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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

☒QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF

THE SECURITIES EXCHANGE ACT OF 1934

For the Quarterly Period Ended June 30, 2024

☐TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF

THE SECURITIES EXCHANGE ACT OF 1934

For the Transition Period From to

Commission File Number: 0-50316

GRANT PARK FUTURES FUND
LIMITED PARTNERSHIP

(Exact name of registrant as specified in its charter)


Illinois		36-3596839
(State or other jurisdiction of		(I.R.S. Employer
incorporation or organization)		Identification Number)

c/o Dearborn Capital Management, L.L.C.
566 West Adams Street, Suite 300
Chicago, Illinois 60661
(Address of Principal Executive Offices, including Zip Code)

Registrant’s telephone number, including area code: (312) 756-4450

Securities registered pursuant to Section 12(b) of the Act:


Title of each class	Trading Symbol(s)	Name of each exchange on which registered
Not applicable.	Not applicable.	Not applicable.

Indicate by check mark whether the Registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes ☒ No ☐

Indicate by check mark whether the Registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§ 232.405 of this chapter) during the preceding 12 months (or for such shorter period that the Registrant was required to submit such files). Yes ☒ No ☐

Indicate by check mark whether the Registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company or an emerging growth company. See definitions of “large accelerated filer”, “accelerated filer” and “smaller reporting company” and “emerging growth company” in Rule 12b -2 of the Exchange Act.


Large accelerated filer ☐		Accelerated filer ☐

Non accelerated filer ☒		Smaller reporting company ☒ Emerging growth company ☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

Indicate by check mark whether the Registrant is a shell company (as defined in Rule 12b -2 of the Securities Exchange Act of 1934). Yes ☐ No ☒

Table of Contents

GRANT PARK FUTURES FUND LIMITED PARTNERSHIP

QUARTER ENDED June 30, 2024

INDEX

PART I – FINANCIAL INFORMATION

ITEM 1.	Financial Statements

	Consolidated Statements of Financial Condition as of June 30, 2024 (unaudited) and December 31, 2023	2

	Consolidated Condensed Schedule of Investments as of June 30, 2024 (unaudited)	3

	Consolidated Condensed Schedule of Investments as of December 31, 2023	5

	Consolidated Statements of Operations for the three and six months ended June 30, 2024 and 2023 (unaudited)	7

	Consolidated Statements of Changes in Partners’ Capital (Net Asset Value) for the six months ended June 30, 2024 and 2023 (unaudited)	9

	Notes to Consolidated Financial Statements (unaudited)	13

ITEM 2.	Management’s Discussion and Analysis of Financial Condition and Results of Operations	30

ITEM 3.	Quantitative and Qualitative Disclosures About Market Risk	36

ITEM 4.	Controls and Procedures	40

PART II – OTHER INFORMATION

ITEM 1A.	Risk Factors	41

ITEM 2.	Unregistered Sales of Equity Securities and Use of Proceeds	41

ITEM 6.	Exhibits	42

SIGNATURES		43
CERTIFICATIONS

Table of Contents

PART I - FINANCIAL INFORMATION

Item 1. Financial Statements

Grant Park Futures Fund Limited Partnership

Consolidated Statements of Financial Condition


	June 30,		December 31,
	2024		2023
		(Unaudited)
Assets
Equity in brokers' trading accounts:
Cash	$	4,772,718	$	6,110,343
Net unrealized gain (loss) on open futures contracts		53,052		885,701
Total equity in brokers' trading accounts		4,825,770		6,996,044
Cash and cash equivalents		5,418,384		7,731,824
Securities owned, at fair value (cost $20,055,615 and $18,091,535, respectively)		19,921,577		17,635,232
Interest receivable, net		19,108		49,086
Total assets	$	30,184,839	$	32,412,186
Liabilities and Partners' Capital (Net Asset Value)
Liabilities
Brokerage charge payable	$	144,850	$	157,747
Organization and offering costs payable		6,792		7,370
Accrued operating expenses		6,153		6,628
Redemptions payable to limited partners		41,348		184,287
Total liabilities		199,143		356,032
Partners' Capital (Net Asset Value)
General Partner
Class A (231.29 units outstanding at both June 30, 2024 and December 31, 2023)		223,429		214,617
Legacy 2 Class (250.67 units outstanding at both June 30, 2024 and December 31, 2023)		214,360		203,985
GP Class (see Note 5)		639,759		587,556

Limited Partners
Class A (3,426.33 and 3,455.12 units outstanding at June 30, 2024 and December 31, 2023, respectively)		3,309,805		3,205,977
Class B (20,124.13 and 23,691.52 units outstanding at June 30, 2024 and December 31, 2023, respectively)		15,291,406		17,342,365
Legacy 1 Class (427.56 units outstanding at both June 30, 2024 and December 31, 2023)		380,418		361,592
Legacy 2 Class (140.55 units outstanding at both June 30, 2024 and December 31, 2023)		120,187		114,370
Global 1 Class (10,381.10 and 11,220.92 units outstanding at June 30, 2024 and December 31, 2023, respectively)		9,501,066		9,735,931
Global 2 Class (345.49 units outstanding at both June 30, 2024 and December 31, 2023)		305,266		289,761
Total partners' capital (net asset value)		29,985,696		32,056,154
Total liabilities and partners' capital (net asset value)	$	30,184,839	$	32,412,186

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Condensed Schedule of Investments

June 30, 2024

(Unaudited)

Futures Contracts


	Unrealized gain/(loss) on open long contracts		Percent of Partners’ Capital (Net Asset Value)		Unrealized gain/(loss) on open short contracts		Percent of Partners’ Capital (Net Asset Value)		Net unrealized gain/(loss) on open contracts		Percent of Partners’ Capital (Net Asset Value)
Futures Contracts *
U.S. Futures Positions:
Agriculturals	$	(60,455)	(0.21)	%	$	250,700	0.84	%	$	190,245	0.63	%
Currencies		(27,242)	(0.09)	%		243,844	0.81	%		216,602	0.72	%
Energy		21,953	0.07	%		(14,961)	(0.05)	%		6,992	0.02	%
Interest rates		(728)	—	%		(53,800)	(0.18)	%		(54,528)	(0.18)	%
Meats		16,196	0.05	%		(5,228)	(0.02)	%		10,968	0.04	%
Metals		(49,255)	(0.16)	%		(108,876)	(0.36)	%		(158,131)	(0.52)	%
Soft commodities		(31,240)	(0.10)	%		(24,296)	(0.08)	%		(55,536)	(0.18)	%
Stock indices		88,923	0.30	%		(635)	—	%		88,288	0.29	%
Total U.S. Futures Positions		(41,848)				286,748				244,900

Foreign Futures Positions:
Agriculturals		—	—	%		4,221	0.01	%		4,221	0.01	%
Currencies		32,744	0.11	%		—	—	%		32,744	0.11	%
Energy		(6,658)	(0.02)	%		6,550	0.02	%		(108)	—	%
Interest rates		(63,875)	(0.21)	%		(24,435)	(0.08)	%		(88,310)	(0.29)	%
Metals		(234,351)	(0.78)	%		53,703	0.18	%		(180,648)	(0.60)	%
Soft commodities		5,779	0.02	%		—	—	%		5,779	0.02	%
Stock indices		33,637	0.11	%		837	—	%		34,474	0.11	%
Total Foreign Futures Positions		(232,724)				40,876				(191,848)
Total Futures Contracts	$	(274,572)	(0.91)	%	$	327,624	1.09	%	$	53,052	0.18	%

*	No individual futures contract position constituted greater than 1 percent of partners’ capital (net asset value). Accordingly, the number of contracts and expiration dates are not presented.

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Condensed Schedule of Investments (continued)

June 30, 2024

(Unaudited)

Securities owned

U.S. Government-sponsored enterprises


						Percent of
						Partners' Capital
Face Value		Maturity Dates	Description ***	Fair Value		(net asset value)
$	400,000	4/11/2025	Federal Farm Credit Banks, 2.9%	$	395,342	1.32	%
	3,000,000	8/26/2024	Federal Home Loan Banks, 0.5%		2,982,279	9.94	%
	3,000,000	9/30/2024	Federal Home Loan Banks, 0.5%		2,967,624	9.90	%
	6,200,000	8/23/2024-5/19/2025	Other Federal Home Loan Banks, 0.5%-3.5% **		6,119,518	20.41	%
			Total U.S. Government-sponsored enterprises (cost $12,600,000)	$	12,464,763	41.57	%

U.S. Government securities


						Percent of
						Partners' Capital
Face Value		Maturity Dates	Description	Fair Value		(net asset value)
$	2,500,000	7/5/2024	U.S. Treasury bill, 5.3%	$	2,498,542	8.33	%
	1,500,000	8/8/2024	U.S. Treasury bill, 5.4%		1,491,703	4.98	%
	3,500,000	9/5/2024	U.S. Treasury bill, 5.4%		3,466,569	11.56	%
			Total U.S. Treasury bills (cost $7,455,615)	$	7,456,814	24.87	%

** No individual position constituted greater than 5 percent of partners’ capital (net asset value).

***All or a portion of these positions are related to the General Partner's contribution (see Note 5).

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Condensed Schedule of Investments

December 31, 2023

Futures Contracts


	Unrealized gain/(loss) on open long contracts		Percent of Partners’ Capital (Net Asset Value)		Unrealized gain/(loss) on open short contracts		Percent of Partners’ Capital (Net Asset Value)		Net unrealized gain/(loss) on open contracts		Percent of Partners’ Capital (Net Asset Value)
Futures Contracts *
U.S. Futures Positions:
Agriculturals	$	(26,215)	(0.08)	%	$	144,755	0.45	%	$	118,540	0.37	%
Currencies		197,887	0.62	%		(67,796)	(0.21)	%		130,091	0.41	%
Energy		(204,964)	(0.64)	%		48,355	0.15	%		(156,609)	(0.49)	%
Interest rates		64,578	0.20	%		(73,764)	(0.23)	%		(9,186)	(0.03)	%
Meats		—	—	%		19,519	0.06	%		19,519	0.06	%
Metals		37,236	0.11	%		(32,738)	(0.10)	%		4,498	0.01	%
Soft commodities		135,619	0.42	%		182,156	0.57	%		317,775	0.99	%
Stock indices		203,586	0.64	%		(21,121)	(0.07)	%		182,465	0.57	%
Total U.S. Futures Positions		407,727				199,366				607,093

Foreign Futures Positions:
Agriculturals		—	—	%		21,112	0.07	%		21,112	0.07	%
Currencies		(6,410)	(0.02)	%		—	—	%		(6,410)	(0.02)	%
Energy		—	—	%		13,609	0.04	%		13,609	0.04	%
Interest rates		423,556	1.32	%		(206,244)	(0.64)	%		217,312	0.68	%
Metals		141,195	0.44	%		(186,277)	(0.58)	%		(45,082)	(0.14)	%
Soft commodities		81,483	0.25	%		—	—	%		81,483	0.25	%
Stock indices		53,069	0.17	%		(56,485)	(0.18)	%		(3,416)	(0.01)	%
Total Foreign Futures Positions		692,893				(414,285)				278,608
Total Futures Contracts	$	1,100,620	3.43	%	$	(214,919)	(0.67)	%	$	885,701	2.76	%

*	No individual futures contract position constituted greater than 1 percent of partners’ capital (net asset value). Accordingly, the number of contracts and expiration dates are not presented.

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Condensed Schedule of Investments (continued)

December 31, 2023

Securities owned

U.S. Government-sponsored enterprises


						Percent of
						Partners' Capital
Face Value		Maturity Dates	Description ***	Fair Value		(net asset value)
$	2,900,000	5/6/2024-4/11/2025	Other Federal Farm Credit Banks, 0.4%-2.9% **	$	2,847,412	8.88	%
	3,000,000	8/26/2024	Federal Home Loan Banks, 0.5%		2,917,917	9.10	%
	3,000,000	9/30/2024	Federal Home Loan Banks, 0.5%		2,905,193	9.06	%
	9,200,000	4/15/2024-5/19/2025	Other Federal Home Loan Banks, 0.4%-3.5% **		8,964,710	27.97	%
			Total U.S. Government-sponsored enterprises (cost $18,091,535)	$	17,635,232	55.01	%

** No individual position constituted greater than 5 percent of partners’ capital (net asset value).

***All or a portion of these positions are related to the General Partner's contribution (see Note 5).

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Statements of Operations


	Three Months Ended				Six Months Ended
	June 30,				June 30,
	2024		2023		2024		2023

	(Unaudited)				(Unaudited)
Net trading gains (losses)
Net gains (losses) from futures trading
Realized	$	377,839	$	1,810,069	$	3,197,969	$	815,424
Change in unrealized		(1,428,897)		2,183,688		(832,649)		1,131,230
Commissions		(117,917)		(136,343)		(240,418)		(272,987)
Net gains (losses) from futures trading		(1,168,975)		3,857,414		2,124,902		1,673,667

Net gains (losses) from securities
Realized		—		(30,042)		—		(59,084)
Change in unrealized		160,694		35,128		302,274		259,092
Net gains (losses) from securities		160,694		5,086		302,274		200,008

Net trading gains (losses)		(1,008,281)		3,862,500		2,427,176		1,873,675

Net investment income (loss)
Income
Interest and dividend income, net		178,802		133,804		318,035		253,095
Expenses from operations
Brokerage charge		367,297		432,591		751,808		869,276
Incentive fees		1,206		221,669		146,848		222,407
Organizational and offering costs		21,721		25,411		44,402		50,935
Operating expenses		19,653		22,724		40,070		45,498
Total expenses		409,877		702,395		983,128		1,188,116
Net investment loss	$	(231,075)	$	(568,591)	$	(665,093)	$	(935,021)
Net income (loss)	$	(1,239,356)	$	3,293,909	$	1,762,083	$	938,654


	Three Months Ended June 30, 2024
	Class A		Class B		Legacy 1		Legacy 2		Global 1		Global 2
	Units		Units		Class Units		Class Units		Class Units		Class Units
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period	$	(47.95)	$	(39.01)	$	(38.77)	$	(37.83)	$	(38.55)	$	(37.82)

Weighted average number of units outstanding		3,669.48		20,564.30		427.56		391.22		10,514.32		345.49


	Three Months Ended June 30, 2023
	Class A		Class B		Legacy 1		Legacy 2		Global 1		Global 2
	Units		Units		Class Units		Class Units		Class Units		Class Units
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period	$	87.53	$	68.42	$	82.89	$	79.41	$	85.84	$	82.62

Weighted average number of units outstanding		3,768.76		26,237.82		427.56		391.22		12,128.81		348.99

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Statements of Operations (continued)

(Unaudited)


	Six Months Ended June 30, 2024
	Class A		Class B		Legacy 1		Legacy 2		Global 1		Global 2
	Units		Units		Class Units		Class Units		Class Units		Class Units
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period	$	38.10	$	27.84	$	44.03	$	41.39	$	47.57	$	44.87

Weighted average number of units outstanding		3,676.01		21,526.74		427.56		391.22		10,755.88		345.49


	Six Months Ended June 30, 2023
	Class A		Class B		Legacy 1		Legacy 2		Global 1		Global 2
	Units		Units		Class Units		Class Units		Class Units		Class Units
Net income (loss) per unit (based on weighted average number of units outstanding during the period) and increase (decrease) in net asset value per unit for the period	$	22.57	$	15.67	$	29.71	$	27.62	$	32.73	$	30.65

Weighted average number of units outstanding		3,768.76		26,890.86		427.56		391.22		12,203.42		349.99

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Statements of Changes in Partners’ Capital (Net Asset Value)

Six Months Ended June 30, 2024

(Unaudited)


	Class A						Class B						Legacy 1 Class						Legacy 2 Class
	General Partner			Limited Partners			General Partner			Limited Partners			General Partner			Limited Partners			General Partner			Limited Partners
	Number			Number			Number			Number			Number			Number			Number			Number
	of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount
Partners’ capital,
December 31, 2023	231.29	$	214,617	3,455.12	$	3,205,977	—	$	—	23,691.52	$	17,342,365	—	$	—	427.56	$	361,592	250.67	$	203,985	140.55	$	114,370
Net increase (decrease) from payments by General Partner (see Note 5)	—		174	—		2,597	—		—	—		13,408	—		—	—		294	—		166	—		93
Redemptions	—		—	(5.07)		(5,059)	—		—	(2,113.54)		(1,616,579)	—		—	—		—	—		—	—		—
Net income (loss)	—		19,727	—		294,603	—		—	—		1,498,562	—		—	—		35,111	—		19,692	—		11,040
Partners’ capital,
March 31, 2024	231.29	$	234,518	3,450.05	$	3,498,118	—	$	—	21,577.98	$	17,237,756	—	$	—	427.56	$	396,997	250.67	$	223,843	140.55	$	125,503
Net increase (decrease) from payments by General Partner (see Note 5)	—		150	—		2,222	—		—	—		10,496	—		—	—		253	—		143	—		80
Redemptions	—		—	(23.72)		(23,890)	—		—	(1,453.85)		(1,193,119)	—		—	—		—	—		—	—		—
Net income (loss)	—		(11,239)	—		(166,645)	—		—	—		(763,727)	—		—	—		(16,832)	—		(9,626)	—		(5,396)
Partners’ capital,
June 30, 2024	231.29	$	223,429	3,426.33	$	3,309,805	—	$	—	20,124.13	$	15,291,406	—	$	—	427.56	$	380,418	250.67	$	214,360	140.55	$	120,187

Net asset value per General Partner and Limited Partner unit at December 31, 2023		$	927.89					$	732.01					$	845.71					$	813.75

Net asset value per General Partner and Limited Partner unit at March 31, 2024		$	1,013.94					$	798.86					$	928.51					$	892.97

Net asset value per General Partner and Limited Partner unit at June 30, 2024		$	965.99					$	759.85					$	889.74					$	855.14

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Statements of Changes in Partners’ Capital (Net Asset Value) (continued)

Six Months Ended June 30, 2024

(Unaudited)


	Global 1 Class						Global 2 Class						GP Class *
	General Partner			Limited Partners			General Partner			Limited Partners			General Partner
	Number			Number			Number			Number			Number			Total
	of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		Amount
Partners’ capital,
December 31, 2023	—	$	—	11,220.92	$	9,735,931	—	$	—	345.49	$	289,761	—	$	587,556	$	32,056,154
Net increase (decrease) from payments by General Partner (see Note 5)	—		—	—		7,793	—		—	—		235	—		(24,760)		—
Redemptions	—		—	(484.98)		(449,947)	—		—	—		—	—		(76,498)		(2,148,083)
Net income (loss)	—		—	—		945,930	—		—	—		28,334	—		148,440		3,001,439
Partners’ capital,
March 31, 2024	—	$	—	10,735.94	$	10,239,707	—	$	—	345.49	$	318,330	—	$	634,738	$	32,909,510
Net increase (decrease) from payments by General Partner (see Note 5)	—		—	—		6,431	—		—	—		202	—		(19,977)		—
Redemptions	—		—	(354.84)		(344,765)	—		—	—		—	—		(122,684)		(1,684,458)
Net income (loss)	—		—	—		(400,307)	—		—	—		(13,266)	—		147,682		(1,239,356)
Partners’ capital,
June 30, 2024	—	$	—	10,381.10	$	9,501,066	—	$	—	345.49	$	305,266	—	$	639,759	$	29,985,696

Net asset value per General Partner and Limited Partner unit at December 31, 2023		$	867.66					$	838.70

Net asset value per General Partner and Limited Partner unit at March 31, 2024		$	953.78					$	921.39

Net asset value per General Partner and Limited Partner unit at June 30, 2024		$	915.23					$	883.57

*See Note 5 regarding the GP Class.

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Statements of Changes in Partners’ Capital (Net Asset Value) (continued)

Six Months Ended June 30, 2023

(Unaudited)


	Class A						Class B						Legacy 1 Class						Legacy 2 Class
	General Partner			Limited Partners			General Partner			Limited Partners			General Partner			Limited Partners			General Partner			Limited Partners
	Number			Number			Number			Number			Number			Number			Number			Number
	of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount

Partners’ capital,
December 31, 2022	231.29	$	225,297	3,537.47	$	3,445,730	—	$	—	28,287.24	$	21,870,064	—	$	—	427.56	$	371,216	250.67	$	209,927	140.55	$	117,701
Net increase (decrease) from payments by General Partner (see Note 5)	—		1,106	—		16,922	—		—	—		105,205	—		—	—		1,827	—		1,033	—		579
Redemptions	—		—	—		—	—		—	(1,424.56)		(1,080,769)	—		—	—		—	—		—	—		—
Net income (loss)	—		(16,130)	—		(246,693)	—		—	—		(1,542,808)	—		—	—		(24,562)	—		(14,014)	—		(7,857)
Partners’ capital,
March 31, 2023	231.29	$	210,273	3,537.47	$	3,215,959	—	$	—	26,862.68	$	19,351,692	—	$	—	427.56	$	348,481	250.67	$	196,946	140.55	$	110,423
Net increase (decrease) from payments by General Partner (see Note 5)	—		165	—		2,523	—		—	—		14,912	—		—	—		274	—		154	—		87
Redemptions	—		—	—		—	—		—	(1,042.92)		(799,603)	—		—	—		—	—		—	—		—
Net income (loss)	—		20,079	—		307,084	—		—	—		1,799,946	—		—	—		35,164	—		19,753	—		11,073
Partners’ capital,
June 30, 2023	231.29	$	230,517	3,537.47	$	3,525,566	—	$	—	25,819.76	$	20,366,947	—	$	—	427.56	$	383,919	250.67	$	216,853	140.55	$	121,583

Net asset value per General Partner and Limited Partner unit at December 31, 2022		$	974.07					$	773.14					$	868.22					$	837.46

Net asset value per General Partner and Limited Partner unit at March 31, 2023		$	909.11					$	720.39					$	815.04					$	785.67

Net asset value per General Partner and Limited Partner unit at June 30, 2023		$	996.64					$	788.81					$	897.93					$	865.08

The accompanying notes are an integral part of these consolidated financial statements.

Table of Contents

Grant Park Futures Fund Limited Partnership

Consolidated Statements of Changes in Partners’ Capital (Net Asset Value) (continued)

Six Months Ended June 30, 2023

(Unaudited)


	Global 1 Class						Global 2 Class						GP Class *
	General Partner			Limited Partners			General Partner			Limited Partners			General Partner
	Number			Number			Number			Number			Number			Total
	of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		of Units	Amount		Amount
Partners’ capital,
December 31, 2022	—	$	—	12,307.53	$	10,904,093	—	$	—	356.02	$	305,639	—	$	—	$	37,449,667
Net increase (decrease) from payments by General Partner (see Note 5)	—		—	—		53,681	—		—	—		1,475	—		(25,028)		156,800
Redemptions	—		—	(61.73)		(52,346)	—		—	(7.03)		(5,975)	—		—		(1,139,090)
Net income (loss)	—		—	—		(706,372)	—		—	—		(19,676)	—		222,857		(2,355,255)
Partners’ capital,
March 31, 2023	—	$	—	12,245.80	$	10,199,056	—	$	—	348.99	$	281,463	—	$	197,829	$	34,112,122

Percent of

Partners' Capital

Fair Value

(net asset value)

Total securities owned (cost of $20,055,615)

GRANT PARK FUTURES FUND LIMITED PARTNERSHIP 10-Q