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As Of Filer Filing For·On·As Docs:Size Issuer Filing Agent 8/11/22 Ceres Classic L.P. 10-Q 6/30/22 47:6.3M Donnelley … Solutions/FA |
Document/Exhibit Description Pages Size 1: 10-Q Quarterly Report HTML 1.67M 2: EX-31.1 Certification -- §302 - SOA'02 HTML 20K 3: EX-31.2 Certification -- §302 - SOA'02 HTML 20K 4: EX-32.1 Certification -- §906 - SOA'02 HTML 16K 5: EX-32.2 Certification -- §906 - SOA'02 HTML 16K 11: R1 Cover Page HTML 69K 12: R2 Statements of Financial Condition HTML 97K 13: R3 Statements of Financial Condition (Parenthetical) HTML 21K 14: R4 Condensed Schedule of Investments HTML 118K 15: R5 Statements of Income and Expenses HTML 83K 16: R6 Statements of Changes in Partners' Capital HTML 55K 17: R7 Organization HTML 33K 18: R8 Basis of Presentation and Summary of Significant HTML 31K Accounting Policies 19: R9 Financial Highlights HTML 139K 20: R10 Financial Instrument Risks HTML 30K 21: R11 Trading Activities HTML 232K 22: R12 Fair Value Measurements HTML 76K 23: R13 Investment In The Trading Company HTML 96K 24: R14 Subsequent Events HTML 19K 25: R15 Basis of Presentation and Summary of Significant HTML 45K Accounting Policies (Policies) 26: R16 Financial Highlights (Tables) HTML 138K 27: R17 Trading Activities (Tables) HTML 229K 28: R18 Fair Value Measurements (Tables) HTML 73K 29: R19 Investment In The Trading Company (Table) HTML 95K 30: R20 Organization - Additional Information (Detail) HTML 43K 31: R21 Basis of Presentation and Summary of Significant HTML 25K Accounting Policies - Additional Information (Detail) 32: R22 Financial Highlights - Financial Highlights for HTML 59K Limited Partner Class (Detail) 33: R23 Financial Instrument Risks - Additional HTML 25K Information (Detail) 34: R24 Trading Activities - Additional Information HTML 22K (Detail) 35: R25 Trading Activities - Summary of Gross and Net HTML 67K Amounts Recognized Relating to Assets and Liabilities of Partnership's Derivative Instruments and Transactions Eligible for Offset Subject to Master Netting Agreements or Similar Agreements (Detail) 36: R26 Trading Activities - Summary of Gross Fair Values HTML 53K of Derivative Instruments of Futures and Forward Contracts as Separate Assets and Liabilities (Detail) 37: R27 Trading Activities - Trading Gains and Losses, by HTML 39K Market Sector, on Derivative Instruments (Detail) 38: R28 Fair Value Measurements - Assets and Liabilities HTML 43K Measured at Fair Value on Recurring Basis (Detail) 39: R29 Investment in the Trading Company - Additional HTML 22K Information (Detail) 40: R30 Investment In The Trading Company - Summary of HTML 39K Total Assets, Liabilities And Partners' Capital Of The Trading Company (Detail) 41: R31 Investment In The Trading Company - Summary of Net HTML 37K Investment Income (Loss), Total Trading Results And Net Income (Loss) Of The Trading Company (Detail) 42: R32 Investment In The Trading Company - Partnership's HTML 46K Investment In And The Partnership's Pro-Rata Share Of The Results Of Operations Of The Trading Company (Detail) 45: XML IDEA XML File -- Filing Summary XML 78K 43: XML XBRL Instance -- d304475d10q_htm XML 1.88M 44: EXCEL IDEA Workbook of Financial Reports XLSX 80K 7: EX-101.CAL XBRL Calculations -- mscg-20220630_cal XML 79K 8: EX-101.DEF XBRL Definitions -- mscg-20220630_def XML 455K 9: EX-101.LAB XBRL Labels -- mscg-20220630_lab XML 593K 10: EX-101.PRE XBRL Presentations -- mscg-20220630_pre XML 506K 6: EX-101.SCH XBRL Schema -- mscg-20220630 XSD 101K 46: JSON XBRL Instance as JSON Data -- MetaLinks 203± 307K 47: ZIP XBRL Zipped Folder -- 0001193125-22-218270-xbrl Zip 180K
10-Q |
i Delaware |
i 13-4018068 | |
(State or other jurisdiction of incorporation or organization) |
(I.R.S. Employer Identification No.) |
Title of each class | Trading Symbol(s) | Name of each exchange on which registered | ||
N/A | N/A | N/A |
Large accelerated filer |
Accelerated filer |
i Non-accelerated filer X | ||
i Smaller reporting company |
i Emerging growth company |
June 30, 2022 (Unaudited) |
||||||||
Assets: |
||||||||
Investment in the Trading Company (1) , at fair value |
$ | i 51,843,392 | $ | i 41,318,675 | ||||
Redemptions receivable from the Trading Company |
i 138,062 | i 114,506 | ||||||
Equity in trading account: |
||||||||
Unrestricted cash |
i 104,630,549 | i 77,949,156 | ||||||
Restricted cash |
i 13,749,159 | i 19,943,752 | ||||||
Net unrealized appreciation on open futures contracts |
- | i 729,070 | ||||||
Net unrealized appreciation on open forward contracts |
i 1,537,018 | - | ||||||
Total equity in trading account |
i 119,916,726 | i 98,621,978 | ||||||
Interest receivable |
i 78,619 | i 2,625 | ||||||
Total assets |
$ | i 171,976,799 | $ | i 140,057,784 | ||||
Liabilities and Partners’ Capital: |
||||||||
Liabilities: |
||||||||
Net unrealized depreciation on open futures contracts |
$ | i 1,435,040 | $ | - | ||||
Net unrealized depreciation on open forward contracts |
- | i 421,170 | ||||||
Accrued expenses: |
||||||||
Administrative and General Partner’s fees |
i 102,986 | i 85,905 | ||||||
Management fees |
i 163,550 | i 133,980 | ||||||
Incentive fees |
i 1,025,005 | i 81,002 | ||||||
Professional fees |
i 217,057 | i 139,228 | ||||||
Redemptions payable to General Partner |
- | i 200,000 | ||||||
Redemptions payable to Limited Partners |
i 924,141 | i 2,085,837 | ||||||
Total liabilities |
i 3,867,779 | i 3,147,122 | ||||||
Partners’ Capital: |
||||||||
General Partner, Class Z, i i 163,339.585 /
Units outstanding at June 30, 2022 and December 31, 2021 |
i 2,015,009 | i 1,545,437 | ||||||
Limited Partners, Class A, i 5,747,746.143 and i 6,086,081.989
Units outstanding at June 30, 2022 and December 31, 2021, respectively |
i 165,957,340 | i 135,260,404 | ||||||
Limited Partners, Class Z, i i 11,079.649 /
Units outstanding at June 30, 2022 and December 31, 2021 |
i 136,671 | i 104,821 | ||||||
Total partners’ capital (net asset value) |
i 168,109,020 | i 136,910,662 | ||||||
Total liabilities and partners’ capital |
$ | i 171,976,799 | $ | i 140,057,784 | ||||
Net asset value per Unit: |
||||||||
Class A |
$ | i 28.87 | $ | i 22.22 | ||||
Class Z |
$ | i 12.34 | $ | i 9.46 | ||||
(1) |
Defined in Note 1. |
Fair Value |
% of Partners’ Capital |
|||||||||||||||||
Futures Contracts Purchased |
||||||||||||||||||
Currencies |
i 80 | $ | ( i 455) | ( i 0.00) | %* | |||||||||||||
Energy |
i 149 | ( i 1,685,715) | ( i 1.00) | |||||||||||||||
Grains |
i 195 | ( i 677,665) | ( i 0.40) | |||||||||||||||
Indices |
i 115 | ( i 162,862) | ( i 0.10) | |||||||||||||||
Interest Rates U.S. |
i 92 | i 184,531 | i 0.11 | |||||||||||||||
Interest Rates Non-U.S. |
i 190 | i 138,291 | i 0.08 | |||||||||||||||
Metals |
i 28 | ( i 108,670) | ( i 0.06) | |||||||||||||||
Softs |
i 78 | ( i 210,432) | ( i 0.13) | |||||||||||||||
Total futures contracts purchased |
( i 2,522,977) | ( i 1.50) | ||||||||||||||||
Futures Contracts Sold |
||||||||||||||||||
Currencies |
i 61 | i 81,555 | i 0.05 | |||||||||||||||
Energy |
i 7 | i 30,230 | i 0.02 | |||||||||||||||
Grains |
i 45 | i 269,698 | i 0.16 | |||||||||||||||
Indices |
i 296 | i 640,732 | i 0.38 | |||||||||||||||
Interest Rates U.S. |
i 239 | ( i 207,929) | ( i 0.12) | |||||||||||||||
Interest Rates Non-U.S. |
i 649 | ( i 82,967) | ( i 0.05) | |||||||||||||||
Livestock |
i 21 | ( i 6,845) | ( i 0.00) | * | ||||||||||||||
Metals |
i 65 | i 191,705 | i 0.11 | |||||||||||||||
Softs |
i 126 | i 171,758 | i 0.10 | |||||||||||||||
Total futures contracts sold |
i 1,087,937 | i 0.65 | ||||||||||||||||
Net unrealized depreciation on open futures contracts |
$ | ( i 1,435,040) | ( i 0.85) | % | ||||||||||||||
Unrealized Appreciation on Open Forward Contracts |
||||||||||||||||||
Currencies |
$ | i 210,445,637 | $ | i 4,221,351 | i 2.51 | % | ||||||||||||
Metals |
i 92 | i 1,204,184 | i 0.71 | |||||||||||||||
Total unrealized appreciation on open forward contracts |
i 5,425,535 | i 3.22 | ||||||||||||||||
Unrealized Depreciation on Open Forward Contracts |
||||||||||||||||||
Currencies |
$ | i 158,791,660 | ( i 2,721,980) | ( i 1.62) | ||||||||||||||
Metals |
i 80 | ( i 1,166,537) | ( i 0.69) | |||||||||||||||
Total unrealized depreciation on open forward contracts |
( i 3,888,517) | ( i 2.31) | ||||||||||||||||
Net unrealized appreciation on open forward contracts |
$ | i 1,537,018 | i 0.91 | % | ||||||||||||||
Investment in the Trading Company |
||||||||||||||||||
CMF Winton Master L.P. |
$ | i 51,843,392 | i 30.84 | % | ||||||||||||||
* | Due to rounding. |
Notional ($)/ Number of |
Fair Value |
% of Partners’ Capital |
||||||||||||||||
Futures Contracts Purchased |
||||||||||||||||||
Currencies |
i 88 | $ | ( i 30,119) | ( i 0.02) | % | |||||||||||||
Energy |
i 243 | i 599,385 | i 0.44 | |||||||||||||||
Grains |
i 353 | i 56,336 | i 0.04 | |||||||||||||||
Indices |
i 308 | i 601,764 | i 0.44 | |||||||||||||||
Interest Rates U.S. |
i 354 | i 13,617 | i 0.01 | |||||||||||||||
Interest Rates Non-U.S. |
i 777 | ( i 417,936) | ( i 0.31) | |||||||||||||||
Livestock |
i 18 | i 16,250 | i 0.01 | |||||||||||||||
Metals |
i 15 | i 11,287 | i 0.01 | |||||||||||||||
Softs |
i 178 | i 44,914 | i 0.03 | |||||||||||||||
Total futures contracts purchased |
i 895,498 | i 0.65 | ||||||||||||||||
Futures Contracts Sold |
||||||||||||||||||
Currencies |
i 166 | ( i 135,560) | ( i 0.10) | |||||||||||||||
Energy |
i 10 | ( i 47,947) | ( i 0.03) | |||||||||||||||
Grains |
i 37 | i 63,863 | i 0.05 | |||||||||||||||
Indices |
i 226 | ( i 434,419) | ( i 0.32) | |||||||||||||||
Interest Rates U.S. |
i 177 | i 2,047 | i 0.00 | * | ||||||||||||||
Interest Rates Non-U.S. |
i 875 | i 487,345 | i 0.36 | |||||||||||||||
Livestock |
i 5 | ( i 4,670) | ( i 0.00) | * | ||||||||||||||
Metals |
i 53 | ( i 103,026) | ( i 0.08) | |||||||||||||||
Softs |
i 62 | i 5,939 | i 0.00 | * | ||||||||||||||
Total futures contracts sold |
( i 166,428) | ( i 0.12) | ||||||||||||||||
Net unrealized appreciation on open futures contracts |
$ | i 729,070 | i 0.53 | % | ||||||||||||||
Unrealized Appreciation on Open Forward Contracts |
||||||||||||||||||
Currencies |
$ | i 167,807,766 | $ | i 1,744,966 | i 1.27 | % | ||||||||||||
Metals |
i 172 | i 822,726 | i 0.60 | |||||||||||||||
Total unrealized appreciation on open forward contracts |
i 2,567,692 | i 1.87 | ||||||||||||||||
Unrealized Depreciation on Open Forward Contracts |
||||||||||||||||||
Currencies |
$ | i 198,478,850 | ( i 2,224,046) | ( i 1.62) | ||||||||||||||
Metals |
i 150 | ( i 764,816) | ( i 0.56) | |||||||||||||||
Total unrealized depreciation on open forward contracts |
( i 2,988,862) | ( i 2.18) | ||||||||||||||||
Net unrealized depreciation on open forward contracts |
$ | ( i 421,170) | ( i 0.31) | % | ||||||||||||||
Investment in the Trading Company |
||||||||||||||||||
CMF Winton Master L.P. |
$ | i 41,318,675 | i 30.18 | % | ||||||||||||||
* | Due to rounding. |
Three Months Ended June 30, |
Six Months Ended | |||||||||||||||
2021 |
2022 |
2021 | ||||||||||||||
Investment Income: |
||||||||||||||||
Interest income |
$ | i 145,102 | $ | i 3,327 | $ | i 163,986 | $ | i 13,629 | ||||||||
Interest income allocated from the Trading Company |
i 55,639 | i 1,595 | i 62,507 | i 5,681 | ||||||||||||
Total investment income |
i 200,741 | i 4,922 | i 226,493 | i 19,310 | ||||||||||||
Expenses: |
||||||||||||||||
Expenses allocated from the Trading Company |
i 42,210 | i 43,453 | i 104,782 | i 94,660 | ||||||||||||
Clearing fees |
i 57,347 | i 107,875 | i 113,037 | i 201,492 | ||||||||||||
Administrative and General Partner’s fees |
i 305,925 | i 282,104 | i 570,458 | i 560,893 | ||||||||||||
Ongoing placement agent fees |
i 302,062 | i 278,624 | i 563,372 | i 553,444 | ||||||||||||
Management fees |
i 483,273 | i 484,542 | i 903,119 | i 964,146 | ||||||||||||
Incentive fees |
i 1,025,005 | i 396,518 | i 2,696,235 | i 935,356 | ||||||||||||
Professional fees |
i 98,008 | i 142,694 | i 221,345 | i 279,108 | ||||||||||||
Total expenses |
i 2,313,830 | i 1,735,810 | i 5,172,348 | i 3,589,099 | ||||||||||||
Net investment loss |
( i 2,113,089 | ) | ( i 1,730,888 | ) | ( i 4,945,855 | ) | ( i 3,569,789 | ) | ||||||||
Trading Results: |
||||||||||||||||
Net gains (losses) on trading of commodity interests: |
||||||||||||||||
Net realized gains (losses) on closed contracts |
i 17,181,750 | i 8,338,483 | i 32,361,534 | i 13,757,120 | ||||||||||||
Net realized gains (losses) on closed contracts allocated from the Trading Company |
i 7,728,362 | i 2,466,556 | i 12,473,444 | i 7,273,692 | ||||||||||||
Net change in unrealized gains (losses) on open contracts |
( i 4,863,398 | ) | ( i 2,256,703 | ) | ( i 209,570 | ) | ( i 4,069,876 | ) | ||||||||
Net change in unrealized gains (losses) on open contracts allocated from the Trading Company |
( i 3,886,471 | ) | ( i 86,054 | ) | i 400,453 | ( i 2,169,667 | ) | |||||||||
Total trading results |
i 16,160,243 | i 8,462,282 | i 45,025,861 | i 14,791,269 | ||||||||||||
Net income (loss) |
$ | i 14,047,154 | $ | i 6,731,394 | $ | i 40,080,006 | $ | i 11,221,480 | ||||||||
Net income (loss) per Unit*: |
||||||||||||||||
Class A |
$ | i 2.37 | $ | i 0.99 | $ | i 6.65 | $ | i 1.65 | ||||||||
Class Z |
$ | i 1.04 | $ | i 0.44 | $ | i 2.88 | $ | i 0.74 | ||||||||
Weighted average Units outstanding: |
||||||||||||||||
Class A |
i 5,820,058.538 | i 6,632,974.371 | i 5,922,954.651 | i 6,801,582.334 | ||||||||||||
Class Z |
i 174,419.234 | i 195,560.883 | i 174,419.234 | i 216,821.322 | ||||||||||||
* | Represents the change in net asset value per Unit during the period. |
Class A |
Class Z |
Total | ||||||||||||||||||||||
Amount |
Units |
Amount |
Units |
Amount |
Units | |||||||||||||||||||
Partners’ Capital, December 31, 2020 |
$ | i 60,545,493 | i 2,873,697.998 | $ | i 904,065 | i 101,536.878 | $ | i 61,449,558 | i 2,975,234.876 | |||||||||||||||
Subscriptions - General Partner |
- | - | i 1,841,454 | i 206,904.961 | i 1,841,454 | i 206,904.961 | ||||||||||||||||||
Subscriptions - Limited Partners |
i 89,741,721 | i 4,259,217.890 | i 99,016 | i 11,079.649 | i 89,840,737 | i 4,270,297.539 | ||||||||||||||||||
Redemptions - General Partner |
- | - | ( i 1,085,094 | ) | ( i 123,960.605 | ) | ( i 1,085,094 | ) | ( i 123,960.605 | ) | ||||||||||||||
Redemptions - Limited Partners |
( i 13,269,266 | ) | ( i 613,613.511 | ) | - | - | ( i 13,269,266 | ) | ( i 613,613.511 | ) | ||||||||||||||
Net income (loss) |
i 11,096,576 | - | i 124,904 | - | i 11,221,480 | - | ||||||||||||||||||
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Partners’ Capital, June 30, 2021 |
$ | i 148,114,524 | i 6,519,302.377 | $ | i 1,884,345 | i 195,560.883 | $ | i 149,998,869 | i 6,714,863.260 | |||||||||||||||
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Partners’ Capital, March 31, 2021 |
$ | i 145,421,410 | i 6,693,118.035 | $ | i 1,798,708 | i 195,560.883 | $ | i 147,220,118 | i 6,888,678.918 | |||||||||||||||
Redemptions - Limited Partners |
( i 3,952,643 | ) | ( i 173,815.658 | ) | - | - | ( i 3,952,643 | ) | ( i 173,815.658 | ) | ||||||||||||||
Net income (loss) |
i 6,645,757 | - | i 85,637 | - | i 6,731,394 | - | ||||||||||||||||||
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Partners’ Capital, June 30, 2021 |
$ | i 148,114,524 | i 6,519,302.377 | $ | i 1,884,345 | i 195,560.883 | $ | i 149,998,869 | i 6,714,863.260 | |||||||||||||||
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Class A |
Class Z |
Total | ||||||||||||||||||||||
Amount |
Units |
Amount |
Units |
Amount |
Units | |||||||||||||||||||
Partners’ Capital, December 31, 2021 |
$ | i 135,260,404 | i 6,086,081.989 | $ | i 1,650,258 | i 174,419.234 | $ | i 136,910,662 | i 6,260,501.223 | |||||||||||||||
Redemptions - Limited Partners |
( i 8,881,648 | ) | ( i 338,335.846 | ) | - | - | ( i 8,881,648 | ) | ( i 338,335.846 | ) | ||||||||||||||
Net income (loss) |
i 39,578,584 | - | i 501,422 | - | i 40,080,006 | - | ||||||||||||||||||
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Partners’ Capital, June 30, 2022 |
$ | i 165,957,340 | i 5,747,746.143 | $ | i 2,151,680 | i 174,419.234 | $ | i 168,109,020 | i 5,922,165.377 | |||||||||||||||
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Partners’ Capital, March 31, 2022 |
$ | i 155,756,368 | i 5,876,490.980 | $ | i 1,971,579 | i 174,419.234 | $ | i 157,727,947 | i 6,050,910.214 | |||||||||||||||
Redemptions - Limited Partners |
( i 3,666,081 | ) | ( i 128,744.837 | ) | - | - | ( i 3,666,081 | ) | ( i 128,744.837 | ) | ||||||||||||||
Net income (loss) |
i 13,867,053 | - | i 180,101 | - | i 14,047,154 | - | ||||||||||||||||||
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Partners’ Capital, June 30, 2022 |
$ | i 165,957,340 | i 5,747,746.143 | $ | i 2,151,680 | i 174,419.234 | $ | i 168,109,020 | i 5,922,165.377 | |||||||||||||||
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1. |
Organization: |
2. |
Basis of Presentation and Summary of Significant Accounting Policies: |
3. |
Financial Highlights: |
Three Months Ended June 30, |
Six Months Ended |
|||||||||||||||||||||||||||||||
2021 |
2022 |
2021 |
||||||||||||||||||||||||||||||
Class A |
Class Z |
Class A |
Class Z |
Class A |
Class Z |
Class A |
Class Z |
|||||||||||||||||||||||||
Per Unit Performance (for a unit outstanding throughout the period):* |
||||||||||||||||||||||||||||||||
Net realized and unrealized gains (losses) |
$ |
i 2.73 |
$ |
i 1.17 |
$ |
i 1.25 |
$ |
i 0.53 |
$ |
i 7.48 |
$ |
i 3.19 |
$ |
i 2.17 |
$ |
i 0.93 |
||||||||||||||||
Net investment loss |
( i 0.36) |
( i 0.13) |
( i 0.26) |
( i 0.09) |
( i 0.83) |
( i 0.31) |
( i 0.52) |
( i 0.19) |
||||||||||||||||||||||||
Increase (decrease) for the period |
i 2.37 |
i 1.04 |
i 0.99 |
i 0.44 |
i 6.65 |
i 2.88 |
i 1.65 |
i 0.74 |
||||||||||||||||||||||||
Net asset value per Unit, beginning of period |
i 26.50 |
i 11.30 |
i 21.73 |
i 9.20 |
i 22.22 |
i 9.46 |
i 21.07 |
i 8.90 |
||||||||||||||||||||||||
Net asset value per Unit, end of period |
$ |
i 28.87 |
$ |
i 12.34 |
$ |
i 22.72 |
$ |
i 9.64 |
$ |
i 28.87 |
$ |
i 12.34 |
$ |
i 22.72 |
$ |
i 9.64 |
||||||||||||||||
Three Months Ended June 30, |
Six Months Ended |
|||||||||||||||||||||||||||||||
2021 |
2022 |
2021 |
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Class A |
Class Z |
Class A |
Class Z |
Class A |
Class Z |
Class A |
Class Z |
|||||||||||||||||||||||||
Ratios to Average Limited Partners’ Capital: ** |
||||||||||||||||||||||||||||||||
Net investment loss *** |
( i 3.3) |
% |
( i 2.5) |
% |
( i 3.9) |
% |
( i 3.1) |
% |
( i 4.6) |
% |
( i 3.9) |
% |
( i 4.6) |
% |
( i 3.4) |
% | ||||||||||||||||
Operating expenses |
i 3.2 |
% |
i 2.4 |
% |
i 3.6 |
% |
i 2.8 |
% |
i 3.2 |
% |
i 2.5 |
% |
i 3.9 |
% |
i 2.8 |
% | ||||||||||||||||
Incentive fees |
i 0.6 |
% |
i 0.6 |
% |
i 0.3 |
% |
i 0.3 |
% |
i 1.7 |
% |
i 1.7 |
% |
i 0.7 |
% |
i 0.6 |
% | ||||||||||||||||
Total expenses |
i 3.8 |
% |
i 3.0 |
% |
i 3.9 |
% |
i 3.1 |
% |
i 4.9 |
% |
i 4.2 |
% |
i 4.6 |
% |
i 3.4 |
% | ||||||||||||||||
Total return: |
||||||||||||||||||||||||||||||||
Total return before incentive fees |
i 9.6 |
% |
i 9.8 |
% |
i 4.8 |
% |
i 5.0 |
% |
i 32.0 |
% |
i 32.5 |
% |
i 8.5 |
% |
i 9.0 |
% | ||||||||||||||||
Incentive fees |
( i 0.7) |
% |
( i 0.6) |
% |
( i 0.2) |
% |
( i 0.2) |
% |
( i 2.1) |
% |
( i 2.1) |
% |
( i 0.7) |
% |
( i 0.7) |
% | ||||||||||||||||
Total return after incentive fees |
i 8.9 |
% |
i 9.2 |
% |
i 4.6 |
% |
i 4.8 |
% |
i 29.9 |
% |
i 30.4 |
% |
i 7.8 |
% |
i 8.3 |
% | ||||||||||||||||
* | Net investment loss per Unit is calculated by dividing the interest income less total expenses by the average number of Units outstanding during the period. The net realized and unrealized gains (losses) per Unit is a balancing amount necessary to reconcile the change in net asset value per Unit with the other per unit information. |
** | Annualized (except for incentive fees). |
*** | Interest income less total expenses. |
4. |
Financial Instrument Risks: |
5. |
Trading Activities: |
Gross Amounts |
Amounts |
Gross Amounts Not Offset in the |
||||||||||||||||||||||
Offset in the |
Presented in the |
Statements of Financial Condition |
||||||||||||||||||||||
Gross |
Statements of |
Statements of |
Cash Collateral |
|||||||||||||||||||||
Amounts |
Financial |
Financial |
Financial |
Received/ |
||||||||||||||||||||
Recognized |
Condition |
Condition |
Instruments |
Pledged* |
Net Amount |
|||||||||||||||||||
Assets |
||||||||||||||||||||||||
Futures |
$ | i 2,366,423 | $ | ( i 2,366,423) | $ | i - | $ | i - | $ | i - | $ | i - | ||||||||||||
Forwards |
i 5,425,535 | ( i 3,888,517) | i 1,537,018 | i - | i - | i 1,537,018 | ||||||||||||||||||
Total assets |
$ | i 7,791,958 | $ | ( i 6,254,940) | $ | i 1,537,018 | $ | i - | $ | i - | $ | i 1,537,018 | ||||||||||||
Liabilities |
||||||||||||||||||||||||
Futures |
$ | ( i 3,801,463) | $ | i 2,366,423 | $ | ( i 1,435,040) | $ | i - | $ | i 1,435,040 | $ | i - | ||||||||||||
Forwards |
( i 3,888,517) | i 3,888,517 | i - | i - | i - | i - | ||||||||||||||||||
Total liabilities |
$ | ( i 7,689,980) | $ | i 6,254,940 | $ | ( i 1,435,040) | $ | i - | $ | i 1,435,040 | $ | i - | ||||||||||||
Net fair value |
$ | i 1,537,018 | * | |||||||||||||||||||||
Gross Amounts |
Amounts |
Gross Amounts Not Offset in the |
||||||||||||||||||||||
Offset in the |
Presented in the |
Statements of Financial Condition |
||||||||||||||||||||||
Gross |
Statements of |
Statements of |
Cash Collateral |
|||||||||||||||||||||
Amounts |
Financial |
Financial |
Financial |
Received/ |
||||||||||||||||||||
Recognized |
Condition |
Condition |
Instruments |
Pledged* |
Net Amount |
|||||||||||||||||||
Assets |
||||||||||||||||||||||||
Futures |
$ | i 2,679,698 | $ | ( i 1,950,628) | $ | i 729,070 | $ | - | $ | - | $ | i 729,070 | ||||||||||||
Forwards |
i 2,567,692 | ( i 2,567,692) | - | - | - | - | ||||||||||||||||||
Total assets |
$ | i 5,247,390 | $ | ( i 4,518,320) | $ | i 729,070 | $ | - | $ | - | $ | i 729,070 | ||||||||||||
Liabilities |
||||||||||||||||||||||||
Futures |
$ | ( i 1,950,628) | $ | i 1,950,628 | $ | - | $ | - | $ | - | $ | - | ||||||||||||
Forwards |
( i 2,988,862) | i 2,567,692 | ( i 421,170) | - | i 421,170 | - | ||||||||||||||||||
Total liabilities |
$ | ( i 4,939,490) | $ | i 4,518,320 | $ | ( i 421,170) | $ | - | $ | i 421,170 | $ | - | ||||||||||||
Net fair value |
$ | i 729,070 | * | |||||||||||||||||||||
* | In the event of default by the Partnership, MS&Co., the Partnership’s commodity futures broker and the sole counterparty to the Partnership’s non-exchange-traded contracts, as applicable, has the right to offset the Partnership’s obligation with the Partnership’s cash and/or U.S. Treasury bills held by MS&Co., thereby minimizing MS&Co.’s risk of loss. In certain instances, MS&Co. may not post collateral and as such, in the event of default by MS&Co., the Partnership is exposed to the amount shown in the Statements of Financial Condition. In the case of exchange-traded contracts, the Partnership’s exposure to counterparty risk may be reduced since the exchange’s clearinghouse interposes its credit between buyer and seller
and the clearinghouse’s guarantee funds may be available in the event of a default. In some instances, the actual collateral received and/or pledged may be more than the amount shown due to overcollateralization. |
Assets |
||||||||
Futures Contracts |
||||||||
Currencies |
$ | i 125,787 | ||||||
Energy |
i 35,990 | |||||||
Grains |
i 340,211 | |||||||
Indices |
i 703,194 | |||||||
Interest Rates U.S. |
i 251,617 | |||||||
Interest Rates Non-U.S. |
i 521,994 | |||||||
Livestock |
i 6,420 | |||||||
Metals |
i 194,175 | |||||||
Softs |
i 187,035 | |||||||
|
|
|||||||
Total unrealized appreciation on open futures contracts |
i 2,366,423 | |||||||
|
|
|||||||
Liabilities |
||||||||
Futures Contracts |
||||||||
Currencies |
( i 44,687) | |||||||
Energy |
( i 1,691,475) | |||||||
Grains |
( i 748,178) | |||||||
Indices |
( i 225,324) | |||||||
Interest Rates U.S. |
( i 275,015) | |||||||
Interest Rates Non-U.S. |
( i 466,670) | |||||||
Livestock |
( i 13,265) | |||||||
Metals |
( i 111,140) | |||||||
Softs |
( i 225,709) | |||||||
|
|
|||||||
Total unrealized depreciation on open futures contracts |
( i 3,801,463) | |||||||
|
|
|||||||
Net unrealized depreciation on open futures contracts |
$ | ( i 1,435,040) | * | |||||
|
|
|||||||
Assets |
||||||||
Forward Contracts |
||||||||
Currencies |
$ | i 4,221,351 | ||||||
Metals |
i 1,204,184 | |||||||
|
|
|||||||
Total unrealized appreciation on open forward contracts |
i 5,425,535 | |||||||
|
|
|||||||
Liabilities |
||||||||
Forward Contracts |
||||||||
Currencies |
( i 2,721,980) | |||||||
Metals |
( i 1,166,537) | |||||||
|
|
|||||||
Total unrealized depreciation on open forward contracts |
( i 3,888,517) | |||||||
|
|
|||||||
Net unrealized appreciation on open forward contracts |
$ | i 1,537,018 | ** | |||||
|
|
* | This amount is in “Net unrealized depreciation on open futures contracts” in the Statements of Financial Condition. |
** | This amount is in “Net unrealized appreciation on open forward contracts” in the Statements of Financial Condition. |
Assets |
||||
Futures Contracts |
||||
Currencies |
$ | i 27,947 | ||
Energy |
i 667,615 | |||
Grains |
i 277,755 | |||
Indices |
i 654,155 | |||
Interest Rates U.S. |
i 125,562 | |||
Interest Rates Non-U.S. |
i 699,662 | |||
Livestock |
i 16,490 | |||
Metals |
i 58,181 | |||
Softs |
i 152,331 | |||
|
|
|||
Total unrealized appreciation on open futures contracts |
i 2,679,698 | |||
|
|
|||
Liabilities |
||||
Futures Contracts |
||||
Currencies |
( i 193,626) | |||
Energy |
( i 116,177) | |||
Grains |
( i 157,556) | |||
Indices |
( i 486,810) | |||
Interest Rates U.S. |
( i 109,898) | |||
Interest Rates Non-U.S. |
( i 630,253) | |||
Livestock |
( i 4,910) | |||
Metals |
( i 149,920) | |||
Softs |
( i 101,478) | |||
|
|
|||
Total unrealized depreciation on open futures contracts |
( i 1,950,628) | |||
|
|
|||
Net unrealized appreciation on open futures contracts |
$ | i 729,070 | * | |
|
|
|||
Assets |
||||
Forward Contracts |
||||
Currencies |
$ | i 1,744,966 | ||
Metals |
i 822,726 | |||
|
|
|||
Total unrealized appreciation on open forward contracts |
i 2,567,692 | |||
|
|
|||
Liabilities |
||||
Forward Contracts |
||||
Currencies |
( i 2,224,046) | |||
Metals |
( i 764,816) | |||
|
|
|||
Total unrealized depreciation on open forward contracts |
( i 2,988,862) | |||
|
|
|||
Net unrealized depreciation on open forward contracts |
$ | ( i 421,170) | ** | |
|
|
* | This amount is in “Net unrealized appreciation on open futures contracts” in the Statements of Financial Condition. |
** | This amount is in “Net unrealized depreciation on open forward contracts” in the Statements of Financial Condition. |
Three Months Ended June 30, |
Six Months Ended June 30, |
|||||||||||||||||||||||
Sector |
2022 |
2021 |
2022 |
2021 |
||||||||||||||||||||
Currencies |
$ | i 6,250,932 | $ | ( i 1,314,583 | ) | $ | i 8,587,141 | $ | ( i 154,070 | ) | ||||||||||||||
Energy |
i 1,690,968 | i 4,392,408 | i 12,126,948 | i 6,070,227 | ||||||||||||||||||||
Grains |
( i 569,483 | ) | i 2,168,189 | i 1,541,027 | i 3,704,811 | |||||||||||||||||||
Indices |
( i 257,523 | ) | i 2,870,933 | i 37,617 | i 6,366,243 | |||||||||||||||||||
Interest Rates U.S. |
i 1,900,841 | ( i 1,708,045 | ) | i 2,937,115 | ( i 3,645,272 | ) | ||||||||||||||||||
Interest Rates Non-U.S. |
i 3,597,313 | ( i 1,297,364 | ) | i 4,823,544 | ( i 3,838,524 | ) | ||||||||||||||||||
Livestock |
( i 8,809 | ) | ( i 100,408 | ) | ( i 70,297 | ) | ( i 114,733 | ) | ||||||||||||||||
Metals |
( i 96,802 | ) | i 757,688 | i 1,811,821 | i 851,467 | |||||||||||||||||||
Softs |
( i 189,085 | ) | i 312,962 | i 357,048 | i 447,095 | |||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||
Total |
$ | i 12,318,352 | *** | $ | i 6,081,780 | *** | $ | i 32,151,964 | *** | $ | i 9,687,244 | *** | ||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
*** | This amount is in “Total trading results” in the Statements of Income and Expenses. |
6. |
Fair Value Measurements: |
Total |
Level 1 |
Level 2 |
Level 3 |
|||||||||||||||
Assets |
||||||||||||||||||
Futures |
$ | i 2,366,423 | $ | i 2,366,423 | $ | i - | $ | i - | ||||||||||
Forwards |
i 5,425,535 | i - | i 5,425,535 | i - | ||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||
Total assets |
$ | i 7,791,958 | $ | i 2,366,423 | $ | i 5,425,535 | $ | i - | ||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||
Liabilities |
||||||||||||||||||
Futures |
$ | i 3,801,463 | $ | i 3,801,463 | $ | i - | $ | i - | ||||||||||
Forwards |
i 3,888,517 | i - | i 3,888,517 | i - | ||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||
Total liabilities |
$ | i 7,689,980 | $ | i 3,801,463 | $ | i 3,888,517 | $ | i - | ||||||||||
|
|
|
|
|
|
|
|
|
|
|
Total |
Level 1 |
Level 2 |
Level 3 |
|||||||||||||||
Assets |
||||||||||||||||||
Futures |
$ | i 2,679,698 | $ | i 2,679,698 | $ | i - | $ | i - | ||||||||||
Forwards |
i 2,567,692 | i - | i 2,567,692 | i - | ||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||
Total assets |
$ | i 5,247,390 | $ | i 2,679,698 | $ | i 2,567,692 | $ | i - | ||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||
Liabilities |
||||||||||||||||||
Futures |
$ | i 1,950,628 | $ | i 1,950,628 | $ | i - | $ | i - | ||||||||||
Forwards |
i 2,988,862 | i - | i 2,988,862 | i - | ||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||
Total liabilities |
$ | i 4,939,490 | $ | i 1,950,628 | $ | i 2,988,862 | $ | i - |
||||||||||
|
|
|
|
|
|
|
|
|
|
|
7. |
Investment in the Trading Company: |
Total Assets |
Total Liabilities |
Total Capital |
||||||||||
CMF Winton |
$ | i 52,262,514 | $ | i 449,513 | $ | i 51,813,001 |
Total Assets |
Total Liabilities |
Total Capital |
||||||||||
CMF Winton |
$ | i 41,512,628 | $ | i 194,879 | $ | i 41,317,749 |
For the three months ended June 30, 2022 | ||||||||||||
Net Investment Income (Loss) |
Total Trading Results |
Net Income (Loss) |
||||||||||
CMF Winton |
$ | i 13,429 | $ | i 3,841,891 | $ | i 3,855,320 |
For the six months ended June 30, 2022 | ||||||||||||
Net Investment Income (Loss) |
Total Trading Results |
Net Income (Loss) |
||||||||||
CMF Winton |
$ | ( i 42,275 | ) | $ | i 12,873,897 | $ | i 12,831,622 |
For the three months ended June 30, 2021 | ||||||||||||
Net Investment Income (Loss) |
Total Trading Results |
Net Income (Loss) |
||||||||||
CMF Winton |
$ | ( i 41,858 | ) | $ | i 2,380,502 | $ | i 2,338,644 |
For the six months ended June 30, 2021 | ||||||||||||
Net Investment Income (Loss) |
Total Trading Results |
Net Income (Loss) |
||||||||||
CMF Winton |
$ | ( i 88,979 | ) | $ | i 5,104,025 | $ | i 5,015,046 |
For the three months ended June 30, 2022 |
||||||||||||||||||||||||||||
% of |
Expenses |
Net |
||||||||||||||||||||||||||
Partners’ |
Fair |
Income |
Clearing |
Professional |
Income |
Investment |
Redemptions | |||||||||||||||||||||
Funds |
Capital |
Value |
(Loss) |
Fees |
Fees |
(Loss) |
Objective |
Permitted | ||||||||||||||||||||
CMF Winton |
i 30.84 | % | $ | i 51,843,392 | $ | i 3,897,530 | $ | i 25,209 | $ | i 17,001 | $ | i 3,855,320 | Commodity Portfolio | Monthly |
For the six months ended June 30, 2022 |
||||||||||||||||||||||||||||
% of |
Expenses |
Net |
||||||||||||||||||||||||||
Partners’ |
Fair |
Income |
Clearing |
Professional |
Income |
Investment |
Redemptions | |||||||||||||||||||||
Funds |
Capital |
Value |
(Loss) |
Fees |
Fees |
(Loss) |
Objective |
Permitted | ||||||||||||||||||||
CMF Winton |
i 30.84 | % | $ | i 51,843,392 | $ | i 12,936,404 | $ | i 70,781 | $ | i 34,001 | $ | i 12,831,622 | Commodity Portfolio | Monthly |
For the three months ended June 30, 2021 |
||||||||||||||||||||||||||||
% of |
Expenses |
Net |
||||||||||||||||||||||||||
Partners’ |
Fair |
Income |
Clearing |
Professional |
Income |
Investment |
Redemptions | |||||||||||||||||||||
Funds |
Capital |
Value |
(Loss) |
Fees |
Fees |
(Loss) |
Objective |
Permitted | ||||||||||||||||||||
CMF Winton (a) |
i 30.18 | % | $ | i 41,318,675 | $ | i 2,382,097 | $ | i 36,343 | $ | i 7,110 | $ | i 2,338,644 | Commodity Portfolio | Monthly |
For the six months ended June 30, 2021 |
||||||||||||||||||||||||||||
% of |
Expenses |
Net |
||||||||||||||||||||||||||
Partners’ |
Fair |
Income |
Clearing |
Professional |
Income |
Investment |
Redemptions | |||||||||||||||||||||
Funds |
Capital |
Value |
(Loss) |
Fees |
Fees |
(Loss) |
Objective |
Permitted | ||||||||||||||||||||
CMF Winton (a) |
i 30.18 | % | $ | i 41,318,675 | $ | i 5,109,706 | $ | i 74,263 | $ | i 20,397 | $ | i 5,015,046 | Commodity Portfolio | Monthly |
(a) |
On January 1, 2021, the Partnership invested into CMF Winton. |
8. |
Subsequent Events: |
(percentage of |
(percentage of |
|||||||||||||||
Advisor |
Partners’ Capital) |
Partners’ Capital) |
||||||||||||||
Campbell |
$ | 37,950,853 | 23% | $ | 33,064,397 | 21% | ||||||||||
EMC |
14,262,490 | 8% | 12,985,543 | 8% | ||||||||||||
Graham |
51,124,592 | 30% | 47,672,295 | 30% | ||||||||||||
WCM |
51,882,904 | 31% | 51,658,715 | 33% | ||||||||||||
Unallocated |
12,888,181 | 8% | 12,346,997 | 8% |
% of Total |
||||||||||||
Market Sector |
Value at Risk |
Capitalization |
||||||||||
Currencies |
$ | 6,467,358 | 3.85 | % | ||||||||
Energy |
2,222,725 | 1.32 | ||||||||||
Grains |
793,945 | 0.47 | ||||||||||
Indices |
3,517,930 | 2.09 | ||||||||||
Interest Rates U.S. |
963,375 | 0.57 | ||||||||||
Interest Rates Non-U.S. |
1,496,371 | 0.89 | ||||||||||
Livestock |
167,475 | 0.10 | ||||||||||
Metals |
1,974,661 | 1.18 | ||||||||||
Softs |
792,932 | 0.47 | ||||||||||
|
|
|
|
|||||||||
Total |
$ | 18,396,772 | 10.94 | % | ||||||||
|
|
|
|
% of Total |
||||||||||||
Market Sector |
Value at Risk |
Capitalization |
||||||||||
Currencies |
$ | 9,938,577 | 7.26 | % | ||||||||
Energy |
1,962,300 | 1.43 | ||||||||||
Grains |
895,075 | 0.65 | ||||||||||
Indices |
5,607,494 | 4.10 | ||||||||||
Interest Rates U.S. |
880,975 | 0.64 | ||||||||||
Interest Rates Non-U.S. |
1,964,317 | 1.43 | ||||||||||
Livestock |
107,098 | 0.08 | ||||||||||
Metals |
1,612,016 | 1.18 | ||||||||||
Softs |
1,148,256 | 0.84 | ||||||||||
|
|
|
|
|||||||||
Total |
$ |
24,116,108 |
17.61 |
% | ||||||||
|
|
|
|
| ||||||||||||||||||||
Three Months Ended June 30, 2022 |
||||||||||||||||||||
Market Sector |
Value at Risk |
% of Total Capitalization |
High Value at Risk |
Low Value at Risk |
Average Value at Risk* |
|||||||||||||||
Currencies |
$ | 4,668,415 | 2.78 | % | $ | 6,860,344 | $ | 482,032 | $ | 4,504,697 | ||||||||||
Energy |
1,719,860 | 1.02 | 1,900,943 | - | 1,449,394 | |||||||||||||||
Grains |
644,641 | 0.38 | 1,279,618 | 644,641 | 954,445 | |||||||||||||||
Indices |
2,689,419 | 1.60 | 3,298,082 | 693,739 | 2,515,726 | |||||||||||||||
Interest Rates U.S. |
647,262 | 0.38 | 1,163,845 | 506,132 | 768,994 | |||||||||||||||
Interest Rates Non-U.S. |
1,021,990 | 0.61 | 2,072,616 | 677,182 | 1,362,081 | |||||||||||||||
Livestock |
46,860 | 0.03 | 66,385 | 4,180 | 40,916 | |||||||||||||||
Metals |
1,356,259 | 0.81 | 1,356,259 | - | 712,323 | |||||||||||||||
Softs |
540,843 | 0.32 | 777,509 | 443,573 | 585,139 | |||||||||||||||
|
|
|
|
|||||||||||||||||
Total |
$ |
13,335,549 |
7.93 |
% |
||||||||||||||||
|
|
|
|
* | Average of daily Values at Risk. |
| ||||||||||||||||||||
Twelve Months Ended December 31, 2021 |
||||||||||||||||||||
Market Sector |
Value at Risk |
% of Total Capitalization |
High Value at Risk |
Low Value at Risk |
Average Value at Risk* |
|||||||||||||||
Currencies |
$ | 8,317,348 | 6.08 | % | $ | 13,635,401 | $ | 4,566,053 | $ | 8,999,297 | ||||||||||
Energy |
1,593,108 | 1.16 | 2,835,997 | 626,844 | 1,922,632 | |||||||||||||||
Grains |
665,748 | 0.49 | 1,484,057 | 432,300 | 834,033 | |||||||||||||||
Indices |
4,644,663 | 3.39 | 8,845,039 | 3,501,465 | 5,836,564 | |||||||||||||||
Interest Rates U.S. |
771,654 | 0.56 | 2,046,828 | 321,052 | 933,536 | |||||||||||||||
Interest Rates Non-U.S. |
1,713,543 | 1.25 | 4,518,263 | 1,198,940 | 2,403,480 | |||||||||||||||
Livestock |
39,970 | 0.03 | 172,920 | - | 56,817 | |||||||||||||||
Metals |
1,196,578 | 0.88 | 2,352,311 | 750,206 | 1,413,570 | |||||||||||||||
Softs |
807,669 | 0.59 | 1,163,097 | 145,390 | 675,120 | |||||||||||||||
|
|
|
|
|||||||||||||||||
Total |
$ |
19,750,281 |
14.43 |
% |
||||||||||||||||
|
|
|
|
* | Annual average of daily Values at Risk. |
Three Months Ended June 30, 2022 |
||||||||||||||||||||
Market Sector |
Value at Risk |
% of Total Capitalization |
High Value at Risk |
Low Value at Risk |
Average Value at Risk* |
|||||||||||||||
Currencies |
$ | 1,798,943 | 3.47 | % | $ | 2,446,867 | $ | 1,479,992 | $ | 2,047,067 | ||||||||||
Energy |
502,865 | 0.97 | 658,739 | - | 568,427 | |||||||||||||||
Grains |
149,304 | 0.29 | 403,507 | 149,304 | 275,501 | |||||||||||||||
Indices |
828,511 | 1.60 | 885,347 | 237,224 | 656,608 | |||||||||||||||
Interest Rates U.S. |
316,113 | 0.61 | 323,070 | 220,427 | 263,225 | |||||||||||||||
Interest Rates Non-U.S. |
474,381 | 0.92 | 539,879 | 330,458 | 476,849 | |||||||||||||||
Livestock |
120,615 | 0.23 | 120,615 | 30,333 | 73,258 | |||||||||||||||
Metals |
618,402 | 1.19 | 618,402 | - | 431,194 | |||||||||||||||
Softs |
252,089 | 0.49 | 316,675 | 230,733 | 269,113 | |||||||||||||||
|
|
|
|
|||||||||||||||||
Total |
$ |
5,061,223 |
9.77 |
% |
||||||||||||||||
|
|
|
|
* | Average of daily Values at Risk. |
Twelve Months Ended December 31, 2021 |
||||||||||||||||||||
Market Sector |
Value at Risk |
% of Total Capitalization |
High Value at Risk |
Low Value at Risk |
Average Value at Risk* |
|||||||||||||||
Currencies |
$ | 1,621,229 | 3.92 | % | $ | 3,262,014 | $ | 1,100,239 | $ | 1,624,292 | ||||||||||
Energy |
369,192 | 0.89 | 887,874 | 206,987 | 605,441 | |||||||||||||||
Grains |
229,327 | 0.56 | 559,815 | 74,101 | 239,339 | |||||||||||||||
Indices |
962,831 | 2.33 | 1,386,812 | 657,048 | 921,128 | |||||||||||||||
Interest Rates U.S. |
109,321 | 0.27 | 323,621 | 18,802 | 152,556 | |||||||||||||||
Interest Rates Non-U.S. |
250,774 | 0.61 | 887,489 | 172,632 | 402,042 | |||||||||||||||
Livestock |
67,128 | 0.16 | 189,970 | 38,473 | 123,981 | |||||||||||||||
Metals |
415,438 | 1.01 | 735,993 | 297,131 | 441,668 | |||||||||||||||
Softs |
340,587 | 0.82 | 517,670 | 182,078 | 308,123 | |||||||||||||||
|
|
|
|
|||||||||||||||||
Total |
$ |
4,365,827 |
10.57 |
% |
||||||||||||||||
|
|
|
|
* | Annual average of daily Values at Risk. |
· |
pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the Partnership; |
· |
provide reasonable assurance that (i) transactions are recorded as necessary to permit preparation of financial statements in accordance with GAAP, and (ii) the Partnership’s receipts are handled and expenditures are made only pursuant to authorizations of the General Partner; and |
· |
provide reasonable assurance regarding prevention or timely detection and correction of unauthorized acquisition, use or disposition of the Partnership’s assets that could have a material effect on the financial statements. |
Period |
Class A (a) Total Number of Units Purchased* |
Class A (b) Average Price Paid per Unit** |
(c) Total Number of Units Purchased as Part of Publicly Announced Plans or Programs |
(d) Maximum Number (or Approximate Dollar Value) of Units that May Yet Be Purchased Under the Plans or Programs |
||||||||||||
72,562.913 | $ | 28.41 | N/A | N/A | ||||||||||||
24,171.500 | $ | 28.15 | N/A | N/A | ||||||||||||
32,010.424 | $ | 28.87 | N/A | N/A | ||||||||||||
128,744.837 | $ | 28.48 |
CERES CLASSIC L.P. | ||
By: | Ceres Managed Futures LLC | |
(General Partner) | ||
By: | /s/ Patrick T. Egan | |
Patrick T. Egan | ||
President and Director | ||
Date: August 11, 2022 | ||
By: | /s/ Brooke Lambert | |
Brooke Lambert | ||
Chief Financial Officer | ||
(Principal Accounting Officer) | ||
Date: August 11, 2022 |
This ‘10-Q’ Filing | Date | Other Filings | ||
---|---|---|---|---|
Filed on: | 8/11/22 | |||
7/31/22 | ||||
7/15/22 | ||||
For Period end: | 6/30/22 | 8-K | ||
6/1/22 | ||||
5/31/22 | ||||
5/1/22 | ||||
4/30/22 | ||||
4/1/22 | ||||
3/31/22 | 10-Q | |||
2/24/22 | ||||
2/22/22 | ||||
12/31/21 | 10-K | |||
11/4/21 | ||||
10/13/21 | ||||
6/30/21 | 10-Q | |||
4/16/21 | ||||
3/31/21 | 10-Q | |||
3/22/21 | ||||
1/1/21 | 8-K | |||
12/31/20 | 10-K | |||
9/30/20 | 10-Q | |||
6/16/20 | ||||
12/25/19 | ||||
12/15/19 | ||||
8/29/19 | ||||
6/13/19 | ||||
5/23/19 | ||||
4/24/19 | ||||
3/25/19 | ||||
9/27/18 | ||||
7/17/18 | ||||
7/13/18 | ||||
6/26/18 | ||||
6/1/18 | ||||
2/22/18 | ||||
11/17/17 | ||||
11/2/17 | ||||
9/28/17 | ||||
8/11/16 | 10-Q | |||
4/1/16 | ||||
3/17/16 | ||||
1/1/16 | 8-K | |||
5/19/15 | ||||
10/29/14 | ||||
7/16/14 | 8-K | |||
11/25/13 | ||||
5/17/13 | ||||
5/3/13 | ||||
6/29/12 | ||||
1/1/12 | ||||
6/1/11 | ||||
4/20/11 | ||||
4/8/11 | ||||
10/15/10 | ||||
7/15/10 | ||||
8/18/09 | ||||
1/1/09 | ||||
List all Filings |