This document provides information on the strategies and asset allocations of the Dixie Global Commodity Fund from 2005-2015. The fund allocates 10% of its portfolio to agriculture index futures and options with short-term holdings of 1 week or less and long-term holdings of 1 to 5 months. The majority (85%) of the fund uses discretionary trading strategies focused on energy futures, swaps, and options, including directional trades, calendar and cross-commodity spreads, and option volatility structures. 15% of the fund follows a systematic trading strategy averaging two to three weeks.

1. INFOGRAPHICS 2005–2015
Dixie Global Commodity Fund
Agriculture, Index Futures
and Op<ons (10%)
Short Term
Minutes to 1 week
Long Term
> 1 week to 5
months
! Market Making
! Arbitrage
! Direc<onal Trades
! Calendar and Cross-
Commodity Spreads
! Seasonal Trades
! Op<on Vola<lity
Structures
! Direc<onal Trades
! Calendar and Cross-
Commodity Spreads
15% Systema<c
Energy, Futures, Swaps and
Op<ons
(90%)
Trades Average Two to Three Weeks
Strategy
85% Discre<onary
gy
0% of our business
f making markets within
plex. The majority in
ket making allows us to
overall market trend and
<ment.
nerates alpha by buying
offers as much as
rade flow to lock in
n, approximately 20% of
orporates what we see
m market making with
m and vola<lity to create
uctures.
e the form of fixed price
oss commodity spreads,
dged op<ons.
Dixie carry naked short
.
Before:
The data as provided by the client
from a presentation deck, below.
After:
The same data reimagined
as a clean infographic.