>
<invest:InvestmentContractSettlementDate contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_CurrenciesMember"> 2014-03-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_TreasuryRatesMember"> 2014-03-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_CurrenciesMember"> 2014-03-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_StockIndicesMember"> 2014-01-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2013-01-01to2013-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_TreasuryRatesMember"> 2014-03-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2014-01-01to2014-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_CurrenciesMember"> 2015-03-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2014-01-01to2014-12-31_us-gaap_FutureMember_custom_LongFuturesContractsMember_custom_TreasuryRatesMember"> 2015-03-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2014-01-01to2014-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_CurrenciesMember"> 2015-03-01 </invest:InvestmentContractSettlementDate>
<invest:InvestmentContractSettlementDate contextRef="From2014-01-01to2014-12-31_us-gaap_FutureMember_custom_ShortFuturesContactsMember_custom_StockIndicesMember"> 2015-03-01 </invest:InvestmentContractSettlementDate>
<us-gaap:PartnersCapitalNotesDisclosureTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt"><b><i>NOTE 2 - PARTNERS’ CAPITAL</i></b></font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 14pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><font style="font-size: 11pt; letter-spacing: -0.1pt">A.</font></td><td><font style="font-size: 11pt; letter-spacing: -0.1pt">Capital Accounts and Allocation of Income and Losses</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 14pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The Partnership accounts for subscriptions and redemptions on a per partner capital account basis.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">The Partnership consists of the General Partner’s Interest, Original Class A Interests, Original Class B Interests, Special Interests, Class A Interests, Class B Interests and Institutional Interests. Original Class A Interests and Original Class B Interests were issued prior to July 1, 2008 and are no longer issued to limited partners in the Partnership (each <font style="background-color: white">a “Limited Partner” and collectively the “Limited Partners”). Class A Interests, Class B Interests and Institutional Interests were first issued by the Partnership on July 1, 2008. Income or loss (prior to management fees, administrative fees, service fees and incentive fees) are allocated pro rata among the Limited Partners based on their respective capital accounts as of the end of each month, in which the items accrue pursuant to the terms of the Partnership’s Agreement</font>. Original Class A Interests, Original Class B Interests, Special Interests, Class A Interests, Class B Interests and Institutional Interests are then charged with their applicable management fee, administrative fee, service fee and incentive fee in accordance with the Agreement. </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="background-color: white">No Limited Partner of the Partnership shall be liable for any debts or liabilities of the Partnership or any losses thereof in excess of such Limited Partner’s capital contributions, except as may be required by law.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 14pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><font style="font-size: 11pt">B.</font></td><td><font style="font-size: 11pt">Subscriptions, Distributions and Redemptions</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 14pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.1pt">Investments in the Partnership are made by subscription agreement, subject to acceptance by the General Partner.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="background-color: white">The Partnership is not required to make distributions, but may do so at the sole discretion of the General Partner. A Limited Partner may request and receive redemption of capital, subject to restrictions set forth in the Agreement</font>. The General Partner may request and receive redemption of capital, subject to the same terms as any Limited Partner. The partners may withdraw their interests on a monthly basis upon at least 15 days’ prior written notice, subject to the discretion of the General Partner. No distributions were made for the years ended December 31, 2014, 2013 and 2012.</p>
</us-gaap:PartnersCapitalNotesDisclosureTextBlock>
<us-gaap:RelatedPartyTransactionsDisclosureTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><b><i>NOTE 3 - RELATED PARTY TRANSACTIONS</i></b></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><b>A.</b></td><td style="text-align: justify"><b>General Partner Management Fee</b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The General Partner receives a monthly management fee from the Partnership equal to 0.0625% (0.75% annually) for Original Class A, 0.146% (1.75% annually) for Original Class B, and currently 0.0417% to 0.0625% (0.50% annually) for Special Interests of the Partnership's management fee net asset value.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The General Partner receives a monthly management fee from the Partnership equal to 0.104% (1.25% annually) for Class A and Class B, and 0.0625% (0.75% annually) for Institutional Interests of the Partnership's management fee net asset value. The General Partner may declare any Limited Partner a “Special Limited Partner” and the management fees or incentive fees charged to any such partner may be different than those charged to other Limited Partners.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Total management fees earned by the General Partner, for the years ended December 31, 2014, 2013 and 2012 are shown on the Statements of Income (Loss) as Management Fee.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><b>B.</b></td><td style="text-align: justify"><b>Administrative Fee</b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The General Partner receives a monthly administrative fee from the Partnership equal to 0.0275% (0.33% annually) of the Partnership's management fee net asset value attributable to Class A and Class B Interests. For the years ended December 31, 2014, 2013 and 2012, administrative fees for Class A Interests were $608,618, $825,341 and $1,048,576, respectively and administrative fees for Class B Interests were $350,991, $583,266 and $768,481, respectively. <font style="letter-spacing: -0.1pt">General Partner’s Interest,</font> Original Class A, Original Class B, <font style="letter-spacing: -0.1pt">Special Interests and Institutional Interests did not get charged the administrative fee.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><font style="letter-spacing: -0.1pt"><b>C.</b></font></td><td style="text-align: justify"><font style="letter-spacing: -0.1pt"><b>Altegris Investments, Inc. and Altegris Futures, L.L.C.</b></font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">Altegris Investments, Inc. (“Altegris Investments”), an affiliate of the General Partner, is registered as a broker-dealer with the SEC. Altegris Futures, L.L.C. (“Altegris Futures”), an affiliate of the General Partner and an introducing broker registered with the CFTC, is the Partnership’s introducing broker. Altegris Investments has entered into a selling agreement with the Partnership whereby it receives 2% per annum as continuing compensation for Class A Interests sold by Altegris Investments that are outstanding at month end. Altegris Futures, as the Partnership’s introducing broker, receives a portion of the commodity brokerage commissions paid by the Partnership to the Newedge USA, LLC, the Partnership’s commodity broker (the “Clearing Broker”) and interest income retained by the Clearing Broker. Additionally, the Partnership pays to its clearing brokers and Altegris Futures, at a minimum, brokerage charges at a flat rate of 0.125% (1.5% annually) of the Partnership’s management fee net asset value. Brokerage charges may exceed the flat rate described above, </font>depending<font style="letter-spacing: -0.2pt"> on commission and trading volume levels, which may vary.</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">On December 31, 2014, Altegris Futures merged with and into its affiliate, Altegris Clearing Solutions, LLC.  Altegris Clearing Solutions, LLC is registered with the CFTC as an Introducing Broker.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><font style="letter-spacing: -0.2pt">At December 31, 2014 and 2013, respectively, the Partnership had commissions and brokerage fees payable to Altegris Futures of $416,134 and $482,292, and service fees payable to Altegris Investments of $50,980 and $62,886, respectively. The following tables show the fees paid to Altegris Investments and Altegris Futures for the years ended December 31, 2014, 2013 and 2012:</font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 12pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom"> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td><td style="font: 10pt Arial, Helvetica, Sans-Serif"> </td> <td colspan="7" style="font: 10pt Arial, Helvetica, Sans-Serif; text-align: center"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td colspan="3" style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">Year ended</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">Year ended</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">Year ended</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">December 31, 2014</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">December 31, 2013</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">December 31, 2012</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left">Altegris Futures - Brokerage</td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="width: 46%; text-align: left; padding-left: 9px">Commission fees</td><td style="width: 5%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 11%; text-align: right">5,171,366</td><td style="width: 1%; text-align: left"> </td><td style="width: 5%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 11%; text-align: right">7,577,139</td><td style="width: 1%; text-align: left"> </td><td style="width: 5%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 11%; text-align: right">9,807,800</td><td style="width: 1%; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left">Altegris Futures - Brokerage fees</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt">Altegris Investments- Service fees</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">646,212</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">825,963</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">1,149,600</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: right; padding-bottom: 2.5pt">Total</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">5,817,578</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">8,403,102</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">10,957,400</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> </table> <p style="margin: 0">  </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The amounts above are included in Brokerage Commissions and Service Fees on the Statements of Income (Loss), respectively. The amounts shown on the Statements of Income (Loss) include fees paid to non-related parties.</p>
</us-gaap:RelatedPartyTransactionsDisclosureTextBlock>
<cik1198415:OfferingCosts1 contextRef="From2014-01-01to2014-12-31">
<table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in"><b>J.</b></td><td style="text-align: justify"><b>Offering Costs </b></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Offering costs incurred in connection with the ongoing offering of the Partnership’s interests are borne by the Partnership. These costs include, but are not limited to, legal fees pertaining to updating the Partnership’s offering documents and materials, accounting and printing costs. These costs are charged as an expense when incurred.</p>
</cik1198415:OfferingCosts1>
<us-gaap:PriorPeriodReclassificationAdjustmentDescription contextRef="From2014-01-01to2014-12-31">
<table cellpadding="0" cellspacing="0" style="width: 100%; font: bold 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 0"></td><td style="width: 0.25in">L.</td><td>Reclassifications</td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Certain amounts in the 2013 and 2012 financial statements were reclassified to conform to the 2014 presentation.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p>
</us-gaap:PriorPeriodReclassificationAdjustmentDescription>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31" unitRef="USD" decimals="0"> 495513874 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2012-12-31" unitRef="USD" decimals="0"> 698786385 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31" unitRef="USD" decimals="0"> 374794900 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31_LimitedPartnersOriginalClassAMember" unitRef="USD" decimals="0"> 33385742 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31_LimitedPartnersOriginalClassAMember" unitRef="USD" decimals="0"> 22708611 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31_LimitedPartnersOriginalClassBMember" unitRef="USD" decimals="0"> 5810054 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31_LimitedPartnersOriginalClassBMember" unitRef="USD" decimals="0"> 4959522 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31_LimitedPartnersSpecialInterestsMember" unitRef="USD" decimals="0"> 32782374 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31_LimitedPartnersSpecialInterestsMember" unitRef="USD" decimals="0"> 15181688 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31_LimitedPartnersClassAMember" unitRef="USD" decimals="0"> 203837473 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31_LimitedPartnersClassAMember" unitRef="USD" decimals="0"> 169461952 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31_LimitedPartnersClassBMember" unitRef="USD" decimals="0"> 127156033 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31_LimitedPartnersClassBMember" unitRef="USD" decimals="0"> 90830085 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="USD" decimals="0"> 92538637 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31_LimitedPartnersInstitutionalInterestsMember" unitRef="USD" decimals="0"> 71649123 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2013-12-31_GeneralPartnerMember" unitRef="USD" decimals="0"> 3561 </us-gaap:PartnersCapital>
<us-gaap:PartnersCapital contextRef="AsOf2014-12-31_GeneralPartnerMember" unitRef="USD" decimals="0"> 3919 </us-gaap:PartnersCapital>
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<p style="margin: 0pt"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellspacing="0" cellpadding="0" style="font: 11pt Calibri, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse"> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-decoration: underline; line-height: 115%; text-align: right"><font style="font-family: Times New Roman, Times, Serif"><u>December 31, 2014</u></font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="width: 37%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">   Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Special </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">     </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">       </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Institutional</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A </font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return for Limited Partners </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Return prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">13.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">14.48%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">14.64%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.32%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">13.53%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">14.44%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.28)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.32)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.21)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.26)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.29)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.31)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return after incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">10.05%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.16%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.43%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">8.06%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">10.24%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">11.13%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Ratio to average net asset value</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Expenses prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.26%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.22%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.12%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.11%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.10%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.24%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.96%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.11%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.80%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.11%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.05%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.03%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">    Total expenses</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.22%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">4.92%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">8.22%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.15%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.27%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Net investment (loss) (1)  </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.17)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.14)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.02)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.02)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.16)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> </table> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i> </i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i>Total return and the ratios to average net asset value are calculated for each class of Limited Partners’ capital taken as a whole. An individual Limited Partner’s total return and ratios may vary from the above returns and ratios due to the timing of their contributions and withdrawals and differing fee structures.</i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 18pt"></td><td style="width: 19.45pt"><font style="font-size: 8pt; letter-spacing: -0.15pt">(1)</font></td><td><font style="letter-spacing: -0.15pt">Excludes incentive fee.</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> <i> </i></p> <table cellspacing="0" cellpadding="0" style="font: 11pt Calibri, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse"> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-decoration: underline; line-height: 115%; text-align: right"><font style="font-family: Times New Roman, Times, Serif"><u>December 31, 2013</u></font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="width: 37%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">   Original</font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Special </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">     </font></td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Institutional</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A </font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return for Limited Partners </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Return prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.09%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.14%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.40%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.19%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.26%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">6.11%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.80)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.81)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.85)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.86)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.87)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.88)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return after incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">4.29%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.55%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.33%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">4.39%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.23%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Ratio to average net asset value</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Expenses prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.18%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.18%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">1.88%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.07%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.04%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.19%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.68%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.64%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.83%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.80%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.78%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.81%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">    Total expenses</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.86%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.82%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.71%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.87%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.82%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.00%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Net investment (loss) (1)  </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(3.07)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.07)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(1.77)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(4.95)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.93)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.08)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-decoration: underline; line-height: 115%; text-align: right"><font style="font-family: Times New Roman, Times, Serif"><u>December 31, 2012</u></font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" colspan="5" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Original</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">   Original</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Special </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">     </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Institutional</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class A </font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Class B</font></td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Interests</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif"> </font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return for Limited Partners </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Return prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.58)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.67)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.43)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(8.30)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.46)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.69)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.00)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.01)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.01)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(0.01)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Total return after incentive fees</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.58)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.67)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.43)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(8.31)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(6.47)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1.5pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(5.70)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">Ratio to average net asset value</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Expenses prior to incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.10%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.13%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">1.85%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.03%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.17%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Incentive fees </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.00%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.01%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.01%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">0.01%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">    Total expenses</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.10%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.13%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">1.85%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">5.04%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">3.01%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">2.18%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"> </td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">  Net investment (loss) (1) </font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.96)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(1.99)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(1.72)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(4.90)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.87)%</font></td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="border-bottom: Black 2.25pt double; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><font style="font-family: Times New Roman, Times, Serif">(2.04)%</font></td></tr> <tr style="vertical-align: bottom"> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td> <td nowrap="nowrap" style="padding-right: 5.4pt; padding-left: 5.4pt; line-height: 115%"> </td></tr> </table> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i>  </i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><i>Total return and the ratios to average net asset value are calculated for each class of Limited Partners’ capital taken as a whole. An individual Limited Partner’s total return and ratios may vary from the above returns and ratios due to the timing of their contributions and withdrawals and differing fee structures.</i></p> <p style="font: 11pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">  </p> <table cellpadding="0" cellspacing="0" style="width: 100%; font: 11pt/normal Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><tr style="vertical-align: top"> <td style="width: 18pt"></td><td style="width: 19.45pt"><font style="letter-spacing: -0.15pt">(1)</font></td><td><font style="letter-spacing: -0.15pt">Excludes incentive fee.</font></td></tr></table> <p style="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Times New Roman, Times, Serif"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 1in; text-align: center; text-indent: -1in"><font style="letter-spacing: -0.15pt"> </font></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0 0pt 1in; text-align: center; text-indent: -1in"> </p> <p style="margin: 0pt"></p>
</cik1198415:FinancialHighlightsOfPartnershipTableTextBlock>
<us-gaap:TradingGainsLosses contextRef="From2014-01-01to2014-12-31" unitRef="USD" decimals="0"> 63459297 </us-gaap:TradingGainsLosses>
<us-gaap:TradingGainsLosses contextRef="From2013-01-01to2013-12-31" unitRef="USD" decimals="0"> 47872800 </us-gaap:TradingGainsLosses>
<us-gaap:TradingGainsLosses contextRef="From2012-01-01to2012-12-31" unitRef="USD" decimals="0"> -32321837 </us-gaap:TradingGainsLosses>
<dei:EntityPublicFloat contextRef="AsOf2014-12-31" unitRef="USD" decimals="0"> 0 </dei:EntityPublicFloat>
<dei:EntityCommonStockSharesOutstanding contextRef="AsOf2014-12-31" unitRef="Shares" decimals="INF"> 0 </dei:EntityCommonStockSharesOutstanding>
<us-gaap:ScheduleOfRelatedPartyTransactionsTableTextBlock contextRef="From2014-01-01to2014-12-31">
<table border="0" cellpadding="0" cellspacing="0" style="width: 100%; border-collapse: collapse; font: 12pt Times New Roman, Times, Serif"><tr style="vertical-align: bottom"><td style="font: 11pt Calibri, Helvetica, Sans-Serif"></td> <td colspan="2" style="font: 10pt Arial, Helvetica, Sans-Serif; text-align: center"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td></tr> <tr style="vertical-align: bottom"> <td style="width: 41%"> </td> <td style="text-decoration: underline; text-align: center; width: 21%">Year ended</td> <td style="text-decoration: underline; text-align: center; width: 19%">Year ended</td> <td style="text-decoration: underline; text-align: center; width: 19%">Year ended</td></tr> <tr style="vertical-align: bottom"> <td> </td> <td style="text-decoration: underline; text-align: center">December 31, 2014</td> <td style="text-decoration: underline; text-align: center">December 31, 2013</td> <td style="text-decoration: underline; text-align: center">December 31, 2012</td></tr> <tr style="vertical-align: bottom"> <td style="text-align: left">Altegris Futures - Brokerage </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td></tr> <tr style="vertical-align: bottom"> <td style="padding-left: 9px; text-align: left">Commission fees</td> <td style="text-align: right"> $              5,171,366</td> <td style="text-align: right"> $            7,577,139</td> <td style="text-align: right"> $            9,807,800</td></tr> <tr style="vertical-align: bottom"> <td style="text-align: left">Altegris Futures - Brokerage fees</td> <td style="text-align: right">                             -   </td> <td style="text-align: right">                           -   </td> <td style="text-align: right">                           -   </td></tr> <tr style="vertical-align: bottom"> <td style="text-align: left">Altegris Investments- Service fees</td> <td style="text-align: right">                    646,212</td> <td style="text-align: right">                  825,963</td> <td style="text-align: right">               1,149,600</td></tr> <tr style="vertical-align: bottom"> <td style="font-weight: bold; text-align: right">Total</td> <td style="font-weight: bold; border-top: Black 0.5pt solid; border-bottom: Black 2pt double; text-align: right"> $              5,817,578</td> <td style="font-weight: bold; border-top: Black 0.5pt solid; border-bottom: Black 2pt double; text-align: right"> $            8,403,102</td> <td style="font-weight: bold; border-top: Black 0.5pt solid; border-bottom: Black 2pt double; text-align: right"> $          10,957,400</td></tr> </table> <p style="margin: 0"></p>
</us-gaap:ScheduleOfRelatedPartyTransactionsTableTextBlock>
<us-gaap:ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock contextRef="From2014-01-01to2014-12-31">
<table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif"><tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"><td colspan="13" style="font: bold 11pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid">December 31, 2014</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Asset </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Liability </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Type of</td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Net </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Futures Contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="width: 46%; font: 11pt Times New Roman, Times, Serif"> Agriculture</td><td style="width: 5%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 11%; text-align: right; font: 11pt Times New Roman, Times, Serif">717,593</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="width: 5%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 11%; text-align: right; font: 11pt Times New Roman, Times, Serif">(447,553</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="width: 5%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="width: 11%; text-align: right; font: 11pt Times New Roman, Times, Serif">270,040</td><td style="width: 1%; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Currencies</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,814,919</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(15,075</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,799,844</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Energy</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,780,157</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(1,236,391</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,543,766</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Interest Rates</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">5,942,063</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(992,360</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">4,949,703</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Metals</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,322,342</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(1,222,469</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">99,873</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Stock Indices</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">3,282,258</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(738,327</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,543,931</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> Treasury Rates</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">531,562</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(67,448</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">464,114</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">17,390,894</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(4,719,623</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">12,671,271</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">2,167,485</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,988,730</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> Total Gross Fair Value of Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">19,558,379</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(8,875,838</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">10,682,541</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center">December 31, 2013</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Asset </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Liability </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Type of</td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Derivatives </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Net </td><td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: bold 11pt Times New Roman, Times, Serif; text-align: right"> Fair Value </td><td style="padding-bottom: 1pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Futures Contracts</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Agriculture</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">2,192,246</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(714,872</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif">$</td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,477,374</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Currencies</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">3,919,970</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(72,081</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">3,847,889</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Energy</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">402,001</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(440,838</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(38,837</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Interest Rates</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">980,354</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(3,039,982</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(2,059,628</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Metals</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,968,925</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(558,884</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">1,410,041</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> Stock Indices</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">12,032,616</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">(1,565</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif">12,031,051</td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> Treasury Rates</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">243,813</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(548,047</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(304,234</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">21,739,925</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(5,376,269</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">16,363,656</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td><td style="text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">2,042,925</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif">)</td><td style="padding-bottom: 1pt; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 1pt solid; font: 11pt Times New Roman, Times, Serif; text-align: right">187,782</td><td style="padding-bottom: 1pt; text-align: left; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255); font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td><td style="font: 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: left; padding-bottom: 2.5pt; font: 11pt Times New Roman, Times, Serif"> Total Gross Fair Value of Derivatives Contracts</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">23,782,850</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">(7,231,412</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left">)</td><td style="font: bold 11pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font: bold 11pt Times New Roman, Times, Serif; text-align: right">16,551,438</td><td style="padding-bottom: 2.5pt; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> </td></tr> </table> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p>
</us-gaap:ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock>
<us-gaap:ScheduleOfDerivativeInstrumentsIncludedInTradingActivitiesTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom"> <td colspan="9" style="font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Year ended December 31, 2014</td><td style="padding-bottom: 1pt"> </td> <td colspan="7" style="text-align: right"> </td></tr> <tr style="vertical-align: bottom"> <td style="font-weight: bold; text-align: center">Type of</td><td style="font-weight: bold"> </td> <td colspan="3" style="font-weight: bold; text-align: center"> </td><td style="font-weight: bold"> </td> <td colspan="3" style="font-weight: bold; text-align: center">Change in</td><td style="font-weight: bold"> </td> <td colspan="7" style="font-weight: bold; text-align: center">Number of</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Realized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Unrealized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Contracts Closed</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: left"> Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="width: 40%"> Agricultural</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">(3,622,872</td><td style="width: 1%; text-align: left">)</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">(1,207,334</td><td style="width: 1%; text-align: left">)</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left"> </td><td style="width: 3%; text-align: right"> </td><td style="width: 1%; text-align: left"> </td><td style="width: 1%"> </td> <td style="width: 1%; text-align: left"> </td><td style="width: 19%; text-align: right"> </td><td style="width: 1%; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Currencies</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">15,721,422</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(1,048,045</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Energy</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">17,811,994</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,582,603</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left"> Interest Rates</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">34,111,784</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">7,009,331</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Metals</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(213,214</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(1,310,168</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left"> Stock Indices</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">7,647,480</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(9,487,120</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt"> Treasury Rates</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">8,102,452</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">768,348</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">79,559,046</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,692,385</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">138,421</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,186,422</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(2,176,512</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">$</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">991,206,090,466 (1)</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 2.5pt"> Total gain (loss) from derivatives contracts</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">76,372,624</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(5,868,897</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center"> Year ended December 31, 2013</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: center"> Type of</td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Change in </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Number of </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Realized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Unrealized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Contracts Closed</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left"> Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Agricultural</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">8,520,125</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">1,931,276</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Currencies</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">19,944,966</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(4,452,030</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Energy</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(11,721,625</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">487,943</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Interest Rates</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(17,259,411</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(3,841,913</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Metals</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">6,156,092</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">6,347,057</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Stock Indices</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">56,218,415</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">9,172,334</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt"> Treasury Rates</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(10,919,057</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">555,345</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">50,939,505</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">10,200,012</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">180,308</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,631,637</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(572,494</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">$</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">960,719,322,833 (1)</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 2.5pt"> Total gain (loss) from derivatives contracts</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">47,307,868</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">9,627,518</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center"> Year ended December 31, 2012</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: center"> Type of</td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Change in </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> Number of </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: center; padding-bottom: 1pt"> Derivatives Contracts</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Realized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> Unrealized </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right"> </td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Contracts Closed</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left"> Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Agricultural</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(10,896,031</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">932,474</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> Currencies</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(18,329,967</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(481,489</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Energy</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(15,167,175</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(1,648,915</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Interest Rates</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">40,624,631</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(5,881,488</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> Metals</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(13,677,916</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(2,603,011</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left"> Stock Indices</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,184,942</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,068,792</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left"> Swapnote Future</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">10,037</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(2,535</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt"> Treasury Rates</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">8,844,892</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(3,405,235</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(7,406,587</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(11,021,407</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">222,906</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-align: left"> Options on Futures Contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt"> Stock Indices</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">336,250</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(31,198</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: right; padding-bottom: 1pt"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">336,250</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(31,198</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right"> </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">1,420</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-align: left; padding-bottom: 1pt"> Forward Currency Contracts</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">(3,280,281</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left">$</td><td style="border-bottom: Black 1pt solid; text-align: right">624,802</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">$</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">212,342,185,003 (1)</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 2.5pt"> Total gain (loss) from derivatives contracts</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(10,350,618</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(10,427,803</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td><td style="padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; text-align: left"> </td><td style="border-bottom: Black 2.5pt double; text-align: right"> </td><td style="padding-bottom: 2.5pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: right"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr></table> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">(1) Represents the U.S. dollar equivalent of the notional amount bought or sold during the years ended December 31, 2014, 2013 and 2012. The number of contracts closed using average cost for long contracts of 702,178, 890,635 and 1,276,262 and short contracts of (634,673), (938,097) and (1,659,259) for the years ended December 31, 2014, 2013 and 2012.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p>
</us-gaap:ScheduleOfDerivativeInstrumentsIncludedInTradingActivitiesTextBlock>
<cik1198415:OffsettingAssetsAndLiabilitiesTableTextBlock contextRef="From2014-01-01to2014-12-31">
<p style="margin: 0pt; font: 11pt Times New Roman, Times, Serif"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif">The following table summarizes the disclosure requirements for offsetting assets and liabilities:</p> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif"> </p> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif"></p> <table border="0" cellpadding="0" cellspacing="0" style="width: 100%; border-collapse: collapse; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 23%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 12%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 16%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 15%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 10%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 11%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 1%"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right; width: 8%"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="4" style="font: bold 11pt Times New Roman, Times, Serif"> Offsetting the Financial Assets and Derivative Assets </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2014 </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Assets Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Assets </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Received (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                 2,167,485</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                              (2,167,485)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               17,390,894</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                              (4,719,623)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                          12,671,271</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">    12,671,271</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">               19,558,379</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                              (6,887,108)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                          12,671,271</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">    12,671,271</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="4" style="font: bold 11pt Times New Roman, Times, Serif"> Offsetting the Financial Liabilities and Derivative Liabilities </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2014 </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Liabilities Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Liabilities </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Pledged (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               (4,156,215)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               2,167,485</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                          (1,988,730)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">     (1,988,730)</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               (4,719,623)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               4,719,623</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">               (8,875,838)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                               6,887,108</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                          (1,988,730)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">     (1,988,730)</td></tr> </table> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif"></p> <table border="0" cellpadding="0" cellspacing="0" style="width: 100%; border-collapse: collapse; font: 11pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="5" style="text-align: left; font: 11pt Times New Roman, Times, Serif; text-indent: -30pt; padding-left: 30pt"><b>Offsetting the Financial Liabilities and Derivative Liabilities </b>  </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2013</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; width: 23%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 12%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 16%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 15%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 10%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 11%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 1%; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; width: 8%; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Assets Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Assets </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Received (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                 2,042,925</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                              (1,855,143)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               187,782</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">         187,782</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               21,739,925</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                            (5,376,269)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                            16,363,656</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">      16,363,656</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">               23,782,850</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                            (7,231,412)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                            16,551,438</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">  16,551,438</td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="4" style="font: bold 11pt Times New Roman, Times, Serif"> Offsetting the Financial Liabilities and Derivative Liabilities </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td colspan="3" rowspan="2" style="font: bold 11pt Times New Roman, Times, Serif; text-decoration: underline; text-align: center"> Gross Amounts Not Offset in the Statement of Financial Condition </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> As of December 31, 2013 </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Gross Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Net Amounts </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Amounts of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Offset in the </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> of Liabilities Presented  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Recognized </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Statement of </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> in the Statement  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Financial  </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> Cash Collateral </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: bold 11pt Times New Roman, Times, Serif"> Description </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Liabilities </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> of Financial Condition </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Instruments </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Pledged (1) </td> <td style="font: bold 11pt Times New Roman, Times, Serif; text-align: center"> </td> <td style="font: bold 11pt Times New Roman, Times, Serif; border-bottom: Black 0.5pt solid; text-align: center"> Net Amount </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Forward contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">               (1,855,143)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                               1,855,143</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="font: 11pt Times New Roman, Times, Serif"> Commodity futures contracts </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">             (5,376,269)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                            5,376,269</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="padding-left: 27px; font: bold 11pt Times New Roman, Times, Serif; text-align: left"> Total </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">            (7,231,412)</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                         7,231,412</td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                                        -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                           -   </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="border-top: Black 0.5pt solid; border-bottom: Black 2pt double; font: 11pt Times New Roman, Times, Serif; text-align: right">                   -   </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td> <td style="text-align: right; font: 11pt Times New Roman, Times, Serif"> </td></tr> <tr style="vertical-align: bottom; font: 11pt Times New Roman, Times, Serif"> <td colspan="10" style="font: 11pt Times New Roman, Times, Serif"> (1) Does not include maintenance margin deposits held at the Clearing Broker of $30,202,135 for 2014 and $449,655,842 for 2013, respectively. </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td> <td style="font: 11pt Times New Roman, Times, Serif; text-align: right"> </td></tr> </table> <p style="margin: 0pt 0; font: 11pt Times New Roman, Times, Serif"></p>
</cik1198415:OffsettingAssetsAndLiabilitiesTableTextBlock>
<us-gaap:FairValueByBalanceSheetGroupingTextBlock contextRef="From2014-01-01to2014-12-31">
<table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 12pt Times New Roman, Times, Serif"><tr style="vertical-align: bottom; background-color: rgb(204,238,255)"><td style="font-weight: bold; text-align: right">Balance as of</td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2014</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">December 31, 2014</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold">Assets:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="width: 40%; text-align: left; padding-left: 10pt">Futures contracts (1)</td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">17,390,894</td><td style="width: 1%; text-align: left"> </td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">—  </td><td style="width: 1%; text-align: left"> </td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">—  </td><td style="width: 1%; text-align: left"> </td><td style="width: 3%"> </td> <td style="width: 1%; text-align: left">$</td><td style="width: 10%; text-align: right">17,390,894</td><td style="width: 1%; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Forward currency contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,167,485</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,167,485</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">U.S. Government agency</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">bonds and notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">192,330,885</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">192,330,885</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Corporate notes</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">120,602,218</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">120,602,218</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">U.S. Treasury Obligations</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">209,721,779</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">122,769,703</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">332,491,482</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Liabilities:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(4,719,623</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(4,719,623</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Forward currency contracts (1)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(4,156,215</td><td style="padding-bottom: 1pt; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(4,719,623</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(4,156,215</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(8,875,838</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right">Balance as of</td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2013</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">December 31, 2013</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold">Assets:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">21,739,925</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">21,739,925</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Forward currency contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,042,925</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">2,042,925</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">U.S. Government agency</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">bonds and notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">233,419,983</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">233,419,983</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Corporate notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">162,093,478</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">162,093,478</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">U.S. Treasury Obligations</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">67,108,390</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">67,108,390</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">322,268,298</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">164,136,403</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">486,404,701</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Liabilities:</td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(5,376,269</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(5,376,269</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Forward currency contracts (1)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,855,143</td><td style="padding-bottom: 1pt; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(5,376,269</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(1,855,143</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(7,231,412</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> </table> <p style="margin: 0">(1)  See Note 7. "Financial Derivative Instruments" for the fair value in each type of contracts within this category.</p> <table cellpadding="0" cellspacing="0" style="border-collapse: collapse; width: 100%; font: 12pt Times New Roman, Times, Serif"> <tr style="vertical-align: bottom; background-color: White"> <td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right">Balance as of</td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="font-weight: bold; text-decoration: underline; text-align: right; padding-bottom: 1pt; padding-left: 10pt">December 31, 2011</td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 1</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 2</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">Level 3</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: left"> </td><td style="border-bottom: Black 1pt solid; font-weight: bold; text-align: right">December 31, 2011</td><td style="padding-bottom: 1pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Assets:</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">27,291,482</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">27,291,482</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">18,248</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">18,248</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Forward currency contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,227,422</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">1,227,422</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">U.S. Government agency</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">bonds and notes</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">394,556,520</td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">394,556,520</td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Corporate notes</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">365,968,678</td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">365,968,678</td><td style="padding-bottom: 1pt; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">421,866,250</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">367,196,100</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">789,062,350</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold"> </td> <td style="font-weight: bold; text-align: left"> </td><td style="font-weight: bold; text-align: right"> </td><td style="font-weight: bold; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold">Liabilities:</td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-left: 10pt">Futures contracts (1)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(10,106,431</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left">$</td><td style="text-align: right">(10,106,431</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="text-align: left; padding-left: 10pt">Options contracts (1)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(42,215</td><td style="text-align: left">)</td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">—  </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right">(42,215</td><td style="text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="text-align: left; padding-bottom: 1pt; padding-left: 10pt">Forward currency contracts (1)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,091,948</td><td style="padding-bottom: 1pt; text-align: left">)</td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">—  </td><td style="padding-bottom: 1pt; text-align: left"> </td><td style="padding-bottom: 1pt"> </td> <td style="border-bottom: Black 1pt solid; text-align: left"> </td><td style="border-bottom: Black 1pt solid; text-align: right">(1,091,948</td><td style="padding-bottom: 1pt; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td style="font-weight: bold"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif"> </td> <td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: right"> </td><td style="font: 11pt Calibri, Helvetica, Sans-Serif; text-align: left"> </td></tr> <tr style="vertical-align: bottom; background-color: rgb(204,238,255)"> <td style="padding-bottom: 2.5pt"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(10,148,646</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(1,091,948</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">—  </td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left"> </td><td style="font-weight: bold; padding-bottom: 2.5pt"> </td> <td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: left">$</td><td style="border-bottom: Black 2.5pt double; font-weight: bold; text-align: right">(11,240,594</td><td style="padding-bottom: 2.5pt; font-weight: bold; text-align: left">)</td></tr> <tr style="vertical-align: bottom; background-color: White"> <td> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td><td> </td> <td style="text-align: left"> </td><td style="text-align: right"> </td><td style="text-align: left"> </td></tr> </table> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">(1)  See Note 7. "Financial Derivative Instruments" for the fair value in each type of contracts within this category.</p> <p style="font: 11pt/normal Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"> </p>
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<link:footnote xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:label="Footnote-01" xml:lang="en-US"> See Note 7. "Financial Derivative Instruments" for the fair value in each type of contracts within this category </link:footnote>
<link:footnote xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:label="Footnote-02" xml:lang="en-US"> Represents the U.S. dollar equivalent of the notional amount bought or sold during the years ended December 31, 2014, 2013, and 2012. The number of contracts closed using average cost for long contracts of 702,178, 890,635 and 1,276,262 and short contracts of (634,673), (938,097) and (1,659,259) for the year ended December 31, 2014, 2013 and 2012. </link:footnote>
<link:footnote xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:label="Footnote-03" xml:lang="en-US"> Excludes incentive fee. </link:footnote>
<link:footnote xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:label="Footnote-04" xml:lang="en-US"> Does not include maintenance margin deposits held at the Clearing Broker of $30,202,135 for 2014 and $449,655,842 for 2013, respectively. </link:footnote>
<link:footnote xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:label="Footnote-05" xml:lang="en-US"> Represents the December 31, 2014 U.S. dollar equivalent of the notional amount bought or sold. </link:footnote>
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19 Subsequent Filings that Reference this Filing

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 4/11/24  Altegris Winton Futures Fd, L.P.  10-K/A     12/31/23   51:5M                                     GlobalOne Filings Inc/FA
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11/13/23  Altegris Winton Futures Fd, L.P.  10-Q        9/30/23   49:4.8M                                   GlobalOne Filings Inc/FA
 8/11/23  Altegris Winton Futures Fd, L.P.  10-Q        6/30/23   49:4.7M                                   GlobalOne Filings Inc/FA
 5/12/23  Altegris Winton Futures Fd, L.P.  10-Q        3/31/23   49:4M                                     GlobalOne Filings Inc/FA
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11/10/22  Altegris Winton Futures Fd, L.P.  10-Q        9/30/22   49:4.4M                                   GlobalOne Filings Inc/FA
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 5/12/22  Altegris Winton Futures Fd, L.P.  10-Q        3/31/22   50:3.9M                                   GlobalOne Filings Inc/FA
 3/31/22  Altegris Winton Futures Fd, L.P.  10-K       12/31/21   49:4.7M                                   GlobalOne Filings Inc/FA
11/15/21  Altegris Winton Futures Fd, L.P.  10-Q        9/30/21   48:4.6M                                   GlobalOne Filings Inc/FA
 9/10/21  Altegris Winton Futures Fd, L.P.  10-K/A     12/31/20   46:3.7M                                   GlobalOne Filings Inc/FA
 8/16/21  Altegris Winton Futures Fd, L.P.  10-Q        6/30/21   50:4.7M                                   GlobalOne Filings Inc/FA
 5/17/21  Altegris Winton Futures Fd, L.P.  10-Q        3/31/21   49:2.9M                                   GlobalOne Filings Inc/FA
 3/29/21  Altegris Winton Futures Fd, L.P.  10-K       12/31/20   50:4M                                     GlobalOne Filings Inc/FA
11/16/20  Altegris Winton Futures Fd, L.P.  10-Q        9/30/20   50:3.9M                                   GlobalOne Filings Inc/FA
 8/14/20  Altegris Winton Futures Fd, L.P.  10-Q        6/30/20   50:3.8M                                   GlobalOne Filings Inc/FA
10/28/15  SEC                               UPLOAD9/21/17    1:38K  Altegris Winton Futures Fd, L.P.
10/09/15  SEC                               UPLOAD9/21/17    1:152K Altegris Winton Futures Fd, L.P.
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