Ceres Abingdon (ABFF) 10-Q 12 Aug 15 2015 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2015	Jul. 31, 2015
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2015
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q2
Trading Symbol	ABFF
Entity Registrant Name	MANAGED FUTURES PREMIER ABINGDON L.P.
Entity Central Index Key	1,386,164
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Redeemable Units of Class A [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		147,306.8222
Redeemable Units of Class D [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		14,179.1386
Redeemable Units of Class Z [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		431.6102

Statements of Financial Conditi

Statements of Financial Condition - USD ($)		Jun. 30, 2015	Dec. 31, 2014
Assets:
Investment in Master, at fair value	[1]	$ 218,926,425	$ 208,372,534
Cash		255,064	278,648
Total assets		219,181,489	208,651,182
Accrued expenses:
Ongoing selling agent fees		342,146	318,934
Management fees		273,340	252,736
General Partner fees		182,227	168,491
Incentive fees			5,973,502
Other		167,288	169,938
Redemptions payable to Limited Partners		2,133,802	702,292
Total liabilities		3,098,803	7,585,893
Partners' Capital:
Total partners' capital		216,082,686	201,065,289
Total liabilities and partners' capital		219,181,489	208,651,182
Class A [Member]
Partners' Capital:
Total partners' capital		$ 195,678,812	$ 184,633,894
Net asset value per unit		$ 1,319.79	$ 1,379.28
Class D [Member]
Partners' Capital:
Total partners' capital		$ 17,484,164	$ 13,739,779
Net asset value per unit		$ 1,233.09	$ 1,280.58
Class Z [Member]
Partners' Capital:
Total partners' capital		$ 2,919,710	$ 2,691,616
Net asset value per unit		$ 1,247.01	$ 1,290.15
General Partner [Member] | Class Z [Member]
Partners' Capital:
General Partner		$ 2,381,489	$ 2,183,984
Limited Partners [Member] | Class A [Member]
Partners' Capital:
Limited Partners		195,678,812	184,633,894
Limited Partners [Member] | Class D [Member]
Partners' Capital:
Limited Partners		17,484,164	13,739,779
Limited Partners [Member] | Class Z [Member]
Partners' Capital:
Limited Partners		$ 538,221	$ 507,632
[1]	Defined in Note 1.

Statements of Financial Condit3

Statements of Financial Condition (Parenthetical) - shares	Jun. 30, 2015	Dec. 31, 2014
Class A [Member]
Limited Partners capital, Redeemable Units outstanding	148,264.9242
Class A [Member] | General Partner [Member]
General Partner capital, Units outstanding	0	0
Class A [Member] | Limited Partners [Member]
Limited Partners capital, Redeemable Units outstanding	148,264.9242	133,862.9462
Class D [Member]
Limited Partners capital, Redeemable Units outstanding	14,179.1386
Class D [Member] | General Partner [Member]
General Partner capital, Units outstanding	0	0
Class D [Member] | Limited Partners [Member]
Limited Partners capital, Redeemable Units outstanding	14,179.1386	10,729.3656
Class Z [Member]
Limited Partners capital, Redeemable Units outstanding	2,341.3742
Class Z [Member] | General Partner [Member]
General Partner capital, Units outstanding	1,909.7640	1,692.8140
Class Z [Member] | Limited Partners [Member]
Limited Partners capital, Redeemable Units outstanding	431.6102	393.4672

Statements of Income and Expens

Statements of Income and Expenses - USD ($)		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Income:
Interest income allocated from Master		$ 3,443	$ 5,996	$ 7,363	$ 18,088
Expenses:
Expenses allocated from Master		85,391	65,823	159,869	139,523
Ongoing selling agent fees		1,055,958	1,114,182	2,124,704	3,202,463
Management fees		843,820	692,606	1,688,840	1,420,113
General Partner fees		562,547	230,869	1,125,894	473,372
Incentive fees			657,744	3,535,100	657,744
Other		86,001	50,829	152,347	127,683
Total expenses		2,633,717	2,812,053	8,786,754	6,020,898
Net investment income (loss)		(2,630,274)	(2,806,057)	(8,779,391)	(6,002,810)
Trading results:
Net realized gains (losses) on closed contracts allocated from Master		(13,337,481)	14,020,318	8,431,438	18,148,408
Net change in unrealized gains (losses) on open contracts allocated from Master		(8,737,817)	(370,618)	(10,213,296)	(4,993,219)
Total trading results allocated from Master		(22,075,298)	13,649,700	(1,781,858)	13,155,189
Net income (loss)		(24,705,572)	10,843,643	(10,561,249)	7,152,379
Net income (loss) allocation by class:
Net income (loss) allocated from Master		(24,705,572)	10,843,643	(10,561,249)	7,152,379
Class A [Member]
Trading results:
Net income (loss)		(22,449,824)	10,098,394	(9,463,728)	6,564,678
Net income (loss) allocation by class:
Net income (loss) allocated from Master		$ (22,449,824)	$ 10,098,394	$ (9,463,728)	$ 6,564,678
Net asset value per Redeemable Unit
Net asset value per Redeemable Unit		$ 1,319.79	$ 1,207.59	$ 1,319.79	$ 1,207.59
Net income (loss) per Redeemable Unit
Net income (loss) per Redeemable Unit	[1]	$ (151.08)	$ 69.13	$ (59.49)	$ 47.98
Weighted average units outstanding
Weighted average units outstanding		148,823.4815	144,184.6505	145,224.0905	150,841.7510
Class D [Member]
Trading results:
Net income (loss)		$ (1,940,524)	$ 555,659	$ (975,615)	$ 430,624
Net income (loss) allocation by class:
Net income (loss) allocated from Master		$ (1,940,524)	$ 555,659	$ (975,615)	$ 430,624
Net asset value per Redeemable Unit
Net asset value per Redeemable Unit		$ 1,233.09	$ 1,114.18	$ 1,233.09	$ 1,114.18
Net income (loss) per Redeemable Unit
Net income (loss) per Redeemable Unit	[1]	$ (136.86)	$ 67.07	$ (47.49)	$ 54.63
Weighted average units outstanding
Weighted average units outstanding		14,179.1386	8,284.6446	12,481.7491	9,962.5689
Class Z [Member]
Trading results:
Net income (loss)		$ (315,224)	$ 189,590	$ (121,906)	$ 157,077
Net income (loss) allocation by class:
Net income (loss) allocated from Master		$ (315,224)	$ 189,590	$ (121,906)	$ 157,077
Net asset value per Redeemable Unit
Net asset value per Redeemable Unit		$ 1,247.01	$ 1,118.30	$ 1,247.01	$ 1,118.30
Net income (loss) per Redeemable Unit
Net income (loss) per Redeemable Unit	[1]	$ (135.80)	$ 69.29	$ (43.14)	$ 58.81
Weighted average units outstanding
Weighted average units outstanding		2,315.9455	2,733.6122	2,201.1134	2,756.9145
[1]	Represents the change in net asset value per unit during the period.

Statements of Income and Expen5

Statements of Income and Expenses (Parenthetical) - shares	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014	Dec. 31, 2013
General Partners, Redeemable Units outstanding	164,785.4370	146,678.5930	149,036.9320	176,800.4880
Class A [Member]
Limited Partners, Redeemable Units outstanding	148,264.9242		138,025.2312
General Partners, Redeemable Units outstanding	148,264.9242	133,862.9462	138,025.2312	160,634.8682
Class D [Member]
Limited Partners, Redeemable Units outstanding	14,179.1386		8,284.6446
General Partners, Redeemable Units outstanding	14,179.1386	10,729.3656	8,284.6446	13,318.4176
Class Z [Member]
Limited Partners, Redeemable Units outstanding	2,341.3742		2,727.0562
General Partners, Redeemable Units outstanding	2,341.3742	2,086.2812	2,727.0562	2,847.2022

Statements of Changes in Partne

Statements of Changes in Partners' Capital - USD ($)	Total	Limited Partners [Member]	General Partner [Member]	Class A [Member]	Class A [Member]Limited Partners [Member]	Class D [Member]	Class D [Member]Limited Partners [Member]	Class Z [Member]	Class Z [Member]Limited Partners [Member]	Class Z [Member]General Partner [Member]
Balance, value at Dec. 31, 2013	$ 203,401,479			$ 186,273,315		$ 14,111,594		$ 3,016,570
Balance, units at Dec. 31, 2013	176,800.4880			160,634.8682		13,318.4176		2,847.2022
Subscriptions, value		$ 8,769,317			$ 8,769,317
Subscriptions, units		7,626.5800			7,626.5800
Net income (loss)	$ 7,152,379			$ 6,564,678		$ 430,624		$ 157,077
Redemptions, value		$ (40,364,550)			$ (34,928,933)		$ (5,311,637)		$ (123,980)
Redemptions, units		(35,390.1360)			(30,236.2170)		(5,033.7730)		(120.1460)
Balance, value at Jun. 30, 2014	$ 178,958,625			$ 166,678,377		$ 9,230,581		$ 3,049,667
Balance, units at Jun. 30, 2014	149,036.9320			138,025.2312		8,284.6446		2,727.0562
Net income (loss)	$ 10,843,643			$ 10,098,394		$ 555,659		$ 189,590
Balance, value at Jun. 30, 2014	$ 178,958,625			$ 166,678,377		$ 9,230,581		$ 3,049,667
Balance, units at Jun. 30, 2014	149,036.9320			138,025.2312		8,284.6446		2,727.0562
Balance, value at Dec. 31, 2014	$ 201,065,289			$ 184,633,894		$ 13,739,779		$ 2,691,616
Balance, units at Dec. 31, 2014	146,678.5930			133,862.9462		10,729.3656		2,086.2812
Subscriptions, value		$ 33,314,303	$ 300,000		$ 28,544,303		$ 4,720,000		$ 50,000	$ 300,000
Subscriptions, units		23,683.7550	216.9500		20,195.8390		3,449.7730		38.1430	216.9500
Net income (loss)	$ (10,561,249)			$ (9,463,728)		$ (975,615)		$ (121,906)
Redemptions, value		$ (8,035,657)			$ (8,035,657)
Redemptions, units		(5,793.8610)			(5,793.8610)
Balance, value at Jun. 30, 2015	$ 216,082,686			$ 195,678,812		$ 17,484,164		$ 2,919,710
Balance, units at Jun. 30, 2015	164,785.4370			148,264.9242		14,179.1386		2,341.3742
Net income (loss)	$ (24,705,572)			$ (22,449,824)		$ (1,940,524)		$ (315,224)
Balance, value at Jun. 30, 2015	$ 216,082,686			$ 195,678,812		$ 17,484,164		$ 2,919,710
Balance, units at Jun. 30, 2015	164,785.4370			148,264.9242		14,179.1386		2,341.3742

Organization

Organization	6 Months Ended
	Jun. 30, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Organization	1. Organization: Managed Futures Premier Abingdon L.P. (formerly Abingdon Futures Fund L.P.) (the “Partnership”) is a limited partnership organized on November 8, 2005, 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, option, swap and forward contracts. The sectors traded include currencies, energy, grains, indices, U.S. and non-U.S. 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. 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. As of June 30, 2015, all trading decisions for the Partnership are made by Winton Capital Management Limited (the “Advisor”). As of June 30, 2015, the Partnership’s/Master’s commodity broker was Morgan Stanley & Co. LLC (“MS&Co.”), a registered futures commission merchant. On February 1, 2007, the Partnership allocated substantially all of its capital to the Master, a limited partnership organized under the partnership laws of the state of New York, having the same investment objective as the Partnership. The Partnership purchased 9,017.0917 units of the Master with cash equal to $12,945,000. The Master permits accounts managed by the Advisor using the Winton Futures Program (formerly, the Winton Diversified Program, as applied without equities), the Advisor’s proprietary, systematic trading program, to invest together in one trading vehicle. The General Partner is also the general partner of the Master. Individual and pooled accounts currently managed by the Advisor, including the Partnership, are permitted to be limited partners of the Master. The General Partner and the Advisor believe that trading through this master/feeder structure promotes efficiency and economy in the trading process. Expenses to investors as a result of the investment in the Master are approximately the same as if the Partnership traded directly, and redemption rights are not affected. The General Partner and the Advisor agreed that the Advisor will trade the Partnership’s assets allocated to the Advisor at a level that is up to 1.5 times the amount of assets allocated. The General Partner is not aware of any material changes to the trading program discussed above during the fiscal quarter ended June 30, 2015. On April 1, 2011, the Partnership began offering “Class A” Redeemable Units, “Class D” Redeemable Units and “Class Z” Redeemable Units pursuant to the offering memorandum. All Redeemable Units issued prior to April 1, 2011 were deemed Class A Redeemable Units. The rights, liabilities, risks, and fees associated with investment in the Class A Redeemable Units did not change. “Class D” Redeemable Units and “Class Z” Redeemable Units were first issued on April 1, 2011 and August 1, 2011, respectively. Class A, Class D and Class Z 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 amount invested in the Partnership or the status of the Limited Partner, although the General Partner may determine to offer any Class of Redeemable Units to investors at its discretion. Class Z Redeemable Units were offered to certain employees of Morgan Stanley Smith Barney LLC, doing business as Morgan Stanley Wealth Management (“Morgan Stanley Wealth Management”) and its affiliates (and their family members). Class A Redeemable Units, Class D Redeemable Units, and Class Z Redeemable Units are identical, except that Class D Redeemable Units are subject to a monthly ongoing selling agent fee equal to 1/12th of 0.75% (a 0.75% annual rate) of the net assets of Class D as of the end of each month, which differs from the Class A monthly ongoing selling agent fee of 1/12th of 2.00% (a 2.00% annual rate) of the net assets of Class A as of the end of each month. Class Z Redeemable Units are not subject to a monthly ongoing selling agent fee. The Master has entered into a foreign exchange brokerage account agreement and a futures brokerage account agreement with MS&Co. The Partnership has also entered into a futures brokerage account agreement with MS&Co. The Partnership, through its investment in the Master, pays MS&Co. trading fees for the clearing and, where applicable, execution of transactions. The Partnership has also entered into a selling agreement with Morgan Stanley Wealth Management (the “Selling Agreement”). Pursuant to the Selling Agreement, the Partnership pays Morgan Stanley Wealth Management a monthly ongoing selling agent fee. Prior to April 1, 2014, this monthly ongoing selling agent fee was paid at a rate equal to (i) 4.5% per year of month-end net assets for Class A Redeemable Units, (ii) 1.875% per year of month-end net assets for Class D Redeemable Units and (iii) 1.125% per year of month-end net assets for Class Z Redeemable Units. Effective April 1, 2014, the monthly ongoing selling agent fee was reduced to (i) 2.5% per year of month-end net assets for Class A Redeemable Units, (ii) 1.25% per year of month-end net assets for Class D Redeemable Units and (iii) 0.5% per year of month-end net assets for Class Z Redeemable Units. Effective October 1, 2014, the monthly ongoing selling agent fee was (i) reduced to 2.0% per year of month-end net assets for Class A Redeemable Units, (ii) reduced to 0.75% per year of month-end net assets for Class D Redeemable Units and (iii) eliminated for Class Z Redeemable Units. As of the same date, the General Partner fee increased from an annual rate of 0.50% to an annual rate of 1.00%. The October 1, 2014 fee changes offset each other, and, accordingly, there was no change to the aggregate fees incurred by the Partnership.

Basis of Presentation and Summa

Basis of Presentation and Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Basis of Presentation and Summary of Significant Accounting Policies	2. Basis of Presentation and Summary of Significant Accounting Policies: The accompanying financial statements and accompanying notes are unaudited but, in the opinion of the General Partner, include all adjustments, consisting only of normal recurring adjustments, necessary for a fair presentation of the Partnership’s financial condition at June 30, 2015, and the results of its operations and changes in partners’ capital for the six months ended June 30, 2015 and 2014. These financial statements present the results of interim periods and do not include all disclosures normally provided in annual financial statements. These financial statements should be read together with the financial statements and notes included in the Partnership’s Annual Report on Form 10-K filed with the Securities and Exchange Commission (the “SEC”) for the year ended December 31, 2014. The December 31, 2014 information has been derived from the audited financial statements as of and for the year ended December 31, 2014. The preparation of financial statements and accompanying notes in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires the General Partner 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. Certain prior period amounts have been reclassified to conform to current period presentation. In the financial highlights of the Partnership, ongoing selling agent fees and clearing fees allocated from the Master, which were previously included in net realized and unrealized gains (losses) per Redeemable Unit and excluded from expenses per Redeemable Unit, are now excluded from net realized and unrealized gains (losses) per Redeemable Unit and included in expenses per Redeemable Unit. This information was previously included as a footnote to the financial highlights table. Additionally, in the financial highlights of the Master, clearing fees which were previously included in net realized and unrealized gains (losses) per unit and excluded from expenses per unit are now excluded from net realized gains (losses) per unit and included in expenses per unit. This information was previously included as a footnote to the financial highlights table. Amounts previously referred to as Administrative fees are now referred to as General Partner fees in these financial statements. At June 30, 2015 and December 31, 2014, the Partnership owned approximately 34.9% and 29.9%, respectively, of the Master. The Partnership intends to continue to invest substantially all of its assets in the Master. The performance of the Partnership is directly affected by the performance of the Master. The Master’s trading of futures, forward, swap and option contracts, if applicable, on commodities is done primarily on U.S. and foreign commodity exchanges. The Master engages in such trading through a commodity brokerage account maintained with MS&Co. The Master’s Statements of Financial Condition, Condensed Schedules of Investments and Statements of Income and Expenses and Changes in Partners’ Capital are included herein. The General Partner and each limited partner 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 is liable for obligations of the Partnership in excess of their capital contributions and profits, if any, net of distributions or redemptions and losses, if any. Due to the nature of commodity trading, the results of operations for the interim periods presented should not be considered indicative of the results that may be expected for the entire year. Partnership’s Investment: Master’s Investments: All commodity interests of the Master (including derivative financial instruments and derivative commodity instruments) are held for trading purposes. The commodity interests are recorded on the trade date and open contracts are recorded at fair value 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 Master’s Statements of Financial Condition. Net realized gains or losses and any net change in unrealized gains or losses from the preceding period are reported on the Master’s Statements of Income and Expenses and Changes in Partners’ Capital. Investment Company Status: Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements Income Taxes: Net Income (Loss) per unit: Recent Accounting Pronouncement: Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent) , There have been no material changes with respect to the Partnership’s critical accounting policies as reported in the Partnership’s Annual Report on Form 10-K for the year ended December 31, 2014. The Master’s Statements of Financial Condition and Condensed Schedules of Investments as of June 30, 2015 and December 31, 2014 and Statements of Income and Expenses and Changes in Partners’ Capital for the three and six months ended June 30, 2015 and 2014 are presented below: CMF Winton Master L.P. Statements of Financial Condition (Unaudited) June 30, 2015 December 31, Assets: Equity in trading account: Investment in U.S. Treasury bills, at fair value (amortized cost $389,992,850 and $0 at June 30, 2015 and December 31, 2014, respectively) $ 389,992,850 $ — Cash 155,479,738 583,586,984 Cash margin 82,708,428 87,262,518 Net unrealized appreciation on open futures contracts — 32,298,121 Net unrealized appreciation on open forward contracts 771,571 — Total assets $ 628,952,587 $ 703,147,623 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open futures contracts $ 2,085,994 $ — Net unrealized depreciation on open forward contracts — 5,286,899 Accrued expenses: Professional fees 51,701 38,281 Clearing fees due to MS&Co. — 20,631 Total liabilities 2,137,695 5,345,811 Partners’ Capital: General Partner, 0.0000 units outstanding at June 30, 2015 and December 31, 2014 — — Limited Partners, 176,513.8464 and 195,446.6928 units outstanding at June 30, 2015 and December 31, 2014, respectively 626,814,892 697,801,812 Total liabilities and partners’ capital $ 628,952,587 $ 703,147,623 Net asset value per unit $ 3,551.08 $ 3,570.29 CMF Winton Master L.P. Condensed Schedule of Investments June 30, 2015 (Unaudited) Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 1,218 $ 1,315,905 0.21 % Energy 533 (295,059 ) (0.05 ) Grains 645 1,200,870 0.19 Indices 4,126 (6,131,829 ) (0.98 ) Interest Rates U.S. 12,420 2,628,602 0.42 Interest Rates Non-U.S. 9,450 (885,997 ) (0.14 ) Livestock 1 (4,550 ) (0.00 )* Softs 448 729,687 0.12 Total futures contracts purchased (1,442,371 ) (0.23 ) Futures Contracts Sold Currencies 3,726 1,175,404 0.19 Energy 1,133 864,058 0.14 Grains 1,543 (5,217,693 ) (0.83 ) Indices 150 (10,043 ) (0.00 )* Interest Rates U.S. 821 (1,303,564 ) (0.21 ) Interest Rates Non-U.S. 50 399 0.00 * Livestock 434 557,780 0.09 Metals 1,309 2,936,932 0.47 Softs 1,036 353,104 0.05 Total futures contracts sold (643,623 ) (0.10 ) Net unrealized depreciation on open futures contracts (2,085,994 ) (0.33 ) Unrealized Appreciation on Open Forward Contracts Currencies $ 324,498,746 3,767,636 0.60 Metals 775 2,595,720 0.41 Total unrealized appreciation on open forward contracts 6,363,356 1.01 Unrealized Depreciation on Open Forward Contracts Currencies $ 249,372,223 (1,939,299 ) (0.31 ) Metals 760 (3,652,486 ) (0.58 ) Total unrealized depreciation on open forward contracts (5,591,785 ) (0.89 ) Net unrealized appreciation on open forward contracts 771,571 0.12 U.S. Government Securities % of Partners’ Face Amount Maturity Date Description Fair Value Capital $390,000,000 11/05/2015 U.S. Treasury bills, 0.005% (Amortized cost of $389,992,850) 389,992,850 62.22 Net fair value $ 388,678,427 62.01 % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2014 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 48 $ 89,449 0.01 % Energy 345 (3,240,330 ) (0.46 ) Grains 1,142 (547,033 ) (0.08 ) Indices 4,399 7,141,455 1.02 Interest Rates U.S. 11,509 (1,203,705 ) (0.17 ) Interest Rates Non-U.S. 15,522 10,815,045 1.55 Livestock 147 (414,305 ) (0.06 ) Metals 1 (1,320 ) (0.00 )* Softs 231 72,885 0.01 Total futures contracts purchased 12,712,141 1.82 Futures Contracts Sold Currencies 5,042 7,261,530 1.04 Energy 913 10,503,341 1.51 Grains 207 (178,058 ) (0.03 ) Indices 208 (875,800 ) (0.13 ) Interest Rates Non-U.S. 203 (42,225 ) (0.01 ) Livestock 235 593,170 0.09 Metals 730 681,990 0.10 Softs 802 1,642,032 0.24 Total futures contracts sold 19,585,980 2.81 Net unrealized appreciation on open futures contracts 32,298,121 4.63 Unrealized Appreciation on Open Forward Contracts Currencies $ 214,890,277 2,852,834 0.41 Metals 669 2,265,003 0.32 Total unrealized appreciation on open forward contracts 5,117,837 0.73 Unrealized Depreciation on Open Forward Contracts Currencies $ 293,627,256 (7,383,994 ) (1.06 ) Metals 892 (3,020,742 ) (0.43 ) Total unrealized depreciation on open forward contracts (10,404,736 ) (1.49 ) Net unrealized depreciation on open forward contracts (5,286,899 ) (0.76 ) Net fair value $ 27,011,222 3.87 % * Due to rounding. CMF Winton Master L.P. Statements of Income and Expenses and Changes in Partners’ Capital (Unaudited) Three Months Ended June 30, Six Months Ended June 30, 2015 2014 2015 2014 Investment Income: Interest income $ 11,695 $ 24,401 $ 26,025 $ 72,394 Expenses: Clearing fees 219,450 199,588 412,402 424,843 Professional fees 27,027 27,803 65,102 50,929 Total expenses 246,477 227,391 477,504 475,772 Net investment income (loss) (234,782 ) (202,990 ) (451,479 ) (403,378 ) Trading results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts (38,258,932 ) 48,500,122 27,666,900 62,642,065 Net change in unrealized gains (losses) on open contracts (25,643,607 ) (1,411,556 ) (28,325,645 ) (16,958,996 ) Total trading results (63,902,539 ) 47,088,566 (658,745 ) 45,683,069 Net income (loss) (64,137,321 ) 46,885,576 (1,110,224 ) 45,279,691 Subscriptions — Limited Partners 21,423,134 4,817,637 38,306,707 25,712,662 Redemptions — Limited Partners (41,897,509 ) (61,818,960 ) (108,157,378 ) (140,525,268 ) Distribution of interest income to feeder funds (11,695 ) (24,401 ) (26,025 ) (72,394 ) Net increase (decrease) in Partners’ Capital (84,623,391 ) (10,140,148 ) (70,986,920 ) (69,605,309 ) Partners’ Capital, beginning of period 711,438,283 641,484,271 697,801,812 700,949,432 Partners’ Capital, end of period $ 626,814,892 $ 631,344,123 $ 626,814,892 $ 631,344,123 Net asset value per unit $ 3,551.08 $ 2,962.37 $ 3,551.08 $ 2,962.37 Net income (loss) per unit * $ (360.86 ) $ 211.58 $ (19.06 ) $ 206.87 Weighted average units outstanding 181,548.6669 226,703.9230 185,758.8999 238,171.5100 * Represents the change in net asset value per unit during the period before distribution of interest income to feeder funds.

Financial Highlights

Financial Highlights	6 Months Ended
	Jun. 30, 2015
Text Block [Abstract]
Financial Highlights	3. Financial Highlights: Financial highlights for each limited partner class for the three and six months ended June 30, 2015 and 2014 were as follows: Three Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ (134.62 ) $ (125.52 ) $ (126.76 ) $ 87.66 $ 80.68 $ 80.86 Net investment loss (16.46 ) (11.34 ) (9.04 ) (18.53 ) (13.61 ) (11.57 ) Increase (decrease) for the period (151.08 ) (136.86 ) (135.80 ) 69.13 67.07 69.29 Net Asset Value per Redeemable Unit, beginning of period 1,470.87 1,369.95 1,382.81 1,138.46 1,047.11 1,049.01 Net Asset Value per Redeemable Unit, end of period $ 1,319.79 $ 1,233.09 $ 1,247.01 $ 1,207.59 $ 1,114.18 $ 1,118.30 Six Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ (2.63 ) $ (2.86 ) $ (3.12 ) $ 85.86 $ 79.10 $ 79.30 Net investment loss (56.86 ) (44.63 ) (40.02 ) (37.88 ) (24.47 ) (20.49 ) Increase (decrease) for the period (59.49 ) (47.49 ) (43.14 ) 47.98 54.63 58.81 Net Asset Value per Redeemable Unit, beginning of period 1,379.28 1,280.58 1,290.15 1,159.61 1,059.55 1,059.49 Net Asset Value per Redeemable Unit, end of period $ 1,319.79 $ 1,233.09 $ 1,247.01 $ 1,207.59 $ 1,114.18 $ 1,118.30 Three Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Ratios to Average Net Assets:* Net investment loss** (4.8 )% (3.7 )% (2.9 )% (5.3 )% (3.9 )% (3.1 )% Operating expenses 4.8 % 3.7 % 2.9 % 4.9 % 3.6 % 2.8 % Incentive fees — % — % — % 0.4 % 0.4 % 0.4 % Total expenses and incentive fees 4.8 % 3.7 % 2.9 % 5.3 % 4.0 % 3.2 % Total return: Total return before incentive fees (10.3 )% (10.0 )% (9.8 )% 6.5 % 6.8 % 7.0 % Incentive fees — % — % — % (0.4 )% (0.4 )% (0.4 )% Total return after incentive fees (10.3 )% (10.0 )% (9.8 )% 6.1 % 6.4 % 6.6 % Six Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Ratios to Average Net Assets:* Net investment loss** (6.6 )% (5.1 )% (4.5 )% (6.3 )% (4.3 )% (3.3 )% Operating expenses 5.0 % 3.7 % 2.9 % 6.0 % 4.0 % 3.0 % Incentive fees 1.6 % 1.4 % 1.6 % 0.4 % 0.3 % 0.4 % Total expenses and incentive fees 6.6 % 5.1 % 4.5 % 6.4 % 4.3 % 3.4 % Total return: Total return before incentive fees (2.7 )% (2.3 )% (1.7 )% 4.5 % 5.5 % 6.0 % Incentive fees (1.6 )% (1.4 )% (1.6 )% (0.4 )% (0.3 )% (0.4 )% Total return after incentive fees (4.3 )% (3.7 )% (3.3 )% 4.1 % 5.2 % 5.6 % * Annualized (other than incentive fees). ** Interest income allocated from Master less total expenses. The above ratios and total return may vary for individual investors based on the timing of capital transactions during the period. Additionally, these ratios are calculated for the limited partner class for the Classes using the limited partners’ share of income, expenses and average net assets of the Partnership including the income and expenses allocated from the Master. Financial Highlights of the Master: Three Months Ended Six Months Ended 2015 2014 2015 2014 Net realized and unrealized gains (losses) $ (359.54 ) $ 212.51 $ (16.56 ) $ 208.64 Net investment loss (1.32 ) (0.93 ) (2.50 ) (1.77 ) Increase (decrease) for the period (360.86 ) 211.58 (19.06 ) 206.87 Distribution (0.07 ) (0.11 ) (0.15 ) (0.31 ) Net asset Value per unit, beginning of period 3,912.01 2,750.90 3,570.29 2,755.81 Net asset Value per unit, end of period $ 3,551.08 $ 2,962.37 $ 3,551.08 $ 2,962.37 Three Months Ended Six Months Ended 2015 2014 2015 2014 Ratios to Average Net Assets:** Net investment loss* (0.1) % (0.1) % (0.1) % (0.1) % Operating expenses 0.1 % 0.1 % 0.1 % 0.1 % Total return (9.2) % 7.7 % (0.5) % 7.5 % * Interest income less total expenses. ** Annualized. The above ratios and total return may vary for individual investors based on the timing of capital transactions during the period. Additionally, these ratios are calculated for the limited partner class using the limited partners’ share of income, expenses and average net assets.

Trading Activities

Trading Activities	6 Months Ended
	Jun. 30, 2015
Brokers and Dealers [Abstract]
Trading Activities	4. Trading Activities: The Partnership was formed for the purpose of trading commodity interests, including derivative financial instruments and derivative commodity instruments. The Partnership invests substantially all of its assets through a “master/feeder” structure. The Partnership’s pro rata share of the results of the Master’s trading activities are shown on the Statements of Income and Expenses. The customer agreement among the Partnership, the Master and MS&Co. gives the Partnership and the Master, respectively, the legal right to net unrealized gains and losses on open futures and open forward contracts. The Master nets, for financial reporting purposes, the unrealized gains and losses on open futures and open forward contracts on the Statements of Financial Condition as the criteria under Accounting Standards Codification 210-20, “ Balance Sheet Trading and transaction fees are based on the number of trades executed by the Advisor and the Partnership’s percentage ownership of the Master. All trading, exchange, clearing, user, give-up, floor brokerage and National Futures Association fees (collectively, the “clearing fees”) paid to MS&Co. are borne by the Master and allocated to the Partnership. All of the commodity interests owned by the Master are held for trading purposes. The monthly average number of futures contracts traded during the three months ended June 30, 2015 and 2014 was 47,675 and 50,766, respectively. The monthly average number of futures contracts traded during the six months ended June 30, 2015 and 2014 was 48,538 and 49,471, respectively. The monthly average number of metals forward contracts traded during the three months ended June 30, 2015 and 2014 was 1,380 and 1,077, respectively. The monthly average number of metals forward contracts traded during the six months ended June 30, 2015 and 2014 was 1,205 and 893, respectively. The average notional value of currency forward contracts during the three months ended June 30, 2015 and 2014 was $602,291,493 and $624,969,979, respectively. The average notional value of currency forward contracts during the six months ended June 2015 and 2014 was $585,562,096 and $623,313,323, respectively. The following tables summarize the gross and net amounts recognized relating to assets and liabilities of the Master’s derivatives and their offsetting subject to master netting arrangements or similar agreements as of June 30, 2015 and December 31, 2014, respectively. Gross Amounts Not Offset in the June 30, 2015 Gross Amounts Gross Amounts Amounts Presented Financial Collateral Net Amount Assets Futures $ 15,244,455 $ (15,244,455 ) $ — $ — $ — $ — Forwards 6,363,356 (5,591,785 ) 771,571 — — 771,571 Total assets $ 21,607,811 $ (20,836,240 ) $ 771,571 $ — $ — $ 771,571 Liabilities Futures $ (17,330,449 ) $ 15,244,455 $ (2,085,994 ) $ — $ — $ (2,085,994 ) Forwards (5,591,785 ) 5,591,785 — — — — Total liabilities $ (22,922,234 ) $ 20,836,240 $ (2,085,994 ) $ — $ — $ (2,085,994 ) Net fair value $ (1,314,423 )* Gross Amounts Not Offset in the December 31, 2014 Gross Amounts Gross Amounts Amounts Presented Financial Collateral Net Amount Assets Futures $ 43,561,809 $ (11,263,688 ) $ 32,298,121 $ — $ — $ 32,298,121 Forwards 5,117,837 (5,117,837 ) — — — — Total assets $ 48,679,646 $ (16,381,525 ) $ 32,298,121 $ — $ — $ 32,298,121 Liabilities Futures $ (11,263,688 ) $ 11,263,688 $ — $ — $ — $ — Forwards (10,404,736 ) 5,117,837 (5,286,899 ) — — (5,286,899 ) Total liabilities $ (21,668,424 ) $ 16,381,525 $ (5,286,899 ) $ — $ — $ (5,286,899 ) Net fair value $ 27,011,222 * * In the event of default by the Master, MS&Co., the Master’s commodity futures broker and the sole counterparty to the Master’s off exchange-traded contracts, as applicable, has the right to offset the Master’s obligation with the Master’s cash held by MS&Co., thereby minimizing MS&Co.’s risk of loss. There is no collateral posted by MS&Co. and as such, in the event of default by MS&Co., the Master is exposed to the amount shown on the Statements of Financial Condition. In the case of exchange-traded contracts, the Master’s exposure to counterparty risk may be reduced since the exchange’s clearinghouse interposes its credit between buyer and seller and the clearinghouse’s guarantee fund may be available in the event of a default. The following tables indicate the gross fair values of derivative instruments of futures and forward contracts as separate assets and liabilities as of June 30, 2015 and December 31, 2014. June 30, 2015 Assets Futures Contracts Currencies $ 4,157,167 Energy 1,242,533 Grains 1,211,670 Indices 114,823 Interest Rates U.S. 3,019,020 Interest Rates Non-U.S. 568,931 Livestock 637,800 Metals 2,984,757 Softs 1,307,754 Total unrealized appreciation on open futures contracts $ 15,244,455 Liabilities Futures Contracts Currencies $ (1,665,858 ) Energy (673,534 ) Grains (5,228,493 ) Indices (6,256,695 ) Interest Rates U.S. (1,693,982 ) Interest Rates Non-U.S. (1,454,529 ) Livestock (84,570 ) Metals (47,825 ) Softs (224,963 ) Total unrealized depreciation on open futures contracts $ (17,330,449 ) Net unrealized depreciation on open futures contracts $ (2,085,994 )* June 30, 2015 Assets Forward Contracts Currencies $ 3,767,636 Metals 2,595,720 Total unrealized appreciation on open forward contracts $ 6,363,356 Liabilities Forward Contracts Currencies $ (1,939,299 ) Metals (3,652,486 ) Total unrealized depreciation on open forward contracts $ (5,591,785 ) Net unrealized appreciation on open forward contracts $ 771,571 ** * This amount is in “Net unrealized depreciation on open futures contracts” on the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized appreciation on open forward contracts” on the Master’s Statements of Financial Condition. December 31, 2014 Assets Futures Contracts Currencies $ 7,910,345 Energy 10,516,685 Grains 204,223 Indices 9,120,453 Interest Rates U.S. 1,652,217 Interest Rates Non-U.S. 10,825,920 Livestock 599,795 Metals 922,115 Softs 1,810,056 Total unrealized appreciation on open futures contracts $ 43,561,809 Liabilities Futures Contracts Currencies $ (559,366 ) Energy (3,253,674 ) Grains (929,314 ) Indices (2,854,798 ) Interest Rates U.S. (2,855,922 ) Interest Rates Non-U.S. (53,100 ) Livestock (420,930 ) Metals (241,445 ) Softs (95,139 ) Total unrealized depreciation on open futures contracts $ (11,263,688 ) Net unrealized appreciation on open futures contracts $ 32,298,121 * December 31, 2014 Assets Forward Contracts Currencies $ 2,852,834 Metals 2,265,003 Total unrealized appreciation on open forward contracts $ 5,117,837 Liabilities Forward Contracts Currencies $ (7,383,994 ) Metals (3,020,742 ) Total unrealized depreciation on open forward contracts $ (10,404,736 ) Net unrealized depreciation on open forward contracts $ (5,286,899 )** * This amount is in “Net unrealized appreciation on open futures contracts” on the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized depreciation on open forward contracts” on the Master’s Statements of Financial Condition. The following tables indicate the trading gains and losses, by market sector, on derivative instruments for the three and six months ended June 30, 2015 and 2014. Three Months Ended June 30, Six Months Ended June 30, Sector 2015 2014 2015 2014 Currencies $ (15,988,636 ) $ 4,911,200 $ 4,023,509 $ 4,738,180 Energy (13,347,908 ) 669,911 (12,199,271 ) 1,573,842 Grains (4,676,952 ) (9,375,290 ) (6,563,808 ) (5,230,837 ) Indices (9,362,567 ) 18,047,937 9,834,648 5,355,817 Interest Rates U.S. (3,327,426 ) 10,387,061 9,862,738 7,238,219 Interest Rates Non-U.S. (18,301,771 ) 24,928,715 (5,176,533 ) 42,766,376 Livestock 1,869 2,542,666 784,304 6,794,463 Metals 292,589 (4,718,355 ) (5,619,732 ) (12,560,474 ) Softs 808,263 (305,279 ) $ 4,395,400 (4,992,517 ) Total $ (63,902,539 )*** $ 47,088,566 *** $ (658,745 )*** $ 45,683,069 *** *** This amount is included in “Total trading results” on the Master’s Statements of Income and Expenses and Changes in Partners’ Capital.

Fair Value Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Fair Value Measurements	5. Fair Value Measurements: Master’s Fair Value Measurements. The Master considers prices for exchange-traded commodity futures, forward, option and swap contracts to be based on unadjusted quoted prices in active markets for identical assets and liabilities (Level 1). The values of U.S. Treasury bills, non-exchange-traded June 30, 2015 Level 1 Level 2 Level 3 Assets Futures $ 15,244,455 $ 15,244,455 $ — $ — Forwards 6,363,356 2,595,720 3,767,636 — U.S. Treasury bills 389,992,850 — 389,992,850 — Total Assets $ 411,600,661 $ 17,840,175 $ 393,760,486 $ — Liabilities Futures $ 17,330,449 $ 17,330,449 $ — $ — Forwards 5,591,785 3,652,486 1,939,299 — Total Liabilities $ 22,922,234 $ 20,982,935 $ 1,939,299 $ — Net fair value $ 388,678,427 $ (3,142,760 ) $ 391,821,187 $ — December 31, Level 1 Level 2 Level 3 Assets Futures $ 43,561,809 $ 43,561,809 $ — $ — Forwards 5,117,837 2,265,003 2,852,834 — Total Assets $ 48,679,646 $ 45,826,812 $ 2,852,834 $ — Liabilities Futures $ 11,263,688 $ 11,263,688 $ — $ — Forwards 10,404,736 3,020,742 7,383,994 — Total Liabilities $ 21,668,424 $ 14,284,430 $ 7,383,994 $ — Net fair value $ 27,011,222 $ 31,542,382 $ (4,531,160 ) $ —

Financial Instrument Risks

Financial Instrument Risks	6 Months Ended
	Jun. 30, 2015
Investments, All Other Investments [Abstract]
Financial Instrument Risks	6. Financial Instrument Risks: In the normal course of business, the Partnership, indirectly through its investment in the Master, is party to financial instruments with off-balance The Master trades futures contracts. 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 Master on 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 Master. When the contract is closed, the Master records 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 net change in unrealized gains (losses) on futures contracts are included in the Master’s Statements of Income and Expenses and Changes in Partners’ Capital. Forward foreign currency contracts are those contracts where the Master agrees to receive or deliver a fixed quantity of foreign currency for an agreed-upon price on an agreed future date. Forward foreign currency contracts are valued daily, and the Master’s 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 Statements of Financial Condition. Net realized gains (losses) and net change in 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 Master’s Statements of Income and Expenses and Changes in Partners’ Capital. The Master does not isolate the 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 total trading results on investments in the Master’s Statements of Income and Expenses and Changes in Partners’ Capital. 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 Master are cash settled based on prompt dates published by the LME. Payments (“variation margin”) may be made or received by the Master on 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 Master. 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 Master records 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 net change in unrealized gains (losses) on metal contracts are included in the Master’s Statements of Income and Expenses and Changes in Partners’ Capital. 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 consequence 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/Master 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/Master is 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/Master’s 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/Master’s risk of loss is reduced through the use of legally enforceable master netting agreements with counterparties that permit the Partnership/Master to offset unrealized gains and losses and other assets and liabilities with such counterparties upon the occurrence of certain events. The Partnership/Master has credit risk and concentration risk, as MS&Co. or a MS&Co. affiliate is the sole counterparty or broker with respect to the Partnership’s/Master’s assets. Credit risk with respect to exchange-traded instruments is reduced to the extent that, through MS&Co. or a MS&Co. affiliate, the Partnership’s/Master’s counterparty is an exchange or clearing organization. The General Partner monitors and attempts to control the Partnership’s/Master’s 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/Master may be subject. These monitoring systems generally allow the General Partner to statistically analyze actual trading results with risk-adjusted performance indicators and correlation statistics. In addition, online monitoring systems provide account analysis of futures, forward and option contracts by sector, margin requirements, gain and loss transactions and collateral positions. The majority of these financial instruments mature within one year of the inception date. However, due to the nature of the Partnership’s/Master’s business, these instruments may not be held to maturity.

Subsequent Events

Subsequent Events	6 Months Ended
	Jun. 30, 2015
Subsequent Events [Abstract]
Subsequent Events	7. 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 has determined that, other than the event listed below, there were no subsequent events requiring adjustment of, or disclosure in, the financial statements. On or about July 31, 2015, the General Partner delegated certain administrative functions to SS&C Technologies, Inc., a Delaware corporation, currently doing business as SS&C GlobeOp (the “Administrator”). Pursuant to a Master Services Agreement, the Administrator will furnish certain administrative, accounting, regulatory, reporting, tax and other services as agreed from time to time. In addition, the Administrator will maintain certain books and records of the Partnership. The costs of retaining the Administrator will be allocated among the pools operated by the General Partner, including the Partnership. The General Partner does not expect that such additional expense will have a material impact on the Partnership’s break even point.

Basis of Presentation and Sum14

Basis of Presentation and Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Partnership's Investments	Partnership’s Investment:
Master's Investments	Master’s Investments: All commodity interests of the Master (including derivative financial instruments and derivative commodity instruments) are held for trading purposes. The commodity interests are recorded on the trade date and open contracts are recorded at fair value 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 Master’s Statements of Financial Condition. Net realized gains or losses and any net change in unrealized gains or losses from the preceding period are reported on the Master’s Statements of Income and Expenses and Changes in Partners’ Capital.
Investment Company Status	Investment Company Status: Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements
Income Taxes	Income Taxes:
Net Income (Loss) per unit	Net Income (Loss) per unit:
Recent Accounting Pronouncement	Recent Accounting Pronouncement: Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent) , There have been no material changes with respect to the Partnership’s critical accounting policies as reported in the Partnership’s Annual Report on Form 10-K for the year ended December 31, 2014.

Basis of Presentation and Sum15

Basis of Presentation and Summary of Significant Accounting Policies (Tables)	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Statements of Financial Condition	CMF Winton Master L.P. Statements of Financial Condition (Unaudited) June 30, 2015 December 31, Assets: Equity in trading account: Investment in U.S. Treasury bills, at fair value (amortized cost $389,992,850 and $0 at June 30, 2015 and December 31, 2014, respectively) $ 389,992,850 $ — Cash 155,479,738 583,586,984 Cash margin 82,708,428 87,262,518 Net unrealized appreciation on open futures contracts — 32,298,121 Net unrealized appreciation on open forward contracts 771,571 — Total assets $ 628,952,587 $ 703,147,623 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open futures contracts $ 2,085,994 $ — Net unrealized depreciation on open forward contracts — 5,286,899 Accrued expenses: Professional fees 51,701 38,281 Clearing fees due to MS&Co. — 20,631 Total liabilities 2,137,695 5,345,811 Partners’ Capital: General Partner, 0.0000 units outstanding at June 30, 2015 and December 31, 2014 — — Limited Partners, 176,513.8464 and 195,446.6928 units outstanding at June 30, 2015 and December 31, 2014, respectively 626,814,892 697,801,812 Total liabilities and partners’ capital $ 628,952,587 $ 703,147,623 Net asset value per unit $ 3,551.08 $ 3,570.29
Condensed Schedule of Investments	CMF Winton Master L.P. Condensed Schedule of Investments June 30, 2015 (Unaudited) Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 1,218 $ 1,315,905 0.21 % Energy 533 (295,059 ) (0.05 ) Grains 645 1,200,870 0.19 Indices 4,126 (6,131,829 ) (0.98 ) Interest Rates U.S. 12,420 2,628,602 0.42 Interest Rates Non-U.S. 9,450 (885,997 ) (0.14 ) Livestock 1 (4,550 ) (0.00 )* Softs 448 729,687 0.12 Total futures contracts purchased (1,442,371 ) (0.23 ) Futures Contracts Sold Currencies 3,726 1,175,404 0.19 Energy 1,133 864,058 0.14 Grains 1,543 (5,217,693 ) (0.83 ) Indices 150 (10,043 ) (0.00 )* Interest Rates U.S. 821 (1,303,564 ) (0.21 ) Interest Rates Non-U.S. 50 399 0.00 * Livestock 434 557,780 0.09 Metals 1,309 2,936,932 0.47 Softs 1,036 353,104 0.05 Total futures contracts sold (643,623 ) (0.10 ) Net unrealized depreciation on open futures contracts (2,085,994 ) (0.33 ) Unrealized Appreciation on Open Forward Contracts Currencies $ 324,498,746 3,767,636 0.60 Metals 775 2,595,720 0.41 Total unrealized appreciation on open forward contracts 6,363,356 1.01 Unrealized Depreciation on Open Forward Contracts Currencies $ 249,372,223 (1,939,299 ) (0.31 ) Metals 760 (3,652,486 ) (0.58 ) Total unrealized depreciation on open forward contracts (5,591,785 ) (0.89 ) Net unrealized appreciation on open forward contracts 771,571 0.12 U.S. Government Securities % of Partners’ Face Amount Maturity Date Description Fair Value Capital $390,000,000 11/05/2015 U.S. Treasury bills, 0.005% (Amortized cost of $389,992,850) 389,992,850 62.22 Net fair value $ 388,678,427 62.01 % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2014 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 48 $ 89,449 0.01 % Energy 345 (3,240,330 ) (0.46 ) Grains 1,142 (547,033 ) (0.08 ) Indices 4,399 7,141,455 1.02 Interest Rates U.S. 11,509 (1,203,705 ) (0.17 ) Interest Rates Non-U.S. 15,522 10,815,045 1.55 Livestock 147 (414,305 ) (0.06 ) Metals 1 (1,320 ) (0.00 )* Softs 231 72,885 0.01 Total futures contracts purchased 12,712,141 1.82 Futures Contracts Sold Currencies 5,042 7,261,530 1.04 Energy 913 10,503,341 1.51 Grains 207 (178,058 ) (0.03 ) Indices 208 (875,800 ) (0.13 ) Interest Rates Non-U.S. 203 (42,225 ) (0.01 ) Livestock 235 593,170 0.09 Metals 730 681,990 0.10 Softs 802 1,642,032 0.24 Total futures contracts sold 19,585,980 2.81 Net unrealized appreciation on open futures contracts 32,298,121 4.63 Unrealized Appreciation on Open Forward Contracts Currencies $ 214,890,277 2,852,834 0.41 Metals 669 2,265,003 0.32 Total unrealized appreciation on open forward contracts 5,117,837 0.73 Unrealized Depreciation on Open Forward Contracts Currencies $ 293,627,256 (7,383,994 ) (1.06 ) Metals 892 (3,020,742 ) (0.43 ) Total unrealized depreciation on open forward contracts (10,404,736 ) (1.49 ) Net unrealized depreciation on open forward contracts (5,286,899 ) (0.76 ) Net fair value $ 27,011,222 3.87 % * Due to rounding.
Statements of Income and Expenses and Changes in Partners' Capital	CMF Winton Master L.P. Statements of Income and Expenses and Changes in Partners’ Capital (Unaudited) Three Months Ended June 30, Six Months Ended June 30, 2015 2014 2015 2014 Investment Income: Interest income $ 11,695 $ 24,401 $ 26,025 $ 72,394 Expenses: Clearing fees 219,450 199,588 412,402 424,843 Professional fees 27,027 27,803 65,102 50,929 Total expenses 246,477 227,391 477,504 475,772 Net investment income (loss) (234,782 ) (202,990 ) (451,479 ) (403,378 ) Trading results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts (38,258,932 ) 48,500,122 27,666,900 62,642,065 Net change in unrealized gains (losses) on open contracts (25,643,607 ) (1,411,556 ) (28,325,645 ) (16,958,996 ) Total trading results (63,902,539 ) 47,088,566 (658,745 ) 45,683,069 Net income (loss) (64,137,321 ) 46,885,576 (1,110,224 ) 45,279,691 Subscriptions — Limited Partners 21,423,134 4,817,637 38,306,707 25,712,662 Redemptions — Limited Partners (41,897,509 ) (61,818,960 ) (108,157,378 ) (140,525,268 ) Distribution of interest income to feeder funds (11,695 ) (24,401 ) (26,025 ) (72,394 ) Net increase (decrease) in Partners’ Capital (84,623,391 ) (10,140,148 ) (70,986,920 ) (69,605,309 ) Partners’ Capital, beginning of period 711,438,283 641,484,271 697,801,812 700,949,432 Partners’ Capital, end of period $ 626,814,892 $ 631,344,123 $ 626,814,892 $ 631,344,123 Net asset value per unit $ 3,551.08 $ 2,962.37 $ 3,551.08 $ 2,962.37 Net income (loss) per unit * $ (360.86 ) $ 211.58 $ (19.06 ) $ 206.87 Weighted average units outstanding 181,548.6669 226,703.9230 185,758.8999 238,171.5100 * Represents the change in net asset value per unit during the period before distribution of interest income to feeder funds.

Financial Highlights (Tables)

Financial Highlights (Tables)	6 Months Ended
	Jun. 30, 2015
Financial Highlights for Each Limited Partner Class	Financial highlights for each limited partner class for the three and six months ended June 30, 2015 and 2014 were as follows: Three Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ (134.62 ) $ (125.52 ) $ (126.76 ) $ 87.66 $ 80.68 $ 80.86 Net investment loss (16.46 ) (11.34 ) (9.04 ) (18.53 ) (13.61 ) (11.57 ) Increase (decrease) for the period (151.08 ) (136.86 ) (135.80 ) 69.13 67.07 69.29 Net Asset Value per Redeemable Unit, beginning of period 1,470.87 1,369.95 1,382.81 1,138.46 1,047.11 1,049.01 Net Asset Value per Redeemable Unit, end of period $ 1,319.79 $ 1,233.09 $ 1,247.01 $ 1,207.59 $ 1,114.18 $ 1,118.30 Six Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ (2.63 ) $ (2.86 ) $ (3.12 ) $ 85.86 $ 79.10 $ 79.30 Net investment loss (56.86 ) (44.63 ) (40.02 ) (37.88 ) (24.47 ) (20.49 ) Increase (decrease) for the period (59.49 ) (47.49 ) (43.14 ) 47.98 54.63 58.81 Net Asset Value per Redeemable Unit, beginning of period 1,379.28 1,280.58 1,290.15 1,159.61 1,059.55 1,059.49 Net Asset Value per Redeemable Unit, end of period $ 1,319.79 $ 1,233.09 $ 1,247.01 $ 1,207.59 $ 1,114.18 $ 1,118.30
Percentage of Financial Highlights for Each Limited Partner Class	Three Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Ratios to Average Net Assets:* Net investment loss** (4.8 )% (3.7 )% (2.9 )% (5.3 )% (3.9 )% (3.1 )% Operating expenses 4.8 % 3.7 % 2.9 % 4.9 % 3.6 % 2.8 % Incentive fees — % — % — % 0.4 % 0.4 % 0.4 % Total expenses and incentive fees 4.8 % 3.7 % 2.9 % 5.3 % 4.0 % 3.2 % Total return: Total return before incentive fees (10.3 )% (10.0 )% (9.8 )% 6.5 % 6.8 % 7.0 % Incentive fees — % — % — % (0.4 )% (0.4 )% (0.4 )% Total return after incentive fees (10.3 )% (10.0 )% (9.8 )% 6.1 % 6.4 % 6.6 % Six Months Ended June 30, 2015 2014 Class A Class D Class Z Class A Class D Class Z Ratios to Average Net Assets:* Net investment loss** (6.6 )% (5.1 )% (4.5 )% (6.3 )% (4.3 )% (3.3 )% Operating expenses 5.0 % 3.7 % 2.9 % 6.0 % 4.0 % 3.0 % Incentive fees 1.6 % 1.4 % 1.6 % 0.4 % 0.3 % 0.4 % Total expenses and incentive fees 6.6 % 5.1 % 4.5 % 6.4 % 4.3 % 3.4 % Total return: Total return before incentive fees (2.7 )% (2.3 )% (1.7 )% 4.5 % 5.5 % 6.0 % Incentive fees (1.6 )% (1.4 )% (1.6 )% (0.4 )% (0.3 )% (0.4 )% Total return after incentive fees (4.3 )% (3.7 )% (3.3 )% 4.1 % 5.2 % 5.6 % * Annualized (other than incentive fees). ** Interest income allocated from Master less total expenses.
Limited Partners [Member]
Financial Highlights for Each Limited Partner Class	Financial Highlights of the Master: Three Months Ended Six Months Ended 2015 2014 2015 2014 Net realized and unrealized gains (losses) $ (359.54 ) $ 212.51 $ (16.56 ) $ 208.64 Net investment loss (1.32 ) (0.93 ) (2.50 ) (1.77 ) Increase (decrease) for the period (360.86 ) 211.58 (19.06 ) 206.87 Distribution (0.07 ) (0.11 ) (0.15 ) (0.31 ) Net asset Value per unit, beginning of period 3,912.01 2,750.90 3,570.29 2,755.81 Net asset Value per unit, end of period $ 3,551.08 $ 2,962.37 $ 3,551.08 $ 2,962.37
Percentage of Financial Highlights for Each Limited Partner Class	Three Months Ended Six Months Ended 2015 2014 2015 2014 Ratios to Average Net Assets:** Net investment loss* (0.1) % (0.1) % (0.1) % (0.1) % Operating expenses 0.1 % 0.1 % 0.1 % 0.1 % Total return (9.2) % 7.7 % (0.5) % 7.5 % * Interest income less total expenses. ** Annualized.

Trading Activities (Tables)

Trading Activities (Tables)	6 Months Ended
	Jun. 30, 2015
Brokers and Dealers [Abstract]
Valuation of Master's Investment	The following tables summarize the gross and net amounts recognized relating to assets and liabilities of the Master’s derivatives and their offsetting subject to master netting arrangements or similar agreements as of June 30, 2015 and December 31, 2014, respectively. Gross Amounts Not Offset in the June 30, 2015 Gross Amounts Gross Amounts Amounts Presented Financial Collateral Net Amount Assets Futures $ 15,244,455 $ (15,244,455 ) $ — $ — $ — $ — Forwards 6,363,356 (5,591,785 ) 771,571 — — 771,571 Total assets $ 21,607,811 $ (20,836,240 ) $ 771,571 $ — $ — $ 771,571 Liabilities Futures $ (17,330,449 ) $ 15,244,455 $ (2,085,994 ) $ — $ — $ (2,085,994 ) Forwards (5,591,785 ) 5,591,785 — — — — Total liabilities $ (22,922,234 ) $ 20,836,240 $ (2,085,994 ) $ — $ — $ (2,085,994 ) Net fair value $ (1,314,423 )* Gross Amounts Not Offset in the December 31, 2014 Gross Amounts Gross Amounts Amounts Presented Financial Collateral Net Amount Assets Futures $ 43,561,809 $ (11,263,688 ) $ 32,298,121 $ — $ — $ 32,298,121 Forwards 5,117,837 (5,117,837 ) — — — — Total assets $ 48,679,646 $ (16,381,525 ) $ 32,298,121 $ — $ — $ 32,298,121 Liabilities Futures $ (11,263,688 ) $ 11,263,688 $ — $ — $ — $ — Forwards (10,404,736 ) 5,117,837 (5,286,899 ) — — (5,286,899 ) Total liabilities $ (21,668,424 ) $ 16,381,525 $ (5,286,899 ) $ — $ — $ (5,286,899 ) Net fair value $ 27,011,222 * * In the event of default by the Master, MS&Co., the Master’s commodity futures broker and the sole counterparty to the Master’s off exchange-traded contracts, as applicable, has the right to offset the Master’s obligation with the Master’s cash held by MS&Co., thereby minimizing MS&Co.’s risk of loss. There is no collateral posted by MS&Co. and as such, in the event of default by MS&Co., the Master is exposed to the amount shown on the Statements of Financial Condition. In the case of exchange-traded contracts, the Master’s exposure to counterparty risk may be reduced since the exchange’s clearinghouse interposes its credit between buyer and seller and the clearinghouse’s guarantee fund may be available in the event of a default.
Gross Fair Values of Derivative Instruments of Futures Forward and Options Contracts	The following tables indicate the gross fair values of derivative instruments of futures and forward contracts as separate assets and liabilities as of June 30, 2015 and December 31, 2014. June 30, 2015 Assets Futures Contracts Currencies $ 4,157,167 Energy 1,242,533 Grains 1,211,670 Indices 114,823 Interest Rates U.S. 3,019,020 Interest Rates Non-U.S. 568,931 Livestock 637,800 Metals 2,984,757 Softs 1,307,754 Total unrealized appreciation on open futures contracts $ 15,244,455 Liabilities Futures Contracts Currencies $ (1,665,858 ) Energy (673,534 ) Grains (5,228,493 ) Indices (6,256,695 ) Interest Rates U.S. (1,693,982 ) Interest Rates Non-U.S. (1,454,529 ) Livestock (84,570 ) Metals (47,825 ) Softs (224,963 ) Total unrealized depreciation on open futures contracts $ (17,330,449 ) Net unrealized depreciation on open futures contracts $ (2,085,994 )* June 30, 2015 Assets Forward Contracts Currencies $ 3,767,636 Metals 2,595,720 Total unrealized appreciation on open forward contracts $ 6,363,356 Liabilities Forward Contracts Currencies $ (1,939,299 ) Metals (3,652,486 ) Total unrealized depreciation on open forward contracts $ (5,591,785 ) Net unrealized appreciation on open forward contracts $ 771,571 ** * This amount is in “Net unrealized depreciation on open futures contracts” on the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized appreciation on open forward contracts” on the Master’s Statements of Financial Condition. December 31, 2014 Assets Futures Contracts Currencies $ 7,910,345 Energy 10,516,685 Grains 204,223 Indices 9,120,453 Interest Rates U.S. 1,652,217 Interest Rates Non-U.S. 10,825,920 Livestock 599,795 Metals 922,115 Softs 1,810,056 Total unrealized appreciation on open futures contracts $ 43,561,809 Liabilities Futures Contracts Currencies $ (559,366 ) Energy (3,253,674 ) Grains (929,314 ) Indices (2,854,798 ) Interest Rates U.S. (2,855,922 ) Interest Rates Non-U.S. (53,100 ) Livestock (420,930 ) Metals (241,445 ) Softs (95,139 ) Total unrealized depreciation on open futures contracts $ (11,263,688 ) Net unrealized appreciation on open futures contracts $ 32,298,121 * December 31, 2014 Assets Forward Contracts Currencies $ 2,852,834 Metals 2,265,003 Total unrealized appreciation on open forward contracts $ 5,117,837 Liabilities Forward Contracts Currencies $ (7,383,994 ) Metals (3,020,742 ) Total unrealized depreciation on open forward contracts $ (10,404,736 ) Net unrealized depreciation on open forward contracts $ (5,286,899 )** * This amount is in “Net unrealized appreciation on open futures contracts” on the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized depreciation on open forward contracts” on the Master’s Statements of Financial Condition.
Gains and Losses by Market Sector on Derivative Instruments	The following tables indicate the trading gains and losses, by market sector, on derivative instruments for the three and six months ended June 30, 2015 and 2014. Three Months Ended June 30, Six Months Ended June 30, Sector 2015 2014 2015 2014 Currencies $ (15,988,636 ) $ 4,911,200 $ 4,023,509 $ 4,738,180 Energy (13,347,908 ) 669,911 (12,199,271 ) 1,573,842 Grains (4,676,952 ) (9,375,290 ) (6,563,808 ) (5,230,837 ) Indices (9,362,567 ) 18,047,937 9,834,648 5,355,817 Interest Rates U.S. (3,327,426 ) 10,387,061 9,862,738 7,238,219 Interest Rates Non-U.S. (18,301,771 ) 24,928,715 (5,176,533 ) 42,766,376 Livestock 1,869 2,542,666 784,304 6,794,463 Metals 292,589 (4,718,355 ) (5,619,732 ) (12,560,474 ) Softs 808,263 (305,279 ) $ 4,395,400 (4,992,517 ) Total $ (63,902,539 )*** $ 47,088,566 *** $ (658,745 )*** $ 45,683,069 *** *** This amount is included in “Total trading results” on the Master’s Statements of Income and Expenses and Changes in Partners’ Capital.

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Master's Fair Value Measurements	During the six months ended June 30, 2015 and for the year ended December 31, 2014, there were no transfers of assets or liabilities between Level 1 and Level 2. June 30, 2015 Level 1 Level 2 Level 3 Assets Futures $ 15,244,455 $ 15,244,455 $ — $ — Forwards 6,363,356 2,595,720 3,767,636 — U.S. Treasury bills 389,992,850 — 389,992,850 — Total Assets $ 411,600,661 $ 17,840,175 $ 393,760,486 $ — Liabilities Futures $ 17,330,449 $ 17,330,449 $ — $ — Forwards 5,591,785 3,652,486 1,939,299 — Total Liabilities $ 22,922,234 $ 20,982,935 $ 1,939,299 $ — Net fair value $ 388,678,427 $ (3,142,760 ) $ 391,821,187 $ — December 31, Level 1 Level 2 Level 3 Assets Futures $ 43,561,809 $ 43,561,809 $ — $ — Forwards 5,117,837 2,265,003 2,852,834 — Total Assets $ 48,679,646 $ 45,826,812 $ 2,852,834 $ — Liabilities Futures $ 11,263,688 $ 11,263,688 $ — $ — Forwards 10,404,736 3,020,742 7,383,994 — Total Liabilities $ 21,668,424 $ 14,284,430 $ 7,383,994 $ — Net fair value $ 27,011,222 $ 31,542,382 $ (4,531,160 ) $ —

Organization - Additional Infor

Organization - Additional Information (Detail) - USD ($)	Oct. 01, 2014	Sep. 30, 2014	Apr. 01, 2014	Mar. 31, 2014	Jun. 30, 2015	Feb. 01, 2007
Condensed Financial Statements, Captions [Line Items]
Maximum number of units sold by Limited Partnership						0
Maximum amount of partnership assets allocated to trading advisor					Up to 1.5 times
Class A [Member]
Condensed Financial Statements, Captions [Line Items]
Percentage of brokerage fee					2.00%
Class D [Member]
Condensed Financial Statements, Captions [Line Items]
Percentage of brokerage fee					0.75%
Description of brokerage fee					Class A Redeemable Units, Class D Redeemable Units, and Class Z Redeemable Units are identical, except that Class D Redeemable Units are subject to a monthly ongoing selling agent fee equal to 1/12th of 0.75% (a 0.75% annual rate) of the net assets of Class D as of the end of each month, which differs from the Class A monthly ongoing selling agent fee of 1/12th of 2.00% (a 2.00% annual rate) of the net assets of Class A as of the end of each month.
Morgan Stanley Wealth Management [Member] | Selling Agreement [Member]
Condensed Financial Statements, Captions [Line Items]
Annual rate of General Partner fee	1.00%	0.50%
Morgan Stanley Wealth Management [Member] | Selling Agreement [Member] | Class A [Member]
Condensed Financial Statements, Captions [Line Items]
Brokerage fee on net assets	2.00%		2.50%	4.50%
Morgan Stanley Wealth Management [Member] | Selling Agreement [Member] | Class D [Member]
Condensed Financial Statements, Captions [Line Items]
Brokerage fee on net assets	0.75%		1.25%	1.875%
Morgan Stanley Wealth Management [Member] | Selling Agreement [Member] | Class Z [Member]
Condensed Financial Statements, Captions [Line Items]
Brokerage fee on net assets			0.50%	1.125%
Limited Partners [Member]
Condensed Financial Statements, Captions [Line Items]
Fair value of Partnership purchased						$ 12,945,000
Number of units purchased in Partnership						9,017.0917

Basis of Presentation and Sum20

Basis of Presentation and Summary of Significant Accounting Policies - Additional Information (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Condensed Financial Statements, Captions [Line Items]
Provision for income tax	$ 0
Limited Partners [Member]
Condensed Financial Statements, Captions [Line Items]
Percentage of Partnership owned	34.90%	29.90%

Basis of Presentation and Sum21

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Detail) - USD ($)		Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013
Equity in trading account:
Investment in U.S. Treasury bills, at fair value (amortized cost $389,992,850 and $0 at June 30, 2015 and December 31, 2014, respectively)	[1]	$ 218,926,425		$ 208,372,534
Cash		255,064		278,648
Total assets		219,181,489		208,651,182
Accrued expenses:
Total liabilities		3,098,803		7,585,893
Partners' Capital:
Total liabilities and partners' capital		219,181,489		208,651,182
Cmf Winton Master Lp [Member]
Equity in trading account:
Cash		155,479,738		583,586,984
Cash margin		82,708,428		87,262,518
Net unrealized appreciation on open futures contracts				32,298,121
Net unrealized appreciation on open forward contracts		771,571
Total assets		628,952,587		703,147,623
Liabilities:
Net unrealized depreciation on open futures contracts		2,085,994
Net unrealized depreciation on open forward contracts				5,286,899
Accrued expenses:
Professional fees		51,701		38,281
Clearing fees due to MS&Co.				20,631
Total liabilities		2,137,695		5,345,811
Partners' Capital:
General Partner, 0.0000 units outstanding at June 30, 2015 and December 31, 2014		0		0
Limited Partners, 176,513.8464 and 195,446.6928 units outstanding at June 30, 2015 and December 31, 2014, respectively		626,814,892		697,801,812
Total liabilities and partners' capital		$ 628,952,587		$ 703,147,623
Net asset value per unit		$ 3,551.08	$ 3,912.01	$ 3,570.29	$ 2,962.37	$ 2,750.90	$ 2,755.81
Cmf Winton Master Lp [Member] | U.S. Treasury Bills [Member]
Equity in trading account:
Investment in U.S. Treasury bills, at fair value (amortized cost $389,992,850 and $0 at June 30, 2015 and December 31, 2014, respectively)		$ 389,992,850
[1]	Defined in Note 1.

Basis of Presentation and Sum22

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Parenthetical) (Detail) - Cmf Winton Master Lp [Member] - USD ($)	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Condensed Balance Sheet Statements, Captions [Line Items]
General Partner, Unit outstanding	0	0
Limited Partners, Units outstanding	176,513.8464	195,446.6928	213,121.5543
U.S. Treasury Bills [Member]
Condensed Balance Sheet Statements, Captions [Line Items]
Investment in U.S. Treasury bills, cost	$ 389,992,850	$ 0

Basis of Presentation and Sum23

Basis of Presentation and Summary of Significant Accounting Policies - Condensed Schedule of Investments (Detail)		6 Months Ended
		Jun. 30, 2015USD ($)Contract	Dec. 31, 2014USD ($)Contract
Schedule of Investments [Line Items]
Investment in Master, at fair value	[1]	$ 218,926,425	$ 208,372,534
Futures Contracts [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		15,244,455	43,561,809
Unrealized Depreciation on Open Forward Contracts		(17,330,449)	(11,263,688)
Futures Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		4,157,167	7,910,345
Unrealized Depreciation on Open Forward Contracts		(1,665,858)	(559,366)
Futures Contracts [Member] | Energy [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		1,242,533	10,516,685
Unrealized Depreciation on Open Forward Contracts		(673,534)	(3,253,674)
Futures Contracts [Member] | Grains [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		1,211,670	204,223
Unrealized Depreciation on Open Forward Contracts		(5,228,493)	(929,314)
Futures Contracts [Member] | Indices [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		114,823	9,120,453
Unrealized Depreciation on Open Forward Contracts		(6,256,695)	(2,854,798)
Futures Contracts [Member] | Interest Rates U.S. [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		3,019,020	1,652,217
Unrealized Depreciation on Open Forward Contracts		(1,693,982)	(2,855,922)
Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		568,931	10,825,920
Unrealized Depreciation on Open Forward Contracts		(1,454,529)	(53,100)
Futures Contracts [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		637,800	599,795
Unrealized Depreciation on Open Forward Contracts		(84,570)	(420,930)
Futures Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		2,984,757	922,115
Unrealized Depreciation on Open Forward Contracts		(47,825)	(241,445)
Futures Contracts [Member] | Softs [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		1,307,754	1,810,056
Unrealized Depreciation on Open Forward Contracts		(224,963)	(95,139)
Forward Contracts [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		6,363,356	5,117,837
Unrealized Depreciation on Open Forward Contracts		(5,591,785)	(10,404,736)
Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		3,767,636	2,852,834
Unrealized Depreciation on Open Forward Contracts		(1,939,299)	(7,383,994)
Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		2,595,720	2,265,003
Unrealized Depreciation on Open Forward Contracts		(3,652,486)	(3,020,742)
Cmf Winton Master Lp [Member]
Schedule of Investments [Line Items]
Net unrealized depreciation on open futures contracts		(2,085,994)
Investment in Master, at fair value		$ 388,678,427	27,011,222
Net unrealized depreciation on open forward contracts			$ (5,286,899)
% of Partners' Capital		62.01%	3.87%
Net unrealized appreciation on open futures contracts			$ 32,298,121
Cmf Winton Master Lp [Member] | Futures Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized depreciation on open futures contracts		$ (2,085,994)
% of Partners' Capital		(0.33%)
Net unrealized appreciation on open futures contracts			$ 32,298,121
% of Partners' Capital			4.63%
Cmf Winton Master Lp [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized depreciation on open forward contracts			$ (5,286,899)
% of Partners' Capital			(0.76%)
Net unrealized appreciation on open futures contracts		$ 771,571
% of Partners' Capital		0.12%
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ (1,442,371)	$ 12,712,141
% of Partners' Capital		(0.23%)	1.82%
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		1,218	48
Investment in Master, at fair value		$ 1,315,905	$ 89,449
% of Partners' Capital		0.21%	0.01%
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		533	345
Investment in Master, at fair value		$ (295,059)	$ (3,240,330)
% of Partners' Capital		(0.05%)	(0.46%)
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		645	1,142
Investment in Master, at fair value		$ 1,200,870	$ (547,033)
% of Partners' Capital		0.19%	(0.08%)
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		4,126	4,399
Investment in Master, at fair value		$ (6,131,829)	$ 7,141,455
% of Partners' Capital		(0.98%)	1.02%
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Interest Rates U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		12,420	11,509
Investment in Master, at fair value		$ 2,628,602	$ (1,203,705)
% of Partners' Capital		0.42%	(0.17%)
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Interest Rates Non-U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		9,450	15,522
Investment in Master, at fair value		$ (885,997)	$ 10,815,045
% of Partners' Capital		(0.14%)	1.55%
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		1	147
Investment in Master, at fair value		$ (4,550)	$ (414,305)
% of Partners' Capital		0.00%	(0.06%)
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract			1
Investment in Master, at fair value			$ (1,320)
% of Partners' Capital			0.00%
Cmf Winton Master Lp [Member] | Futures Contracts Purchased [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		448	231
Investment in Master, at fair value		$ 729,687	$ 72,885
% of Partners' Capital		0.12%	0.01%
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ (643,623)	$ 19,585,980
% of Partners' Capital		(0.10%)	2.81%
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		3,726	5,042
Investment in Master, at fair value		$ 1,175,404	$ 7,261,530
% of Partners' Capital		0.19%	1.04%
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		1,133	913
Investment in Master, at fair value		$ 864,058	$ 10,503,341
% of Partners' Capital		0.14%	1.51%
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		1,543	207
Investment in Master, at fair value		$ (5,217,693)	$ (178,058)
% of Partners' Capital		(0.83%)	(0.03%)
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		150	208
Investment in Master, at fair value		$ (10,043)	$ (875,800)
% of Partners' Capital		0.00%	(0.13%)
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Interest Rates U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		821
Investment in Master, at fair value		$ (1,303,564)
% of Partners' Capital		(0.21%)
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Interest Rates Non-U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		50	203
Investment in Master, at fair value		$ 399	$ (42,225)
% of Partners' Capital		0.00%	(0.01%)
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		434	235
Investment in Master, at fair value		$ 557,780	$ 593,170
% of Partners' Capital		0.09%	0.09%
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		1,309	730
Investment in Master, at fair value		$ 2,936,932	$ 681,990
% of Partners' Capital		0.47%	0.10%
Cmf Winton Master Lp [Member] | Futures Contracts Sold [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		1,036	802
Investment in Master, at fair value		$ 353,104	$ 1,642,032
% of Partners' Capital		0.05%	0.24%
Cmf Winton Master Lp [Member] | Unrealized Appreciation On Open Forward Contracts [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		$ 6,363,356	$ 5,117,837
% of Partners' Capital		1.01%	0.73%
Cmf Winton Master Lp [Member] | Unrealized Appreciation On Open Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Unrealized Appreciation on Open Forward Contracts		$ 3,767,636	$ 2,852,834
% of Partners' Capital		0.60%	0.41%
Investment Owned, Balance, Principal Amount		$ 324,498,746	$ 214,890,277
Cmf Winton Master Lp [Member] | Unrealized Appreciation On Open Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		775	669
Unrealized Appreciation on Open Forward Contracts		$ 2,595,720	$ 2,265,003
% of Partners' Capital		0.41%	0.32%
Cmf Winton Master Lp [Member] | Unrealized Depreciation On Open Forward Contracts [Member]
Schedule of Investments [Line Items]
Unrealized Depreciation on Open Forward Contracts		$ (5,591,785)	$ (10,404,736)
% of Partners' Capital		(0.89%)	(1.49%)
Cmf Winton Master Lp [Member] | Unrealized Depreciation On Open Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Unrealized Depreciation on Open Forward Contracts		$ (1,939,299)	$ (7,383,994)
% of Partners' Capital		(0.31%)	(1.06%)
Investment Owned, Balance, Principal Amount		$ 249,372,223	$ 293,627,256
Cmf Winton Master Lp [Member] | Unrealized Depreciation On Open Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Contract		760	892
Unrealized Depreciation on Open Forward Contracts		$ (3,652,486)	$ (3,020,742)
% of Partners' Capital		(0.58%)	(0.43%)
Cmf Winton Master Lp [Member] | U.S. Treasury Bills [Member]
Schedule of Investments [Line Items]
Investment, Face Amount		$ 390,000,000
Investment, Maturity Date		May 11, 2015
Investment in Master, at fair value		$ 389,992,850
% of Partners' Capital		62.22%
[1]	Defined in Note 1.

Basis of Presentation and Sum24

Basis of Presentation and Summary of Significant Accounting Policies - Condensed Schedule of Investments (Parenthetical) (Detail) - Cmf Winton Master Lp [Member] - U.S. Treasury Bills [Member] - USD ($)	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Schedule of Investments [Line Items]
Investment in U.S. Treasury bills, Amortized cost	$ 389,992,850	$ 0
Investment, interest rate	0.005%

Basis of Presentation and Sum25

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Income and Expenses and Changes in Partners' Capital (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Investment Income:
Interest income	$ 3,443	$ 5,996	$ 7,363	$ 18,088
Expenses:
Total expenses	2,633,717	2,812,053	8,786,754	6,020,898
Net investment income (loss)	(2,630,274)	(2,806,057)	(8,779,391)	(6,002,810)
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	(13,337,481)	14,020,318	8,431,438	18,148,408
Net change in unrealized gains (losses) on open contracts	(8,737,817)	(370,618)	(10,213,296)	(4,993,219)
Total trading results	(22,075,298)	13,649,700	(1,781,858)	13,155,189
Net income (loss)	(24,705,572)	10,843,643	(10,561,249)	7,152,379
Balance, value			201,065,289	203,401,479
Balance, value	216,082,686	178,958,625	216,082,686	178,958,625
Cmf Winton Master Lp [Member]
Investment Income:
Interest income	11,695	24,401	26,025	72,394
Expenses:
Clearing fees	219,450	199,588	412,402	424,843
Professional fees	27,027	27,803	65,102	50,929
Total expenses	246,477	227,391	477,504	475,772
Net investment income (loss)	(234,782)	(202,990)	(451,479)	(403,378)
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	(38,258,932)	48,500,122	27,666,900	62,642,065
Net change in unrealized gains (losses) on open contracts	(25,643,607)	(1,411,556)	(28,325,645)	(16,958,996)
Total trading results	(63,902,539)	47,088,566	(658,745)	45,683,069
Net income (loss)	(64,137,321)	46,885,576	(1,110,224)	45,279,691
Subscriptions - Limited Partners	21,423,134	4,817,637	38,306,707	25,712,662
Redemptions - Limited Partners	(41,897,509)	(61,818,960)	(108,157,378)	(140,525,268)
Distribution of interest income to feeder funds	(11,695)	(24,401)	(26,025)	(72,394)
Net increase (decrease) in Partners' Capital	(84,623,391)	(10,140,148)	(70,986,920)	(69,605,309)
Balance, value	711,438,283	641,484,271	697,801,812	700,949,432
Balance, value	$ 626,814,892	$ 631,344,123	$ 626,814,892	$ 631,344,123
Net asset value per unit (176,513.8464 and 213,121.5543 units outstanding at June 30, 2015 and 2014, respectively)	$ 3,551.08	$ 2,962.37	$ 3,551.08	$ 2,962.37	$ 3,912.01	$ 3,570.29	$ 2,750.90	$ 2,755.81
Net income (loss) per unit	$ (360.86)	$ 211.58	$ (19.06)	$ 206.87
Weighted average units outstanding	181,548.6669	226,703.9230	185,758.8999	238,171.5100

Basis of Presentation and Sum26

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Income and Expenses and Changes in Partners' Capital (Parenthetical) (Detail) - shares	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Cmf Winton Master Lp [Member]
Condensed Financial Statements, Captions [Line Items]
Units outstanding	176,513.8464	195,446.6928	213,121.5543

Financial Highlights - Changes

Financial Highlights - Changes in Net Asset Value Per Unit for Each Class (Detail) - $ / shares		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Class A [Member]
Capital Unit [Line Items]
Net realized and unrealized gains (losses)		$ (134.62)	$ 87.66	$ (2.63)	$ 85.86
Net investment loss		(16.46)	(18.53)	(56.86)	(37.88)
Increase (decrease) for the period	[1]	(151.08)	69.13	(59.49)	47.98
Net Asset Value per Redeemable Unit, beginning of period		1,470.87	1,138.46	1,379.28	1,159.61
Net Asset Value per Redeemable Unit, end of period		1,319.79	1,207.59	1,319.79	1,207.59
Class D [Member]
Capital Unit [Line Items]
Net realized and unrealized gains (losses)		(125.52)	80.68	(2.86)	79.10
Net investment loss		(11.34)	(13.61)	(44.63)	(24.47)
Increase (decrease) for the period	[1]	(136.86)	67.07	(47.49)	54.63
Net Asset Value per Redeemable Unit, beginning of period		1,369.95	1,047.11	1,280.58	1,059.55
Net Asset Value per Redeemable Unit, end of period		1,233.09	1,114.18	1,233.09	1,114.18
Class Z [Member]
Capital Unit [Line Items]
Net realized and unrealized gains (losses)		(126.76)	80.86	(3.12)	79.30
Net investment loss		(9.04)	(11.57)	(40.02)	(20.49)
Increase (decrease) for the period	[1]	(135.80)	69.29	(43.14)	58.81
Net Asset Value per Redeemable Unit, beginning of period		1,382.81	1,049.01	1,290.15	1,059.49
Net Asset Value per Redeemable Unit, end of period		1,247.01	1,118.30	1,247.01	1,118.30
Cmf Winton Master Lp [Member]
Capital Unit [Line Items]
Net realized and unrealized gains (losses)		(359.54)	212.51	(16.56)	208.64
Net investment loss		(1.32)	(0.93)	(2.50)	(1.77)
Increase (decrease) for the period		(360.86)	211.58	(19.06)	206.87
Distribution		(0.07)	(0.11)	(0.15)	(0.31)
Net Asset Value per Redeemable Unit, beginning of period		3,912.01	2,750.90	3,570.29	2,755.81
Net Asset Value per Redeemable Unit, end of period		$ 3,551.08	$ 2,962.37	$ 3,551.08	$ 2,962.37
[1]	Represents the change in net asset value per unit during the period.

Financial Highlights - Percenta

Financial Highlights - Percentage of Financial Highlights for Each Limited Partner Class (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Class A [Member]
Ratios to Average Net Assets:
Net investment loss	(4.80%)	(5.30%)	(6.60%)	(6.30%)
Operating expenses	4.80%	4.90%	5.00%	6.00%
Incentive fees		0.40%	1.60%	0.40%
Total expenses and incentive fees	4.80%	5.30%	6.60%	6.40%
Total return:
Total return before incentive fees	(10.30%)	6.50%	(2.70%)	4.50%
Incentive fees		(0.40%)	(1.60%)	(0.40%)
Total return after incentive fees	(10.30%)	6.10%	(4.30%)	4.10%
Class D [Member]
Ratios to Average Net Assets:
Net investment loss	(3.70%)	(3.90%)	(5.10%)	(4.30%)
Operating expenses	3.70%	3.60%	3.70%	4.00%
Incentive fees		0.40%	1.40%	0.30%
Total expenses and incentive fees	3.70%	4.00%	5.10%	4.30%
Total return:
Total return before incentive fees	(10.00%)	6.80%	(2.30%)	5.50%
Incentive fees		(0.40%)	(1.40%)	(0.30%)
Total return after incentive fees	(10.00%)	6.40%	(3.70%)	5.20%
Class Z [Member]
Ratios to Average Net Assets:
Net investment loss	(2.90%)	(3.10%)	(4.50%)	(3.30%)
Operating expenses	2.90%	2.80%	2.90%	3.00%
Incentive fees		0.40%	1.60%	0.40%
Total expenses and incentive fees	2.90%	3.20%	4.50%	3.40%
Total return:
Total return before incentive fees	(9.80%)	7.00%	(1.70%)	6.00%
Incentive fees		(0.40%)	(1.60%)	(0.40%)
Total return after incentive fees	(9.80%)	6.60%	(3.30%)	5.60%
Limited Partners [Member]
Ratios to Average Net Assets:
Net investment loss	(0.10%)	(0.10%)	(0.10%)	(0.10%)
Operating expenses	0.10%	0.10%	0.10%	0.10%
Total return	(9.20%)	7.70%	(0.50%)	7.50%

Trading Activities - Additional

Trading Activities - Additional Information (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)Contract	Jun. 30, 2014USD ($)Contract	Jun. 30, 2015USD ($)Contract	Jun. 30, 2014USD ($)Contract
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Average number of futures contracts	47,675	50,766	48,538	49,471
Average number of metals forward contracts	1,380	1,077	1,205	893
Average notional value of currency forward contracts | $	$ 602,291,493	$ 624,969,979	$ 585,562,096	$ 623,313,323

Trading Activities - Summary of

Trading Activities - Summary of Gross and Net Amounts Recognized relating to Assets and Liabilities of Master's Derivatives and their Offsetting Subject to Master Netting Arrangements (Detail) - Cmf Winton Master Lp [Member] - USD ($)	Jun. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Gross Amounts Recognized, Assets	$ 21,607,811	$ 48,679,646
Gross Amounts Offset in the Statement of Financial Condition, Assets	(20,836,240)	(16,381,525)
Net Amounts Presented in the Statements of Financial Condition, Assets	771,571	32,298,121
Financial Instruments, Assets	0	0
Cash Collateral Received, Assets	0	0
Net Amount, Assets	771,571	32,298,121
Gross Amounts Recognized, Liabilities	(22,922,234)	(21,668,424)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	20,836,240	16,381,525
Net Amounts Presented in the Statements of Financial Condition, Liabilities	(2,085,994)	(5,286,899)
Financial Instruments, Liabilities	0	0
Cash Collateral Received, Liabilities	0	0
Net Amount, Liabilities	(2,085,994)	(5,286,899)
Net fair value	(1,314,423)	27,011,222
Futures Contracts [Member]
Derivatives, Fair Value [Line Items]
Gross Amounts Recognized, Assets	15,244,455	43,561,809
Gross Amounts Offset in the Statement of Financial Condition, Assets	(15,244,455)	(11,263,688)
Net Amounts Presented in the Statements of Financial Condition, Assets		32,298,121
Financial Instruments, Assets	0	0
Cash Collateral Received, Assets	0	0
Net Amount, Assets		32,298,121
Gross Amounts Recognized, Liabilities	(17,330,449)	(11,263,688)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	15,244,455	11,263,688
Net Amounts Presented in the Statements of Financial Condition, Liabilities	(2,085,994)
Financial Instruments, Liabilities	0	0
Cash Collateral Received, Liabilities	0	0
Net Amount, Liabilities	(2,085,994)
Forward Contracts [Member]
Derivatives, Fair Value [Line Items]
Gross Amounts Recognized, Assets	6,363,356	5,117,837
Gross Amounts Offset in the Statement of Financial Condition, Assets	(5,591,785)	(5,117,837)
Net Amounts Presented in the Statements of Financial Condition, Assets	771,571
Financial Instruments, Assets	0	0
Cash Collateral Received, Assets	0	0
Net Amount, Assets	771,571
Gross Amounts Recognized, Liabilities	(5,591,785)	(10,404,736)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	5,591,785	5,117,837
Net Amounts Presented in the Statements of Financial Condition, Liabilities		(5,286,899)
Financial Instruments, Liabilities	0	0
Cash Collateral Received, Liabilities	$ 0	0
Net Amount, Liabilities		$ (5,286,899)

Trading Activities - Gross Fair

Trading Activities - Gross Fair Values of Derivative Instruments of Futures Forward and Options Contracts (Detail) - USD ($)	Jun. 30, 2015	Dec. 31, 2014
Futures Contracts [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	$ 15,244,455	$ 43,561,809
Liabilities	(17,330,449)	(11,263,688)
Net unrealized appreciation (depreciation) on open contracts	(2,085,994)	32,298,121
Futures Contracts [Member] | Currencies [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	4,157,167	7,910,345
Liabilities	(1,665,858)	(559,366)
Futures Contracts [Member] | Energy [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	1,242,533	10,516,685
Liabilities	(673,534)	(3,253,674)
Futures Contracts [Member] | Grains [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	1,211,670	204,223
Liabilities	(5,228,493)	(929,314)
Futures Contracts [Member] | Indices [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	114,823	9,120,453
Liabilities	(6,256,695)	(2,854,798)
Futures Contracts [Member] | Interest Rates U.S. [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	3,019,020	1,652,217
Liabilities	(1,693,982)	(2,855,922)
Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	568,931	10,825,920
Liabilities	(1,454,529)	(53,100)
Futures Contracts [Member] | Livestock [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	637,800	599,795
Liabilities	(84,570)	(420,930)
Futures Contracts [Member] | Metals [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	2,984,757	922,115
Liabilities	(47,825)	(241,445)
Futures Contracts [Member] | Softs [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	1,307,754	1,810,056
Liabilities	(224,963)	(95,139)
Forward Contracts [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	6,363,356	5,117,837
Liabilities	(5,591,785)	(10,404,736)
Net unrealized appreciation (depreciation) on open contracts	771,571	(5,286,899)
Forward Contracts [Member] | Currencies [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	3,767,636	2,852,834
Liabilities	(1,939,299)	(7,383,994)
Forward Contracts [Member] | Metals [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Assets	2,595,720	2,265,003
Liabilities	$ (3,652,486)	$ (3,020,742)

Trading Activities - Gains and

Trading Activities - Gains and Losses by Market Sector on Derivative Instruments (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	$ (63,902,539)	$ 47,088,566	$ (658,745)	$ 45,683,069
Currencies [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	(15,988,636)	4,911,200	4,023,509	4,738,180
Energy [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	(13,347,908)	669,911	(12,199,271)	1,573,842
Grains [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	(4,676,952)	(9,375,290)	(6,563,808)	(5,230,837)
Indices [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	(9,362,567)	18,047,937	9,834,648	5,355,817
Interest Rates U.S. [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	(3,327,426)	10,387,061	9,862,738	7,238,219
Interest Rates Non-U.S. [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	(18,301,771)	24,928,715	(5,176,533)	42,766,376
Livestock [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	1,869	2,542,666	784,304	6,794,463
Metals [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	292,589	(4,718,355)	(5,619,732)	(12,560,474)
Softs [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains and losses, by market sector, on derivative instruments	$ 808,263	$ (305,279)	$ 4,395,400	$ (4,992,517)

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail) - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Transfers of assets and liabilities between Level 1 and Level 2	$ 0	$ 0

Fair Value Measurements - Maste

Fair Value Measurements - Master's Fair Value Measurements (Detail) - Cmf Winton Master Lp [Member] - USD ($)	Jun. 30, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	$ 411,600,661	$ 48,679,646
Derivative Liabilities	22,922,234	21,668,424
Net fair value	388,678,427	27,011,222
U.S. Treasury Bills [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	389,992,850
Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	15,244,455	43,561,809
Derivative Liabilities	17,330,449	11,263,688
Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	6,363,356	5,117,837
Derivative Liabilities	5,591,785	10,404,736
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	17,840,175	45,826,812
Derivative Liabilities	20,982,935	14,284,430
Net fair value	(3,142,760)	31,542,382
Level 1 [Member] | Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	15,244,455	43,561,809
Derivative Liabilities	17,330,449	11,263,688
Level 1 [Member] | Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	2,595,720	2,265,003
Derivative Liabilities	3,652,486	3,020,742
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	393,760,486	2,852,834
Derivative Liabilities	1,939,299	7,383,994
Net fair value	391,821,187	(4,531,160)
Level 2 [Member] | U.S. Treasury Bills [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	389,992,850
Level 2 [Member] | Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	3,767,636	2,852,834
Derivative Liabilities	$ 1,939,299	$ 7,383,994

Financial Instrument Risks - Ad

Financial Instrument Risks - Additional Information (Detail) - 6 months ended Jun. 30, 2015	Total
Investments, All Other Investments [Abstract]
Minimum percentage of Funds' contracts traded over-the-counter	17.20%
Maximum percentage of Funds' contracts traded over-the-counter	26.90%
Maturity period of financial instruments	1 year