BlackRock Global Horizons I L.P. | 2013 | FY | 3


The fair value of the Partnership’s futures, forwards and options contracts by type that are presented as Net unrealized profit (loss) / market value on open contracts / options in the Consolidated Statements of Financial Condition as of December 31, 2013 are as follows:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Long Positions

 

Long Positions
Unrealized

 

 

 

Short Positions

 

Short Positions
Unrealized

 

 

 

Net Unrealized Profit (Loss)

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Profit (Loss)/

 

Percent of

 

Number

 

Gross Unrealized

 

Profit (Loss)/

 

Percent of

 

Market Value on Open

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Market Value

 

Net Assets

 

of Contracts

 

Gains

 

Losses

 

Market Value

 

Net Assets

 

Contracts/Options

 

Net Assets

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

133

 

$

15,035

 

$

(97,886

)

$

(82,851

)

-0.06

%

(150

)

$

153,565

 

$

(22,043

)

$

131,522

 

0.10

%

$

48,671

 

0.04

%

January 14 - December 14

 

Currencies

 

214

 

97,977

 

(40,224

)

57,753

 

0.04

%

(95

)

158,091

 

(4,433

)

153,658

 

0.12

%

211,411

 

0.16

%

March 14

 

Energy

 

56

 

40,183

 

(26,367

)

13,816

 

0.01

%

(5

)

 

(9,488

)

(9,488

)

-0.01

%

4,328

 

0.00

%

January 14 - April 14

 

Interest rates

 

1,284

 

47,047

 

(223,537

)

(176,490

)

-0.13

%

(362

)

45,288

 

(15,569

)

29,719

 

0.02

%

(146,771

)

-0.11

%

January 14 - September 16

 

Metals

 

346

 

800,800

 

(211,988

)

588,812

 

0.45

%

(331

)

227,723

 

(737,914

)

(510,191

)

-0.39

%

78,621

 

0.06

%

January 14 - April 14

 

Stock indices

 

495

 

970,818

 

(1,787

)

969,031

 

0.73

%

(96

)

200

 

(11,777

)

(11,577

)

-0.01

%

957,454

 

0.72

%

January 14 - March 14

 

Subtotal

 

2,528

 

1,971,860

 

(601,789

)

1,370,071

 

1.04

%

(1,039

)

584,867

 

(801,224

)

(216,357

)

-0.17

%

1,153,714

 

0.87

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Forwards

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currencies

 

 

 

156,904

 

(116,121

)

40,783

 

0.03

%

 

 

179,807

 

(303,256

)

(123,449

)

-0.09

%

(82,666

)

-0.06

%

January 14 - May 14

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Options

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currencies

 

 

172,223

 

 

172,223

 

0.13

%

 

 

(122,974

)

(122,974

)

-0.09

%

49,249

 

0.04

%

January 14

 

Energy

 

15

 

11,100

 

 

11,100

 

0.01

%

(75

)

 

(37,650

)

(37,650

)

-0.03

%

(26,550

)

-0.02

%

January 14

 

Interest rates

 

465

 

406,734

 

 

406,734

 

0.31

%

(1,935

)

 

(733,359

)

(733,359

)

-0.56

%

(326,625

)

-0.25

%

January 14

 

Stock indices

 

 

 

 

 

0.00

%

(333

)

 

(262,470

)

(262,470

)

-0.20

%

(262,470

)

-0.20

%

January 14 - March 14

 

Subtotal

 

480

 

590,057

 

 

590,057

 

0.45

%

(2,343

)

 

(1,156,453

)

(1,156,453

)

-0.88

%

(566,396

)

-0.43

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

3,008

 

$

2,718,821

 

$

(717,910

)

$

2,000,911

 

1.52

%

(3,382

)

$

764,674

 

$

(2,260,933

)

$

(1,496,259

)

-1.14

%

$

504,652

 

0.38

%

 

 

 

 The fair value of the Partnership’s futures, forwards and options contracts by type that are presented as Net unrealized profit (loss) / market value on open contracts / options in the Consolidated Statements of Financial Condition as of December 31, 2012 are as follows:

 

 

 

 

 

 

 

 

 

Long Positions

 

 

 

 

 

 

 

 

 

Short Positions

 

 

 

 

 

 

 

 

 

 

 

Long Positions

 

Unrealized

 

 

 

Short Positions

 

Unrealized

 

 

 

Net Unrealized Profit (Loss)

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Profit (Loss)/

 

Percent of

 

Number

 

Gross Unrealized

 

Profit (Loss)/

 

Percent of

 

Market Value on Open

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Market Value

 

Net Assets

 

of Contracts

 

Gains

 

Losses

 

Market Value

 

Net Assets

 

Contracts/Options

 

Net Assets

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

227

 

$

30,992

 

$

(210,917

)

$

(179,925

)

-0.07

%

(191

)

$

137,576

 

$

(47,215

)

$

90,361

 

0.04

%

$

(89,564

)

-0.03

%

January 13 - December 13

 

Currencies

 

671

 

166,846

 

(485,889

)

(319,043

)

-0.12

%

(146

)

552,029

 

(8,725

)

543,304

 

0.21

%

224,261

 

0.09

%

January 13 - March 13

 

Energy

 

513

 

364,585

 

(120,408

)

244,177

 

0.09

%

(413

)

209,763

 

(292,975

)

(83,212

)

-0.03

%

160,965

 

0.06

%

January 13 - December 13

 

Interest rates

 

3,850

 

553,893

 

(218,013

)

335,880

 

0.13

%

(209

)

8,275

 

(74,463

)

(66,188

)

-0.03

%

269,692

 

0.10

%

January 13 - March 16

 

Metals

 

1,042

 

2,081,342

 

(671,087

)

1,410,255

 

0.54

%

(949

)

321,773

 

(2,229,051

)

(1,907,278

)

-0.73

%

(497,023

)

-0.19

%

January 13 - March 14

 

Stock indices

 

1,219

 

655,637

 

(328,838

)

326,799

 

0.12

%

(90

)

21,870

 

(195

)

21,675

 

0.01

%

348,474

 

0.13

%

January 13 - December 13

 

Subtotal

 

7,522

 

3,853,295

 

(2,035,152

)

1,818,143

 

0.69

%

(1,998

)

1,251,286

 

(2,652,624

)

(1,401,338

)

-0.53

%

416,805

 

0.16

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Forwards

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currencies

 

 

 

355,855

 

(287,104

)

68,751

 

0.03

%

 

 

604,032

 

(2,745,213

)

(2,141,181

)

-0.82

%

(2,072,430

)

-0.79

%

January 13 - September 13

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Options

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currencies

 

 

2,200

 

 

2,200

 

0.00

%

 

 

(203,826

)

(203,826

)

-0.08

%

(201,626

)

-0.08

%

January 13

 

Energy

 

33

 

4,840

 

 

4,840

 

0.00

%

(33

)

 

(32,670

)

(32,670

)

-0.01

%

(27,830

)

-0.01

%

January 13 - February 13

 

Interest rates

 

110

 

47,438

 

 

47,438

 

0.02

%

(407

)

 

(108,625

)

(108,625

)

-0.04

%

(61,187

)

-0.02

%

January 13 - February 13

 

Metals

 

79

 

254,000

 

 

254,000

 

0.10

%

 

 

 

 

0.00

%

254,000

 

0.10

%

January 13 - November 13

 

Stock indices

 

44

 

75,350

 

 

75,350

 

0.03

%

(88

)

 

(68,200

)

(68,200

)

-0.03

%

7,150

 

0.00

%

January 13

 

Subtotal

 

266

 

383,828

 

 

383,828

 

0.15

%

(528

)

 

(413,321

)

(413,321

)

-0.16

%

(29,493

)

-0.01

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

7,788

 

$

4,592,978

 

$

(2,322,256

)

$

2,270,722

 

0.87

%

(2,526

)

$

1,855,318

 

$

(5,811,158

)

$

(3,955,840

)

-1.51

%

$

(1,685,118

)

-0.64

%

 

 

 


us-gaap:UnrealizedGainLossOnInvestmentsTableTextBlock

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:

 

Alamo Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

134

 

$

20,100

 

$

(90,318

)

$

(70,218

)

-0.66

%

(443

)

$

267,788

 

$

(65,870

)

$

201,918

 

1.90

%

$

131,700

 

1.24

%

February 14 - March 14

 

Currencies

 

113

 

108,074

 

(16,612

)

91,462

 

0.86

%

(88

)

75,461

 

(5,051

)

70,410

 

0.66

%

161,872

 

1.52

%

March 14

 

Interest rates

 

69

 

 

(34,882

)

(34,882

)

-0.32

%

(41

)

 

(45,469

)

(45,469

)

-0.43

%

(80,351

)

-0.75

%

March 14 - June 14

 

Metals

 

12

 

4,108

 

(30,693

)

(26,585

)

-0.25

%

(61

)

 

(87,082

)

(87,082

)

-0.82

%

(113,667

)

-1.07

%

January 14 - April 14

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

328

 

$

132,282

 

$

(172,505

)

$

(40,223

)

-0.37

%

(633

)

$

343,249

 

$

(203,472

)

$

139,777

 

1.31

%

$

99,554

 

0.94

%

 

 

 

 The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:

 

Alamo Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

53

 

$

41,903

 

$

 

$

41,903

 

0.18

%

(247

)

$

192,660

 

$

(95,359

)

$

97,301

 

0.42

%

$

139,204

 

0.60

%

March 13

 

Currencies

 

215

 

76,513

 

(174,782

)

(98,269

)

-0.43

%

(56

)

259,056

 

 

259,056

 

1.13

%

160,787

 

0.70

%

March 13

 

Energy

 

9

 

13,066

 

(12,524

)

542

 

0.00

%

 

 

 

 

0.00

%

542

 

0.00

%

February 13

 

Interest rates

 

275

 

1,880

 

(39,810

)

(37,930

)

-0.16

%

 

 

 

 

0.00

%

(37,930

)

-0.16

%

March 13 - June 13

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

552

 

$

133,362

 

$

(227,116

)

$

(93,754

)

-0.41

%

(303

)

$

451,716

 

$

(95,359

)

$

356,357

 

1.55

%

$

262,603

 

1.14

%

 

 


us-gaap:UnrealizedGainLossOnInvestmentsTableTextBlock

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:

 

Breakout Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

80

 

$

76,560

 

$

(8,688

)

$

67,872

 

0.53

%

(80

)

$

108,725

 

$

 

$

108,725

 

0.85

%

$

176,597

 

1.38

%

February 14 - March 14

 

Currencies

 

139

 

132,914

 

(21,575

)

111,339

 

0.87

%

(151

)

96,275

 

(27,890

)

68,385

 

0.54

%

179,724

 

1.41

%

March 14

 

Energy

 

32

 

59,320

 

(7,526

)

51,794

 

0.41

%

(9

)

 

(8,130

)

(8,130

)

-0.07

%

43,664

 

0.34

%

January 14 - March 14

 

Interest rates

 

55

 

1,443

 

(67,135

)

(65,692

)

-0.51

%

(173

)

17,274

 

(58,186

)

(40,912

)

-0.33

%

(106,604

)

-0.84

%

March 14 - June 14

 

Metals

 

103

 

46,081

 

(133,491

)

(87,410

)

-0.69

%

(118

)

85,961

 

(107,526

)

(21,565

)

-0.16

%

(108,975

)

-0.85

%

January 14 - March 14

 

Stock indices

 

196

 

355,451

 

(100

)

355,351

 

2.79

%

 

 

 

 

0.00

%

355,351

 

2.79

%

January 14 - March 14

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

605

 

$

671,769

 

$

(238,515

)

$

433,254

 

3.40

%

(531

)

$

308,235

 

$

(201,732

)

$

106,503

 

0.83

%

$

539,757

 

4.23

%

 

 

 

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:

 

 

Breakout Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

 

$

 

$

 

$

 

0.00

%

(264

)

$

337,925

 

$

 

$

337,925

 

0.86

%

$

337,925

 

0.86

%

March 13

 

Currencies

 

968

 

729,065

 

(307,440

)

421,625

 

1.07

%

(183

)

365,402

 

 

365,402

 

0.93

%

787,027

 

2.00

%

March 13

 

Energy

 

15

 

 

(9,341

)

(9,341

)

-0.02

%

(80

)

53,800

 

(225,120

)

(171,320

)

-0.44

%

(180,661

)

-0.46

%

January 13 - March 13

 

Interest rates

 

553

 

206,994

 

(238,994

)

(32,000

)

-0.08

%

 

 

 

 

0.00

%

(32,000

)

-0.08

%

March 13 - June 13

 

Metals

 

158

 

 

(266,278

)

(266,278

)

-0.68

%

(103

)

 

(335,677

)

(335,677

)

-0.85

%

(601,955

)

-1.53

%

February 13 - March 13

 

Stock indices

 

444

 

756,597

 

(24,843

)

731,754

 

1.86

%

 

 

 

 

0.00

%

731,754

 

1.86

%

January 13 - March 13

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

2,138

 

$

1,692,656

 

$

(846,896

)

$

845,760

 

2.15

%

(630

)

$

757,127

 

$

(560,797

)

$

196,330

 

0.50

%

$

1,042,090

 

2.65

%

 

 


us-gaap:UnrealizedGainLossOnInvestmentsTableTextBlock

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:

 

Cambridge Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

5

 

$

 

$

(5,123

)

$

(5,123

)

-0.04

%

(29

)

$

18,939

 

$

(5,044

)

$

13,895

 

0.11

$

8,772

 

0.07

January 14 - March 14

 

Currencies

 

10

 

4,738

 

(1,310

)

3,428

 

0.03

%

(14

)

16,174

 

(148

)

16,026

 

0.13

%

19,454

 

0.16

%

March 14

 

Energy

 

10

 

4,432

 

(4,530

)

(98

)

0.00

%

 

 

 

 

0.00

%

(98

)

0.00

%

January 14 - February 14

 

Interest rates

 

123

 

634

 

(43,996

)

(43,362

)

-0.34

%

(36

)

18,532

 

(54

)

18,478

 

0.14

%

(24,884

)

-0.20

%

January 14 - June 17

 

Metals

 

122

 

176,112

 

(63,429

)

112,683

 

0.88

%

(130

)

80,170

 

(240,552

)

(160,382

)

-1.26

%

(47,699

)

-0.38

%

January 14 - April 14

 

Stock indices

 

66

 

187,099

 

 

187,099

 

1.47

%

(1

)

550

 

 

550

 

0.00

%

187,649

 

1.47

%

January 14 - March 14

 

Subtotal

 

336

 

373,015

 

(118,388

)

254,627

 

2.00

%

(210

)

134,365

 

(245,798

)

(111,433

)

-0.88

%

143,194

 

1.12

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Forwards

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currencies

 

 

 

244,177

 

(132,514

)

111,663

 

0.87

%

 

 

168,866

 

(185,244

)

(16,378

)

-0.12

%

95,285

 

0.75

%

March 14

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

336

 

$

617,192

 

$

(250,902

)

$

366,290

 

2.87

%

(210

)

$

303,231

 

$

(431,042

)

$

(127,811

)

-1.00

%

$

238,479

 

1.87

%

 

 

 

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:

 

Cambridge Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

95

 

$

1,398

 

$

(159,683

)

$

(158,285

)

-0.38

%

(211

)

$

159,461

 

$

(49,206

)

$

110,255

 

0.27

%

$

(48,030

)

-0.11

%

February 13 - May 13

 

Currencies

 

251

 

21,950

 

(195,816

)

(173,866

)

-0.43

%

(60

)

115,239

 

(12,222

)

103,017

 

0.25

%

(70,849

)

-0.18

%

March 13

 

Energy

 

333

 

988,215

 

(17,519

)

970,696

 

2.37

%

(275

)

23,595

 

(668,170

)

(644,575

)

-1.58

%

326,121

 

0.79

%

January 13 - March 13

 

Interest rates

 

4,585

 

272,084

 

(392,660

)

(120,576

)

-0.29

%

(309

)

13,922

 

(8,114

)

5,808

 

0.01

%

(114,768

)

-0.28

%

January 13 - December 14

 

Metals

 

179

 

130,109

 

(110,636

)

19,473

 

0.05

%

(238

)

120,327

 

(521,274

)

(400,947

)

-0.98

%

(381,474

)

-0.93

%

January 13 - April 13

 

Stock indices

 

926

 

253,558

 

(396,736

)

(143,178

)

-0.35

%

(16

)

2,200

 

(11,350

)

(9,150

)

-0.02

%

(152,328

)

-0.37

%

January 13 - March 13

 

Subtotal

 

6,369

 

1,667,314

 

(1,273,050

)

394,264

 

0.97

%

(1,109

)

434,744

 

(1,270,336

)

(835,592

)

-2.05

%

(441,328

)

-1.08

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Forwards

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currencies

 

 

 

1,626,302

 

(815,193

)

811,109

 

1.98

%

 

 

1,137,882

 

(1,682,707

)

(544,825

)

-1.33

%

266,284

 

0.65

%

March 13

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

6,369

 

$

3,293,616

 

$

(2,088,243

)

$

1,205,373

 

2.95

%

(1,109

)

$

1,572,626

 

$

(2,953,043

)

$

(1,380,417

)

-3.38

%

$

(175,044

)

-0.43

%

 

 


us-gaap:UnrealizedGainLossOnInvestmentsTableTextBlock

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:

 

Quaker Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

117

 

$

87,920

 

$

(66,517

)

$

21,403

 

0.10

%

(225

)

$

320,545

 

$

(15,173

)

$

305,372

 

1.38

$

326,775

 

1.48

February 14 - March 14

 

Energy

 

76

 

59,337

 

(41,925

)

17,412

 

0.08

%

(10

)

7,370

 

(9,496

)

(2,126

)

-0.01

%

15,286

 

0.07

%

January 14 - February 14

 

Interest rates

 

846

 

1,726

 

(911,303

)

(909,577

)

-4.12

%

(674

)

473,078

 

(122,305

)

350,773

 

1.59

%

(558,804

)

-2.53

%

January 14 - December 14

 

Metals

 

 

 

 

 

0.00

%

(31

)

49,220

 

(7,760

)

41,460

 

0.19

%

41,460

 

0.19

%

February 14 - April 14

 

Stock indices

 

240

 

696,785

 

 

696,785

 

3.16

%

(76

)

 

(175,963

)

(175,963

)

-0.80

%

520,822

 

2.36

%

January 14 - March 14

 

Subtotal

 

1,279

 

845,768

 

(1,019,745

)

(173,977

)

-0.78

%

(1,016

)

850,213

 

(330,697

)

519,516

 

2.35

%

345,539

 

1.57

%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Forwards

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currencies

 

 

 

281,937

 

(154,705

)

127,232

 

0.57

%

 

 

560,587

 

(193,271

)

367,316

 

1.67

%

494,548

 

2.24

%

January 14 - March 14

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

1,279

 

$

1,127,705

 

$

(1,174,450

)

$

(46,745

)

-0.21

%

(1,016

)

$

1,410,800

 

$

(523,968

)

$

886,832

 

4.02

%

$

840,087

 

3.81

%

 

 


us-gaap:UnrealizedGainLossOnInvestmentsTableTextBlock

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:

 

Nets Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

50

 

$

 

$

(128,932

)

$

(128,932

)

-0.43

%

(176

)

$

141,311

 

$

(25,300

)

$

116,011

 

0.39

%

$

(12,921

)

-0.04

%

February 13 - March 13

 

Currencies

 

102

 

21,032

 

(71,651

)

(50,619

)

-0.17

%

(20

)

120,000

 

 

120,000

 

0.40

%

69,381

 

0.23

%

March 13

 

Energy

 

10

 

4,989

 

(6,964

)

(1,975

)

-0.01

%

(34

)

33,953

 

(31,918

)

2,035

 

0.01

%

60

 

0.00

%

January 13 - February 13

 

Interest rates

 

72

 

16,661

 

(9,829

)

6,832

 

0.02

%

(18

)

12,104

 

(3,084

)

9,020

 

0.03

%

15,852

 

0.05

%

March 13 - June 13

 

Metals

 

31

 

48,405

 

(35,391

)

13,014

 

0.05

%

(52

)

26,378

 

(79,691

)

(53,313

)

-0.18

%

(40,299

)

-0.13

%

January 13 - March 13

 

Stock indices

 

10

 

3,246

 

(6,325

)

(3,079

)

-0.01

%

(127

)

67,767

 

(188,278

)

(120,511

)

-0.41

%

(123,590

)

-0.42

%

January 13 - March 13

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

275

 

$

94,333

 

$

(259,092

)

$

(164,759

)

-0.55

%

(427

)

$

401,513

 

$

(328,271

)

$

73,242

 

0.24

%

$

(91,517

)

-0.31

%

 

 


us-gaap:UnrealizedGainLossOnInvestmentsTableTextBlock

 The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:

 

 

Quantum Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

 

$

 

$

 

$

 

0.00

%

(22

)

$

7,337

 

$

 

$

7,337

 

0.03

%

$

7,337

 

0.03

%

March 14

 

Currencies

 

17

 

23,935

 

 

23,935

 

0.11

%

(17

)

29,046

 

(9

)

29,037

 

0.13

%

52,972

 

0.24

%

March 14

 

Energy

 

28

 

350

 

(37,338

)

(36,988

)

-0.17

%

(11

)

2,202

 

(3,111

)

(909

)

0.00

%

(37,897

)

-0.17

%

January 14 - February 14

 

Interest rates

 

 

 

 

 

0.00

%

(241

)

144,533

 

(426

)

144,107

 

0.65

%

144,107

 

0.65

%

March 14

 

Metals

 

3

 

5,408

 

 

5,408

 

0.02

%

(6

)

7,895

 

(1,700

)

6,195

 

0.03

%

11,603

 

0.05

%

February 14 - March 14

 

Stock indices

 

143

 

202,096

 

(292

)

201,804

 

0.90

%

(8

)

2,100

 

(950

)

1,150

 

0.01

%

202,954

 

0.91

%

January 14 - March 14

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

191

 

$

231,789

 

$

(37,630

)

$

194,159

 

0.86

%

(305

)

$

193,113

 

$

(6,196

)

$

186,917

 

0.85

%

$

381,076

 

1.71

%

 

 

 

The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:

 

Quantum Global Horizons, LLC

 

 

 

Long Positions

 

Long Positions

 

 

 

Short Positions

 

Short Positions

 

 

 

Net Unrealized

 

 

 

 

 

Commodity 

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Number

 

Gross Unrealized

 

Unrealized

 

Percent of

 

Profit (Loss) on

 

Percent of

 

 

 

Industry Sector

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

of Contracts

 

Gains

 

Losses

 

Profit (Loss)

 

Members’ Capital

 

Open Contracts

 

Members’ Capital

 

Maturity Dates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Futures

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Agriculture

 

35

 

$

2,559

 

$

(11,257

)

$

(8,698

)

-0.02

%

(17

)

$

5,557

 

$

(1,671

)

$

3,886

 

0.01

%

$

(4,812

)

-0.01

%

February 13 - March 13

 

Currencies

 

247

 

17,613

 

(141,677

)

(124,064

)

-0.28

%

(94

)

10,408

 

(14,539

)

(4,131

)

-0.01

%

(128,195

)

-0.29

%

March 13

 

Energy

 

13

 

8,471

 

 

8,471

 

0.02

%

(18

)

22,753

 

(835

)

21,918

 

0.05

%

30,389

 

0.07

%

January 13 - February 13

 

Interest rates

 

436

 

675,970

 

(2,705

)

673,265

 

1.52

%

(970

)

73,045

 

(357,958

)

(284,913

)

-0.64

%

388,352

 

0.88

%

March 13

 

Metals

 

23

 

36,135

 

 

36,135

 

0.08

%

(23

)

303

 

(1,184

)

(881

)

0.00

%

35,254

 

0.08

%

February 13 - April 13

 

Stock indices

 

75

 

4,031

 

(64,252

)

(60,221

)

-0.14

%

(1,296

)

106,146

 

(888,624

)

(782,478

)

-1.76

%

(842,699

)

-1.90

%

January 13 - March 13

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

829

 

$

744,779

 

$

(219,891

)

$

524,888

 

1.18

%

(2,418

)

$

218,212

 

$

(1,264,811

)

$

(1,046,599

)

-2.35

%

$

(521,711

)

-1.17

%

 

 


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