Ceres Orion (OFFLP) 10-K28 Mar 142013 FY Annual reportFinancial data

Company Profile

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
	Dec. 31, 2013	Feb. 28, 2014	Jun. 30, 2013	Feb. 28, 2014	Jun. 30, 2013
	Dec. 31, 2013	Common Class A [Member]	Common Class A [Member]	Common Class Z [Member]	Common Class Z [Member]
Document Information [Line Items]	'	'	'	'	'
Document Type	'10-K	'	'	'	'
Amendment Flag	'false	'	'	'	'
Document Period End Date	31-Dec-13	'	'	'	'
Document Fiscal Year Focus	'2013	'	'	'	'
Document Fiscal Period Focus	'FY	'	'	'	'
Entity Registrant Name	'ORION FUTURES FUND LP	'	'	'	'
Entity Central Index Key	'0001227265	'	'	'	'
Current Fiscal Year End Date	'--12-31	'	'	'	'
Entity Well-known Seasoned Issuer	'No	'	'	'	'
Entity Current Reporting Status	'Yes	'	'	'	'
Entity Voluntary Filers	'No	'	'	'	'
Entity Filer Category	'Non-accelerated Filer	'	'	'	'
Entity Common Stock, Shares Outstanding	'	401,902.91	'	2,404.49	'
Entity Public Float	'	'	$1,263,858,821	'	$2,471,495

Statements_of_Financial_Condit

Statements of Financial Condition (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012
Statements of Financial Condition (USD $)	Dec. 31, 2013	Dec. 31, 2012	Class Z [Member]	Class Z [Member]	Class A [Member]	Class A [Member]
Assets:	'	'	'	'	'	'
Investment in Funds, at fair value (Note 5)	$1,181,894,789	$1,391,594,441	'	'	'	'
Equity in commodity futures trading account:	'	'	'	'	'	'
Cash (Note 3c)	291,074	289,987	'	'	'	'
Cash margin (Note 3c)	'	504,550	'	'	'	'
Total trading equity	1,182,185,863	1,392,388,978	'	'	'	'
Interest receivable (Note 3c)	4	70	'	'	'	'
Total assets	1,182,185,867	1,392,389,048	'	'	'	'
Liabilities:	'	'	'	'	'	'
Net unrealized depreciation on open forward contracts	'	504,550	'	'	'	'
Accrued expenses:	'	'	'	'	'	'
Brokerage commissions (Note 3c)	2,845,117	5,315,493	'	'	'	'
Management fees (Note 3b)	870,277	1,304,059	'	'	'	'
Administrative fees (Note 3a)	491,299	577,627	'	'	'	'
Incentive fees (Note 3b)	5,166,773	'	'	'	'	'
Professional fees	61,306	100,690	'	'	'	'
Other	13,457	14,503	'	'	'	'
Redemptions payable (Note 6)	56,683,184	24,091,529	'	'	'	'
Total liabilities	66,131,413	31,908,451	'	'	'	'
Partners' Capital: (Note 1 and 6)	'	'	'	'	'	'
General Partner	'	'	13,679,599	13,975,268	'	'
Limited Partners	'	'	2,316,763	2,243,859	1,100,058,092	1,344,261,470
Total partners' capital	1,116,054,454	1,360,480,597	15,996,362	16,219,127	1,100,058,092	1,344,261,470
Total liabilities and partners' capital	$1,182,185,867	$1,392,389,048	'	'	'	'
Net asset value per unit:	'	'	'	'	'	'
Net asset value per unit	'	'	977.35	963.32	2,652.23	2,656.46

Statements_of_Financial_Condit1

Statements of Financial Condition (Parenthetical)	Dec. 31, 2013	Dec. 31, 2012
Class Z [Member]	'	'
General Partner unit equivalents outstanding	13,996.62	14,507.40
Limited partners redeemable units outstanding	2,370.52	2,329.34
Class A [Member]	'	'
Limited partners redeemable units outstanding	414,767.35	506,035.50

Schedule_of_Investments

Schedule of Investments (USD $)	Dec. 31, 2013	Dec. 31, 2012
Schedule of Investments [Line Items]	'	'
Total unrealized appreciation on open forward contracts	'	$549,269
Total unrealized depreciation on open forward contracts	'	-1,053,819
Total investment in Funds	1,181,894,789	1,391,594,441
Net fair value	'	1,391,089,891
Total unrealized appreciation on open forward contracts	'	0.04%
Total unrealized depreciation on open forward contracts	'	-0.08%
Investment in Funds	'	'
Investment in funds as options purchased as percentage of Partner's Capital	105.90%	102.29%
Investment in funds as options purchased as percentage of Partner's Capital	'	102.25%
Metals [Member]	'	'
Schedule of Investments [Line Items]	'	'
Number of unrealized appreciation on open forward contracts	'	85
Number of unrealized depreciation on open forward contracts	'	91
Total unrealized appreciation on open forward contracts	'	549,269
Total unrealized depreciation on open forward contracts	'	-1,053,819
Total unrealized appreciation on open forward contracts	'	0.04%
Total unrealized depreciation on open forward contracts	'	-0.08%
AAA Master Fund LLC [Member]	'	'
Schedule of Investments [Line Items]	'	'
Total investment in Funds	222,758,285	397,868,211
Investment in Funds	'	'
Investment in funds as options purchased as percentage of Partner's Capital	19.96%	29.24%
CMF Winton Master L.P. [Member]	'	'
Schedule of Investments [Line Items]	'	'
Total investment in Funds	474,613,230	515,446,089
Investment in Funds	'	'
Investment in funds as options purchased as percentage of Partner's Capital	42.53%	37.89%
Morgan Stanley Smith Barney TT II, LLC [Member]	'	'
Schedule of Investments [Line Items]	'	'
Total investment in Funds	$484,523,274	$478,280,141
Investment in Funds	'	'
Investment in funds as options purchased as percentage of Partner's Capital	43.41%	35.16%

Statements_of_Income_and_Expen

Statements of Income and Expenses (USD $)	12 Months Ended
Statements of Income and Expenses (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Income:	'		'		'
Interest income (Note 3c)	$234		$829		$54,009
Interest income from investment in Funds. (Note 3c)	289,459		523,851		295,932
Total investment income	289,693		524,680		349,941
Expenses:	'		'		'
Brokerage commissions, including clearing fees (Note 3c)	23,140,108		31,426,884		15,562,349
Management fees (Note 3b)	20,385,639		24,717,066		22,487,151
Administrative fees (Note 3a)	6,392,616		7,133,994		6,456,057
Incentive fees (Note 3b)	5,166,773		811,930		7,504,897
Professional fees	641,615		445,722		700,539
Other	175,856		151,889		156,918
Total expenses	55,902,607		64,687,485		52,867,911
Net investment income (loss)	-55,612,914		-64,162,805		-52,517,970
Net gains (losses) on trading of commodity interest and investment in Funds:	'		'		'
Net realized gains (losses) on closed contracts	-504,550		-3,749,345		16,067,236
Net realized gains (losses) on investment in Funds	-13,464,399		67,360,062		-1,303,941
Change in net unrealized gains (losses) on open contracts	504,550		3,749,345		-14,470,568
Change in net unrealized gains (losses) on investment in Funds.	61,370,061		-71,351,487		66,790,346
Total trading results	47,905,662		-3,991,425		67,083,073
Net income (loss)	-7,707,252		-68,154,230		14,565,103
Class A [Member]	'		'		'
Net gains (losses) on trading of commodity interest and investment in Funds:	'		'		'
Net income (loss)	-7,920,019		-67,560,868		14,181,486
Weighted average units outstanding:	'		'		'
Weighted average units outstanding	483,890.33		511,498.15		463,041.85
Net income (loss) per unit	($4.23)	[1]	($129.48)	[1]	$31.55	[1]
Class Z [Member]	'		'		'
Net gains (losses) on trading of commodity interest and investment in Funds:	'		'		'
Net income (loss)	$212,767		($593,362)		$383,617
Weighted average units outstanding:	'		'		'
Weighted average units outstanding	17,011.11		16,460.56		6,395.25
Net income (loss) per unit	$14.03	[1]	($35.25)	[1]	($1.43)	[1]

[1]	Based on change in net asset value per unit.

Statements_of_Changes_in_Partn

Statements of Changes in Partners' Capital (USD $)	Total	Limited Partners [Member]	General Partner [Member]	Class A [Member]	Class A [Member]	Class A [Member]	Class Z [Member]	Class Z [Member]	Class Z [Member]
Statements of Changes in Partners' Capital (USD $)	Total	Limited Partners [Member]	General Partner [Member]	Class A [Member]	Limited Partners [Member]	General Partner [Member]	Class Z [Member]	Limited Partners [Member]	General Partner [Member]
Partners' Capital, beginning of period at Dec. 31, 2010	$1,169,565,735	'	'	$1,169,565,735	'	'	'	'	'
Partners' Capital Accounts, Units, Beginning Balance at Dec. 31, 2010	424,619.10	'	'	424,619.10	'	'	'	'	'
Subscriptions - Limited & General Partners	'	337,305,484	14,963,320	'	335,905,056	1,550,000	'	1,400,428	13,413,320
Redemptions - Limited & General Partners	'	-166,600,713	-13,113,320	'	-166,600,713	-13,113,320	'	'	'
Net income (loss)	14,565,103	'	'	14,181,486	'	'	383,617	'	'
Subscriptions - Limited & General Partners, Units	'	122,735.49	14,360.01	'	121,320.25	556.0836	'	1,415.24	13,803.92
Net asset value per unit	'	'	'	2,785.94	'	'	998.57	'	'
Redemptions - Limited & General Partners Units	'	-60,141.73	-4,832.16	'	-60,141.73	-4,832.16	'	'	'
Partners' Capital, end of period at Dec. 31, 2011	1,356,685,609	'	'	1,341,488,244	'	'	15,197,365	'	'
Partners' Capital Accounts, Units, Ending Balance at Dec. 31, 2011	496,740.71	'	'	481,521.55	'	'	15,219.16	'	'
Subscriptions - Limited & General Partners	'	283,174,929	700,000	'	282,099,345	'	'	1,075,584	700,000
Redemptions - Limited & General Partners	'	-211,925,711	'	'	-211,765,251	'	'	-160,460	'
Net income (loss)	-68,154,230	'	'	-67,560,868	'	'	-593,362	'	'
Subscriptions - Limited & General Partners, Units	'	103,099.72	703.4764	'	102,024.37	'	'	1,075.35	703.4764
Net asset value per unit	'	'	'	2,656.46	'	'	963.32	'	'
Redemptions - Limited & General Partners Units	'	-77,671.67	'	'	-77,510.42	'	'	-161.247	'
Partners' Capital, end of period at Dec. 31, 2012	1,360,480,597	'	'	1,344,261,470	'	'	16,219,127	'	'
Partners' Capital Accounts, Units, Ending Balance at Dec. 31, 2012	522,872.24	'	'	506,035.50	'	'	16,836.74	'	'
Subscriptions - Limited & General Partners	'	144,813,199	'	'	144,088,051	'	'	725,148	'
Allocation from the General Partner	12,227,974	12,227,974	'	12,204,538	'	'	23,436	'	'
Redemptions - Limited & General Partners	'	-393,259,707	-500,357	'	-392,575,948	'	'	-683,759	-500,357
Net income (loss)	-7,707,252	'	'	-7,920,019	'	'	212,767	'	'
Subscriptions - Limited & General Partners, Units	'	55,819.40	'	'	55,059.20	'	'	760.201	'
Allocation from the General Partner, Units	4,627.59	'	'	4,603.30	'	'	24.29	'	'
Net asset value per unit	'	'	'	2,652.23	'	'	977.35	'	'
Redemptions - Limited & General Partners Units	'	-151,652.73	-532	'	-150,930.64	'	'	-722.091	-532
Partners' Capital, end of period at Dec. 31, 2013	$1,116,054,454	'	'	$1,100,058,092	'	'	$15,996,362	'	'
Partners' Capital Accounts, Units, Ending Balance at Dec. 31, 2013	431,134.50	'	'	414,767.35	'	'	16,367.14	'	'

Partnership_Organization

Partnership Organization	12 Months Ended
Partnership Organization	Dec. 31, 2013
Partnership Organization	'
	1. Partnership Organization:
	Orion Futures Fund L.P. (the “Partnership”) is a limited partnership organized on March 22, 1999, under the partnership laws of the State of New York to engage, directly or indirectly, in the speculative trading of a diversified portfolio of commodity interests, including futures contracts, options, swaps and forward contracts. The sectors traded include currencies, energy, grains, indices, U.S. and non-U.S. interest rates, livestock, lumber, metals and softs. The commodity interests that are traded by the Partnership and the Funds (as defined in Note 5, “Investment in Funds”) are volatile and involve a high degree of market risk. The Partnership commenced trading on June 10, 1999. The Partnership privately and continuously offers redeemable units of limited partnership interest (“Redeemable Units”) to qualified investors. There is no maximum number of Redeemable Units that may be sold by the Partnership.
	Ceres Managed Futures LLC, a Delaware limited liability company, acts as the general partner (the “General Partner”) and commodity pool operator of the Partnership. The General Partner is wholly owned by Morgan Stanley Smith Barney Holdings LLC (“MSSB Holdings”). MSSB Holdings is ultimately owned by Morgan Stanley. Morgan Stanley is a publicly held company whose shares are listed on the New York Stock Exchange, and Morgan Stanley is engaged in various financial services and other businesses. Prior to June 28, 2013, Morgan Stanley indirectly owned a majority equity interest in MSSB Holdings and Citigroup Inc. indirectly owned a minority equity interest in MSSB Holdings. Prior to July 31, 2009, the date as of which MSSB Holdings, became its owner, the General Partner was wholly owned by Citigroup Financial Products Inc., a wholly owned subsidiary of Citigroup Global Markets Holdings Inc., the sole owner of which is Citigroup Inc.
	On June 1, 2011, the Partnership began offering “Class A” Redeemable Units and “Class Z” Redeemable Units pursuant to the offering memorandum. All Redeemable Units issued prior to June 1, 2011, were deemed Class A Redeemable Units. The rights, powers, duties and obligations associated with investment in Class A Redeemable Units were not changed. On August 1, 2011, Class Z Redeemable Units were first issued to certain employees of Morgan Stanley Smith Barney LLC, currently doing business as Morgan Stanley Wealth Management (“Morgan Stanley Wealth Management”) a selling agent for the Partnership and its affiliates (and their family members). Class A Redeemable Units and Class Z Redeemable Units will each be referred to as a “Class” and collectively referred to as the “Classes.” The Class of Redeemable Units that a limited partner receives upon a subscription will generally depend upon the status of the limited partner, although the General Partner may determine to offer Redeemable Units to investors at its discretion.
	During the period covered by this report, the Partnership’s commodity brokers were Morgan Stanley & Co. LLC (“MS&Co”) and Citigroup Global Markets Inc. (“CGM”).
	The General Partner and each limited partner of the Partnership share in the profits and losses of the Partnership in proportion to the amount of Partnership interest owned by each, except that no limited partner shall be liable for obligations of the Partnership in excess of its capital contribution and profits or losses, if any, net of distributions.
	In May 2013, the General Partner discovered an overstatement of brokerage commissions for the Partnership occurring during the period from June 2011 to March 2013 (the “Time Period”). As a result, the General Partner contributed the amount of the overstatement, $14,069,403, to the Partnership. This contribution was applied to current limited partners of the Partnership as well as former limited partners whose redemption proceeds were impacted by the overstatement. The Statements of Changes in Partners’ Capital reflects an allocation from the General Partner of $12,227,974 for the then current limited partners. The impact of the overstatement on the financial statements during the Time Period was not considered material.

	The Partnership will be liquidated upon the first to occur of the following: December 31, 2019; the net asset value per Redeemable Unit decreases to less than $400 per Redeemable Unit as of a close of any business day; a decline in net assets after trading commences to less than $1,000,000; or under certain other circumstances as defined in the Limited Partnership Agreement of the Partnership (the “Limited Partnership Agreement”).

Accounting_Policies

Accounting Policies	12 Months Ended
Accounting Policies	Dec. 31, 2013
Accounting Policies	'
	2. Accounting Policies:

		a.	Use of Estimates. The preparation of financial statements and accompanying notes in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, income and expenses, and related disclosures of contingent assets and liabilities in the financial statements and accompanying notes. As a result, actual results could differ from these estimates.

		b.	Statement of Cash Flows. The Partnership is not required to provide a Statement of Cash Flows.

		c.	Partnership’s and the Funds’ Investments. All commodity interests including derivative financial instruments and derivative commodity instruments held by the Partnership and the Funds are held for trading purposes. The commodity interests are recorded on trade date and open contracts are recorded at fair value (as described below) at the measurement date. Investments in commodity interests denominated in foreign currencies are translated into U.S. dollars at the exchange rates prevailing at the measurement date. Gains or losses are realized when contracts are liquidated. Unrealized gains or losses on open contracts are included as a component of equity in trading account on the Partnership’s and the Funds’ Statements of Financial Condition. Net realized gains or losses and any change in net unrealized gains or losses from the preceding period are included in the Partnership’s and the Funds’ Statements of Income and Expenses.
	Partnership’s and the Funds’ Fair Value Measurements. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date under current market conditions. The fair value hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to fair values derived from unobservable inputs (Level 3). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. Management has concluded that, based on available information in the marketplace, the Partnership’s and the Funds’ Level 1 assets and liabilities are actively traded.
	GAAP also requires the use of judgment in determining if a formerly active market has become inactive and in determining fair values when the market has become inactive. Management has concluded that based on available information in the marketplace, that there has not been a significant decrease in the volume and level of activity in the Partnership’s and the Funds’ Level 2 assets and liabilities.
	The Partnership and the Funds will separately present purchases, sales, issuances, and settlements in their reconciliation of Level 3 fair value measurements (i.e., to present such items on a gross basis rather than on a net basis), and make disclosures regarding the level of disaggregation and the inputs and valuation techniques used to measure fair value for measurements that fall within either Level 2 or Level 3 of the fair value hierarchy as required under GAAP.

	On October 1, 2012, the Financial Accounting Standards Board (the “FASB”) issued Accounting Standards Update (“ASU”) 2012-04, “Technical Corrections and Improvements,” which makes minor technical corrections and clarifications to Accounting Standards Codification (“ASC”) 820, “Fair Value Measurements and Disclosures.” When the FASB issued Statement 157 (codified in ASC 820), it conformed the use of the term “fair value” in certain pre-codification standards but not others. ASU 2012-04 conforms the term’s use throughout the ASC “to fully reflect the fair value measurement and disclosure requirements” of ASC 820. ASU 2012-04 also amends the requirements that must be met for an investment company to qualify for the exemption from presenting a statement of cash flows. Specifically, it eliminates the requirements that substantially all of an entity’s investments be carried at “market value” and that the investments be highly liquid. Instead, it requires substantially all of the entity’s investments to be carried at “fair value” and classified as Level 1 or Level 2 measurements under ASC 820.
	The Partnership and the Funds consider prices for exchange-traded commodity futures, forwards, swaps and options contracts to be based on unadjusted quoted prices in active markets for identical assets and liabilities (Level 1). The values of non-exchange-traded forwards, swaps and certain options contracts for which market quotations are not readily available are priced by broker-dealers that derive fair values for those assets and liabilities from observable inputs (Level 2). Investments in funds (other commodity pools) where there are no other rights or obligations inherent within the ownership interest held by the Partnership are priced based on the end of the day net asset value (Level 2). The value of the Partnership’s investments in the Funds reflects its proportional interest in the Funds. As of and for the years ended December 31, 2013 and 2012, the Partnership/Funds did not hold any derivative instruments that were priced at fair value using unobservable inputs through the application of management’s assumptions and internal valuation pricing models (Level 3). During the years ended December 31, 2013 and 2012, there were no transfers of assets or liabilities between Level 1 and Level 2.


			December 31,		Quoted Prices in			Significant Other		Significant
			2013		Active Markets			Observable Inputs		Unobservable
					for Identical			(Level 2)		Inputs (Level 3)
					Assets and
					Liabilities
					(Level 1)
	Assets
	Investment in Funds		$	1,181,894,789	$	—		$	1,181,894,789	$	—

	Net fair value			1,181,894,789	$	—			1,181,894,789	$	—



			December 31,		Quoted Prices in			Significant Other		Significant
			2012		Active Markets			Observable Inputs		Unobservable
					for Identical			(Level 2)		Inputs (Level 3)
					Assets and
					Liabilities
					(Level 1)
	Assets
	Forwards		$	549,269	$	549,269		$	—	$	—
	Investment in Funds			1,391,594,441		—			1,391,594,441		—

	Total assets		$	1,392,143,710	$	549,269		$	1,391,594,441	$	—

	Liabilities
	Forwards		$	1,053,819	$	1,053,819		$	—	$	—

	Total liabilities			1,053,819		1,053,819			—		—

	Net fair value		$	1,391,089,891	$	(504,550	)	$	1,391,594,441	$	—


		d.	Futures Contracts. The Funds trade futures contracts and exchange-cleared swaps. Exchange-cleared swaps are swaps that are traded as futures. A futures contract is a firm commitment to buy or sell a specified quantity of investments, currency or a standardized amount of a deliverable grade commodity, at a specified price on a specified future date, unless the contract is closed before the delivery date, or if the delivery quantity is something where physical delivery cannot occur (such as the S&P 500 Index), whereby such contract is settled in cash. Payments (“variation margin”) may be made or received by the Funds each business day, depending on the daily fluctuations in the value of the underlying contracts, and are recorded as unrealized gains or losses by the Funds. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Transactions in futures contracts require participants to make both initial margin deposits of cash or other assets and variation margin deposits, through the futures broker, directly with the exchange on which the contracts are traded. Net realized gains (losses) and changes in net unrealized gains (losses) on futures contracts are included in the Funds’ Statements of Income and Expenses.

		e.	Forward Foreign Currency Contracts. Forward foreign currency contracts are those contracts where the Funds agree to receive or deliver a fixed quantity of foreign currency for an agreed-upon price on an agreed-upon future date. Forward foreign currency contracts are valued daily, and the Funds’ net equity therein, representing unrealized gain or loss on the contracts as measured by the difference between the forward foreign exchange rates at the dates of entry into the contracts and the forward rates at the reporting date, is included in the Funds’ Statements of Financial Condition. Net realized gains (losses) and changes in net unrealized gains (losses) on forward foreign currency contracts are recognized in the period in which the contract is closed or the changes occur, respectively, and are included in the Funds’ Statements of Income and Expenses.
	The Funds do not isolate that portion of the results of operations arising from the effect of changes in foreign exchange rates on investments from fluctuations from changes in market prices of investments held. Such fluctuations are included in net income (loss) in the Funds’ Statements of Income and Expenses.

		f.	London Metals Exchange Forward Contracts. Metal contracts traded on the London Metals Exchange (“LME”) represent a firm commitment to buy or sell a specified quantity of aluminum, copper, lead, nickel, tin or zinc. LME contracts traded by the Partnership and the Funds are cash-settled based on prompt dates published by the LME. Payments (“variation margin”) may be made or received by the Partnership and the Funds each business day, depending on the daily fluctuations in the value of the underlying contracts, and are recorded as unrealized gains or losses by the Partnership and the Funds. A contract is considered offset when all long positions have been matched with a like number of short positions settling on the same prompt date. When the contract is closed at the prompt date, the Partnership and the Funds record a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Transactions in LME contracts require participants to make both initial margin deposits of cash or other assets and variation margin deposits, through the broker, directly with the LME. Net realized gains (losses) and changes in net unrealized gains (losses) on metal contracts are included in the Statements of Income and Expenses.

		g.	Options. The Funds may purchase and write (sell) both exchange-listed and over-the-counter (“OTC”) options on commodities or financial instruments. An option is a contract allowing, but not requiring, its holder to buy (call) or sell (put) a specific or standard commodity or financial instrument at a specified price during a specified time period. The option premium is the total price paid or received for the option contract. When the Funds write an option, the premium received is recorded as a liability in the Funds’ Statements of Financial Condition and marked to market daily. When the Funds purchase an option, the premium paid is recorded as an asset in the Funds’ Statements of Financial Condition and marked to market daily. Net realized gains (losses) and changes in net unrealized gains (losses) on option contracts are included in the Funds’ Statements of Income and Expenses.

		h.	Brokerage Commissions. Commission charges to open and close futures and exchange-cleared swap contracts are expensed at the time the positions are opened. Commission charges on option contracts are expensed at the time the position is established and when the option contract is closed.

		i.	Income Taxes. Income taxes have not been provided as each partner is individually liable for the taxes, if any, on its share of the Partnership’s income and expenses.
	GAAP provides guidance for how uncertain tax positions should be recognized, measured, presented and disclosed in the financial statements and requires the evaluation of tax positions taken or expected to be taken in the course of preparing the Partnership’s financial statements to determine whether the tax positions are “more-likely-than-not” to be sustained by the applicable tax authority. Tax positions with respect to tax at the Partnership level not deemed to meet the “more-likely-than-not” threshold would be recorded as a tax benefit or expense in the current year. The General Partner has concluded that no provision for income tax is required in the Partnership’s financial statements.
	The Partnership files U.S. federal and various state and local tax returns. No income tax returns are currently under examination. The 2010 through 2013 tax years remain subject to examination by U.S. federal and most state tax authorities. Management does not believe that there are any uncertain tax positions that require recognition of a tax liability.

	j.	Subsequent Events. The General Partner evaluates events that occur after the balance sheet date but before financial statements are issued. The General Partner has assessed the subsequent events through the date of issuance and determined that other than that described in Note 9 to the financial statements, no events have occurred that require adjustments to or disclosure in the financial statements.

	k.	Recent Accounting Pronouncements. In June 2013, the FASB issued ASU 2013-08, “Financial Services — Investments Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements”. ASU 2013-08 changes the approach to the investment company assessment, requires non-controlling ownership interests in other investment companies to be measured at fair value, and requires additional disclosures about the investment company’s status as an investment company. The amendments are effective for interim and annual reporting periods beginning after December 15, 2013. The Partnership is currently evaluating the impact this pronouncement would have on the financial statements.

	l.	Net Income (loss) per unit. Net income (loss) per unit is calculated in accordance with investment company guidance. See Note 7, “Financial Highlights”.

Agreements

Agreements	12 Months Ended
	Dec. 31, 2013
Agreements	'
	3	Agreements:

		a.	Limited Partnership Agreement:
	The General Partner administers the business and affairs of the Partnership, including selecting one or more advisors to make trading decisions for the Partnership. The Partnership pays the General Partner a monthly administrative fee equal to 1/24 of 1% (0.5% per year) of month-end Net Assets. Month-end Net Assets, for the purpose of calculating administrative fees are Net Assets, as defined in the Limited Partnership Agreement, prior to the reduction of the current month’s incentive fee accruals, the monthly management fees, the General Partner’s administrative fee and any redemptions or distributions as of the end of such month.

		b.	Management Agreement:
	The General Partner, on behalf of the Partnership, has entered into management agreements (each, a “Management Agreement”) with Winton Capital Management Limited (“Winton”), Transtrend B.V. (“Transtrend”), and AAA Capital Management Advisors, Ltd. (“AAA”) (each an “Advisor” and collectively, the “Advisors”), each of which is a registered commodity trading advisor. The Advisors are not affiliated with one another, are not affiliated with the General Partner or CGM or MS&Co., and are not responsible for the organization or operation of the Partnership. The Partnership pays AAA a monthly management fee equal to 1.5% per year, of month-end net assets allocated to AAA. Prior to January 1, 2013, AAA received a monthly management fee equal to 2.0% per year. Winton receives a monthly management fee equal to 1.5% per year, of month-end Net Assets allocated to Winton. Transtrend Master (as defined in Note 5, “Investment in Funds”) paid Transtrend a monthly management fee of either 1.75% per year or 2% per year depending on the aggregate net assets of Transtrend Master. Month-end Net Assets, for the purpose of calculating management fees are Net Assets, as defined in the Limited Partnership Agreement, prior to the reduction of the current incentive fee accruals, the monthly management fees, the General Partner’s administrative fee and any redemptions or distributions as of the end of such month. Each Management Agreement may be terminated upon notice by either party.
	In addition, the Partnership is obligated to pay each Advisor, except for Transtrend, an incentive fee, payable quarterly, equal to 20% of the New Trading Profits, as defined in each Management Agreement, earned by each Advisor for the Partnership during each calendar quarter. Transtrend will receive an incentive fee equal to 20% of the New Trading Profits earned by Transtrend Master. To the extent an Advisor incurs a loss for the Partnership, the Advisor will not be paid incentive fees until the Advisor recovers the net loss incurred and earns additional new trading profits for the Partnership.
	In allocating the assets of the Partnership among the Advisors, the General Partner considers each Advisor’s past performance, trading style, volatility of markets traded and fee requirements. The General Partner may modify or terminate the allocation of assets to the Advisors and may allocate the assets to additional advisors at any time.

		c.	Customer Agreement:
	Prior to and during part of the fourth quarter of 2013, the Partnership was party to a Customer Agreement with CGM (the “CGM Customer Agreement”). During the fourth quarter of 2013, the Partnership entered into a Customer Agreement with MS&Co. (the “MS&Co. Customer Agreement”) and a Selling Agent Agreement with Morgan Stanley Smith Barney LLC, doing business as Morgan Stanley Wealth Management (“Morgan Stanley Wealth Management”) (the “Selling Agreement”). The Partnership has terminated the CGM Customer Agreement.
	Under the CGM Customer Agreement, the Partnership paid CGM a monthly brokerage commission equal to (i) $18.00 per round-turn on futures transactions, up to an equivalent amount for swaps and $9.00 per side on options transactions for Class A units, and (ii) $3.00 per round-turn on futures transactions, up to an equivalent amount for swaps and $1.50 per side on options transactions for Class Z units. The brokerage commissions were inclusive of applicable floor brokerage fees. The Partnership paid for exchange, service, clearing, user, give-up and National Futures Association (“NFA”) fees (collectively, the “CGM clearing fees”) directly and through its investments in the Funds cleared through CGM. CGM clearing fees were allocated to the Partnership based on its proportionate share of such Funds. During the term of the CGM Customer Agreement, all of the Partnership’s assets that were not held in the Funds’ accounts at CGM (or with respect to Transtrend Master (defined below), at MS&Co.) were deposited in the Partnership’s account at CGM. The Partnership’s cash was deposited by CGM in segregated bank accounts to the extent required by Commodity Futures Trading Commission regulations. At December 31, 2012, the amount of cash held for margin requirements was $504,550. CGM paid the Partnership interest on 100% of the average daily equity maintained in cash in the Partnership’s (or the Partnership’s allocable portion of a Fund’s (except for Transtrend Master’s)) brokerage account at a 30-day U.S. Treasury bill rate determined weekly by CGM based on the average non-competitive yield on 3-month U.S. Treasury bills maturing 30 days from the date on which such weekly rate is determined.
	Under the MS&Co. Customer Agreement, the Partnership paid MS&Co. a monthly brokerage commission equal to (i) $18.00 per round-turn on futures transactions, up to an equivalent amount for swaps and $9.00 per side on options transactions for Class A units, and (ii) $3.00 per round-turn on futures transactions, up to an equivalent amount for swaps and $1.50 per side on options transactions for Class Z units. The brokerage commissions are inclusive of applicable floor brokerage fees. The Partnership also pays for trading fees for the clearing and, where applicable, the execution of transactions, as well as exchange, clearing, user, give-up and NFA fees (collectively, the “MS&Co. clearing fees” and together with the CGM clearing fees, the “clearing fees”) through its investment in the Funds. MS&Co. clearing fees are allocated to the Partnership based on its proportionate share of the Funds. MS&Co. pays a portion of its brokerage commissions to other properly licensed and/or registered selling agents and to financial advisors who have sold Redeemable Units. All of the Partnership’s assets not held in the Funds’ accounts at MS&Co. are deposited in the Partnership’s account at MS&Co. The Partnership’s cash is deposited by MS&Co. in segregated bank accounts to the extent required by Commodity Futures Trading Commission regulations. MS&Co. has agreed to pay the Partnership interest on 100% of the average daily equity maintained in cash in the Partnership’s (or the Partnership’s allocable portion of a Fund’s, except for Transtrend Master) brokerage account at the rate equal to the monthly average of the 4-week U.S. Treasury bill discount rate. MS&Co. has agreed to pay Transtrend Master interest on 100% of the average daily equity maintained in cash in Transtrend Master’s brokerage account at the rate equal to the monthly average of the 4-Week U.S. Treasury bill discount rate less 0.15% during such month but in no event less than zero. For purposes of these interest credits, daily funds do not include monies due to the Transtrend Master on or with respect to futures, forwards, or options contracts that have not been received. The MS&Co. Customer Agreement may generally be terminated upon notice by either party.
	Administrative fees, management fees, incentive fees and all other expenses of the Partnership are allocated proportionally to each Class based on the net asset value of the Class.

Trading_Activities

Trading Activities	12 Months Ended
Trading Activities	Dec. 31, 2013
Trading Activities	'
	4	Trading Activities:
	The Partnership was formed for the purpose of trading contracts in a variety of commodity interests, including derivative financial instruments and derivative commodity instruments. The results of the Partnership’s trading activities are shown in the Statements of Income and Expenses.
	During the second quarter of 2013, CMF Winton Master L.P. (“Winton Master”) entered into a foreign exchange brokerage account agreement with MS&Co. Winton Master commenced foreign exchange trading through an account at MS&Co. on or about May 1, 2013. During the third quarter of 2013, Winton Master and AAA Master LLC entered into a futures brokerage account agreement with MS&Co. and commenced futures trading through accounts at MS&Co. on or about July 22, 2013 and September 9, 2013, respectively. Morgan Stanley Smith Barney TT II, LLC continues to be a party to a futures brokerage account agreement with MS&Co. The Partnership, through its investment in the Funds, will pay MS&Co. trading fees for the clearing and, where applicable, execution of transactions.
	The MS&Co. Customer Agreement with the Partnership and the Funds give and the CGM Customer Agreement with the Partnership and the customer agreements between CGM and the Funds gave, MS&Co. and CGM, as applicable, the legal right to net unrealized gains and losses on open futures, exchange-cleared swaps and open forward contracts. The Partnership/Funds net, for financial reporting purposes, the unrealized gains and losses on open futures exchange-cleared swaps and open forward contracts on the Statements of Financial Condition as the criteria under ASC 210-20, “Balance Sheet,” have been met.
	All of the commodity interests owned by the Partnership and the Funds are held for trading purposes. The monthly average number of metals forward contracts traded directly by the Partnership during the years ended December 31, 2013 and 2012, were 161 and 238, respectively.
	Brokerage commissions and trading and transaction fees are based on the number of trades executed by the Advisors and the Partnership’s ownership of the Funds.
	On January 1, 2013, the Partnership adopted ASU 2011-11, “Disclosure about Offsetting Assets and Liabilities” and ASU 2013-01, “Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities”. ASU 2011-11 created a new disclosure requirement about the nature of an entity’s rights to setoff and the related arrangements associated with its financial instruments and derivative instruments, while ASU 2013-01 clarified the types of instruments and transactions that are subject to the offsetting disclosure requirements established by ASU 2011-11. Entities are required to disclose both gross information and net information about both instruments and transactions eligible for offset in the statement of financial condition and instruments and transactions subject to an agreement similar to a master netting arrangement. The objective of these disclosures is to facilitate comparison between those entities that prepare their financial statements on the basis of U.S. GAAP and those entities that prepare their financial statements on the basis of International Financial Reporting Standards (“IFRS”). The new guidance did not have a significant impact on the Partnership’s financial statements.
	There were no direct investments as of December 31, 2013.
	The following table summarizes the Partnership’s direct investments at December 31, 2012.


	31-Dec-12		Gross Amounts			Gross Amounts			Net Amounts
			Recognized			Offset in the			Presented in the
						Statements of			Statements of
						Financial			Financial Condition
						Condition
	Assets
	Forwards		$	549,269		$	(549,269	)	$	—

	Total Assets		$	549,269		$	(549,269	)	$	—

	Liabilities
	Forwards		$	(1,053,819	)	$	549,269		$	(504,550	)

	Total Liabilities		$	(1,053,819	)	$	549,269		$	(504,550	)

	Net fair value								$	(504,550	)


	The following table indicates the gross fair values of derivative instruments of forwards contracts traded directly by the Partnership as separate assets and liabilities as of December 31, 2012.


			2012
	Assets
	Forward Contracts
	Metals		$	549,269

	Total unrealized appreciation on open forward contracts		$	549,269

	Liabilities
	Forward Contracts
	Metals		$	(1,053,819	)

	Total unrealized depreciation on open forward contracts		$	(1,053,819	)

	Net unrealized depreciation on open forward contracts		$	(504,550	)*



	*	This amount is included in “Net unrealized depreciation on open forward contracts” on the Statements of Financial Condition.
	The following table indicates the Partnership’s trading gains and losses, by market sector, on derivative instruments traded directly by the Partnership for the years ended December 31, 2011.


			2011
	Sector
	Currencies.		$	(1,297,551	)
	Energy			2,902,797
	Grains			(4,633,963	)
	Indices			(29,043	)
	Interest Rates U.S.			(1,476,338	)
	Interest Rates Non-U.S.			248,513
	Livestock			(435,160	)
	Metals			4,745,428
Softs			1,571,985

Total		$	1,596,668	**

** This amount is included in “Total trading results” on the Statements of Income and Expenses.

Investment_in_Funds

Investment in Funds	12 Months Ended
Investment in Funds	Dec. 31, 2013
Investment in Funds	'
	5	Investment in Funds:
	On September 1, 2001, the assets allocated to AAA for trading were invested in AAA Master Fund LLC (“AAA Master”), a limited liability company formed under the New York Limited Liability Company Law. The Partnership purchased 5,173.4381 units of AAA Master with cash equal to $5,173,438. AAA Master was formed in order to permit accounts managed by AAA using the Energy Program-Futures and Swaps, a proprietary, discretionary trading system, to invest together in one trading vehicle. The General Partner is also the managing member of AAA Master. Individual and pooled accounts currently managed by AAA, including the Partnership, are permitted to be non-managing members of AAA Master. The General Partner and AAA believe that trading through this structure should promote efficiency and economy in the trading process.
	On November 1, 2004, the assets allocated to Winton for trading were invested in CMF Winton Master L.P. (“Winton Master”), a limited partnership organized under the partnership laws of the State of New York. The Partnership purchased 35,389.8399 units of Winton Master with cash equal to $33,594,083 and a contribution of open commodity futures and forward contracts with a fair value of $1,795,757. Winton Master was formed in order to permit accounts managed by Winton using the Diversified Program as applied without Equities (formerly, the Diversified Program), a proprietary, systematic trading system, to invest together in one trading vehicle. The General Partner is also the general partner of Winton Master. Individual and pooled accounts currently managed by Winton, including the Partnership, are permitted to be limited partners of Winton Master. The General Partner and Winton believe that trading through this structure should promote efficiency and economy in the trading process. The General Partner and Winton have agreed that Winton will trade the Partnership’s assets allocated to Winton at a level that is up to 1.5 times the amount of the assets allocated.
	On July 1, 2005, a portion of the assets allocated to Willowbridge Associates Inc. (the “Advisor”) for trading were invested in CMF Willowbridge Master Fund L.P. (“Willowbridge Master”), a limited partnership organized under the partnership laws of the State of New York. The Partnership purchased 33,529.1186 units of Willowbridge Master with cash equal to $29,866,194, and a contribution of open commodity futures and forward contracts with a fair value of $3,662,925. The Partnership fully redeemed its investment in Willowbridge Master on May 31, 2011 for cash equal to $97,339,043.
	Additional assets allocated to Willowbridge were not invested in a separate limited partnership established by the General Partner but were held and traded by Willowbridge directly in separate managed accounts in the Partnership’s name. Willowbridge traded the Partnership’s assets directly pursuant to its Vulcan Trading System, Consolidated Commodities Fundamental Trading Program and MStrategy Program, each of which was terminated as of May 31, 2011.
	On June 1, 2011, the Partnership allocated a portion of its assets, with cash equal to $384,370,435 to Morgan Stanley Smith Barney TT II, LLC (“Transtrend Master”), a limited liability company organized under the partnership laws of the State of Delaware. Transtrend Master was formed in order to permit accounts managed now or in the future by Transtrend using the Diversified Trend Program-Enhanced Risk Portfolio (US Dollar), a proprietary, systematic trading system, to invest together in one trading vehicle. The General Partner is also the managing member of Transtrend Master. Individual and pooled accounts managed by Transtrend, including the Partnership are permitted to be non-managing members of Transtrend Master. The General Partner and Transtrend believe that trading through this structure should promote efficiency and economy in the trading process.
	The General Partner is not aware of any material changes to the trading programs discussed above during the year ended December 31, 2013.
	AAA Master’s, Transtrend Master’s and Winton Master’s (collectively, the “Funds”) and the Partnership’s trading of futures, forwards, swaps and options contracts, if applicable, on commodities is done primarily on U.S. commodity exchanges and foreign commodity exchanges. The Funds and the Partnership engaged in such trading through commodity brokerage accounts maintained with CGM and/or MS&Co. as applicable. Reference herein to “Funds” may also include Willowbridge Master, as relevant.
	A limited partner/non-managing member of the Funds may withdraw all or part of their capital contribution and undistributed profits, if any, from the Funds as of the end of any month after a request for redemption has been made to the General Partner/managing member at least three days in advance of that date. Such withdrawals are classified as a liability when the limited partner/non-managing member elects to redeem and informs the Funds.

	Management, administrative and incentive fees are charged at the Partnership level, except for fees payable to Transtrend which are charged at the Transtrend Master level. All clearing fees are borne by the Funds. All other fees, are charged at the Partnership level.
	As of December 31, 2013, the Partnership owned approximately 48.1% of AAA Master, 67.3% of Winton Master and 95.1% of Transtrend Master. As of December 31, 2012, the Partnership owned approximately 47.2% of AAA Master, 67.8% of Winton Master and 93.7% of Transtrend Master. It is the Partnership’s intention to continue to invest in the Funds. The performance of the Partnership is directly affected by the performance of the Funds. Expenses to investors as a result of investment in the Funds are approximately the same and redemption rights are not affected.
	Summarized information reflecting the total assets, liabilities and capital of the Funds are shown in the following tables.


			31-Dec-13
			Total Assets				Total Liabilities				Total Capital
	AAA Master		$	477,308,200			$	14,562,596			$	462,745,604
	Winton Master			705,230,510				4,281,078				700,949,432
	Transtrend Master			510,373,650				2,117,241				508,256,409

	Total		$	1,692,912,360			$	20,960,915			$	1,671,951,445



			31-Dec-12
			Total Assets				Total Liabilities				Total Capital
	AAA Master		$	909,985,091			$	67,226,938			$	842,758,153
	Winton Master			762,738,367				2,827,854				759,910,513
	Transtrend Master			511,111,816				751,587				510,360,229

	Total		$	2,183,835,274			$	70,806,379			$	2,113,028,895

	Summarized information reflecting the net investment income (loss) from trading, total trading results and net income (loss) for the Funds are shown in the following tables.


			For the year ended December 31, 2013
			Net Investment				Total Trading				Net income
			Income (Loss)				Results				(Loss)
	AAA Master		$	(2,952,328	)		$	(67,230,734	)		$	(70,183,062	)
	Winton Master			(772,366	)			106,077,267				105,304,901
	Transtrend Master			(10,810,551	)			9,060,662				(1,749,889	)

	Total		$	(14,535,245	)		$	47,907,195			$	33,371,950



			For the year ended December 31, 2012
			Net Investment				Total Trading				Net Income
			Income (Loss)				Results				(Loss)
	AAA Master		$	(3,422,564	)		$	11,245,948			$	7,823,384
	Winton Master			(610,909	)			(25,428,035	)			(26,038,944	)
	Transtrend Master			(12,444,497	)			7,747,576				(4,696,921	)

	Total		$	(16,477,970	)		$	(6,434,511	)		$	(22,912,481	)


	Summarized information reflecting the Partnership’s investments in, and the operations of, the Funds are as shown in the following tables.


															Expenses
			% of				Fair				Income								Management		Net			Investment		Redemption
			Partnership’s				Value				(Loss)								Fee		Income			Objective		Permitted
Funds		Net Assets												Commissions		Other				(Loss)
For the year ended December 31, 2013
AAA Master			19.96	%		$	222,758,285			$	(32,779,082	)		$	1,375,334	$	182,426	$	—	$	(34,336,842	)	Energy		Monthly
AAA Master			19.96	%		$	222,758,285			$	(32,779,082	)		$	1,375,334	$	182,426	$	—	$	(34,336,842	)	Portfolio		Monthly

Winton Master			42.53	%			474,613,230				72,229,439				605,783		82,567		—		71,541,089		Commodity		Monthly
Winton Master			42.53	%			474,613,230				72,229,439				605,783		82,567		—		71,541,089		Portfolio		Monthly

Transtrend Master			43.41	%			484,523,274				8,744,764				1,823,548		—		8,272,370		(1,351,154	)	Commodity		Monthly
Transtrend Master			43.41	%			484,523,274				8,744,764				1,823,548		—		8,272,370		(1,351,154	)	Portfolio		Monthly

Total						$	1,181,894,789			$	48,195,121			$	3,804,665	$	264,993	$	8,272,370	$	35,853,093



														Expenses
		% of				Fair				Income								Management		Incentive			Net				Investment	Redemption
		Partnership’s				Value				(Loss)								Fee		Fee			Income				Objective	Permitted
Funds		Net Assets												Commissions		Other							(Loss)
For the year ended December 31, 2012
AAA Master			29.24	%		$	397,868,211			$	5,717,650			$	1,598,494	$	95,678	$	—	$	—		$	4,023,478			Energy	Monthly
AAA Master			29.24	%		$	397,868,211			$	5,717,650			$	1,598,494	$	95,678	$	—	$	—		$	4,023,478			Portfolio	Monthly

Winton Master			37.89	%			515,446,089				(15,971,707	)			638,019		63,356		—		—			(16,673,082	)		Commodity	Monthly
Winton Master			37.89	%			515,446,089				(15,971,707	)			638,019		63,356		—		—			(16,673,082	)		Portfolio	Monthly

Transtrend Master			35.16	%			478,280,141				6,786,483				1,890,562		—		8,795,760		811,931			(4,711,770	)		Commodity	Monthly
Transtrend Master			35.16	%			478,280,141				6,786,483				1,890,562		—		8,795,760		811,931			(4,711,770	)		Portfolio	Monthly

Total						$	1,391,594,441			$	(3,467,574	)		$	4,127,075	$	159,034	$	8,795,760	$	811,931		$	(17,361,374	)

Subscriptions_Distributions_an

Subscriptions, Distributions and Redemptions	12 Months Ended
Subscriptions, Distributions and Redemptions	Dec. 31, 2013
Subscriptions, Distributions and Redemptions	'
	6. Subscriptions, Distributions and Redemptions:
	Subscriptions are accepted monthly from investors and they become limited partners on the first day of the month after their subscription is processed. Distributions of profits, if any, will be made at the sole discretion of the General Partner and at such times as the General Partner may decide. A limited partner may require the Partnership to redeem its Redeemable Units at the net asset value per Redeemable Unit as of the end of each month on three business days’ notice to the General Partner. There is no fee charged to limited partners in connection with redemptions.

Financial_Highlights

Financial Highlights	12 Months Ended
Financial Highlights	Dec. 31, 2013
Financial Highlights	'
	7. Financial Highlights:
	Changes in the net asset value per unit for each Class for the years ended December 31, 2013, 2012 and 2011 were as follows:


			2013						2012						2011			For the period
																		August 1, 2011
																		(commencement of
																		issuance of
																		Class Z units) to
																		31-Dec-11
			Class A			Class Z			Class A			Class Z			Class A			Class Z
	Net realized and unrealized gains (losses) ¹		$	62.8		$	38.54		$	(66.13	)	$	(12.45	)	$	111.51		$	9.83
	Interest income			0.58			0.22			1.02			0.36			0.8			0.01
	Expenses ²			(67.61	)		(24.73	)		(64.37	)		(23.16	)		(80.76	)		(11.27	)

	Increase (decrease) for the period			(4.23	)		14.03			(129.48	)		(35.25	)		31.55			(1.43	)
	Net asset value per unit, beginning of period			2,656.46			963.32			2,785.94			998.57			2,754.39			1,000.00

	Net asset value per unit, end of period		$	2,652.23		$	977.35		$	2,656.46		$	963.32		$	2,785.94		$	998.57


	1	Includes brokerage commissions and clearing fees.
	2	Excludes brokerage commissions and clearing fees.


			2013						2012						2011			For the period
																		August 1, 2011
																		(commencement of
																		issuance of
																		Class Z units) to
																		31-Dec-11
			Class A			Class Z			Class A			Class Z			Class A			Class Z
	Ratios to average net assets:
	Net investment income (loss)			(4.4	)%		(2.7	)%		(4.6	)%		(3.8	)%		(4.2	)%		(2.3	)% ³
	Incentive fees			0.4	%		0.4	%		0.1	%		0.1	%		0.6	%		—	% ⁴

	Net investment income (loss) before incentive fees ⁵			(4.0	)%		(2.3	)%		(4.5	)%		(3.7	)%		(3.6	)%		(2.3	)%

	Operating expenses			4.1	%		2.3	%		4.6	%		3.8	%		3.6	%		2.3	% ³
	Incentive fees			0.4	%		0.4	%		0.1	%		0.1	%		0.6	%		—	% ⁴

	Total expenses.			4.5	%		2.7	%		4.7	%		3.9	%		4.2	%		2.3	%

	Total return:
	Total return before incentive fees			0.3	%		1.9	%		(4.6	)%		(3.5	)%		1.7	%		(0.1	)%
	Incentive fees			(0.4	)%		(0.4	)%		(0.1	)%		—	%		(0.6	)%		—	% ⁴

	Total return after incentive fees			(0.1	)%		1.5	%		(4.7	)%		(3.5	)%		1.1	%		(0.1	)%


	3	Annualized
	4	Due to rounding.
	5	Interest income less total expenses (exclusive of incentive fees).
	The above ratios may vary for individual investors based on the timing of capital transactions during the period. Additionally, these ratios are calculated for the limited partner Classes using the limited partners’ share of income, expenses and average net assets.

Financial_Instrument_Risks

Financial Instrument Risks	12 Months Ended
Financial Instrument Risks	Dec. 31, 2013
Financial Instrument Risks	'
	8. Financial Instrument Risks:
	In the normal course of business, the Partnership and the Funds are party to financial instruments with off-balance sheet risk, including derivative financial instruments and derivative commodity instruments. These financial instruments may include forwards, futures, options and swaps, whose values are based upon an underlying asset, index or reference rate, and generally represent future commitments to exchange currencies or cash balances, or to purchase or sell other financial instruments at specific terms at specified future dates, or, in the case of derivative commodity instruments, to have a reasonable possibility to be settled in cash, through physical delivery or with another financial instrument. These instruments may be traded on an exchange, a swap execution facility or OTC. Exchange-traded instruments include futures and certain standardized forwards, swaps and option contracts. Certain swap contracts may also be traded on a swap execution facility or OTC. OTC contracts are negotiated between contracting parties and also include certain forwards and option contracts. Specific market movements of commodities or futures contracts underlying an option cannot be accurately predicted. Each of these instruments is subject to various risks similar to those related to the underlying financial instruments, including market and credit risk. In general, the risks associated with OTC contracts are greater than those associated with exchange-traded instruments because of the greater risk of default by the counterparty to an OTC contract. The General Partner estimates at any given time approximately 4.8% to 26.1% of the Fund’s contracts are traded OTC.
	The risk to the limited partners that have purchased Redeemable Units is limited to the amount of their share of the Partnership’s net assets and undistributed profits. This limited liability is a result of the organization of the Partnership as a limited partnership under New York law.

	Market risk is the potential for changes in the value of the financial instruments traded by the Partnership/Funds due to market changes, including interest and foreign exchange rate movements and fluctuations in commodity or security prices. Market risk is directly impacted by the volatility and liquidity in the markets in which the related underlying assets are traded. The Partnership/Funds are exposed to a market risk equal to the value of futures and forward contracts purchased and unlimited liability on such contracts sold short.
	Credit risk is the possibility that a loss may occur due to the failure of a counterparty to perform according to the terms of a contract. The Partnership’s/Funds’ risk of loss in the event of a counterparty default is typically limited to the amounts recognized in the Statements of Financial Condition and is not represented by the contract or notional amounts of the instruments. The Partnership’s/Funds’ risk of loss is reduced through the use of legally enforceable master netting agreements with counterparties that permit the Partnership/Funds to offset unrealized gains and losses and other assets and liabilities with such counterparties upon the occurrence of certain events. The Partnership/Funds have credit risk and concentration risk during the reporting period, as CGM and/or MS&Co. or their affiliates were the sole counterparties brokers with respect to the Partnership’s and the Funds’ assets. Credit risk with respect to exchange-traded instruments is reduced to the extent that, through CGM and/or MS&Co., the Partnership’s/Funds’ counterparty is an exchange or clearing organization. The Partnership/Funds continue to be subject to such risk with respect to MS&Co.
	As both a buyer and seller of options, the Partnership/Funds pay or receive a premium at the outset and then bear the risk of unfavorable changes in the price of the contract underlying the option. Written options expose the Partnership/Funds to potentially unlimited liability; for purchased options, the risk of loss is limited to the premiums paid. Certain written put options permit cash settlement and do not require the option holder to own the reference asset. The Partnership/Funds do not consider these contracts to be guarantees.
	The General Partner/managing member monitors and attempts to control the Partnership’s/Funds’ risk exposure on a daily basis through financial, credit and risk management monitoring systems, and accordingly, believes that it has effective procedures for evaluating and limiting the credit and market risks to which the Partnership/Funds may be subject. These monitoring systems generally allow the General Partner/managing member to statistically analyze actual trading results with risk-adjusted performance indicators and correlation statistics. In addition, online monitoring systems provide account analysis of futures, exchange-cleared swaps, forwards and options contracts by sector, margin requirements, gain and loss transactions and collateral positions.
	The majority of these instruments mature within one year of the inception date. However, due to the nature of the Partnership’s/Funds’ business, these instruments may not be held to maturity.

Subsequent_Events

Subsequent Events	12 Months Ended
Subsequent Events	Dec. 31, 2013
Subsequent Events	'
	9. Subsequent Events:
	Effective January 1, 2014, Transtrend’s Management fee was decreased. The Partnership will pay Transtrend a monthly management fee of either 1.25% per year or 1.5% per year depending on the aggregate net assets of Transtrend Master as of the first day of each month.
	Effective March 1, 2014, the Partnership ceased paying a brokerage commission to MS&Co. and entered into a new customer agreement with MS&Co. As of the same date, the Partnership entered into a new selling agreement with Morgan Stanley Wealth Management. Pursuant to the selling agreement, Morgan Stanley Wealth Management will receive a monthly selling agent fee equal to (i) $18.00 per round-turn on futures transactions, up to an equivalent amount for swaps and $9.00 per side on options transactions for Class A units, and (ii)$3.00 per round-turn on futures transactions, up to an equivalent amount for swaps and $1.50 per side on options transactions for Class Z units. The ongoing selling agent fee amount will be reduced by applicable floor brokerage. Morgan Stanley Wealth Management will pay a portion of its ongoing selling agent fees to other properly licensed and/or registered selling agents and to financial advisers who have sold redeemable units in the Partnership.

Accounting_Policies_Policies

Accounting Policies (Policies)

12 Months Ended

Dec. 31, 2013

Use of Estimates

Use of Estimates. The preparation of financial statements and accompanying notes in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, income and expenses, and related disclosures of contingent assets and liabilities in the financial statements and accompanying notes. As a result, actual results could differ from these estimates.

Statement of Cash Flows

Statement of Cash Flows. The Partnership is not required to provide a Statement of Cash Flows.

Partnership's and the Funds' Investments

Partnership’s and the Funds’ Investments. All commodity interests including derivative financial instruments and derivative commodity instruments held by the Partnership and the Funds are held for trading purposes. The commodity interests are recorded on trade date and open contracts are recorded at fair value (as described below) at the measurement date. Investments in commodity interests denominated in foreign currencies are translated into U.S. dollars at the exchange rates prevailing at the measurement date. Gains or losses are realized when contracts are liquidated. Unrealized gains or losses on open contracts are included as a component of equity in trading account on the Partnership’s and the Funds’ Statements of Financial Condition. Net realized gains or losses and any change in net unrealized gains or losses from the preceding period are included in the Partnership’s and the Funds’ Statements of Income and Expenses.

Partnership's and the Funds' Fair Value Measurements

Partnership’s and the Funds’ Fair Value Measurements. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date under current market conditions. The fair value hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to fair values derived from unobservable inputs (Level 3). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. Management has concluded that, based on available information in the marketplace, the Partnership’s and the Funds’ Level 1 assets and liabilities are actively traded.

GAAP also requires the use of judgment in determining if a formerly active market has become inactive and in determining fair values when the market has become inactive. Management has concluded that based on available information in the marketplace, that there has not been a significant decrease in the volume and level of activity in the Partnership’s and the Funds’ Level 2 assets and liabilities.

The Partnership and the Funds will separately present purchases, sales, issuances, and settlements in their reconciliation of Level 3 fair value measurements (i.e., to present such items on a gross basis rather than on a net basis), and make disclosures regarding the level of disaggregation and the inputs and valuation techniques used to measure fair value for measurements that fall within either Level 2 or Level 3 of the fair value hierarchy as required under GAAP.

On October 1, 2012, the Financial Accounting Standards Board (the “FASB”) issued Accounting Standards Update (“ASU”) 2012-04, “Technical Corrections and Improvements,” which makes minor technical corrections and clarifications to Accounting Standards Codification (“ASC”) 820, “Fair Value Measurements and Disclosures.” When the FASB issued Statement 157 (codified in ASC 820), it conformed the use of the term “fair value” in certain pre-codification standards but not others. ASU 2012-04 conforms the term’s use throughout the ASC “to fully reflect the fair value measurement and disclosure requirements” of ASC 820. ASU 2012-04 also amends the requirements that must be met for an investment company to qualify for the exemption from presenting a statement of cash flows. Specifically, it eliminates the requirements that substantially all of an entity’s investments be carried at “market value” and that the investments be highly liquid. Instead, it requires substantially all of the entity’s investments to be carried at “fair value” and classified as Level 1 or Level 2 measurements under ASC 820.

The Partnership and the Funds consider prices for exchange-traded commodity futures, forwards, swaps and options contracts to be based on unadjusted quoted prices in active markets for identical assets and liabilities (Level 1). The values of non-exchange-traded forwards, swaps and certain options contracts for which market quotations are not readily available are priced by broker-dealers that derive fair values for those assets and liabilities from observable inputs (Level 2). Investments in funds (other commodity pools) where there are no other rights or obligations inherent within the ownership interest held by the Partnership are priced based on the end of the day net asset value (Level 2). The value of the Partnership’s investments in the Funds reflects its proportional interest in the Funds. As of and for the years ended December 31, 2013 and 2012, the Partnership/Funds did not hold any derivative instruments that were priced at fair value using unobservable inputs through the application of management’s assumptions and internal valuation pricing models (Level 3). During the years ended December 31, 2013 and 2012, there were no transfers of assets or liabilities between Level 1 and Level 2.

December 31,

Quoted Prices in

Significant Other

Significant

2013

Active Markets

Observable Inputs

Unobservable

for Identical

(Level 2)

Inputs (Level 3)

Assets and

Liabilities

(Level 1)

Assets

Investment in Funds

1,181,894,789

—

1,181,894,789

—

Net fair value

1,181,894,789

—

1,181,894,789

—

December 31,

Quoted Prices in

Significant Other

Significant

2012

Active Markets

Observable Inputs

Unobservable

for Identical

(Level 2)

Inputs (Level 3)

Assets and

Liabilities

(Level 1)

Assets

Forwards

549,269

—

Investment in Funds

1,391,594,441

—

1,391,594,441

—

Total assets

1,392,143,710

549,269

1,391,594,441

—

Liabilities

Forwards

1,053,819

—

Total liabilities

1,053,819

—

Net fair value

1,391,089,891

(504,550

)

1,391,594,441

—

Futures Contracts

Futures Contracts. The Funds trade futures contracts and exchange-cleared swaps. Exchange-cleared swaps are swaps that are traded as futures. A futures contract is a firm commitment to buy or sell a specified quantity of investments, currency or a standardized amount of a deliverable grade commodity, at a specified price on a specified future date, unless the contract is closed before the delivery date, or if the delivery quantity is something where physical delivery cannot occur (such as the S&P 500 Index), whereby such contract is settled in cash. Payments (“variation margin”) may be made or received by the Funds each business day, depending on the daily fluctuations in the value of the underlying contracts, and are recorded as unrealized gains or losses by the Funds. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Transactions in futures contracts require participants to make both initial margin deposits of cash or other assets and variation margin deposits, through the futures broker, directly with the exchange on which the contracts are traded. Net realized gains (losses) and changes in net unrealized gains (losses) on futures contracts are included in the Funds’ Statements of Income and Expenses.

Forward Foreign Currency Contracts

Forward Foreign Currency Contracts. Forward foreign currency contracts are those contracts where the Funds agree to receive or deliver a fixed quantity of foreign currency for an agreed-upon price on an agreed-upon future date. Forward foreign currency contracts are valued daily, and the Funds’ net equity therein, representing unrealized gain or loss on the contracts as measured by the difference between the forward foreign exchange rates at the dates of entry into the contracts and the forward rates at the reporting date, is included in the Funds’ Statements of Financial Condition. Net realized gains (losses) and changes in net unrealized gains (losses) on forward foreign currency contracts are recognized in the period in which the contract is closed or the changes occur, respectively, and are included in the Funds’ Statements of Income and Expenses.

The Funds do not isolate that portion of the results of operations arising from the effect of changes in foreign exchange rates on investments from fluctuations from changes in market prices of investments held. Such fluctuations are included in net income (loss) in the Funds’ Statements of Income and Expenses.

London Metals Exchange Forward Contracts

London Metals Exchange Forward Contracts. Metal contracts traded on the London Metals Exchange (“LME”) represent a firm commitment to buy or sell a specified quantity of aluminum, copper, lead, nickel, tin or zinc. LME contracts traded by the Partnership and the Funds are cash-settled based on prompt dates published by the LME. Payments (“variation margin”) may be made or received by the Partnership and the Funds each business day, depending on the daily fluctuations in the value of the underlying contracts, and are recorded as unrealized gains or losses by the Partnership and the Funds. A contract is considered offset when all long positions have been matched with a like number of short positions settling on the same prompt date. When the contract is closed at the prompt date, the Partnership and the Funds record a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Transactions in LME contracts require participants to make both initial margin deposits of cash or other assets and variation margin deposits, through the broker, directly with the LME. Net realized gains (losses) and changes in net unrealized gains (losses) on metal contracts are included in the Statements of Income and Expenses.

Options

Options. The Funds may purchase and write (sell) both exchange-listed and over-the-counter (“OTC”) options on commodities or financial instruments. An option is a contract allowing, but not requiring, its holder to buy (call) or sell (put) a specific or standard commodity or financial instrument at a specified price during a specified time period. The option premium is the total price paid or received for the option contract. When the Funds write an option, the premium received is recorded as a liability in the Funds’ Statements of Financial Condition and marked to market daily. When the Funds purchase an option, the premium paid is recorded as an asset in the Funds’ Statements of Financial Condition and marked to market daily. Net realized gains (losses) and changes in net unrealized gains (losses) on option contracts are included in the Funds’ Statements of Income and Expenses.

Brokerage Commissions

Brokerage Commissions. Commission charges to open and close futures and exchange-cleared swap contracts are expensed at the time the positions are opened. Commission charges on option contracts are expensed at the time the position is established and when the option contract is closed.

Income Taxes

Income Taxes. Income taxes have not been provided as each partner is individually liable for the taxes, if any, on its share of the Partnership’s income and expenses.

GAAP provides guidance for how uncertain tax positions should be recognized, measured, presented and disclosed in the financial statements and requires the evaluation of tax positions taken or expected to be taken in the course of preparing the Partnership’s financial statements to determine whether the tax positions are “more-likely-than-not” to be sustained by the applicable tax authority. Tax positions with respect to tax at the Partnership level not deemed to meet the “more-likely-than-not” threshold would be recorded as a tax benefit or expense in the current year. The General Partner has concluded that no provision for income tax is required in the Partnership’s financial statements.

The Partnership files U.S. federal and various state and local tax returns. No income tax returns are currently under examination. The 2010 through 2013 tax years remain subject to examination by U.S. federal and most state tax authorities. Management does not believe that there are any uncertain tax positions that require recognition of a tax liability.

Subsequent Events

Subsequent Events. The General Partner evaluates events that occur after the balance sheet date but before financial statements are issued. The General Partner has assessed the subsequent events through the date of issuance and determined that other than that described in Note 9 to the financial statements, no events have occurred that require adjustments to or disclosure in the financial statements.

Recent Accounting Pronouncements

Recent Accounting Pronouncements. In June 2013, the FASB issued ASU 2013-08, “Financial Services — Investments Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements”. ASU 2013-08 changes the approach to the investment company assessment, requires non-controlling ownership interests in other investment companies to be measured at fair value, and requires additional disclosures about the investment company’s status as an investment company. The amendments are effective for interim and annual reporting periods beginning after December 15, 2013. The Partnership is currently evaluating the impact this pronouncement would have on the financial statements.

Net Income (loss) per unit

Net Income (loss) per unit. Net income (loss) per unit is calculated in accordance with investment company guidance. See Note 7, “Financial Highlights”.

Accounting_Policies_Tables

Accounting Policies (Tables)	12 Months Ended
Accounting Policies (Tables)	Dec. 31, 2013
Fair Values for Assets and Liabilities from Observable Inputs	'

	As of and for the years ended December 31, 2013 and 2012, the Partnership/Funds did not hold any derivative instruments that were priced at fair value using unobservable inputs through the application of management’s assumptions and internal valuation pricing models (Level 3). During the years ended December 31, 2013 and 2012, there were no transfers of assets or liabilities between Level 1 and Level 2.



		December 31,		Quoted Prices in			Significant Other		Significant
		2013		Active Markets			Observable Inputs		Unobservable
				for Identical			(Level 2)		Inputs (Level 3)
				Assets and
				Liabilities
				(Level 1)
	Assets
	Investment in Funds	$	1,181,894,789	$	—		$	1,181,894,789	$	—

	Net fair value		1,181,894,789	$	—			1,181,894,789	$	—



		December 31,		Quoted Prices in			Significant Other		Significant
		2012		Active Markets			Observable Inputs		Unobservable
				for Identical			(Level 2)		Inputs (Level 3)
				Assets and
				Liabilities
				(Level 1)
	Assets
	Forwards	$	549,269	$	549,269		$	—	$	—
	Investment in Funds		1,391,594,441		—			1,391,594,441		—

	Total assets	$	1,392,143,710	$	549,269		$	1,391,594,441	$	—

	Liabilities
	Forwards	$	1,053,819	$	1,053,819		$	—	$	—

	Total liabilities		1,053,819		1,053,819			—		—

	Net fair value	$	1,391,089,891	$	(504,550	)	$	1,391,594,441	$	—

Trading_Activities_Tables

Trading Activities (Tables)	12 Months Ended
Trading Activities (Tables)	Dec. 31, 2013
Summary of Partnership's Direct Investment	'
	The following table summarizes the Partnership’s direct investments at December 31, 2012.


	31-Dec-12		Gross Amounts			Gross Amounts			Net Amounts
			Recognized			Offset in the			Presented in the
						Statements of			Statements of
						Financial			Financial Condition
						Condition
	Assets
	Forwards		$	549,269		$	(549,269	)	$	—

	Total Assets		$	549,269		$	(549,269	)	$	—

	Liabilities
	Forwards		$	(1,053,819	)	$	549,269		$	(504,550	)

	Total Liabilities		$	(1,053,819	)	$	549,269		$	(504,550	)

	Net fair value								$	(504,550	)

Gross Fair Values of Derivative Instruments	'
	The following table indicates the gross fair values of derivative instruments of forwards contracts traded directly by the Partnership as separate assets and liabilities as of December 31, 2012.


			2012
	Assets
	Forward Contracts
	Metals		$	549,269

	Total unrealized appreciation on open forward contracts		$	549,269

	Liabilities
	Forward Contracts
	Metals		$	(1,053,819	)

	Total unrealized depreciation on open forward contracts		$	(1,053,819	)

	Net unrealized depreciation on open forward contracts		$	(504,550	)*



	*	This amount is included in “Net unrealized depreciation on open forward contracts” on the Statements of Financial Condition.
Partnership's Trading Gains and Losses, by Market Sector, on Derivative	'
	The following table indicates the Partnership’s trading gains and losses, by market sector, on derivative instruments traded directly by the Partnership for the years ended December 31, 2011.


			2011
	Sector
	Currencies.		$	(1,297,551	)
	Energy			2,902,797
	Grains			(4,633,963	)
	Indices			(29,043	)
	Interest Rates U.S.			(1,476,338	)
	Interest Rates Non-U.S.			248,513
	Livestock			(435,160	)
	Metals			4,745,428
	Softs			1,571,985

	Total		$	1,596,668	**

	** This amount is included in “Total trading results” on the Statements of Income and Expenses.

Investment_in_Funds_Tables

Investment in Funds (Tables)	12 Months Ended
Investment in Funds (Tables)	Dec. 31, 2013
Assets, Liabilities and Capital of Funds	'
	Summarized information reflecting the total assets, liabilities and capital of the Funds are shown in the following tables.


		31-Dec-13
		Total Assets			Total Liabilities			Total Capital
	AAA Master	$	477,308,200		$	14,562,596		$	462,745,604
	Winton Master		705,230,510			4,281,078			700,949,432
	Transtrend Master		510,373,650			2,117,241			508,256,409

	Total	$	1,692,912,360		$	20,960,915		$	1,671,951,445



		31-Dec-12
		Total Assets			Total Liabilities			Total Capital
	AAA Master	$	909,985,091		$	67,226,938		$	842,758,153
	Winton Master		762,738,367			2,827,854			759,910,513
	Transtrend Master		511,111,816			751,587			510,360,229

	Total	$	2,183,835,274		$	70,806,379		$	2,113,028,895

Net Investment Income (Loss), Trading Results and Net Income (Loss) for Funds	'
	Summarized information reflecting the net investment income (loss) from trading, total trading results and net income (loss) for the Funds are shown in the following tables.


		For the year ended December 31, 2013
		Net Investment			Total Trading			Net income
		Income (Loss)			Results			(Loss)
	AAA Master	$	(2,952,328	)	$	(67,230,734	)	$	(70,183,062	)
	Winton Master		(772,366	)		106,077,267			105,304,901
	Transtrend Master		(10,810,551	)		9,060,662			(1,749,889	)

	Total	$	(14,535,245	)	$	47,907,195		$	33,371,950



		For the year ended December 31, 2012
		Net Investment			Total Trading			Net Income
		Income (Loss)			Results			(Loss)
	AAA Master	$	(3,422,564	)	$	11,245,948		$	7,823,384
	Winton Master		(610,909	)		(25,428,035	)		(26,038,944	)
	Transtrend Master		(12,444,497	)		7,747,576			(4,696,921	)

	Total	$	(16,477,970	)	$	(6,434,511	)	$	(22,912,481	)

Partnership's Investments in, and Operations of, Funds	'
	Summarized information reflecting the Partnership’s investments in, and the operations of, the Funds are as shown in the following tables.


											Expenses
		% of			Fair			Income							Management		Net			Investment		Redemption
		Partnership’s			Value			(Loss)							Fee		Income			Objective		Permitted
	Funds	Net Assets									Commissions		Other				(Loss)
	For the year ended December 31, 2013
	AAA Master		19.96	%	$	222,758,285		$	(32,779,082	)	$	1,375,334	$	182,426	$	—	$	(34,336,842	)	Energy		Monthly
	AAA Master		19.96	%	$	222,758,285		$	(32,779,082	)	$	1,375,334	$	182,426	$	—	$	(34,336,842	)	Portfolio		Monthly

	Winton Master		42.53	%		474,613,230			72,229,439			605,783		82,567		—		71,541,089		Commodity		Monthly
	Winton Master		42.53	%		474,613,230			72,229,439			605,783		82,567		—		71,541,089		Portfolio		Monthly

	Transtrend Master		43.41	%		484,523,274			8,744,764			1,823,548		—		8,272,370		(1,351,154	)	Commodity		Monthly
	Transtrend Master		43.41	%		484,523,274			8,744,764			1,823,548		—		8,272,370		(1,351,154	)	Portfolio		Monthly

	Total				$	1,181,894,789		$	48,195,121		$	3,804,665	$	264,993	$	8,272,370	$	35,853,093



											Expenses
		% of			Fair			Income							Management		Incentive			Net			Investment	Redemption
		Partnership’s			Value			(Loss)							Fee		Fee			Income			Objective	Permitted
	Funds	Net Assets									Commissions		Other							(Loss)
	For the year ended December 31, 2012
	AAA Master		29.24	%	$	397,868,211		$	5,717,650		$	1,598,494	$	95,678	$	—	$	—		$	4,023,478		Energy	Monthly
	AAA Master		29.24	%	$	397,868,211		$	5,717,650		$	1,598,494	$	95,678	$	—	$	—		$	4,023,478		Portfolio	Monthly

	Winton Master		37.89	%		515,446,089			(15,971,707	)		638,019		63,356		—		—			(16,673,082	)	Commodity	Monthly
	Winton Master		37.89	%		515,446,089			(15,971,707	)		638,019		63,356		—		—			(16,673,082	)	Portfolio	Monthly

	Transtrend Master		35.16	%		478,280,141			6,786,483			1,890,562		—		8,795,760		811,931			(4,711,770	)	Commodity	Monthly
	Transtrend Master		35.16	%		478,280,141			6,786,483			1,890,562		—		8,795,760		811,931			(4,711,770	)	Portfolio	Monthly

	Total				$	1,391,594,441		$	(3,467,574	)	$	4,127,075	$	159,034	$	8,795,760	$	811,931		$	(17,361,374	)

Financial_Highlights_Tables

Financial Highlights (Tables)	12 Months Ended
Financial Highlights (Tables)	Dec. 31, 2013
Changes in Net Asset Value Per Unit for Class A and Class Z	'
	Changes in the net asset value per unit for each Class for the years ended December 31, 2013, 2012 and 2011 were as follows:


			2013						2012						2011			For the period
																		August 1, 2011
																		(commencement of
																		issuance of
																		Class Z units) to
																		31-Dec-11
			Class A			Class Z			Class A			Class Z			Class A			Class Z
	Net realized and unrealized gains (losses) ¹		$	62.8		$	38.54		$	(66.13	)	$	(12.45	)	$	111.51		$	9.83
	Interest income			0.58			0.22			1.02			0.36			0.8			0.01
	Expenses ²			(67.61	)		(24.73	)		(64.37	)		(23.16	)		(80.76	)		(11.27	)

	Increase (decrease) for the period			(4.23	)		14.03			(129.48	)		(35.25	)		31.55			(1.43	)
	Net asset value per unit, beginning of period			2,656.46			963.32			2,785.94			998.57			2,754.39			1,000.00

	Net asset value per unit, end of period		$	2,652.23		$	977.35		$	2,656.46		$	963.32		$	2,785.94		$	998.57


	1	Includes brokerage commissions and clearing fees.
	2	Excludes brokerage commissions and clearing fees.


			2013						2012						2011			For the period
																		August 1, 2011
																		(commencement of
																		issuance of
																		Class Z units) to
																		31-Dec-11
			Class A			Class Z			Class A			Class Z			Class A			Class Z
	Ratios to average net assets:
	Net investment income (loss)			(4.4	)%		(2.7	)%		(4.6	)%		(3.8	)%		(4.2	)%		(2.3	)% ³
	Incentive fees			0.4	%		0.4	%		0.1	%		0.1	%		0.6	%		—	% ⁴

	Net investment income (loss) before incentive fees ⁵			(4.0	)%		(2.3	)%		(4.5	)%		(3.7	)%		(3.6	)%		(2.3	)%

	Operating expenses			4.1	%		2.3	%		4.6	%		3.8	%		3.6	%		2.3	% ³
	Incentive fees			0.4	%		0.4	%		0.1	%		0.1	%		0.6	%		—	% ⁴

	Total expenses.			4.5	%		2.7	%		4.7	%		3.9	%		4.2	%		2.3	%

	Total return:
	Total return before incentive fees			0.3	%		1.9	%		(4.6	)%		(3.5	)%		1.7	%		(0.1	)%
	Incentive fees			(0.4	)%		(0.4	)%		(0.1	)%		—	%		(0.6	)%		—	% ⁴

	Total return after incentive fees			(0.1	)%		1.5	%		(4.7	)%		(3.5	)%		1.1	%		(0.1	)%


	3	Annualized
	4	Due to rounding.
	5	Interest income less total expenses (exclusive of incentive fees).

Partnership_Organization_Addit

Partnership Organization - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2013
Significant Accounting Policies [Line Items]	'
Maximum number of Redeemable Units sold by the Partnership	0
Receivable from General Partner	$14,069,403
Allocation from the General Partner	12,227,974
Net asset value per Redeemable Unit decreases	400
Decline in net assets	1,000,000
Limited Partners [Member]	'
Significant Accounting Policies [Line Items]	'
Allocation from the General Partner	$12,227,974

Accounting_Policies_Additional

Accounting Policies - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Transfers of assets or liabilities between Level 1 and Level	$0	$0

Accounting_Policies_Fair_Value

Accounting Policies - Fair Values for Assets and Liabilities from Observable Inputs (Detail) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Assets	'	'
Total Assets	'	$1,392,143,710
Net fair value	1,181,894,789	1,391,089,891
Liabilities	'	'
Total Liabilities	'	1,053,819
Net fair value	1,181,894,789	1,391,089,891
Investment in Funds [Member]	'	'
Assets	'	'
Total Assets	1,181,894,789	1,391,594,441
Forward Contracts [Member]	'	'
Assets	'	'
Total Assets	'	549,269
Liabilities	'	'
Total Liabilities	'	1,053,819
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) [Member]	'	'
Assets	'	'
Total Assets	'	549,269
Net fair value	'	-504,550
Liabilities	'	'
Total Liabilities	'	1,053,819
Net fair value	'	-504,550
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) [Member] \| Forward Contracts [Member]	'	'
Assets	'	'
Total Assets	'	549,269
Liabilities	'	'
Total Liabilities	'	1,053,819
Significant Other Observable Inputs (Level 2) [Member]	'	'
Assets	'	'
Total Assets	'	1,391,594,441
Net fair value	1,181,894,789	1,391,594,441
Liabilities	'	'
Net fair value	1,181,894,789	1,391,594,441
Significant Other Observable Inputs (Level 2) [Member] \| Investment in Funds [Member]	'	'
Assets	'	'
Total Assets	1,181,894,789	1,391,594,441
Significant Unobservable Inputs (Level 3) [Member]	'	'
Assets	'	'
Total Assets	'	'
Net fair value	'	'
Liabilities	'	'
Total Liabilities	'	'
Net fair value	'	'
Significant Unobservable Inputs (Level 3) [Member] \| Investment in Funds [Member]	'	'
Assets	'	'
Total Assets	'	'
Significant Unobservable Inputs (Level 3) [Member] \| Forward Contracts [Member]	'	'
Assets	'	'
Total Assets	'	'
Liabilities	'	'
Total Liabilities	'	'

Agreements_Additional_Informat

Agreements - Additional Information (Detail) (USD $)	12 Months Ended
Agreements - Additional Information (Detail) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Agreements [Line Items]	'	'
Administrative fees, Description	'The Partnership pays the General Partner a monthly administrative fee equal to 1/24 of 1% (0.5% per year) of month-end Net Assets.	'
Management fee, Description	'The Partnership pays AAA a monthly management fee equal to 1.5% per year, of month-end net assets allocated to AAA. Prior to January 1, 2013, AAA received a monthly management fee equal to 2.0% per year. Winton receives a monthly management fee equal to 1.5% per year, of month-end Net Assets allocated to Winton. Transtrend Master (as defined in Note 5, bInvestment in Fundsb) paid Transtrend a monthly management fee of either 1.75% per year or 2% per year depending on the aggregate net assets of Transtrend Master.	'
Incentive fee, Description	'The Partnership is obligated to pay each Advisor, except for Transtrend, an incentive fee, payable quarterly, equal to 20% of the New Trading Profits, as defined in each Management Agreement, earned by each Advisor for the Partnership during each calendar quarter.	'
Amounts of cash held for margin requirements	'	$504,550
CGM Customer Agreement [Member]	'	'
Agreements [Line Items]	'	'
Percentage of average daily equity maintained in cash	100.00%	'
Treasury bill maturity period	'30 days	'
MS & Co [Member]	'	'
Agreements [Line Items]	'	'
Percentage of average daily equity maintained in cash	100.00%	'
Class A [Member]	'	'
Agreements [Line Items]	'	'
Brokerage commission payable per round turn	18	'
Brokerage commission payable per half turn	9	'
Class A [Member] \| MS & Co [Member]	'	'
Agreements [Line Items]	'	'
Brokerage commission payable per round turn	18	'
Brokerage commission payable per half turn	9	'
Class Z [Member]	'	'
Agreements [Line Items]	'	'
Brokerage commission payable per round turn	3	'
Brokerage commission payable per half turn	1.5	'
Class Z [Member] \| MS & Co [Member]	'	'
Agreements [Line Items]	'	'
Brokerage commission payable per round turn	3	'
Brokerage commission payable per half turn	$1.50	'

Trading_Activities_Additional_

Trading Activities - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
	Contract	Contract
Monthly average number of metal forward contracts traded	161	238
Gross Amounts Recognized, Assets	$0	'

Trading_Activities_Summary_of_

Trading Activities - Summary of Partnership's Direct Investment (Detail) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]	'	'
Gross Amounts Recognized, Assets	$0	'
Net Amounts Presented in the Statement of Financial Condition, Assets	'	1,392,143,710
Net Amounts Presented in the Statement of Financial Condition, Liabilities	'	-1,053,819
Net fair value	1,181,894,789	1,391,089,891
Forward Contracts [Member]	'	'
Derivative [Line Items]	'	'
Net Amounts Presented in the Statement of Financial Condition, Assets	'	549,269
Net Amounts Presented in the Statement of Financial Condition, Liabilities	'	-1,053,819
Orion Futures Fund L.P. [Member]	'	'
Derivative [Line Items]	'	'
Gross Amounts Recognized, Assets	'	549,269
Gross Amounts Offset in the Statement of Financial Condition, Assets	'	-549,269
Net Amounts Presented in the Statement of Financial Condition, Assets	'	'
Gross Amounts Recognized, Liabilities	'	-1,053,819
Gross Amounts Offset in the Statement of Financial Condition, Liabilities	'	549,269
Net Amounts Presented in the Statement of Financial Condition, Liabilities	'	-504,550
Net fair value	'	-504,550
Orion Futures Fund L.P. [Member] \| Forward Contracts [Member]	'	'
Derivative [Line Items]	'	'
Gross Amounts Recognized, Assets	'	549,269
Gross Amounts Offset in the Statement of Financial Condition, Assets	'	-549,269
Net Amounts Presented in the Statement of Financial Condition, Assets	'	'
Gross Amounts Recognized, Liabilities	'	-1,053,819
Gross Amounts Offset in the Statement of Financial Condition, Liabilities	'	549,269
Net Amounts Presented in the Statement of Financial Condition, Liabilities	'	($504,550)

Trading_Activities_Gross_Fair_

Trading Activities - Gross Fair Values of Derivative Instruments (Detail) (USD $)	Dec. 31, 2012
Investment In Affiliates [Line Items]	'
Total unrealized appreciation on open forward contracts	$549,269
Total unrealized depreciation on open forward contracts	-1,053,819
Forward Contracts [Member]	'
Investment In Affiliates [Line Items]	'
Total unrealized appreciation on open forward contracts	549,269
Total unrealized depreciation on open forward contracts	-1,053,819
Net unrealized depreciation on open forward contracts	-504,550
Metals [Member] \| Forward Contracts [Member]	'
Investment In Affiliates [Line Items]	'
Total unrealized appreciation on open forward contracts	549,269
Total unrealized depreciation on open forward contracts	($1,053,819)

Trading_Activities_Partnership

Trading Activities - Partnership's Trading Gains and Losses, by Market Sector, on Derivative (Detail) (USD $)	12 Months Ended
	Dec. 31, 2011
Investment In Affiliates [Line Items]	'
Total Trading Results	$1,596,668
Currencies [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	-1,297,551
Energy [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	2,902,797
Grains [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	-4,633,963
Indices [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	-29,043
Interest Rates U.S. [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	-1,476,338
Interest Rates Non-U.S. [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	248,513
Livestock [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	-435,160
Metals [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	4,745,428
Softs [Member]	'
Investment In Affiliates [Line Items]	'
Total Trading Results	$1,571,985

Investment_in_Funds_Additional

Investment in Funds - Additional Information (Detail) (USD $)

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Nov. 01, 2004

Dec. 31, 2013

Dec. 31, 2012

Sep. 01, 2001

Dec. 31, 2013

Dec. 31, 2012

Jun. 01, 2011

31-May-11

Jul. 01, 2005

Winton Master [Member]

AAA Master [Member]

Transtrend Master [Member]

Willowbridge Master [Member]

PartnershipUnit

Investment [Line Items]

Number of units purchased by partnership

35,389.84

5,173.44

33,529.12

Cash paid for units purchased by partnership

$33,594,083

$5,173,438

$29,866,194

Investment in Funds, at fair value

1,181,894,789

1,391,594,441

1,795,757

3,662,925

Maximum amount of partnership assets allocated to trading advisor

'1.5 times

Investment redeemed fully by partnership

97,339,043

Allocation of portion of assets by partnership

$384,370,435

Percentage owned by partnership

105.90%

102.29%

67.30%

67.80%

48.10%

47.20%

95.10%

93.70%

Investment_in_Funds_Assets_Lia

Investment in Funds - Assets, Liabilities and Capital of Funds (Detail) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Investment [Line Items]	'	'
Total Assets	$1,692,912,360	$2,183,835,274
Total Liabilities	20,960,915	70,806,379
Total Capital	1,671,951,445	2,113,028,895
AAA Master [Member]	'	'
Investment [Line Items]	'	'
Total Assets	477,308,200	909,985,091
Total Liabilities	14,562,596	67,226,938
Total Capital	462,745,604	842,758,153
Winton Master [Member]	'	'
Investment [Line Items]	'	'
Total Assets	705,230,510	762,738,367
Total Liabilities	4,281,078	2,827,854
Total Capital	700,949,432	759,910,513
Transtrend Master [Member]	'	'
Investment [Line Items]	'	'
Total Assets	510,373,650	511,111,816
Total Liabilities	2,117,241	751,587
Total Capital	$508,256,409	$510,360,229

Investment_in_Funds_Net_Invest

Investment in Funds - Net Investment Income (Loss), Trading Results and Net Income (Loss) for Funds (Detail) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Investment [Line Items]	'	'	'
Net Investment Income (Loss)	($55,612,914)	($64,162,805)	($52,517,970)
Total Trading Results	47,905,662	-3,991,425	67,083,073
Net income (Loss)	-7,707,252	-68,154,230	14,565,103
Investment in Funds [Member]	'	'	'
Investment [Line Items]	'	'	'
Net Investment Income (Loss)	-14,535,245	-16,477,970	'
Total Trading Results	47,907,195	-6,434,511	'
Net income (Loss)	33,371,950	-22,912,481	'
AAA Master [Member] \| Investment in Funds [Member]	'	'	'
Investment [Line Items]	'	'	'
Net Investment Income (Loss)	-2,952,328	-3,422,564	'
Total Trading Results	-67,230,734	11,245,948	'
Net income (Loss)	-70,183,062	7,823,384	'
Winton Master [Member] \| Investment in Funds [Member]	'	'	'
Investment [Line Items]	'	'	'
Net Investment Income (Loss)	-772,366	-610,909	'
Total Trading Results	106,077,267	-25,428,035	'
Net income (Loss)	105,304,901	-26,038,944	'
Transtrend Master [Member] \| Investment in Funds [Member]	'	'	'
Investment [Line Items]	'	'	'
Net Investment Income (Loss)	-10,810,551	-12,444,497	'
Total Trading Results	9,060,662	7,747,576	'
Net income (Loss)	($1,749,889)	($4,696,921)	'

Investment_in_Funds_Partnershi

Investment in Funds - Partnership's Investments in, and Operations of, Funds (Detail) (USD $)

12 Months Ended

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Nov. 01, 2004

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

AAA Master [Member]

Winton Master [Member]

Transtrend Master [Member]

Investment in Funds [Member]

Investments in Partnership [Member]

AAA Master [Member]

Winton Master [Member]

Transtrend Master [Member]

Investments in Partnership [Member]

Energy Portfolio [Member]

Commodity Portfolio [Member]

Investment [Line Items]

% of Partnership's Net Assets

105.90%

102.29%

48.10%

47.20%

67.30%

67.80%

95.10%

93.70%

19.96%

29.24%

42.53%

37.89%

43.41%

35.16%

Fair Value

$1,181,894,789

$1,391,594,441

$1,795,757

$1,181,894,789

$1,391,594,441

$222,758,285

$397,868,211

$474,613,230

$515,446,089

$484,523,274

$478,280,141

Income (Loss)

47,905,662

-3,991,425

67,083,073

47,907,195

-6,434,511

48,195,121

-3,467,574

-67,230,734

11,245,948

-32,779,082

5,717,650

106,077,267

-25,428,035

72,229,439

-15,971,707

9,060,662

7,747,576

8,744,764

6,786,483

Commissions

3,804,665

4,127,075

1,375,334

1,598,494

605,783

638,019

1,823,548

1,890,562

Expenses Other

175,856

151,889

156,918

264,993

159,034

182,426

95,678

82,567

63,356

Management Fee

20,385,639

24,717,066

22,487,151

8,272,370

8,795,760

8,272,370

8,795,760

Incentive Fee

5,166,773

811,930

7,504,897

811,931

Net income (Loss)

($7,707,252)

($68,154,230)

$14,565,103

$33,371,950

($22,912,481)

$35,853,093

($17,361,374)

($70,183,062)

$7,823,384

($34,336,842)

$4,023,478

$105,304,901

($26,038,944)

$71,541,089

($16,673,082)

($1,749,889)

($4,696,921)

($1,351,154)

($4,711,770)

Redemption Permitted

'Monthly

Subscriptions_Distributions_an1

Subscriptions, Distributions and Redemptions - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2013
Fee charged to limited partners	$0

Financial_Highlights_Changes_i

Financial Highlights - Changes in Net Asset Value Per Unit for Class A and Class Z (Detail)	12 Months Ended			5 Months Ended	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2012
	Class A [Member]	Class A [Member]	Class A [Member]	Class Z [Member]	Class Z [Member]	Class Z [Member]
Equity [Line Items]	'	'	'	'	'	'
Net realized and unrealized gains (losses)	62.8	-66.13	111.51	9.83	38.54	-12.45
Interest income	0.58	1.02	0.8	0.01	0.22	0.36
Expenses	-67.61	-64.37	-80.76	-11.27	-24.73	-23.16
Increase (decrease) for the period	-4.23	-129.48	31.55	-1.43	14.03	-35.25
Net asset value per unit, beginning of period	2,656.46	2,785.94	2,754.39	1,000	963.32	998.57
Net asset value per unit, end of period	2,652.23	2,656.46	2,785.94	998.57	977.35	963.32
Ratios to average net assets:	'	'	'	'	'	'
Net investment income (loss)	-4.40%	-4.60%	-4.20%	-2.30%	-2.70%	-3.80%
Incentive fees	0.40%	0.10%	0.60%	'	0.40%	0.10%
Net investment income (loss) before incentive fees	-4.00%	-4.50%	-3.60%	-2.30%	-2.30%	-3.70%
Operating expenses	4.10%	4.60%	3.60%	2.30%	2.30%	3.80%
Incentive fees	0.40%	0.10%	0.60%	'	0.40%	0.10%
Total expenses	4.50%	4.70%	4.20%	2.30%	2.70%	3.90%
Total return:	'	'	'	'	'	'
Total return before incentive fees	0.30%	-4.60%	1.70%	-0.10%	1.90%	-3.50%
Incentive fees	-0.40%	-0.10%	-0.60%	'	-0.40%	'
Total return after incentive fees	-0.10%	-4.70%	1.10%	-0.10%	1.50%	-3.50%

Financial_Instrument_Risks_Add

Financial Instrument Risks - Additional Information (Detail)	12 Months Ended
	Dec. 31, 2013
Fair Value Measurements Disclosure [Line Items]	'
Financial instruments mature	'1 year
Minimum [Member]	'
Fair Value Measurements Disclosure [Line Items]	'
Percentage of contracts traded over the counter	4.80%
Maximum [Member]	'
Fair Value Measurements Disclosure [Line Items]	'
Percentage of contracts traded over the counter	26.10%

Subsequent_Events_Additional_I

Subsequent Events - Additional Information (Detail) (Subsequent Event [Member], USD $)	0 Months Ended
	Jan. 02, 2014	Jan. 02, 2014	Mar. 01, 2014	Mar. 01, 2014
	Minimum [Member]	Maximum [Member]	Class A [Member]	Class Z [Member]
	Transtrend Master [Member]	Transtrend Master [Member]	Morgan Stanley Wealth Management [Member]	Morgan Stanley Wealth Management [Member]
Subsequent Event [Line Items]	'	'	'	'
Monthly management fee	1.25%	1.50%	'	'
Brokerage commission payable per round-turn	'	'	$18	$3
Brokerage commission payable per half-turn	'	'	$9	$1.50