Ceres Abingdon (ABFF) 10-Q 12 May 16 2016 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2016	Apr. 30, 2016
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Mar. 31, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q1
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		154,162.8522
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 ($)		Mar. 31, 2016	Dec. 31, 2015
Assets:
Investment in the Master, at fair value	[1]	$ 235,604,284	$ 234,617,857
Cash at MS&Co.		303,880	329,610
Cash at bank		802
Total assets		235,908,966	234,947,467
Accrued expenses:
Ongoing selling agent fees		368,607	367,700
Management fees		294,128	292,913
General Partner fees		196,086	195,275
Professional fees		237,687	249,711
Redemptions payable to Limited Partners		747,010	8,142,717
Total liabilities		1,843,518	9,248,316
Partners' Capital:
Total partners' capital (net asset value)		234,065,448	225,699,151
Total liabilities and partners' capital		235,908,966	234,947,467
Class A [Member]
Partners' Capital:
Limited Partners		212,425,680	204,669,817
Total partners' capital (net asset value)		$ 212,425,680	$ 204,669,817
Net asset value per Redeemable Unit		$ 1,385.52	$ 1,351.03
Class D [Member]
Partners' Capital:
Limited Partners		$ 18,528,231	$ 18,010,427
Total partners' capital (net asset value)		$ 18,528,231	$ 18,010,427
Net asset value per Redeemable Unit		$ 1,306.72	$ 1,270.21
Class Z [Member]
Partners' Capital:
General Partner		$ 2,537,954	$ 2,462,400
Limited Partners		573,583	556,507
Total partners' capital (net asset value)		$ 3,111,537	$ 3,018,907
Net asset value per Redeemable Unit		$ 1,328.94	$ 1,289.37
[1]	Defined in Note 1.

Statements of Financial Condit3

Statements of Financial Condition (Parenthetical) - shares	Mar. 31, 2016	Dec. 31, 2015
Class A [Member]
General Partner capital, Redeemable Units outstanding	0	0
Limited Partners capital, Redeemable Units outstanding	153,317.8442	151,491.9322
Class D [Member]
General Partner capital, Redeemable Units outstanding	0	0
Limited Partners capital, Redeemable Units outstanding	14,179.1386	14,179.1386
Class Z [Member]
General Partner capital, Redeemable Units outstanding	1,909.7640	1,909.7640
Limited Partners capital, Redeemable Units outstanding	431.6102	431.6102

Statements of Income and Expens

Statements of Income and Expenses - USD ($)		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
Income:
Interest income allocated from the Master		$ 133,868	$ 3,920
Expenses:
Expenses allocated from the Master		75,257	74,478
Ongoing selling agent fees		1,131,306	1,068,746
Management fees		902,961	845,020
General Partner fees		601,972	563,347
Incentive fees			3,535,100
Professional fees		149,965	66,346
Total expenses		2,861,461	6,153,037
Net investment loss		(2,727,593)	(6,149,117)
Net gains (losses) on investment in the Master:
Net realized gains (losses) on closed contracts allocated from the Master		8,410,392	21,768,919
Net change in unrealized gains (losses) on open contracts allocated from the Master		166,471	(1,475,479)
Total trading results		8,576,863	20,293,440
Net income (loss)		5,849,270	14,144,323
Net income (loss) allocation by Class:
Net income (loss) allocated from Master		5,849,270	14,144,323
Class A [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		5,238,836	12,986,096
Net income (loss) allocation by Class:
Net income (loss) allocated from Master		$ 5,238,836	$ 12,986,096
Net asset value per Redeemable Unit:
Net asset value per Redeemable Unit		$ 1,385.52	$ 1,470.87
Net income (loss) per Redeemable Unit
Net income (loss) per Redeemable Unit	[1]	$ 34.49	$ 91.59
Weighted average Redeemable Units outstanding
Weighted average Redeemable Units outstanding		153,311.6552	141,624.6995
Class D [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ 517,804	$ 964,909
Net income (loss) allocation by Class:
Net income (loss) allocated from Master		$ 517,804	$ 964,909
Net asset value per Redeemable Unit:
Net asset value per Redeemable Unit		$ 1,306.72	$ 1,369.95
Net income (loss) per Redeemable Unit
Net income (loss) per Redeemable Unit	[1]	$ 36.51	$ 89.37
Weighted average Redeemable Units outstanding
Weighted average Redeemable Units outstanding		14,179.1386	10,784.3596
Class Z [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ 92,630	$ 193,318
Net income (loss) allocation by Class:
Net income (loss) allocated from Master		$ 92,630	$ 193,318
Net asset value per Redeemable Unit:
Net asset value per Redeemable Unit		$ 1,328.94	$ 1,382.81
Net income (loss) per Redeemable Unit
Net income (loss) per Redeemable Unit	[1]	$ 39.57	$ 92.66
Weighted average Redeemable Units outstanding
Weighted average Redeemable Units outstanding		2,341.3742	2,086.2812
[1]	Represents the change in net asset value per Redeemable Unit during the period.

Statements of Income and Expen5

Statements of Income and Expenses (Parenthetical) - shares	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
General Partners, Redeemable Units outstanding	169,838.3570	168,012.4450	157,306.1150	146,678.5930
Class A [Member]
Limited Partners, Redeemable Units outstanding	153,317.8442	151,491.9322	144,325.4862
General Partners, Redeemable Units outstanding	153,317.8442	151,491.9322	144,325.4862	133,862.9462
Class D [Member]
Limited Partners, Redeemable Units outstanding	14,179.1386	14,179.1386	10,894.3476
General Partners, Redeemable Units outstanding	14,179.1386	14,179.1386	10,894.3476	10,729.3656
Class Z [Member]
Limited Partners, Redeemable Units outstanding	431.6102	431.6102	2,086.2812
General Partners, Redeemable Units outstanding	2,341.3742	2,341.3742	2,086.2812	2,086.2812

Statements of Changes in Partne

Statements of Changes in Partners' Capital - USD ($)	Total	Limited Partners [Member]	Class A [Member]	Class A [Member]Limited Partners [Member]	Class D [Member]	Class D [Member]Limited Partners [Member]	Class Z [Member]
Balance, value at Dec. 31, 2014	$ 201,065,289		$ 184,633,894		$ 13,739,779		$ 2,691,616
Balance, Redeemable Units at Dec. 31, 2014	146,678.5930		133,862.9462		10,729.3656		2,086.2812
Subscriptions, value		$ 16,883,573		$ 16,663,573		$ 220,000
Subscriptions, Redeemable Units		11,997.3680		11,832.3860		164.9820
Net income (loss)	$ 14,144,323		$ 12,986,096		$ 964,909		$ 193,318
Redemptions, value		$ (1,999,542)		$ (1,999,542)
Redemptions, Redeemable Units		(1,369.8460)		(1,369.8460)
Balance, value at Mar. 31, 2015	$ 230,093,643		$ 212,284,021		$ 14,924,688		$ 2,884,934
Balance, Redeemable Units at Mar. 31, 2015	157,306.1150		144,325.4862		10,894.3476		2,086.2812
Balance, value at Dec. 31, 2015	$ 225,699,151		$ 204,669,817		$ 18,010,427		$ 3,018,907
Balance, Redeemable Units at Dec. 31, 2015	168,012.4450		151,491.9322		14,179.1386		2,341.3742
Subscriptions, value		$ 8,720,457		$ 8,720,457
Subscriptions, Redeemable Units		6,167.2670		6,167.2670
Net income (loss)	$ 5,849,270		$ 5,238,836		$ 517,804		$ 92,630
Redemptions, value		$ (6,203,430)		$ (6,203,430)
Redemptions, Redeemable Units		(4,341.3550)		(4,341.3550)
Balance, value at Mar. 31, 2016	$ 234,065,448		$ 212,425,680		$ 18,528,231		$ 3,111,537
Balance, Redeemable Units at Mar. 31, 2016	169,838.3570		153,317.8442		14,179.1386		2,341.3742

Organization

Organization	3 Months Ended
	Mar. 31, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Organization	1. Organization: Managed Futures Premier Abingdon 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. interest rates, livestock, lumber, metals and softs. The Partnership commenced trading on February 1, 2007. The commodity interests that are indirectly traded by the Partnership through its investment in CMF Winton Master L.P. (the “Master”) are volatile and involve a high degree of market risk. The General Partner (defined below) may also determine to invest up to all of the Partnership’s assets in United States (“U.S.”) Treasury bills and/or money market mutual funds, including money market mutual funds managed by Morgan Stanley or its affiliates. The Partnership privately and continuously offers redeemable units of limited partnership interest in the Partnership (“Redeemable Units”) to qualified investors. There is no maximum number of Redeemable Units that may be sold by the Partnership. Ceres Managed Futures LLC, a Delaware limited liability company, acts as the general partner (the “General Partner”) and commodity pool operator of the Partnership. The General Partner is wholly owned by Morgan Stanley Smith Barney Holdings LLC (“MSSB Holdings”). MSSB Holdings is ultimately owned by Morgan Stanley. Morgan Stanley is a publicly held company whose shares are listed on the New York Stock Exchange. 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. All trading decisions for the Partnership are made by Winton Capital Management Limited (the “Advisor”). During the reporting periods ended March 31, 2016 and 2015, the Partnership’s and the Master’s commodity broker was Morgan Stanley & Co. LLC (“MS&Co.”), a registered futures commission merchant. The Partnership and the Master also deposit a portion of their cash in non-trading accounts at JPMorgan Chase Bank, N.A. 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. A limited partner in the Master may withdraw all or part of its capital contribution and undistributed profits, if any, from the Master as of the end of any month (the “Redemption Date”) after a request has been made to the General Partner at least three days in advance of the Redemption Date. Such withdrawals are classified as a liability when the limited partner in the Master elects to redeem and informs the Master. The General Partner is not aware of any material changes to the trading program discussed above during the fiscal quarter ended March 31, 2016. 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 are offered to certain employees of Morgan Stanley and its subsidiaries (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. At March 31, 2016 and December 31, 2015, the Partnership owned approximately 40.9% and 38.9%, 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 its capital contributions and profits, if any, net of distributions or redemptions and losses, if any. 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. (or will reimburse MS&Co., if previously paid) its allocable share of all trading fees for the clearing and, where applicable, execution of transactions as well as exchange, clearing, user, give-up, floor brokerage and National Futures Association fees (collectively, the “clearing fees”). In July 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 furnishes certain administrative, accounting, regulatory, reporting, tax and other services as agreed from time to time. In addition, the Administrator maintains certain books and records of the Partnership. The cost of retaining the Administrator is allocated among the pools operated by the General Partner, including the Partnership.

Basis of Presentation and Summa

Basis of Presentation and Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016, and the results of its operations and changes in partners’ capital for the three months ended March 31, 2016 and 2015. 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, 2015. The December 31, 2015 information has been derived from the audited financial statements as of and for the year ended December 31, 2015. 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. Due to the nature of commodities 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 Fair Value Measurements Master’s Fair Value of Financial Instruments Financial Instruments Master’s Cash Income Taxes Investment Company Status “Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements” Net Income (Loss) per Redeemable Unit Financial Services – Investment Companies Recent Accounting Pronouncement Recognition and Measurement of Financial Assets and Financial Liabilities Reclassification 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, 2015. The Master’s Statements of Financial Condition and Condensed Schedules of Investments as of March 31, 2016 and December 31, 2015 and Statements of Income and Expenses and Changes in Partners’ Capital for the three months ended March 31, 2016 and 2015 are presented below: CMF Winton Master L.P. Statements of Financial Condition (Unaudited) March 31, December 31, 2016 2015 Assets: Equity in trading account: Investment in U.S. Treasury bills, at fair value (amortized cost $497,261,220 $ 497,400,002 $ 472,950,344 Cash at MS&Co. - 25,746,373 Cash margin 74,410,516 99,262,577 Net unrealized appreciation on open futures contracts 1,835,660 5,389,377 Net unrealized appreciation on open forward contracts 4,607,972 - Total equity in trading account 578,254,150 603,348,671 Cash at bank 802 - Total assets $ 578,254,952 $ 603,348,671 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open forward contracts $ - $ 269,234 Cash overdraft 1,559,393 - Accrued expenses: Professional fees 54,297 38,067 Total liabilities 1,613,690 307,301 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at - - Limited Partners, 149,258.1324 and 161,976.6460 Redeemable Units 576,641,262 603,041,370 Total liabilities and partners’ capital $ 578,254,952 $ 603,348,671 Net asset value per Redeemable Unit $ 3,863.38 $ 3,723.01 CMF Winton Master L.P. Condensed Schedule of Investments March 31, 2016 (Unaudited) Notional ($)/ Fair Value % of Futures Contracts Purchased Currencies 1,567 $ 1,072,696 0.19 % Grains 231 270,186 0.05 Indices 2,162 3,423,301 0.59 Interest Rates U.S. 1,558 (691,312) (0.12) Interest Rates Non-U.S. 19,580 10,455,821 1.81 Livestock 240 (76,670) (0.01) Metals 319 (234,070) (0.04) Softs 160 (32,057) (0.01) Total futures contracts purchased 14,187,895 2.46 Futures Contracts Sold Currencies 2,883 (7,081,581) (1.23) Energy 1,391 173,273 0.03 Grains 2,414 (155,030) (0.03) Indices 1,302 (3,768,288) (0.65) Interest Rates U.S. 828 (786,133) (0.14) Interest Rates Non-U.S. 657 39,408 0.01 Livestock 237 179,280 0.03 Metals 207 (366,138) (0.06) Softs 639 (587,026) (0.10) Total futures contracts sold (12,352,235) (2.14) Net unrealized appreciation on open futures contracts $ 1,835,660 0.32 % Unrealized Appreciation on Open Forward Contracts Currencies $ 324,629,918 $ 9,034,917 1.57 % Metals 191 290,378 0.05 Total unrealized appreciation on open forward contracts 9,325,295 1.62 Unrealized Depreciation on Open Forward Contracts Currencies $ 167,951,734 (3,116,575) (0.54) Metals 426 (1,600,748) (0.28) Total unrealized depreciation on open forward contracts (4,717,323) (0.82) Net unrealized appreciation on open forward contracts $ 4,607,972 0.80 % U.S. Government Securities Face Amount Maturity Date Description Fair Value % of Partners’ $ 100,000,000 4/28/2016 U.S. Treasury bills, 0.23% (Amortized cost of $99,964,861) $ 99,988,833 17.34 % $ 25,000,000 4/14/2016 U.S. Treasury bills, 0.28% (Amortized cost of $24,994,556) 24,999,219 4.34 $ 225,000,000 5/19/2016 U.S. Treasury bills, 0.25% (Amortized cost of $224,881,250) 224,951,483 39.01 $ 7,500,000 5/19/2016 U.S. Treasury bills, 0.135% (Amortized cost of $7,498,622) 7,498,383 1.30 $ 140,000,000 5/26/2016 U.S. Treasury bills, 0.275% (Amortized cost of $139,921,931) 139,962,084 24.27 Total U.S. Government Securities $ 497,400,002 86.26 % CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2015 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 510 $ 30,126 0.01 % Energy 75 (7,647) (0.00) * Grains 95 (17,551) (0.00) * Indices 2,628 1,099,760 0.18 Interest Rates U.S. 614 (610,774) (0.10) Interest Rates Non-U.S. 19,410 (3,062,521) (0.51) Livestock 3 160 0.00 * Softs 311 64,286 0.01 Total futures contracts purchased (2,504,161) (0.41) Futures Contracts Sold Currencies 4,548 3,922,263 0.65 Energy 2,317 1,273,340 0.21 Grains 2,492 2,035,524 0.34 Indices 1,710 (453,830) (0.08) Interest Rates U.S. 122 (3,016) (0.00) * Interest Rates Non-U.S. 556 (29,705) (0.00) * Livestock 394 (660,400) (0.11) Metals 1,441 2,011,420 0.33 Softs 544 (202,058) (0.03) Total futures contracts sold 7,893,538 1.31 Net unrealized appreciation on open futures contracts $ 5,389,377 0.90 % Unrealized Appreciation on Open Forward Contracts Currencies $ 285,098,551 $ 3,394,312 0.56 % Metals 492 1,854,557 0.31 Total unrealized appreciation on open forward contracts 5,248,869 0.87 Unrealized Depreciation on Open Forward Contracts Currencies $ 245,182,550 (4,880,125) (0.81) Metals 353 (637,978) (0.11) Total unrealized depreciation on open forward contracts (5,518,103) (0.92) Net unrealized depreciation on open forward contracts $ (269,234) (0.05) % U.S. Government Securities Face Amount Maturity Date Description Fair Value % of Partners’ Capital $ 128,000,000 1/21/2016 U.S. Treasury bills, 0.19% (Amortized cost of $127,981,084) $ 127,991,600 21.23 % $ 345,000,000 2/11/2016 U.S. Treasury bills, 0.125% (Amortized cost of $344,890,990) 344,958,744 57.20 Total U.S. Government Securities $ 472,950,344 78.43 % * Due to rounding. CMF Winton Master L.P. Statements of Income and Expenses and Changes in Partners’ Capital (Unaudited) Three Months Ended March 31, 2016 2015 Investment Income: Interest income $ 341,464 $ 14,330 Expenses: Clearing fees 166,861 192,952 Professional fees 20,523 38,075 Total expenses 187,384 231,027 Net investment income (loss) 154,080 (216,697) Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts 21,048,317 65,925,832 Net change in unrealized gains (losses) on open contracts 1,456,772 (2,682,038) Total trading results 22,505,089 63,243,794 Net income (loss) 22,659,169 63,027,097 Subscriptions - Limited Partners 8,720,457 16,883,573 Redemptions - Limited Partners (57,703,322) (66,259,869) Distribution of interest income to feeder funds (76,412) (14,330) Net increase (decrease) in Partners’ Capital (26,400,108) 13,636,471 Partners’ Capital, beginning of period 603,041,370 697,801,812 Partners’ Capital, end of period $ 576,641,262 $ 711,438,283 Net asset value per Redeemable Unit $ 3,863.38 $ 3,912.01 Net income (loss) per Redeemable Unit* $ 140.87 $ 341.80 Weighted average Redeemable Units outstanding 157,072.6376 189,969.1329 * Represents the change in net asset value per Redeemable Unit during the period before distribution of interest income to feeder funds.

Financial Highlights

Financial Highlights	3 Months Ended
	Mar. 31, 2016
Text Block [Abstract]
Financial Highlights	3. Financial Highlights: Financial highlights for the limited partner classes as a whole for the three months ended March 31, 2016 and 2015 were as follows: Three Months Ended March 31, 2016 2015 Per Redeemable Unit Performance (for unit outstanding throughout the period):* Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ 51.09 $ 47.94 $ 48.62 $ 131.99 $ 122.66 $ 123.64 Net investment loss (16.60) (11.43) (9.05) (40.40) (33.29) (30.98) Increase (decrease) for the period 34.49 36.51 39.57 91.59 89.37 92.66 Net asset value per Redeemable Unit, beginning of period 1,351.03 1,270.21 1,289.37 1,379.28 1,280.58 1,290.15 Net asset value per Redeemable Unit, end of period $ 1,385.52 $ 1,306.72 $ 1,328.94 $ 1,470.87 $ 1,369.95 $ 1,382.81 Three Months Ended March 31, 2016 2015 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (4.8) % (3.5) % (2.7) % (6.6) % (5.2) % (4.5) % Operating expenses 5.0 % 3.7 % 2.9 % 5.0 % 3.6 % 2.9 % Incentive fees - % - % - % 1.6 % 1.6 % 1.6 % Total expenses 5.0 % 3.7 % 2.9 % 6.6 % 5.2 % 4.5 % Total return: Total return before incentive fees 2.6 % 2.9 % 3.1 % 8.2 % 8.6 % 8.8 % Incentive fees - % - % - % (1.6) % (1.6) % (1.6) % Total return after incentive fees 2.6 % 2.9 % 3.1 % 6.6 % 7.0 % 7.2 % * Net investment loss per Redeemable Unit is calculated by dividing the expenses net of interest income by the average number of Redeemable Units outstanding during the period. The net realized and unrealized gains (losses) per Redeemable Unit is a balancing amount necessary to reconcile the change in net asset value per Redeemable Unit with the other per unit information. ** 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 partners’ capital of the Partnership and includes the income and expenses allocated from the Master. Financial Highlights of the Master: Three Months Ended March 31, 2016 2015 Per Redeemable Unit Performance (for unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ 139.85 $ 342.98 Net investment income (loss) 1.02 (1.18) Increase (decrease) for the period 140.87 341.80 Distribution of interest income to feeder funds (0.50) (0.08) Net asset value per Redeemable Unit, beginning of period 3,723.01 3,570.29 Net asset value per Redeemable Unit, end of period $ 3,863.38 $ 3,912.01 Three Months Ended March 31, 2016 2015 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 0.1 % (0.1) % Operating expenses 0.1 % 0.1 % Total return 3.8 % 9.6 % * Net investment income (loss) per Redeemable Unit is calculated by dividing the expenses net of interest income by the average number of Redeemable Units outstanding during the period. The net realized and unrealized gains (losses) per Redeemable Unit is a balancing amount necessary to reconcile the change in net asset value per Redeemable Unit with the other per unit information. ** Annualized. *** Interest income 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 using the limited partners’ share of income, expenses and average partners’ capital.

Trading Activities

Trading Activities	3 Months Ended
	Mar. 31, 2016
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. The futures brokerage account agreements with MS&Co. give the Partnership and the Master the legal right to net unrealized gains and losses on open futures and forward contracts. The Master nets, for financial reporting purposes, the unrealized gains and losses on open futures and forward contracts on its Statements of Financial Condition as the criteria under ASC 210-20, “Balance Sheet,” Trading and transaction fees are based on the number of trades executed by the Advisor for the Master and the Partnership’s percentage ownership of the Master. All clearing fees paid to MS&Co. are borne by the Master and allocated to the Master’s limited partners, including the Partnership. All of the commodity interests owned by the Master are held for trading purposes. The monthly average number of futures contracts traded by the Master during the three months ended March 31, 2016 and 2015 was 39,982 and 49,401, respectively. The monthly average number of metals forward contracts traded by the Master during the three months ended March 31, 2016 and 2015 was 708 and 1,030, respectively. The average notional value of currency forward contracts traded by the Master during the three months ended March 31, 2016 and 2015 was $592,425,746 and $568,832,699, 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 March 31, 2016 and December 31, 2015, respectively. Gross Amounts Amounts Gross Amounts Not Offset in the Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net March 31, 2016 Recognized Condition Condition Instruments Pledged* Amount Assets Futures $ 19,063,193 $ (17,227,533) $ 1,835,660 $ - $ - $ 1,835,660 Forwards 9,325,295 (4,717,323) 4,607,972 - - 4,607,972 Total assets $ 28,388,488 $ (21,944,856) $ 6,443,632 $ - $ - $ 6,443,632 Liabilities Futures $ (17,227,533) $ 17,227,533 $ - $ - $ - $ - Forwards (4,717,323) 4,717,323 - - - - Total liabilities $ (21,944,856) $ 21,944,856 $ - $ - $ - $ - Net fair value $ 6,443,632 * Gross Amounts Amounts Gross Amounts Not Offset in the Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net December 31, 2015 Recognized Condition Condition Instruments Pledged* Amount Assets Futures $ 17,800,660 $ (12,411,283) $ 5,389,377 $ - $ - $ 5,389,377 Forwards 5,248,869 (5,248,869) - - - - Total assets $ 23,049,529 $ (17,660,152) $ 5,389,377 $ - $ - $ 5,389,377 Liabilities Futures $ (12,411,283) $ 12,411,283 $ - $ - $ - $ - Forwards (5,518,103) 5,248,869 (269,234) - - (269,234) Total liabilities $ (17,929,386) $ 17,660,152 $ (269,234) $ - $ - $ (269,234) Net fair value $ 5,120,143 * * 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 and/or U.S. Treasury bills 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 in the Master’s 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 the Master’s derivative instruments of futures and forward contracts as separate assets and liabilities as of March 31, 2016 and December 31, 2015, respectively. March 31, 2016 Assets Futures Contracts Currencies $ 1,125,365 Energy 980,574 Grains 1,342,080 Indices 3,542,826 Interest Rates U.S. 234,235 Interest Rates Non-U.S. 11,289,677 Livestock 220,940 Metals 136,302 Softs 191,194 Total unrealized appreciation on open futures contracts 19,063,193 Liabilities Futures Contracts Currencies (7,134,250) Energy (807,301) Grains (1,226,924) Indices (3,887,813) Interest Rates U.S. (1,711,680) Interest Rates Non-U.S. (794,448) Livestock (118,330) Metals (736,510) Softs (810,277) Total unrealized depreciation on open futures contracts (17,227,533) Net unrealized appreciation on open futures contracts $ 1,835,660 * Assets Forward Contracts Currencies $ 9,034,917 Metals 290,378 Total unrealized appreciation on open forward contracts 9,325,295 Liabilities Forward Contracts Currencies (3,116,575) Metals (1,600,748) Total unrealized depreciation on open forward contracts (4,717,323) Net unrealized appreciation on open forward contracts $ 4,607,972 ** * This amount is in “Net unrealized appreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized appreciation on open forward contracts” in the Master’s Statements of Financial Condition. December 31, 2015 Assets Futures Contracts Currencies $ 4,375,005 Energy 3,059,034 Grains 2,067,358 Indices 2,758,533 Interest Rates U.S. 7,546 Interest Rates Non-U.S. 3,038,265 Livestock 31,455 Metals 2,228,435 Softs 235,029 Total unrealized appreciation on open futures contracts 17,800,660 Liabilities Futures Contracts Currencies (422,616) Energy (1,793,341) Grains (49,385) Indices (2,112,603) Interest Rates U.S. (621,336) Interest Rates Non-U.S. (6,130,491) Livestock (691,695) Metals (217,015) Softs (372,801) Total unrealized depreciation on open futures contracts (12,411,283) Net unrealized appreciation on open futures contracts $ 5,389,377 * Assets Forward Contracts Currencies $ 3,394,312 Metals 1,854,557 Total unrealized appreciation on open forward contracts 5,248,869 Liabilities Forward Contracts Currencies (4,880,125) Metals (637,978) Total unrealized depreciation on open forward contracts (5,518,103) Net unrealized depreciation on open forward contracts $ (269,234) ** * This amount is in “Net unrealized appreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized depreciation on open forward contracts” in the Master’s Statements of Financial Condition. The following table indicates the Master’s total trading gains and losses, by market sector, on derivative instruments for the three months ended March 31, 2016 and 2015. Three Months Ended March 31 2016 2015 Sector Currencies $ (4,448,739) $ 20,012,145 Energy 6,312,384 1,148,637 Grains (38,929) (1,886,856) Indices (6,778,692) 19,197,215 Interest Rates U.S. 6,964,820 13,190,164 Interest Rates Non-U.S. 36,286,973 13,125,238 Livestock 472,355 782,435 Metals (16,367,259) (5,912,321) Softs 102,176 3,587,137 Total $ 22,505,089 *** $ 63,243,794 *** *** This amount is included in “Total trading results” in the Master’s Statements of Income and Expenses and Changes in Partners’ Capital.

Fair Value Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2016
Fair Value Disclosures [Abstract]
Fair Value Measurements	5. Fair Value Measurements: Master’s Fair Value Measurements The fair value of exchange-traded futures and forward contracts is determined by the various exchanges, and reflects the settlement price for each contract as of the close of business on the last business day of the reporting period. The fair value of foreign currency forward contracts is extrapolated on a forward basis from the spot prices quoted as of approximately 3:00 P.M. (E.T.) on the last business day of the reporting period from various exchanges. The fair value of non-exchange-traded foreign currency option contracts is calculated by applying an industry standard model application for options valuation of foreign currency options, using as input the spot prices, interest rates, and option implied volatilities quoted as of approximately 3:00 P.M. (E.T.) on the last business day of the reporting period. U.S. Treasury bills are valued at the last available bid price received from independent pricing services as of the close of the last business day of the reporting period. The Master considers prices for exchange-traded commodity futures and forward 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 and non-exchange-traded forward contracts for which market quotations are not readily available are priced by broker quotes or pricing services that derive fair values for those assets and liabilities from observable inputs (Level 2). As of March 31, 2016 and December 31, 2015 and for the periods ended March 31, 2016 and 2015, the Master did not hold any derivative instruments that were priced at fair value using unobservable inputs through the application of the General Partner’s assumptions and internal valuation pricing models (Level 3). Transfers between levels are recognized at the end of the reporting period. During the reporting periods, there were no transfers of assets or liabilities between Level 1 and Level 2. March 31, 2016 Total Level 1 Level 2 Level 3 Assets U.S. Treasury bills $ 497,400,002 $ - $ 497,400,002 $ - Futures 19,063,193 19,063,193 - - Forwards 9,325,295 290,378 9,034,917 - Total assets $ 525,788,490 $ 19,353,571 $ 506,434,919 $ - Liabilities Futures $ 17,227,533 $ 17,227,533 $ - $ - Forwards 4,717,323 1,600,748 3,116,575 - Total liabilities $ 21,944,856 $ 18,828,281 $ 3,116,575 $ - December 31, 2015 Total Level 1 Level 2 Level 3 Assets U.S. Treasury bills $ 472,950,344 $ - $ 472,950,344 $ - Futures 17,800,660 17,800,660 - - Forwards 5,248,869 1,854,557 3,394,312 - Total assets $ 495,999,873 $ 19,655,217 $ 476,344,656 $ - Liabilities Futures $ 12,411,283 $ 12,411,283 $ - $ - Forwards 5,518,103 637,978 4,880,125 - Total liabilities $ 17,929,386 $ 13,049,261 $ 4,880,125 $ -

Financial Instrument Risks

Financial Instrument Risks	3 Months Ended
	Mar. 31, 2016
Investments, All Other Investments [Abstract]
Financial Instrument Risks	6. Financial Instrument Risks: In the normal course of business, the Partnership, through its investment in the Master, is party to financial instruments with off-balance sheet risk, including derivative financial instruments and derivative commodity instruments. These financial instruments may include futures, forwards, options and swaps, whose values are based upon an underlying asset, index, or reference rate, and generally represent future commitments to exchange currencies or cash balances, or to purchase or sell other financial instruments at specific terms at specified future dates, or, in the case of derivative commodity instruments, to have a reasonable possibility to be settled in cash, through physical delivery or with another financial instrument. These instruments may be traded on an exchange, a swap execution facility or over-the-counter (“OTC”). Exchange-traded instruments include futures and certain standardized forward, option and swap contracts. Certain swap contracts may also be traded on a swap execution facility or OTC. OTC contracts are negotiated between contracting parties and also include certain forward and option contracts. Specific market movements of commodities or futures contracts underlying an option cannot accurately be predicted. The purchaser of an option may lose the entire premium paid for the option. The writer or seller of an option has unlimited risk. Each of these instruments is subject to various risks similar to those relating to the underlying financial instrument, including market and credit risk. In general, the risks associated with OTC contracts are greater than those associated with exchange-traded instruments because of the greater risk of default by the counterparty to an OTC contract. The General Partner estimates that at any given time, approximately 21.8% to 28.3% of the Master’s contracts are traded OTC. Futures Contracts Forward Foreign Currency Contracts London Metals Exchange Forward Contracts 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 in the Master’s Statement of Income and Expenses and Changes in Partners’ Capital. Market risk is the potential for changes in the value of the financial instruments traded by the 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 Master is exposed to 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 an 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 an 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 and forward contracts by sector, margin requirements, gain and loss transactions and collateral positions. 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. 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	3 Months Ended
	Mar. 31, 2016
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 there were no subsequent events requiring adjustment to or disclosure in the financial statements.

Basis of Presentation and Sum14

Basis of Presentation and Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2016
Accounting Policies [Abstract]
Partnership's Investment	Partnership’s Investment
Master's Investments	Master’s Investments Fair Value Measurements
Master's Fair Value of Financial Instruments	Master’s Fair Value of Financial Instruments Financial Instruments
Master's Cash	Master’s Cash
Income Taxes	Income Taxes
Investment Company Status	Investment Company Status “Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements”
Net Income (Loss) per Redeemable Unit	Net Income (Loss) per Redeemable Unit Financial Services – Investment Companies
Recent Accounting Pronouncement	Recent Accounting Pronouncement Recognition and Measurement of Financial Assets and Financial Liabilities
Reclassification	Reclassification

Basis of Presentation and Sum15

Basis of Presentation and Summary of Significant Accounting Policies (Tables)	3 Months Ended
	Mar. 31, 2016
Accounting Policies [Abstract]
Statements of Financial Condition	CMF Winton Master L.P. Statements of Financial Condition (Unaudited) March 31, December 31, 2016 2015 Assets: Equity in trading account: Investment in U.S. Treasury bills, at fair value (amortized cost $497,261,220 $ 497,400,002 $ 472,950,344 Cash at MS&Co. - 25,746,373 Cash margin 74,410,516 99,262,577 Net unrealized appreciation on open futures contracts 1,835,660 5,389,377 Net unrealized appreciation on open forward contracts 4,607,972 - Total equity in trading account 578,254,150 603,348,671 Cash at bank 802 - Total assets $ 578,254,952 $ 603,348,671 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open forward contracts $ - $ 269,234 Cash overdraft 1,559,393 - Accrued expenses: Professional fees 54,297 38,067 Total liabilities 1,613,690 307,301 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at - - Limited Partners, 149,258.1324 and 161,976.6460 Redeemable Units 576,641,262 603,041,370 Total liabilities and partners’ capital $ 578,254,952 $ 603,348,671 Net asset value per Redeemable Unit $ 3,863.38 $ 3,723.01
Condensed Schedule of Investments	CMF Winton Master L.P. Condensed Schedule of Investments March 31, 2016 (Unaudited) Notional ($)/ Fair Value % of Futures Contracts Purchased Currencies 1,567 $ 1,072,696 0.19 % Grains 231 270,186 0.05 Indices 2,162 3,423,301 0.59 Interest Rates U.S. 1,558 (691,312) (0.12) Interest Rates Non-U.S. 19,580 10,455,821 1.81 Livestock 240 (76,670) (0.01) Metals 319 (234,070) (0.04) Softs 160 (32,057) (0.01) Total futures contracts purchased 14,187,895 2.46 Futures Contracts Sold Currencies 2,883 (7,081,581) (1.23) Energy 1,391 173,273 0.03 Grains 2,414 (155,030) (0.03) Indices 1,302 (3,768,288) (0.65) Interest Rates U.S. 828 (786,133) (0.14) Interest Rates Non-U.S. 657 39,408 0.01 Livestock 237 179,280 0.03 Metals 207 (366,138) (0.06) Softs 639 (587,026) (0.10) Total futures contracts sold (12,352,235) (2.14) Net unrealized appreciation on open futures contracts $ 1,835,660 0.32 % Unrealized Appreciation on Open Forward Contracts Currencies $ 324,629,918 $ 9,034,917 1.57 % Metals 191 290,378 0.05 Total unrealized appreciation on open forward contracts 9,325,295 1.62 Unrealized Depreciation on Open Forward Contracts Currencies $ 167,951,734 (3,116,575) (0.54) Metals 426 (1,600,748) (0.28) Total unrealized depreciation on open forward contracts (4,717,323) (0.82) Net unrealized appreciation on open forward contracts $ 4,607,972 0.80 % U.S. Government Securities Face Amount Maturity Date Description Fair Value % of Partners’ $ 100,000,000 4/28/2016 U.S. Treasury bills, 0.23% (Amortized cost of $99,964,861) $ 99,988,833 17.34 % $ 25,000,000 4/14/2016 U.S. Treasury bills, 0.28% (Amortized cost of $24,994,556) 24,999,219 4.34 $ 225,000,000 5/19/2016 U.S. Treasury bills, 0.25% (Amortized cost of $224,881,250) 224,951,483 39.01 $ 7,500,000 5/19/2016 U.S. Treasury bills, 0.135% (Amortized cost of $7,498,622) 7,498,383 1.30 $ 140,000,000 5/26/2016 U.S. Treasury bills, 0.275% (Amortized cost of $139,921,931) 139,962,084 24.27 Total U.S. Government Securities $ 497,400,002 86.26 % CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2015 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 510 $ 30,126 0.01 % Energy 75 (7,647) (0.00) * Grains 95 (17,551) (0.00) * Indices 2,628 1,099,760 0.18 Interest Rates U.S. 614 (610,774) (0.10) Interest Rates Non-U.S. 19,410 (3,062,521) (0.51) Livestock 3 160 0.00 * Softs 311 64,286 0.01 Total futures contracts purchased (2,504,161) (0.41) Futures Contracts Sold Currencies 4,548 3,922,263 0.65 Energy 2,317 1,273,340 0.21 Grains 2,492 2,035,524 0.34 Indices 1,710 (453,830) (0.08) Interest Rates U.S. 122 (3,016) (0.00) * Interest Rates Non-U.S. 556 (29,705) (0.00) * Livestock 394 (660,400) (0.11) Metals 1,441 2,011,420 0.33 Softs 544 (202,058) (0.03) Total futures contracts sold 7,893,538 1.31 Net unrealized appreciation on open futures contracts $ 5,389,377 0.90 % Unrealized Appreciation on Open Forward Contracts Currencies $ 285,098,551 $ 3,394,312 0.56 % Metals 492 1,854,557 0.31 Total unrealized appreciation on open forward contracts 5,248,869 0.87 Unrealized Depreciation on Open Forward Contracts Currencies $ 245,182,550 (4,880,125) (0.81) Metals 353 (637,978) (0.11) Total unrealized depreciation on open forward contracts (5,518,103) (0.92) Net unrealized depreciation on open forward contracts $ (269,234) (0.05) % U.S. Government Securities Face Amount Maturity Date Description Fair Value % of Partners’ Capital $ 128,000,000 1/21/2016 U.S. Treasury bills, 0.19% (Amortized cost of $127,981,084) $ 127,991,600 21.23 % $ 345,000,000 2/11/2016 U.S. Treasury bills, 0.125% (Amortized cost of $344,890,990) 344,958,744 57.20 Total U.S. Government Securities $ 472,950,344 78.43 % * 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 March 31, 2016 2015 Investment Income: Interest income $ 341,464 $ 14,330 Expenses: Clearing fees 166,861 192,952 Professional fees 20,523 38,075 Total expenses 187,384 231,027 Net investment income (loss) 154,080 (216,697) Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts 21,048,317 65,925,832 Net change in unrealized gains (losses) on open contracts 1,456,772 (2,682,038) Total trading results 22,505,089 63,243,794 Net income (loss) 22,659,169 63,027,097 Subscriptions - Limited Partners 8,720,457 16,883,573 Redemptions - Limited Partners (57,703,322) (66,259,869) Distribution of interest income to feeder funds (76,412) (14,330) Net increase (decrease) in Partners’ Capital (26,400,108) 13,636,471 Partners’ Capital, beginning of period 603,041,370 697,801,812 Partners’ Capital, end of period $ 576,641,262 $ 711,438,283 Net asset value per Redeemable Unit $ 3,863.38 $ 3,912.01 Net income (loss) per Redeemable Unit* $ 140.87 $ 341.80 Weighted average Redeemable Units outstanding 157,072.6376 189,969.1329 * Represents the change in net asset value per Redeemable Unit during the period before distribution of interest income to feeder funds.

Financial Highlights (Tables)

Financial Highlights (Tables)	3 Months Ended
	Mar. 31, 2016
Text Block [Abstract]
Financial Highlights for Limited Partner Classes	Financial highlights for the limited partner classes as a whole for the three months ended March 31, 2016 and 2015 were as follows: Three Months Ended March 31, 2016 2015 Per Redeemable Unit Performance (for unit outstanding throughout the period):* Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ 51.09 $ 47.94 $ 48.62 $ 131.99 $ 122.66 $ 123.64 Net investment loss (16.60) (11.43) (9.05) (40.40) (33.29) (30.98) Increase (decrease) for the period 34.49 36.51 39.57 91.59 89.37 92.66 Net asset value per Redeemable Unit, beginning of period 1,351.03 1,270.21 1,289.37 1,379.28 1,280.58 1,290.15 Net asset value per Redeemable Unit, end of period $ 1,385.52 $ 1,306.72 $ 1,328.94 $ 1,470.87 $ 1,369.95 $ 1,382.81 Three Months Ended March 31, 2016 2015 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (4.8) % (3.5) % (2.7) % (6.6) % (5.2) % (4.5) % Operating expenses 5.0 % 3.7 % 2.9 % 5.0 % 3.6 % 2.9 % Incentive fees - % - % - % 1.6 % 1.6 % 1.6 % Total expenses 5.0 % 3.7 % 2.9 % 6.6 % 5.2 % 4.5 % Total return: Total return before incentive fees 2.6 % 2.9 % 3.1 % 8.2 % 8.6 % 8.8 % Incentive fees - % - % - % (1.6) % (1.6) % (1.6) % Total return after incentive fees 2.6 % 2.9 % 3.1 % 6.6 % 7.0 % 7.2 % * Net investment loss per Redeemable Unit is calculated by dividing the expenses net of interest income by the average number of Redeemable Units outstanding during the period. The net realized and unrealized gains (losses) per Redeemable Unit is a balancing amount necessary to reconcile the change in net asset value per Redeemable Unit with the other per unit information. ** 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 partners’ capital of the Partnership and includes the income and expenses allocated from the Master. Financial Highlights of the Master: Three Months Ended March 31, 2016 2015 Per Redeemable Unit Performance (for unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ 139.85 $ 342.98 Net investment income (loss) 1.02 (1.18) Increase (decrease) for the period 140.87 341.80 Distribution of interest income to feeder funds (0.50) (0.08) Net asset value per Redeemable Unit, beginning of period 3,723.01 3,570.29 Net asset value per Redeemable Unit, end of period $ 3,863.38 $ 3,912.01 Three Months Ended March 31, 2016 2015 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 0.1 % (0.1) % Operating expenses 0.1 % 0.1 % Total return 3.8 % 9.6 % * Net investment income (loss) per Redeemable Unit is calculated by dividing the expenses net of interest income by the average number of Redeemable Units outstanding during the period. The net realized and unrealized gains (losses) per Redeemable Unit is a balancing amount necessary to reconcile the change in net asset value per Redeemable Unit with the other per unit information. ** Annualized. *** Interest income less total expenses.

Trading Activities (Tables)

Trading Activities (Tables)	3 Months Ended
	Mar. 31, 2016
Brokers and Dealers [Abstract]
Summary of Valuation of Master's Investments	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 March 31, 2016 and December 31, 2015, respectively. Gross Amounts Amounts Gross Amounts Not Offset in the Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net March 31, 2016 Recognized Condition Condition Instruments Pledged* Amount Assets Futures $ 19,063,193 $ (17,227,533) $ 1,835,660 $ - $ - $ 1,835,660 Forwards 9,325,295 (4,717,323) 4,607,972 - - 4,607,972 Total assets $ 28,388,488 $ (21,944,856) $ 6,443,632 $ - $ - $ 6,443,632 Liabilities Futures $ (17,227,533) $ 17,227,533 $ - $ - $ - $ - Forwards (4,717,323) 4,717,323 - - - - Total liabilities $ (21,944,856) $ 21,944,856 $ - $ - $ - $ - Net fair value $ 6,443,632 * Gross Amounts Amounts Gross Amounts Not Offset in the Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net December 31, 2015 Recognized Condition Condition Instruments Pledged* Amount Assets Futures $ 17,800,660 $ (12,411,283) $ 5,389,377 $ - $ - $ 5,389,377 Forwards 5,248,869 (5,248,869) - - - - Total assets $ 23,049,529 $ (17,660,152) $ 5,389,377 $ - $ - $ 5,389,377 Liabilities Futures $ (12,411,283) $ 12,411,283 $ - $ - $ - $ - Forwards (5,518,103) 5,248,869 (269,234) - - (269,234) Total liabilities $ (17,929,386) $ 17,660,152 $ (269,234) $ - $ - $ (269,234) Net fair value $ 5,120,143 * * 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 and/or U.S. Treasury bills 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 in the Master’s 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 Master's Derivative Instruments of Futures and Forward Contracts as Separate Assets and Liabilities	The following tables indicate the gross fair values of the Master’s derivative instruments of futures and forward contracts as separate assets and liabilities as of March 31, 2016 and December 31, 2015, respectively. March 31, 2016 Assets Futures Contracts Currencies $ 1,125,365 Energy 980,574 Grains 1,342,080 Indices 3,542,826 Interest Rates U.S. 234,235 Interest Rates Non-U.S. 11,289,677 Livestock 220,940 Metals 136,302 Softs 191,194 Total unrealized appreciation on open futures contracts 19,063,193 Liabilities Futures Contracts Currencies (7,134,250) Energy (807,301) Grains (1,226,924) Indices (3,887,813) Interest Rates U.S. (1,711,680) Interest Rates Non-U.S. (794,448) Livestock (118,330) Metals (736,510) Softs (810,277) Total unrealized depreciation on open futures contracts (17,227,533) Net unrealized appreciation on open futures contracts $ 1,835,660 * Assets Forward Contracts Currencies $ 9,034,917 Metals 290,378 Total unrealized appreciation on open forward contracts 9,325,295 Liabilities Forward Contracts Currencies (3,116,575) Metals (1,600,748) Total unrealized depreciation on open forward contracts (4,717,323) Net unrealized appreciation on open forward contracts $ 4,607,972 ** * This amount is in “Net unrealized appreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized appreciation on open forward contracts” in the Master’s Statements of Financial Condition. December 31, 2015 Assets Futures Contracts Currencies $ 4,375,005 Energy 3,059,034 Grains 2,067,358 Indices 2,758,533 Interest Rates U.S. 7,546 Interest Rates Non-U.S. 3,038,265 Livestock 31,455 Metals 2,228,435 Softs 235,029 Total unrealized appreciation on open futures contracts 17,800,660 Liabilities Futures Contracts Currencies (422,616) Energy (1,793,341) Grains (49,385) Indices (2,112,603) Interest Rates U.S. (621,336) Interest Rates Non-U.S. (6,130,491) Livestock (691,695) Metals (217,015) Softs (372,801) Total unrealized depreciation on open futures contracts (12,411,283) Net unrealized appreciation on open futures contracts $ 5,389,377 * Assets Forward Contracts Currencies $ 3,394,312 Metals 1,854,557 Total unrealized appreciation on open forward contracts 5,248,869 Liabilities Forward Contracts Currencies (4,880,125) Metals (637,978) Total unrealized depreciation on open forward contracts (5,518,103) Net unrealized depreciation on open forward contracts $ (269,234) ** * This amount is in “Net unrealized appreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized depreciation on open forward contracts” in the Master’s Statements of Financial Condition.
Master's Trading Gains and Losses, by Market Sector, on Derivative Instruments	The following table indicates the Master’s total trading gains and losses, by market sector, on derivative instruments for the three months ended March 31, 2016 and 2015. Three Months Ended March 31 2016 2015 Sector Currencies $ (4,448,739) $ 20,012,145 Energy 6,312,384 1,148,637 Grains (38,929) (1,886,856) Indices (6,778,692) 19,197,215 Interest Rates U.S. 6,964,820 13,190,164 Interest Rates Non-U.S. 36,286,973 13,125,238 Livestock 472,355 782,435 Metals (16,367,259) (5,912,321) Softs 102,176 3,587,137 Total $ 22,505,089 *** $ 63,243,794 *** *** This amount is included in “Total trading results” in the Master’s Statements of Income and Expenses and Changes in Partners’ Capital.

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2016
Fair Value Disclosures [Abstract]
Master's Fair Value Measurements	March 31, 2016 Total Level 1 Level 2 Level 3 Assets U.S. Treasury bills $ 497,400,002 $ - $ 497,400,002 $ - Futures 19,063,193 19,063,193 - - Forwards 9,325,295 290,378 9,034,917 - Total assets $ 525,788,490 $ 19,353,571 $ 506,434,919 $ - Liabilities Futures $ 17,227,533 $ 17,227,533 $ - $ - Forwards 4,717,323 1,600,748 3,116,575 - Total liabilities $ 21,944,856 $ 18,828,281 $ 3,116,575 $ - December 31, 2015 Total Level 1 Level 2 Level 3 Assets U.S. Treasury bills $ 472,950,344 $ - $ 472,950,344 $ - Futures 17,800,660 17,800,660 - - Forwards 5,248,869 1,854,557 3,394,312 - Total assets $ 495,999,873 $ 19,655,217 $ 476,344,656 $ - Liabilities Futures $ 12,411,283 $ 12,411,283 $ - $ - Forwards 5,518,103 637,978 4,880,125 - Total liabilities $ 17,929,386 $ 13,049,261 $ 4,880,125 $ -

Organization - Additional Infor

Organization - Additional Information (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Feb. 01, 2007	Mar. 31, 2016
Subsidiary of Limited Liability Company or Limited Partnership [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
Percentage of Partnership owned	40.90%	38.90%
Class A [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Ongoing selling agent fee				2.00%
Class D [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Ongoing selling agent 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.
Limited Partners [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Units of Partnership purchased			9,017.0917
Cash equal, Partnership purchased			$ 12,945,000

Basis of Presentation and Sum20

Basis of Presentation and Summary of Significant Accounting Policies - Additional Information (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Cash denominated in foreign currencies	$ 9,604,490	$ 15,762,494
Cost of foreign currencies	9,564,119	$ 15,855,406
Provision for income tax	$ 0

Basis of Presentation and Sum21

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Detail) - USD ($)		Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Equity in trading account:
Investment in U.S. Treasury bills, at fair value (amortized cost $497,261,220 and $472,872,074 at March 31, 2016 and December 31, 2015, respectively)	[1]	$ 235,604,284	$ 234,617,857
Cash at MS&Co.		303,880	329,610
Cash at bank		802
Total assets		235,908,966	234,947,467
Accrued expenses:
Professional fees		237,687	249,711
Total liabilities		1,843,518	9,248,316
Partners' Capital:
Total liabilities and partners' capital		235,908,966	234,947,467
CMF Winton Master L.P. [Member]
Equity in trading account:
Investment in U.S. Treasury bills, at fair value (amortized cost $497,261,220 and $472,872,074 at March 31, 2016 and December 31, 2015, respectively)		497,400,002	472,950,344
Cash at MS&Co.			25,746,373
Cash margin		74,410,516	99,262,577
Total equity in trading account		578,254,150	603,348,671
Cash at bank		802
Total assets		578,254,952	603,348,671
Liabilities:
Cash overdraft		1,559,393
Accrued expenses:
Professional fees		54,297	38,067
Total liabilities		1,613,690	307,301
Partners' Capital:
General Partner, 0.0000 Redeemable Units outstanding at March 31, 2016 and December 31, 2015		0	0
Limited Partners, 149,258.1324 and 161,976.6460 Redeemable Units outstanding at March 31, 2016 and December 31, 2015, respectively		576,641,262	603,041,370
Total liabilities and partners' capital		$ 578,254,952	$ 603,348,671
Net asset value per Redeemable Unit		$ 3,863.38	$ 3,723.01	$ 3,912.01	$ 3,570.29
Futures Contracts [Member] | CMF Winton Master L.P. [Member]
Equity in trading account:
Net unrealized appreciation (depreciation) on open contracts		$ 1,835,660	$ 5,389,377
Forward Contracts [Member] | CMF Winton Master L.P. [Member]
Equity in trading account:
Net unrealized appreciation (depreciation) on open contracts		$ 4,607,972	$ (269,234)
[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 L.P. [Member] - USD ($)	Mar. 31, 2016	Dec. 31, 2015
Condensed Financial Statements, Captions [Line Items]
Investment in U.S. Treasury bills, cost	$ 497,261,220	$ 472,872,074
General Partner, Unit outstanding	0	0
Limited Partners, Units outstanding	149,258.1324	161,976.6460

Basis of Presentation and Sum23

Basis of Presentation and Summary of Significant Accounting Policies - Condensed Schedule of Investments (Detail)		3 Months Ended	12 Months Ended
		Mar. 31, 2016USD ($)Derivative	Dec. 31, 2015USD ($)Derivative
Schedule of Investments [Line Items]
Investment, Fair Value	[1]	$ 235,604,284	$ 234,617,857
CMF Winton Master L.P. [Member]
Schedule of Investments [Line Items]
Investment, Fair Value		497,400,002	472,950,344
CMF Winton Master L.P. [Member] | Futures Contracts [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 1,835,660	$ 5,389,377
Percentage of Partners' Capital		0.32%	0.90%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 14,187,895	$ (2,504,161)
Percentage of Partners' Capital		2.46%	(0.41%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,567	510
Investment in Master, at fair value		$ 1,072,696	$ 30,126
Percentage of Partners' Capital		0.19%	0.01%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		231	95
Investment in Master, at fair value		$ 270,186	$ (17,551)
Percentage of Partners' Capital		0.05%	0.00%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		2,162	2,628
Investment in Master, at fair value		$ 3,423,301	$ 1,099,760
Percentage of Partners' Capital		0.59%	0.18%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Interest Rates U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,558	614
Investment in Master, at fair value		$ (691,312)	$ (610,774)
Percentage of Partners' Capital		(0.12%)	(0.10%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Interest Rates Non-U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		19,580	19,410
Investment in Master, at fair value		$ 10,455,821	$ (3,062,521)
Percentage of Partners' Capital		1.81%	(0.51%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		240	3
Investment in Master, at fair value		$ (76,670)	$ 160
Percentage of Partners' Capital		(0.01%)	0.00%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		319
Investment in Master, at fair value		$ (234,070)
Percentage of Partners' Capital		(0.04%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		160	311
Investment in Master, at fair value		$ (32,057)	$ 64,286
Percentage of Partners' Capital		(0.01%)	0.01%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative			75
Investment in Master, at fair value			$ (7,647)
Percentage of Partners' Capital			0.00%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ (12,352,235)	$ 7,893,538
Percentage of Partners' Capital		(2.14%)	1.31%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		2,883	4,548
Investment in Master, at fair value		$ (7,081,581)	$ 3,922,263
Percentage of Partners' Capital		(1.23%)	0.65%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		2,414	2,492
Investment in Master, at fair value		$ (155,030)	$ 2,035,524
Percentage of Partners' Capital		(0.03%)	0.34%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,302	1,710
Investment in Master, at fair value		$ (3,768,288)	$ (453,830)
Percentage of Partners' Capital		(0.65%)	(0.08%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Interest Rates U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		828	122
Investment in Master, at fair value		$ (786,133)	$ (3,016)
Percentage of Partners' Capital		(0.14%)	0.00%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Interest Rates Non-U.S. [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		657	556
Investment in Master, at fair value		$ 39,408	$ (29,705)
Percentage of Partners' Capital		0.01%	0.00%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		237	394
Investment in Master, at fair value		$ 179,280	$ (660,400)
Percentage of Partners' Capital		0.03%	(0.11%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		207	1,441
Investment in Master, at fair value		$ (366,138)	$ 2,011,420
Percentage of Partners' Capital		(0.06%)	0.33%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		639	544
Investment in Master, at fair value		$ (587,026)	$ (202,058)
Percentage of Partners' Capital		(0.10%)	(0.03%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,391	2,317
Investment in Master, at fair value		$ 173,273	$ 1,273,340
Percentage of Partners' Capital		0.03%	0.21%
CMF Winton Master L.P. [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 4,607,972	$ (269,234)
Percentage of Partners' Capital		0.80%	(0.05%)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation on open futures/forward contracts		$ 290,378	$ 1,854,557
Net unrealized depreciation on futures/forward contracts		(1,600,748)	(637,978)
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, Fair Value		$ 497,400,002	$ 472,950,344
Percentage of Partners' Capital		86.26%	78.43%
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member] | U.S. Treasury Bills, 0.23% [Member]
Schedule of Investments [Line Items]
Investment, Face Amount		$ 100,000,000
Investment, Maturity Date		Apr. 28, 2016
Investment, Fair Value		$ 99,988,833
Percentage of Partners' Capital		17.34%
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member] | U.S. Treasury Bills, 0.28% [Member]
Schedule of Investments [Line Items]
Investment, Face Amount		$ 25,000,000
Investment, Maturity Date		Apr. 14, 2016
Investment, Fair Value		$ 24,999,219
Percentage of Partners' Capital		4.34%
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member] | U.S. Treasury Bills, 0.25% [Member]
Schedule of Investments [Line Items]
Investment, Face Amount		$ 225,000,000
Investment, Maturity Date		May 19, 2016
Investment, Fair Value		$ 224,951,483
Percentage of Partners' Capital		39.01%
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member] | U.S. Treasury Bills, 0.135% [Member]
Schedule of Investments [Line Items]
Investment, Face Amount		$ 7,500,000
Investment, Maturity Date		May 19, 2016
Investment, Fair Value		$ 7,498,383
Percentage of Partners' Capital		1.30%
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member] | U.S. Treasury Bills, 0.275% [Member]
Schedule of Investments [Line Items]
Investment, Face Amount		$ 140,000,000
Investment, Maturity Date		May 26, 2016
Investment, Fair Value		$ 139,962,084
Percentage of Partners' Capital		24.27%
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member] | U.S. Treasury Bills, 0.19% [Member]
Schedule of Investments [Line Items]
Investment, Face Amount			$ 128,000,000
Investment, Maturity Date			Jan. 21, 2016
Investment, Fair Value			$ 127,991,600
Percentage of Partners' Capital			21.23%
CMF Winton Master L.P. [Member] | U.S. Government Securities [Member] | U.S. Treasury Bills, 0.125% [Member]
Schedule of Investments [Line Items]
Investment, Face Amount			$ 345,000,000
Investment, Maturity Date			Feb. 11, 2016
Investment, Fair Value			$ 344,958,744
Percentage of Partners' Capital			57.20%
CMF Winton Master L.P. [Member] | Net Unrealized Appreciation on Open Forward Contracts [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation on open futures/forward contracts		$ 9,325,295	$ 5,248,869
Percentage of Partners' Capital		1.62%	0.87%
CMF Winton Master L.P. [Member] | Net Unrealized Appreciation on Open Forward Contracts [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Notional		$ 324,629,918	$ 285,098,551
Net unrealized appreciation on open futures/forward contracts		$ 9,034,917	$ 3,394,312
Percentage of Partners' Capital		1.57%	0.56%
CMF Winton Master L.P. [Member] | Net Unrealized Appreciation on Open Forward Contracts [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		191	492
Percentage of Partners' Capital		0.05%	0.31%
CMF Winton Master L.P. [Member] | Net Unrealized Depreciation on Open Forward Contracts [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized depreciation on futures/forward contracts		$ (4,717,323)	$ (5,518,103)
Percentage of Partners' Capital		(0.82%)	(0.92%)
CMF Winton Master L.P. [Member] | Net Unrealized Depreciation on Open Forward Contracts [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Notional		$ 167,951,734	$ 245,182,550
Net unrealized depreciation on futures/forward contracts		$ (3,116,575)	$ (4,880,125)
Percentage of Partners' Capital		(0.54%)	(0.81%)
CMF Winton Master L.P. [Member] | Net Unrealized Depreciation on Open Forward Contracts [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		426	353
Percentage of Partners' Capital		(0.28%)	(0.11%)
[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 L.P. [Member] - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Schedule of Investments [Line Items]
Investment in U.S. Treasury bills, Amortized cost	$ 497,261,220	$ 472,872,074
U.S. Treasury Bills, 0.23% [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, interest rate	0.23%
Investment in U.S. Treasury bills, Amortized cost	$ 99,964,861
U.S. Treasury Bills, 0.28% [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, interest rate	0.28%
Investment in U.S. Treasury bills, Amortized cost	$ 24,994,556
U.S. Treasury Bills, 0.25% [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, interest rate	0.25%
Investment in U.S. Treasury bills, Amortized cost	$ 224,881,250
U.S. Treasury Bills, 0.135% [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, interest rate	0.135%
Investment in U.S. Treasury bills, Amortized cost	$ 7,498,622
U.S. Treasury Bills, 0.275% [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, interest rate	0.275%
Investment in U.S. Treasury bills, Amortized cost	$ 139,921,931
U.S. Treasury Bills, 0.19% [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, interest rate		0.19%
Investment in U.S. Treasury bills, Amortized cost		$ 127,981,084
U.S. Treasury Bills, 0.125% [Member] | U.S. Government Securities [Member]
Schedule of Investments [Line Items]
Investment, interest rate		0.125%
Investment in U.S. Treasury bills, Amortized cost		$ 344,890,990

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
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Investment Income:
Interest income	$ 133,868	$ 3,920
Expenses:
Professional fees	149,965	66,346
Total expenses	2,861,461	6,153,037
Net investment income (loss)	(2,727,593)	(6,149,117)
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	8,410,392	21,768,919
Net change in unrealized gains (losses) on open contracts	166,471	(1,475,479)
Total trading results	8,576,863	20,293,440
Net income (loss)	5,849,270	14,144,323
Balance, value	225,699,151	201,065,289
Balance, value	234,065,448	230,093,643
CMF Winton Master L.P. [Member]
Investment Income:
Interest income	341,464	14,330
Expenses:
Clearing fees	166,861	192,952
Professional fees	20,523	38,075
Total expenses	187,384	231,027
Net investment income (loss)	154,080	(216,697)
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	21,048,317	65,925,832
Net change in unrealized gains (losses) on open contracts	1,456,772	(2,682,038)
Total trading results	22,505,089	63,243,794
Net income (loss)	22,659,169	63,027,097
Subscriptions - Limited Partners	8,720,457	16,883,573
Redemptions - Limited Partners	(57,703,322)	(66,259,869)
Distribution of interest income to feeder funds	(76,412)	(14,330)
Net increase (decrease) in Partners' Capital	(26,400,108)	13,636,471
Balance, value	603,041,370	697,801,812
Balance, value	$ 576,641,262	$ 711,438,283
Net asset value per Redeemable Unit (149,258.1324 and 181,860.1373 Redeemable Units outstanding at March 31, 2016 and 2015, respectively)	$ 3,863.38	$ 3,912.01	$ 3,723.01	$ 3,570.29
Net income (loss) per Redeemable Unit	$ 140.87	$ 341.80
Weighted average Redeemable Units outstanding	157,072.6376	189,969.1329

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	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	169,838.3570	168,012.4450	157,306.1150	146,678.5930
CMF Winton Master L.P. [Member]
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	149,258.1324		181,860.1373

Financial Highlights - Financia

Financial Highlights - Financial Highlights for Limited Partner Classes (Detail) - $ / shares	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
CMF Winton Master L.P. [Member]
Per Redeemable Unit Performance (for unit outstanding throughout the period):
Net realized and unrealized gains (losses)	$ 139.85	$ 342.98
Net investment income (loss)	1.02	(1.18)
Increase (decrease) for the period	140.87	341.80
Distribution of interest income to feeder funds	(0.50)	(0.08)
Net asset value per Redeemable Unit, beginning of period	3,723.01	3,570.29
Net asset value per Redeemable Unit, end of period	$ 3,863.38	$ 3,912.01
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	0.10%	(0.10%)
Operating expenses	0.10%	0.10%
Total return	3.80%	9.60%
Class A [Member]
Per Redeemable Unit Performance (for unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period	$ 1,351.03
Net asset value per Redeemable Unit, end of period	1,385.52	$ 1,470.87
Class A [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for unit outstanding throughout the period):
Net realized and unrealized gains (losses)	51.09	131.99
Net investment income (loss)	(16.60)	(40.40)
Increase (decrease) for the period	34.49	91.59
Net asset value per Redeemable Unit, beginning of period	1,351.03	1,379.28
Net asset value per Redeemable Unit, end of period	$ 1,385.52	$ 1,470.87
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(4.80%)	(6.60%)
Operating expenses	5.00%	5.00%
Incentive fees		1.60%
Total expenses	5.00%	6.60%
Total return:
Total return before incentive fees	2.60%	8.20%
Incentive fees		(1.60%)
Total return after incentive fees	2.60%	6.60%
Class D [Member]
Per Redeemable Unit Performance (for unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period	$ 1,270.21
Net asset value per Redeemable Unit, end of period	1,306.72	$ 1,369.95
Class D [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for unit outstanding throughout the period):
Net realized and unrealized gains (losses)	47.94	122.66
Net investment income (loss)	(11.43)	(33.29)
Increase (decrease) for the period	36.51	89.37
Net asset value per Redeemable Unit, beginning of period	1,270.21	1,280.58
Net asset value per Redeemable Unit, end of period	$ 1,306.72	$ 1,369.95
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(3.50%)	(5.20%)
Operating expenses	3.70%	3.60%
Incentive fees		1.60%
Total expenses	3.70%	5.20%
Total return:
Total return before incentive fees	2.90%	8.60%
Incentive fees		(1.60%)
Total return after incentive fees	2.90%	7.00%
Class Z [Member]
Per Redeemable Unit Performance (for unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period	$ 1,289.37
Net asset value per Redeemable Unit, end of period	1,328.94	$ 1,382.81
Class Z [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for unit outstanding throughout the period):
Net realized and unrealized gains (losses)	48.62	123.64
Net investment income (loss)	(9.05)	(30.98)
Increase (decrease) for the period	39.57	92.66
Net asset value per Redeemable Unit, beginning of period	1,289.37	1,290.15
Net asset value per Redeemable Unit, end of period	$ 1,328.94	$ 1,382.81
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(2.70%)	(4.50%)
Operating expenses	2.90%	2.90%
Incentive fees		1.60%
Total expenses	2.90%	4.50%
Total return:
Total return before incentive fees	3.10%	8.80%
Incentive fees		(1.60%)
Total return after incentive fees	3.10%	7.20%

Trading Activities - Additional

Trading Activities - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2016USD ($)Contract	Mar. 31, 2015USD ($)Contract
Derivative [Line Items]
Monthly average number of futures contracts traded	39,982	49,401
Monthly average number of metals forward contracts traded	708	1,030
Forward Contracts [Member] | Currencies [Member] | Weighted Average [Member]
Derivative [Line Items]
Average notional values of currency forward contracts | $	$ 592,425,746	$ 568,832,699

Trading Activities - Summary of

Trading Activities - Summary of Valuation of Master's Investments (Detail) - CMF Winton Master L.P. [Member] - USD ($)	Mar. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Gross Amounts Recognized, Assets	$ 28,388,488	$ 23,049,529
Gross Amounts Offset in the Statements of Financial Condition, Assets	(21,944,856)	(17,660,152)
Amounts Presented in the Statements of Financial Condition, Assets	6,443,632	5,389,377
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	6,443,632	5,389,377
Gross Amounts Recognized, Liabilities	(21,944,856)	(17,929,386)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	21,944,856	17,660,152
Amounts Presented in the Statements of Financial Condition, Liabilities		(269,234)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities		(269,234)
Net fair value	6,443,632	5,120,143
Futures Contracts [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	19,063,193	17,800,660
Gross Amounts Offset in the Statements of Financial Condition, Assets	(17,227,533)	(12,411,283)
Amounts Presented in the Statements of Financial Condition, Assets	1,835,660	5,389,377
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	1,835,660	5,389,377
Gross Amounts Recognized, Liabilities	(17,227,533)	(12,411,283)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	17,227,533	12,411,283
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Forward Contracts [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	9,325,295	5,248,869
Gross Amounts Offset in the Statements of Financial Condition, Assets	(4,717,323)	(5,248,869)
Amounts Presented in the Statements of Financial Condition, Assets	4,607,972
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	4,607,972
Gross Amounts Recognized, Liabilities	(4,717,323)	(5,518,103)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	4,717,323	5,248,869
Amounts Presented in the Statements of Financial Condition, Liabilities		(269,234)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	$ 0	0
Net Amount, Liabilities		$ (269,234)

Trading Activities - Gross Fair

Trading Activities - Gross Fair Values of Master's Derivative Instruments of Futures and Forward Contracts as Separate Assets and Liabilities (Detail) - CMF Winton Master L.P. [Member] - USD ($)	Mar. 31, 2016	Dec. 31, 2015
Futures Contracts [Member]
Derivative [Line Items]
Net unrealized appreciation (depreciation) on open futures and forward contracts	$ 1,835,660	$ 5,389,377
Forward Contracts [Member]
Derivative [Line Items]
Net unrealized appreciation (depreciation) on open futures and forward contracts	4,607,972	(269,234)
Forward Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	290,378	1,854,557
Derivative liabilities	(1,600,748)	(637,978)
Assets [Member] | Futures Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	19,063,193	17,800,660
Assets [Member] | Futures Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	1,125,365	4,375,005
Assets [Member] | Futures Contracts [Member] | Energy [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	980,574	3,059,034
Assets [Member] | Futures Contracts [Member] | Grains [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	1,342,080	2,067,358
Assets [Member] | Futures Contracts [Member] | Indices [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	3,542,826	2,758,533
Assets [Member] | Futures Contracts [Member] | Interest Rates U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	234,235	7,546
Assets [Member] | Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	11,289,677	3,038,265
Assets [Member] | Futures Contracts [Member] | Livestock [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	220,940	31,455
Assets [Member] | Futures Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	136,302	2,228,435
Assets [Member] | Futures Contracts [Member] | Softs [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	191,194	235,029
Assets [Member] | Forward Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	9,325,295	5,248,869
Assets [Member] | Forward Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	9,034,917	3,394,312
Assets [Member] | Forward Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open futures and forward contracts	290,378	1,854,557
Liabilities [Member] | Futures Contracts [Member]
Derivative [Line Items]
Derivative liabilities	(17,227,533)	(12,411,283)
Liabilities [Member] | Futures Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Derivative liabilities	(7,134,250)	(422,616)
Liabilities [Member] | Futures Contracts [Member] | Energy [Member]
Derivative [Line Items]
Derivative liabilities	(807,301)	(1,793,341)
Liabilities [Member] | Futures Contracts [Member] | Grains [Member]
Derivative [Line Items]
Derivative liabilities	(1,226,924)	(49,385)
Liabilities [Member] | Futures Contracts [Member] | Indices [Member]
Derivative [Line Items]
Derivative liabilities	(3,887,813)	(2,112,603)
Liabilities [Member] | Futures Contracts [Member] | Interest Rates U.S. [Member]
Derivative [Line Items]
Derivative liabilities	(1,711,680)	(621,336)
Liabilities [Member] | Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Derivative liabilities	(794,448)	(6,130,491)
Liabilities [Member] | Futures Contracts [Member] | Livestock [Member]
Derivative [Line Items]
Derivative liabilities	(118,330)	(691,695)
Liabilities [Member] | Futures Contracts [Member] | Metals [Member]
Derivative [Line Items]
Derivative liabilities	(736,510)	(217,015)
Liabilities [Member] | Futures Contracts [Member] | Softs [Member]
Derivative [Line Items]
Derivative liabilities	(810,277)	(372,801)
Liabilities [Member] | Forward Contracts [Member]
Derivative [Line Items]
Derivative liabilities	(4,717,323)	(5,518,103)
Liabilities [Member] | Forward Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Derivative liabilities	(3,116,575)	(4,880,125)
Liabilities [Member] | Forward Contracts [Member] | Metals [Member]
Derivative [Line Items]
Derivative liabilities	$ (1,600,748)	$ (637,978)

Trading Activities - Master's T

Trading Activities - Master's Trading Gains and Losses, by Market Sector, on Derivative Instruments (Detail) - CMF Winton Master L.P. [Member] - USD ($)	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Derivative [Line Items]
Trading gains and losses	$ 22,505,089	$ 63,243,794
Currencies [Member]
Derivative [Line Items]
Trading gains and losses	(4,448,739)	20,012,145
Energy [Member]
Derivative [Line Items]
Trading gains and losses	6,312,384	1,148,637
Grains [Member]
Derivative [Line Items]
Trading gains and losses	(38,929)	(1,886,856)
Indices [Member]
Derivative [Line Items]
Trading gains and losses	(6,778,692)	19,197,215
Interest Rates U.S. [Member]
Derivative [Line Items]
Trading gains and losses	6,964,820	13,190,164
Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Trading gains and losses	36,286,973	13,125,238
Livestock [Member]
Derivative [Line Items]
Trading gains and losses	472,355	782,435
Metals [Member]
Derivative [Line Items]
Trading gains and losses	(16,367,259)	(5,912,321)
Softs [Member]
Derivative [Line Items]
Trading gains and losses	$ 102,176	$ 3,587,137

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015
Fair Value Disclosures [Abstract]
Transfers of assets between Level 1 and Level 2	$ 0	$ 0
Transfers of liabilities between Level 1 and Level 2	$ 0	$ 0

Fair Value Measurements - Maste

Fair Value Measurements - Master's Fair Value Measurements (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Assets	$ 525,788,490	$ 495,999,873
Derivative Liabilities	21,944,856	17,929,386
U.S. Treasury Bills [Member]
Derivative [Line Items]
Derivative Assets	497,400,002	472,950,344
Futures Contracts [Member]
Derivative [Line Items]
Derivative Assets	19,063,193	17,800,660
Derivative Liabilities	17,227,533	12,411,283
Forward Contracts [Member]
Derivative [Line Items]
Derivative Assets	9,325,295	5,248,869
Derivative Liabilities	4,717,323	5,518,103
Level 1 [Member]
Derivative [Line Items]
Derivative Assets	19,353,571	19,655,217
Derivative Liabilities	18,828,281	13,049,261
Level 1 [Member] | Futures Contracts [Member]
Derivative [Line Items]
Derivative Assets	19,063,193	17,800,660
Derivative Liabilities	17,227,533	12,411,283
Level 1 [Member] | Forward Contracts [Member]
Derivative [Line Items]
Derivative Assets	290,378	1,854,557
Derivative Liabilities	1,600,748	637,978
Level 2 [Member]
Derivative [Line Items]
Derivative Assets	506,434,919	476,344,656
Derivative Liabilities	3,116,575	4,880,125
Level 2 [Member] | U.S. Treasury Bills [Member]
Derivative [Line Items]
Derivative Assets	497,400,002	472,950,344
Level 2 [Member] | Forward Contracts [Member]
Derivative [Line Items]
Derivative Assets	9,034,917	3,394,312
Derivative Liabilities	$ 3,116,575	$ 4,880,125

Financial Instrument Risks - Ad

Financial Instrument Risks - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2016
Fair Value Measurements Disclosure [Line Items]
Financial instruments maturity period	1 year
Credit Concentration Risk [Member] | Over the Counter [Member] | Minimum [Member]
Fair Value Measurements Disclosure [Line Items]
Concentration risk percentage	21.80%
Credit Concentration Risk [Member] | Over the Counter [Member] | Maximum [Member]
Fair Value Measurements Disclosure [Line Items]
Concentration risk percentage	28.30%