Ceres Abingdon (ABFF) 10-Q 10 May 18 2018 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2018	Apr. 30, 2018
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Mar. 31, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q1
Trading Symbol	ABFF
Entity Registrant Name	CERES ABINGDON L.P.
Entity Central Index Key	1,386,164
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Class A [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		125,674.5847
Class D [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		17,913.2276
Class Z [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		1,173.5352

Statements of Financial Conditi

Statements of Financial Condition - USD ($)		Mar. 31, 2018	Dec. 31, 2017
Assets:
Investment in the Master, at fair value	[1]	$ 194,775,526	$ 207,572,661
Redemptions receivable from the Master		4,437,460	7,751,458
Cash at MS&Co.		266,007	184,556
Cash at bank			436
Total assets		199,478,993	215,509,111
Accrued expenses:
Ongoing selling agent fees		302,217	327,053
Management fees		248,723	268,779
General Partner fees		165,815	179,186
Professional fees		198,405	159,108
Redemptions payable to Limited Partners		3,674,660	6,888,483
Total liabilities		4,589,820	7,822,609
Partners' Capital:
Total partners' capital (net asset value)		194,889,173	207,686,502
Total liabilities and partners' capital		199,478,993	215,509,111
Class A [Member]
Partners' Capital:
Limited Partners		168,151,767	179,443,770
Total partners' capital (net asset value)		$ 168,151,767	$ 179,443,770
Net asset value per Redeemable Unit		$ 1,332.12	$ 1,394.29
Class D [Member]
Partners' Capital:
Limited Partners		$ 23,076,443	$ 24,077,868
Total partners' capital (net asset value)		$ 23,076,443	$ 24,077,868
Net asset value per Redeemable Unit		$ 1,288.23	$ 1,344.14
Class Z [Member]
Partners' Capital:
General Partner		$ 2,100,209	$ 2,539,436
Limited Partners		1,560,754	1,625,428
Total partners' capital (net asset value)		$ 3,660,963	$ 4,164,864
Net asset value per Redeemable Unit		$ 1,329.96	$ 1,385.07
[1]	Defined in Note 1.

Statements of Financial Condit3

Statements of Financial Condition (Parenthetical) - shares	Mar. 31, 2018	Dec. 31, 2017
Class A [Member]
Limited Partners capital, Redeemable Units outstanding	126,228.7137	128,698.8997
Class D [Member]
Limited Partners capital, Redeemable Units outstanding	17,913.2276	17,913.2276
Class Z [Member]
General Partner capital, Redeemable Units outstanding	1,579.1530	1,833.4370
Limited Partners capital, Redeemable Units outstanding	1,173.5352	1,173.5352

Statements of Income and Expens

Statements of Income and Expenses - USD ($)		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
Investment Income:
Interest income allocated from the Master		$ 673,146	$ 251,572
Expenses:
Expenses allocated from the Master		80,915	80,604
Ongoing selling agent fees		945,960	1,115,848
Management fees		778,823	889,174
General Partner fees		519,215	592,782
Professional fees		141,819	140,300
Total expenses		2,466,732	2,818,708
Net investment loss		(1,793,586)	(2,567,136)
Net gains (losses) on investment in the Master:
Net realized gains (losses) on closed contracts allocated from the Master		(2,160,440)	9,022,292
Net change in unrealized gains (losses) on open contracts allocated from the Master		(5,267,256)	(5,269,338)
Total trading results		(7,427,696)	3,752,954
Net income (loss)		(9,221,282)	1,185,818
Class A [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ (8,090,956)	$ 1,014,291
Net income (loss) per Redeemable Unit	[1]	$ (62.17)	$ 6.43
Weighted average Redeemable Units outstanding		129,289.8884	165,110.6037
Class D [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ (1,001,425)	$ 140,176
Net income (loss) per Redeemable Unit	[1]	$ (55.91)	$ 10.05
Weighted average Redeemable Units outstanding		17,913.2276	13,940.1566
Class Z [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ (128,901)	$ 31,351
Net income (loss) per Redeemable Unit	[1]	$ (55.11)	$ 12.70
Weighted average Redeemable Units outstanding		2,837.4495	2,870.8932
[1]	Represents the change in net asset value per Redeemable Unit during the period.

Statements of Changes in Partne

Statements of Changes in Partners' Capital - USD ($)	Total	Limited Partners [Member]	General Partner [Member]	Class A [Member]	Class A [Member]Limited Partners [Member]	Class D [Member]	Class Z [Member]	Class Z [Member]Limited Partners [Member]	Class Z [Member]General Partner [Member]
Balance, value at Dec. 31, 2016	$ 217,564,351			$ 197,142,459		$ 17,384,759	$ 3,037,133
Balance, Redeemable Units at Dec. 31, 2016	166,818.7745			150,497.4117		13,940.1566	2,381.2062
Subscriptions, value		$ 24,441,406	$ 275,265		$ 23,381,406			$ 1,060,000	$ 275,265
Subscriptions, Redeemable Units		18,683.674	215.817		17,862.064			821.610	215.817
Redemptions, value		$ (12,327,410)			$ (12,327,410)
Redemptions, Redeemable Units		(9,429.701)			(9,429.701)
Net income (loss)	$ 1,185,818			$ 1,014,291		$ 140,176	$ 31,351
Balance, value at Mar. 31, 2017	$ 231,139,430			$ 209,210,746		$ 17,524,935	$ 4,403,749
Balance, Redeemable Units at Mar. 31, 2017	176,288.5645			158,929.7747		13,940.1566	3,418.6332
Balance, value at Dec. 31, 2017	$ 207,686,502			$ 179,443,770		$ 24,077,868	$ 4,164,864
Balance, Redeemable Units at Dec. 31, 2017	149,619.0995			128,698.8997		17,913.2276	3,006.9722
Subscriptions, value		$ 3,184,127			$ 3,184,127
Subscriptions, Redeemable Units		2,193.445			2,193.445
Redemptions, value		$ (6,385,174)	$ (375,000)		$ (6,385,174)				$ (375,000)
Redemptions, Redeemable Units		(4,663.631)	(254.284)		(4,663.631)				(254.284)
Net income (loss)	$ (9,221,282)			$ (8,090,956)		$ (1,001,425)	$ (128,901)
Balance, value at Mar. 31, 2018	$ 194,889,173			$ 168,151,767		$ 23,076,443	$ 3,660,963
Balance, Redeemable Units at Mar. 31, 2018	146,894.6295			126,228.7137		17,913.2276	2,752.6882

Organization

Organization	3 Months Ended
	Mar. 31, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Organization	1. Organization: Ceres Abingdon L.P. (formerly, 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. 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 a wholly-owned subsidiary of Morgan Stanley Domestic Holdings, Inc. (“MSD Holdings”). MSD 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. As of March 31, 2018, all trading decisions for the Partnership are made by Winton Capital Management Limited (the “Advisor”). Effective September 21, 2017, the Partnership changed its name from Managed Futures Premier Abingdon L.P. to Ceres Abingdon L.P. During the reporting periods ended March 31, 2018 and 2017, the Partnership’s and the Master’s commodity broker was Morgan Stanley & Co. LLC (“MS&Co.”), a registered futures commission merchant. JPMorgan Chase Bank, N.A (“JPMorgan”) was also a foreign exchange forward counterparty for the Master. During the reporting period and prior periods included in this report, the Partnership and the Master also deposited a portion of their cash in non-trading 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 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, 2018. 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 Redeemable Units, Class D Redeemable Units and Class Z Redeemable Units will each be referred to as a “Class” and collectively referred to as the “Classes.” The Class of Redeemable Units that a limited partner receives upon a subscription will generally depend upon the 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 A Redeemable Units and Class D Redeemable Units are available to taxable U.S. individuals and institutions, U.S. tax exempt individuals and institutions and non-U.S. At March 31, 2018 and prior to the close of business December 31, 2017, the Partnership owned approximately 54.5% and 52.6%, 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. commodity exchanges and non-U.S. 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, user, give-up, The Partnership has also entered into a selling agreement with Morgan Stanley Wealth Management (as amended, the “Selling Agreement”). Pursuant to the Selling Agreement, Morgan Stanley Wealth Management is paid a monthly ongoing selling agent fee at the rates described above. The ongoing selling agent fee received by Morgan Stanley Wealth Management is shared with the properly registered/exempted financial advisors of Morgan Stanley Wealth Management who sell Class A and/or Class D Redeemable Units. On July 12, 2017, the Master entered into certain agreements with JPMorgan in connection with trading in forward foreign currency contracts on behalf of the Master and, indirectly, the Partnership. These agreements include a foreign exchange and bullion authorization agreement (“FX Agreement”), an International Swap Dealers Association, Inc. master agreement (“Master Agreement”), a schedule to the Master Agreement, a 2016 credit support annex for variation margin to the schedule and an institutional account agreement. Under the FX Agreement, JPMorgan charges a fee on the aggregate foreign currency transactions entered into on behalf of the Master during a month. 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, 2018
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, 2018, the results of its operations for the three months ended March 31, 2018 and 2017 and the changes in partners’ capital for the three months ended March 31, 2018 and 2017. These financial statements present the results for 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 Due to the nature of commodity trading, the results of operations for the interim periods presented should not be considered indicative of the results that may be expected for the entire year. Use of Estimates Profit Allocation Statement of Cash Flows. Statement of Cash Flows.” Partnership’s Investment Master’s Investments first-in, first-out Master’s Cash. Income Taxes Income Taxes “more-likely-than-not” more-likely-than-not Investment Company Status 2013-08, “Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements” Net Income (Loss) per Redeemable Unit “Financial Services – Investment Companies.” “ 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 The Master’s Statements of Financial Condition and Condensed Schedules of Investments as of March 31, 2018 and December 31, 2017 and Statements of Income and Expenses and Changes in Partners’ Capital for the three months ended March 31, 2018 and 2017 are presented below: CMF Winton Master L.P. Statements of Financial Condition March 31, December 31, 2018 2017 (Unaudited) Assets: Equity in trading accounts: Unrestricted cash $ 321,820,512 $ 304,851,425 Restricted cash 33,732,130 89,363,569 Net unrealized appreciation on open futures contracts 7,680,150 2,739,533 Net unrealized appreciation on open forward contracts - 11,770,077 Total equity in trading accounts 363,232,792 408,724,604 Cash at bank - 436 Total assets $ 363,232,792 $ 408,725,040 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open forward contracts $ 1,355,546 $ - Accrued expenses: Professional fees 47,307 45,452 Redemptions payable 4,866,562 11,031,281 Total liabilities 6,269,415 11,076,733 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at March 31, 2018 and December 31, 2017 - - Limited Partners, 88,182.5867 and 94,701.5079 Redeemable Units outstanding at March 31, 2018 and December 31, 2017, respectively 356,963,377 397,648,307 Total partners’ capital (net asset value) 356,963,377 397,648,307 Total liabilities and partners’ capital $ 363,232,792 $ 408,725,040 Net asset value per Redeemable Unit $ 4,048.00 $ 4,198.97 CMF Winton Master L.P. Condensed Schedule of Investments March 31, 2018 (Unaudited) Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 835 $ 228,718 0.06 % Energy 1,740 4,686,294 1.31 Grains 65 13,279 0.00 * Indices 716 (2,740,574) (0.77) Interest Rates U.S. 78 54,687 0.02 Interest Rates Non-U.S. 160 66,662 0.02 Livestock 1 (1,938) (0.00) * Metals 11 (92,260) (0.03) Softs 108 240,886 0.07 Total futures contracts purchased 2,455,754 0.68 Futures Contracts Sold Currencies 1,035 192,128 0.05 Grains 1,466 (74,971) (0.02) Indices 360 1,279,712 0.36 Interest Rates U.S. 1,132 (595,102) (0.17) Interest Rates Non-U.S. 6,005 1,963,899 0.55 Livestock 124 112,133 0.03 Metals 511 984,270 0.28 Softs 1,407 1,362,327 0.38 Total futures contracts sold 5,224,396 1.46 Net unrealized appreciation on open futures contracts $7,680,150 2.14 % Unrealized Appreciation on Open Forward Contracts Currencies $ 106,197,574 $ 1,009,412 0.28 % Metals 757 2,770,494 0.78 Total unrealized appreciation on open forward contracts 3,779,906 1.06 Unrealized Depreciation on Open Forward Contracts Currencies $ 114,083,888 (1,021,435) (0.29) Metals 1,099 (4,114,017) (1.15) Total unrealized depreciation on open forward contracts (5,135,452) (1.44) Net unrealized depreciation on open forward contracts $ (1,355,546) (0.38) % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2017 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 1,445 $ 140,462 0.04 % Energy 1,407 4,381,395 1.10 Grains 163 (34,337) (0.01) Indices 5,207 2,038,758 0.51 Interest Rates U.S. 725 (243,258) (0.06) Interest Rates Non-U.S. 2,782 (1,373,334) (0.35) Livestock 334 (21,225) (0.01) Metals 156 510,437 0.13 Softs 127 426,592 0.11 Total futures contracts purchased 5,825,490 1.46 Futures Contracts Sold Currencies 2,218 (1,429,413) (0.36) Energy 873 (1,676,700) (0.42) Grains 1,558 450,878 0.11 Indices 898 (516,603) (0.13) Interest Rates U.S. 1,724 605,827 0.15 Interest Rates Non-U.S. 3,798 548,006 0.14 Metals 331 (1,506,315) (0.37) Softs 1,845 438,363 0.11 Total futures contracts sold (3,085,957) (0.77) Net unrealized appreciation on open futures contracts $ 2,739,533 0.69 % Unrealized Appreciation on Open Forward Contracts Currencies $ 294,169,601 $ 5,389,790 1.36 % Metals 1,920 10,013,668 2.51 Total unrealized appreciation on open forward contracts 15,403,458 3.87 Unrealized Depreciation on Open Forward Contracts Currencies $ 141,664,343 (1,246,670) (0.31) Metals 554 (2,386,711) (0.60) Total unrealized depreciation on open forward contracts (3,633,381) (0.91) Net unrealized appreciation on open forward contracts $ 11,770,077 2.96 % CMF Winton Master L.P. Statements of Income and Expenses and Changes in Partners’ Capital (Unaudited) Three Months Ended March 31, 2018 2017 Investment Income: Interest income $ 1,246,335 $ 553,002 Expenses: Clearing fees 132,389 146,069 Professional fees 17,195 15,946 Total expenses 149,584 162,015 Net investment income (loss) 1,096,751 390,987 Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts (3,338,467) 17,804,386 Net change in unrealized gains (losses) on open contracts (8,398,044) (10,373,418) Total trading results (11,736,511) 7,430,968 Net income (loss) (10,639,760) 7,821,955 Subscriptions - Limited Partners 7,572,573 25,469,347 Redemptions - Limited Partners (36,492,259) (59,850,465) Distribution of interest income to feeder funds (1,125,484) (417,388) Net increase (decrease) in Partners’ Capital (40,684,930) (26,976,551) Partners’ Capital, beginning of period 397,648,307 494,292,978 Partners’ Capital, end of period $ 356,963,377 $ 467,316,427 Net asset value per Redeemable Unit (88,182.5867 and 121,527.2032 Redeemable Units outstanding at March 31, 2018 and 2017, respectively) $ 4,048.00 $ 3,845.36 Net income (loss) per Redeemable Unit* $ (138.70) $ 64.28 Weighted average Redeemable Units outstanding 91,740.2584 126,010.1404 * 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, 2018
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, 2018 and 2017 were as follows: Three Months Ended March 31, 2018 2017 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ (49.54) $ (47.91) $ (49.11) $ 21.00 $ 20.04 $ 20.53 Net investment loss (12.63) (8.00) (6.00) (14.57) (9.99) (7.83) Increase (decrease) for the period (62.17) (55.91) (55.11) 6.43 10.05 12.70 Net asset value per Redeemable Unit, beginning of period 1,394.29 1,344.14 1,385.07 1,309.94 1,247.10 1,275.46 Net asset value per Redeemable Unit, end of period $ 1,332.12 $ 1,288.23 $ 1,329.96 $ 1,316.37 $ 1,257.15 $ 1,288.16 Three Months Ended March 31, 2018 2017 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (3.7) % (2.4) % (1.7) % (4.7) % (3.3) % (2.6) % Operating expenses 5.1 % 3.7 % 3.0 % 5.1 % 3.7 % 3.1 % Incentive fees - % - % - % - % - % - % Total expenses 5.1 % 3.7 % 3.0 % 5.1 % 3.7 % 3.1 % Total return: Total return before incentive fees (4.5) % (4.2) % (4.0) % 0.5 % 0.8 % 1.0 % Incentive fees - % - % - % - % - % - % Total return after incentive fees (4.5) % (4.2) % (4.0) % 0.5 % 0.8 % 1.0 % * Net investment loss per Redeemable Unit is calculated by dividing the interest income less total expenses 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 (except for incentive fees). *** Interest income allocated from the 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 include the income and expenses allocated from the Master. Financial Highlights of the Master: Three Months Ended March 31, 2018 2017 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ (150.65) $ 61.18 Net investment income (loss) 11.95 3.10 Increase (decrease) for the period (138.70) 64.28 Distribution of interest income to feeder funds (12.27) (3.31) Net asset value per Redeemable Unit, beginning of period 4,198.97 3,784.39 Net asset value per Redeemable Unit, end of period $ 4,048.00 $ 3,845.36 Three Months Ended 2018 2017 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 1.1 % 0.3 % Operating expenses 0.2 % 0.1 % Total return (3.3) % 1.7 % * Net investment income (loss) per Redeemable Unit is calculated by dividing the interest income less total expenses 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, 2018
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 The futures brokerage account agreements with MS&Co. give the Partnership and the Master, respectively, the legal right to net unrealized gains and losses on open futures and open forward contracts. The Master nets, for financial reporting purposes, the unrealized gains and losses on open futures and open forward contracts in the 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, 2018 and 2017 was 20,523 and 25,178, respectively. The monthly average number of metals forward contracts traded by the Master during the three months ended March 31, 2018 and 2017 was 2,242 and 990, respectively. The monthly average notional value of currency forward contracts traded by the Master during the three months ended March 31, 2018 and 2017 was $436,728,273 and $447,690,640, 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 agreements or similar arrangements as of March 31, 2018 and December 31, 2017, respectively. March 31, 2018 Gross Amounts Recognized Gross Amounts Statements of Condition Amounts Presented in the Statements of Financial Condition Gross Amounts Not Offset in the Statements of Financial Condition Net Amount Financial Cash Collateral Pledged* Assets MS&Co. Futures $ 13,189,003 $ (5,508,853) $ 7,680,150 $ - $ - $ 7,680,150 Forwards 2,772,632 (2,772,632) - - - - 15,961,635 (8,281,485) 7,680,150 - - 7,680,150 JPMorgan Forwards 1,007,274 (1,007,274) - - - - Total assets $ 16,968,909 $ (9,288,759) $ 7,680,150 $ - $ - $ 7,680,150 Liabilities MS&Co. Futures $ (5,508,853) $ 5,508,853 $ - $ - $ - $ - Forwards (4,114,033) 2,772,632 (1,341,401) - - (1,341,401) (9,622,886) 8,281,485 (1,341,401) - - (1,341,401) JPMorgan Forwards (1,021,419) 1,007,274 (14,145) - - (14,145) Total liabilities $ (10,644,305) $ 9,288,759 $ (1,355,546) $ - $ - $ (1,355,546) Net fair value $ 6,324,604 * December 31, 2017 Gross Amounts Recognized Gross Amounts Offset in the Statements of Financial Condition Amounts Presented in the Statements of Financial Condition Gross Amounts Not Offset in the Statements of Financial Condition Net Amount Financial Cash Collateral Pledged* Assets MS&Co. Futures $ 13,523,003 $ (10,783,470) $ 2,739,533 $ - $ - $ 2,739,533 Forwards 10,013,668 (2,386,711) 7,626,957 - - 7,626,957 23,536,671 (13,170,181) 10,366,490 - - 10,366,490 JPMorgan Forwards 5,389,790 (1,246,670) 4,143,120 - - 4,143,120 Total assets $ 28,926,461 $ (14,416,851) $ 14,509,610 $ - $ - $ 14,509,610 Liabilities MS&Co. Futures $ (10,783,470) $ 10,783,470 $ - $ - $ - $ - Forwards (2,386,711) 2,386,711 - - - - (13,170,181) 13,170,181 - - - - JPMorgan Forwards (1,246,670) 1,246,670 - - - - Total liabilities $ (14,416,851) $ 14,416,851 $ - $ - $ - $ - Net fair value $ 14,509,610 * * In the event of default by the Master, MS&Co., the Master’s commodity futures broker and a counterparty to certain of the Master’s non-exchange-traded non-exchange-traded 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, 2018 and December 31, 2017, respectively. March 31, Assets Futures Contracts Currencies $ 787,054 Energy 4,750,584 Grains 473,862 Indices 1,437,416 Interest Rates U.S. 55,226 Interest Rates Non-U.S. 2,653,384 Livestock 133,673 Metals 1,004,238 Softs 1,893,566 Total unrealized appreciation on open futures contracts 13,189,003 Liabilities Futures Contracts Currencies (366,208) Energy (64,290) Grains (535,554) Indices (2,898,278) Interest Rates U.S. (595,641) Interest Rates Non-U.S. (622,823) Livestock (23,478) Metals (112,228) Softs (290,353) Total unrealized depreciation on open futures contracts (5,508,853) Net unrealized appreciation on open futures contracts $ 7,680,150 * Assets Forward Contracts Currencies $ 1,009,412 Metals 2,770,494 Total unrealized appreciation on open forward contracts 3,779,906 Liabilities Forward Contracts Currencies (1,021,435) Metals (4,114,017) Total unrealized depreciation on open forward contracts (5,135,452) Net unrealized depreciation on open forward contracts $ (1,355,546) ** * 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. December 31, Assets Futures Contracts Currencies $ 906,387 Energy 4,524,315 Grains 485,142 Indices 4,060,424 Interest Rates U.S. 702,601 Interest Rates Non-U.S. 736,601 Livestock 168,885 Metals 513,345 Softs 1,425,303 Total unrealized appreciation on open futures contracts 13,523,003 Liabilities Futures Contracts Currencies (2,195,338) Energy (1,819,620) Grains (68,601) Indices (2,538,269) Interest Rates U.S. (340,032) Interest Rates Non-U.S. (1,561,929) Livestock (190,110) Metals (1,509,223) Softs (560,348) Total unrealized depreciation on open futures contracts (10,783,470) Net unrealized appreciation on open futures contracts $ 2,739,533 * Assets Forward Contracts Currencies $ 5,389,790 Metals 10,013,668 Total unrealized appreciation on open forward contracts 15,403,458 Liabilities Forward Contracts Currencies (1,246,670) Metals (2,386,711) Total unrealized depreciation on open forward contracts (3,633,381) Net unrealized appreciation on open forward contracts $ 11,770,077 ** * 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. 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, 2018 and 2017, respectively. Three Months Ended March 31, 2018 2017 Sector Currencies $ (4,786,268) $ (3,852,357) Energy (1,322,683) (4,844,453) Grains (3,071,831) (1,950,632) Indices (1,050,723) 25,831,175 Interest Rates U.S. (874,210) (1,415,218) Interest Rates Non-U.S. 1,765,428 (3,115,949) Livestock (212,688) 372,345 Metals (3,730,620) (4,227,962) Softs 1,547,084 634,019 Total $ (11,736,511) *** $ 7,430,968 *** *** This amount is 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, 2018
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 The Master considers prices for commodity futures 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 March 31, 2018 Total Level 1 Level 2 Level 3 Assets Futures $ 13,189,003 $ 13,189,003 $ - $ - Forwards 3,779,906 - 3,779,906 - Total assets $ 16,968,909 $ 13,189,003 $ 3,779,906 $ - Liabilities Futures $ 5,508,853 $ 5,508,853 $ - $ - Forwards 5,135,452 - 5,135,452 - Total liabilities $ 10,644,305 $ 5,508,853 $ 5,135,452 $ - December 31, 2017* Total Level 1 Level 2 Level 3 Assets Futures $ 13,523,003 $ 13,523,003 $ - $ - Forwards 15,403,458 - 15,403,458 - Total assets $ 28,926,461 $ 13,523,003 $ 15,403,458 $ - Liabilities Futures $ 10,783,470 $ 10,783,470 $ - $ - Forwards 3,633,381 - 3,633,381 - Total liabilities $ 14,416,851 $ 10,783,470 $ 3,633,381 $ - * $1,925,249 of assets and $4,518,912 of liabilities were transferred from Level 1 to Level 2 during the year ended December 31, 2017. The General Partner believes that for London Metals Exchange (“LME”) contracts, the inputs are derived from an exchange and not actively quoted prices, which is more representative of a Level 2 security.

Financial Instrument Risks

Financial Instrument Risks	3 Months Ended
	Mar. 31, 2018
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 over-the-counter Futures Contracts Forward Foreign Currency Contracts London Metals Exchange Forward Contracts 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 held 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., an MS&Co. affiliate or JPMorgan are counterparties or brokers 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 mitigate 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. In the ordinary course of business, the Master enters into contracts and agreements that contain various representations and warranties and which provide general indemnifications. The Master’s maximum exposure under these arrangements cannot be determined, as this could include future claims that have not yet been made against the Master. The Master considers the risk of any future obligation relating to these indemnifications to be remote.

Subsequent Events

Subsequent Events	3 Months Ended
	Mar. 31, 2018
Subsequent Events [Abstract]
Subsequent Events	7. Subsequent Events: The General Partner evaluates events that occur after the balance sheet date but before and up until financial statements are available to be issued. The General Partner has assessed the subsequent events through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment to or disclosure in the financial statements.

Basis of Presentation and Sum13

Basis of Presentation and Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2018
Accounting Policies [Abstract]
Use of Estimates	Use of Estimates
Profit Allocation	Profit Allocation
Statement of Cash Flows	Statement of Cash Flows. Statement of Cash Flows.”
Partnership's Investment	Partnership’s Investment
Master's Investments	Master’s Investments first-in, first-out
Master's Cash	Master’s Cash.
Income Taxes	Income Taxes Income Taxes “more-likely-than-not” more-likely-than-not
Investment Company Status	Investment Company Status 2013-08, “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.” “

Basis of Presentation and Sum14

Basis of Presentation and Summary of Significant Accounting Policies (Tables) - CMF Winton Master L.P. [Member]	3 Months Ended
	Mar. 31, 2018
Statements of Financial Condition	CMF Winton Master L.P. Statements of Financial Condition March 31, December 31, 2018 2017 (Unaudited) Assets: Equity in trading accounts: Unrestricted cash $ 321,820,512 $ 304,851,425 Restricted cash 33,732,130 89,363,569 Net unrealized appreciation on open futures contracts 7,680,150 2,739,533 Net unrealized appreciation on open forward contracts - 11,770,077 Total equity in trading accounts 363,232,792 408,724,604 Cash at bank - 436 Total assets $ 363,232,792 $ 408,725,040 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open forward contracts $ 1,355,546 $ - Accrued expenses: Professional fees 47,307 45,452 Redemptions payable 4,866,562 11,031,281 Total liabilities 6,269,415 11,076,733 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at March 31, 2018 and December 31, 2017 - - Limited Partners, 88,182.5867 and 94,701.5079 Redeemable Units outstanding at March 31, 2018 and December 31, 2017, respectively 356,963,377 397,648,307 Total partners’ capital (net asset value) 356,963,377 397,648,307 Total liabilities and partners’ capital $ 363,232,792 $ 408,725,040 Net asset value per Redeemable Unit $ 4,048.00 $ 4,198.97
Condensed Schedule of Investments	CMF Winton Master L.P. Condensed Schedule of Investments March 31, 2018 (Unaudited) Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 835 $ 228,718 0.06 % Energy 1,740 4,686,294 1.31 Grains 65 13,279 0.00 * Indices 716 (2,740,574) (0.77) Interest Rates U.S. 78 54,687 0.02 Interest Rates Non-U.S. 160 66,662 0.02 Livestock 1 (1,938) (0.00) * Metals 11 (92,260) (0.03) Softs 108 240,886 0.07 Total futures contracts purchased 2,455,754 0.68 Futures Contracts Sold Currencies 1,035 192,128 0.05 Grains 1,466 (74,971) (0.02) Indices 360 1,279,712 0.36 Interest Rates U.S. 1,132 (595,102) (0.17) Interest Rates Non-U.S. 6,005 1,963,899 0.55 Livestock 124 112,133 0.03 Metals 511 984,270 0.28 Softs 1,407 1,362,327 0.38 Total futures contracts sold 5,224,396 1.46 Net unrealized appreciation on open futures contracts $7,680,150 2.14 % Unrealized Appreciation on Open Forward Contracts Currencies $ 106,197,574 $ 1,009,412 0.28 % Metals 757 2,770,494 0.78 Total unrealized appreciation on open forward contracts 3,779,906 1.06 Unrealized Depreciation on Open Forward Contracts Currencies $ 114,083,888 (1,021,435) (0.29) Metals 1,099 (4,114,017) (1.15) Total unrealized depreciation on open forward contracts (5,135,452) (1.44) Net unrealized depreciation on open forward contracts $ (1,355,546) (0.38) % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2017 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 1,445 $ 140,462 0.04 % Energy 1,407 4,381,395 1.10 Grains 163 (34,337) (0.01) Indices 5,207 2,038,758 0.51 Interest Rates U.S. 725 (243,258) (0.06) Interest Rates Non-U.S. 2,782 (1,373,334) (0.35) Livestock 334 (21,225) (0.01) Metals 156 510,437 0.13 Softs 127 426,592 0.11 Total futures contracts purchased 5,825,490 1.46 Futures Contracts Sold Currencies 2,218 (1,429,413) (0.36) Energy 873 (1,676,700) (0.42) Grains 1,558 450,878 0.11 Indices 898 (516,603) (0.13) Interest Rates U.S. 1,724 605,827 0.15 Interest Rates Non-U.S. 3,798 548,006 0.14 Metals 331 (1,506,315) (0.37) Softs 1,845 438,363 0.11 Total futures contracts sold (3,085,957) (0.77) Net unrealized appreciation on open futures contracts $ 2,739,533 0.69 % Unrealized Appreciation on Open Forward Contracts Currencies $ 294,169,601 $ 5,389,790 1.36 % Metals 1,920 10,013,668 2.51 Total unrealized appreciation on open forward contracts 15,403,458 3.87 Unrealized Depreciation on Open Forward Contracts Currencies $ 141,664,343 (1,246,670) (0.31) Metals 554 (2,386,711) (0.60) Total unrealized depreciation on open forward contracts (3,633,381) (0.91) Net unrealized appreciation on open forward contracts $ 11,770,077 2.96 %
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, 2018 2017 Investment Income: Interest income $ 1,246,335 $ 553,002 Expenses: Clearing fees 132,389 146,069 Professional fees 17,195 15,946 Total expenses 149,584 162,015 Net investment income (loss) 1,096,751 390,987 Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts (3,338,467) 17,804,386 Net change in unrealized gains (losses) on open contracts (8,398,044) (10,373,418) Total trading results (11,736,511) 7,430,968 Net income (loss) (10,639,760) 7,821,955 Subscriptions - Limited Partners 7,572,573 25,469,347 Redemptions - Limited Partners (36,492,259) (59,850,465) Distribution of interest income to feeder funds (1,125,484) (417,388) Net increase (decrease) in Partners’ Capital (40,684,930) (26,976,551) Partners’ Capital, beginning of period 397,648,307 494,292,978 Partners’ Capital, end of period $ 356,963,377 $ 467,316,427 Net asset value per Redeemable Unit (88,182.5867 and 121,527.2032 Redeemable Units outstanding at March 31, 2018 and 2017, respectively) $ 4,048.00 $ 3,845.36 Net income (loss) per Redeemable Unit* $ (138.70) $ 64.28 Weighted average Redeemable Units outstanding 91,740.2584 126,010.1404 * 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, 2018
Financial Highlights	Financial highlights for the limited partner classes as a whole for the three months ended March 31, 2018 and 2017 were as follows: Three Months Ended March 31, 2018 2017 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Class A Class D Class Z Class A Class D Class Z Net realized and unrealized gains (losses) $ (49.54) $ (47.91) $ (49.11) $ 21.00 $ 20.04 $ 20.53 Net investment loss (12.63) (8.00) (6.00) (14.57) (9.99) (7.83) Increase (decrease) for the period (62.17) (55.91) (55.11) 6.43 10.05 12.70 Net asset value per Redeemable Unit, beginning of period 1,394.29 1,344.14 1,385.07 1,309.94 1,247.10 1,275.46 Net asset value per Redeemable Unit, end of period $ 1,332.12 $ 1,288.23 $ 1,329.96 $ 1,316.37 $ 1,257.15 $ 1,288.16 Three Months Ended March 31, 2018 2017 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (3.7) % (2.4) % (1.7) % (4.7) % (3.3) % (2.6) % Operating expenses 5.1 % 3.7 % 3.0 % 5.1 % 3.7 % 3.1 % Incentive fees - % - % - % - % - % - % Total expenses 5.1 % 3.7 % 3.0 % 5.1 % 3.7 % 3.1 % Total return: Total return before incentive fees (4.5) % (4.2) % (4.0) % 0.5 % 0.8 % 1.0 % Incentive fees - % - % - % - % - % - % Total return after incentive fees (4.5) % (4.2) % (4.0) % 0.5 % 0.8 % 1.0 % * Net investment loss per Redeemable Unit is calculated by dividing the interest income less total expenses 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 (except for incentive fees). *** Interest income allocated from the Master less total expenses.
CMF Winton Master L.P. [Member]
Financial Highlights	Financial Highlights of the Master: Three Months Ended March 31, 2018 2017 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ (150.65) $ 61.18 Net investment income (loss) 11.95 3.10 Increase (decrease) for the period (138.70) 64.28 Distribution of interest income to feeder funds (12.27) (3.31) Net asset value per Redeemable Unit, beginning of period 4,198.97 3,784.39 Net asset value per Redeemable Unit, end of period $ 4,048.00 $ 3,845.36 Three Months Ended 2018 2017 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 1.1 % 0.3 % Operating expenses 0.2 % 0.1 % Total return (3.3) % 1.7 % * Net investment income (loss) per Redeemable Unit is calculated by dividing the interest income less total expenses 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) - CMF Winton Master L.P. [Member]	3 Months Ended
	Mar. 31, 2018
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 agreements or similar arrangements as of March 31, 2018 and December 31, 2017, respectively. March 31, 2018 Gross Amounts Recognized Gross Amounts Statements of Condition Amounts Presented in the Statements of Financial Condition Gross Amounts Not Offset in the Statements of Financial Condition Net Amount Financial Cash Collateral Pledged* Assets MS&Co. Futures $ 13,189,003 $ (5,508,853) $ 7,680,150 $ - $ - $ 7,680,150 Forwards 2,772,632 (2,772,632) - - - - 15,961,635 (8,281,485) 7,680,150 - - 7,680,150 JPMorgan Forwards 1,007,274 (1,007,274) - - - - Total assets $ 16,968,909 $ (9,288,759) $ 7,680,150 $ - $ - $ 7,680,150 Liabilities MS&Co. Futures $ (5,508,853) $ 5,508,853 $ - $ - $ - $ - Forwards (4,114,033) 2,772,632 (1,341,401) - - (1,341,401) (9,622,886) 8,281,485 (1,341,401) - - (1,341,401) JPMorgan Forwards (1,021,419) 1,007,274 (14,145) - - (14,145) Total liabilities $ (10,644,305) $ 9,288,759 $ (1,355,546) $ - $ - $ (1,355,546) Net fair value $ 6,324,604 * December 31, 2017 Gross Amounts Recognized Gross Amounts Offset in the Statements of Financial Condition Amounts Presented in the Statements of Financial Condition Gross Amounts Not Offset in the Statements of Financial Condition Net Amount Financial Cash Collateral Pledged* Assets MS&Co. Futures $ 13,523,003 $ (10,783,470) $ 2,739,533 $ - $ - $ 2,739,533 Forwards 10,013,668 (2,386,711) 7,626,957 - - 7,626,957 23,536,671 (13,170,181) 10,366,490 - - 10,366,490 JPMorgan Forwards 5,389,790 (1,246,670) 4,143,120 - - 4,143,120 Total assets $ 28,926,461 $ (14,416,851) $ 14,509,610 $ - $ - $ 14,509,610 Liabilities MS&Co. Futures $ (10,783,470) $ 10,783,470 $ - $ - $ - $ - Forwards (2,386,711) 2,386,711 - - - - (13,170,181) 13,170,181 - - - - JPMorgan Forwards (1,246,670) 1,246,670 - - - - Total liabilities $ (14,416,851) $ 14,416,851 $ - $ - $ - $ - Net fair value $ 14,509,610 * * In the event of default by the Master, MS&Co., the Master’s commodity futures broker and a counterparty to certain of the Master’s non-exchange-traded non-exchange-traded
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, 2018 and December 31, 2017, respectively. March 31, Assets Futures Contracts Currencies $ 787,054 Energy 4,750,584 Grains 473,862 Indices 1,437,416 Interest Rates U.S. 55,226 Interest Rates Non-U.S. 2,653,384 Livestock 133,673 Metals 1,004,238 Softs 1,893,566 Total unrealized appreciation on open futures contracts 13,189,003 Liabilities Futures Contracts Currencies (366,208) Energy (64,290) Grains (535,554) Indices (2,898,278) Interest Rates U.S. (595,641) Interest Rates Non-U.S. (622,823) Livestock (23,478) Metals (112,228) Softs (290,353) Total unrealized depreciation on open futures contracts (5,508,853) Net unrealized appreciation on open futures contracts $ 7,680,150 * Assets Forward Contracts Currencies $ 1,009,412 Metals 2,770,494 Total unrealized appreciation on open forward contracts 3,779,906 Liabilities Forward Contracts Currencies (1,021,435) Metals (4,114,017) Total unrealized depreciation on open forward contracts (5,135,452) Net unrealized depreciation on open forward contracts $ (1,355,546) ** * 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. December 31, Assets Futures Contracts Currencies $ 906,387 Energy 4,524,315 Grains 485,142 Indices 4,060,424 Interest Rates U.S. 702,601 Interest Rates Non-U.S. 736,601 Livestock 168,885 Metals 513,345 Softs 1,425,303 Total unrealized appreciation on open futures contracts 13,523,003 Liabilities Futures Contracts Currencies (2,195,338) Energy (1,819,620) Grains (68,601) Indices (2,538,269) Interest Rates U.S. (340,032) Interest Rates Non-U.S. (1,561,929) Livestock (190,110) Metals (1,509,223) Softs (560,348) Total unrealized depreciation on open futures contracts (10,783,470) Net unrealized appreciation on open futures contracts $ 2,739,533 * Assets Forward Contracts Currencies $ 5,389,790 Metals 10,013,668 Total unrealized appreciation on open forward contracts 15,403,458 Liabilities Forward Contracts Currencies (1,246,670) Metals (2,386,711) Total unrealized depreciation on open forward contracts (3,633,381) Net unrealized appreciation on open forward contracts $ 11,770,077 ** * 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.
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, 2018 and 2017, respectively. Three Months Ended March 31, 2018 2017 Sector Currencies $ (4,786,268) $ (3,852,357) Energy (1,322,683) (4,844,453) Grains (3,071,831) (1,950,632) Indices (1,050,723) 25,831,175 Interest Rates U.S. (874,210) (1,415,218) Interest Rates Non-U.S. 1,765,428 (3,115,949) Livestock (212,688) 372,345 Metals (3,730,620) (4,227,962) Softs 1,547,084 634,019 Total $ (11,736,511) *** $ 7,430,968 *** *** This amount is 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, 2018
CMF Winton Master L.P. [Member]
Master's Fair Value Measurements	Transfers between levels are recognized at the beginning of the reporting period. March 31, 2018 Total Level 1 Level 2 Level 3 Assets Futures $ 13,189,003 $ 13,189,003 $ - $ - Forwards 3,779,906 - 3,779,906 - Total assets $ 16,968,909 $ 13,189,003 $ 3,779,906 $ - Liabilities Futures $ 5,508,853 $ 5,508,853 $ - $ - Forwards 5,135,452 - 5,135,452 - Total liabilities $ 10,644,305 $ 5,508,853 $ 5,135,452 $ - December 31, 2017* Total Level 1 Level 2 Level 3 Assets Futures $ 13,523,003 $ 13,523,003 $ - $ - Forwards 15,403,458 - 15,403,458 - Total assets $ 28,926,461 $ 13,523,003 $ 15,403,458 $ - Liabilities Futures $ 10,783,470 $ 10,783,470 $ - $ - Forwards 3,633,381 - 3,633,381 - Total liabilities $ 14,416,851 $ 10,783,470 $ 3,633,381 $ - * $1,925,249 of assets and $4,518,912 of liabilities were transferred from Level 1 to Level 2 during the year ended December 31, 2017. The General Partner believes that for London Metals Exchange (“LME”) contracts, the inputs are derived from an exchange and not actively quoted prices, which is more representative of a Level 2 security.

Organization - Additional Infor

Organization - Additional Information (Detail)	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Maximum amount of partnership assets allocated to trading advisor	Up to 1.5 times
Percentage of Partnership owned	54.50%	52.60%
Class D [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Monthly ongoing selling agent fee	0.0625%
Ongoing selling agent fee	0.75%
Class A [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Monthly ongoing selling agent fee	0.1667%
Ongoing selling agent fee	2.00%

Basis of Presentation and Sum19

Basis of Presentation and Summary of Significant Accounting Policies - Additional Information (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Cash denominated in foreign currencies	$ (3,298,811)	$ 16,294,826
Cost of foreign currencies	3,299,498	16,082,475
Cash held for margin requirements	33,732,130	$ 89,363,569
Uncertain tax position	$ 0
Earliest Tax Year [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Open tax year	2,014
Latest Tax Year [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Open tax year	2,017

Basis of Presentation and Sum20

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Detail) - USD ($)	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Equity in trading accounts:
Restricted cash	$ 33,732,130	$ 89,363,569
Cash at bank		436
Total assets	199,478,993	215,509,111
Accrued expenses:
Professional fees	198,405	159,108
Total liabilities	4,589,820	7,822,609
Partners' Capital:
Total partners' capital (net asset value)	194,889,173	207,686,502	$ 231,139,430	$ 217,564,351
Total liabilities and partners' capital	199,478,993	215,509,111
CMF Winton Master L.P. [Member]
Equity in trading accounts:
Unrestricted cash	321,820,512	304,851,425
Restricted cash	33,732,130	89,363,569
Net unrealized appreciation on open contracts	7,680,150	14,509,610
Total equity in trading accounts	363,232,792	408,724,604
Cash at bank		436
Total assets	363,232,792	408,725,040
Liabilities:
Net unrealized depreciation on open contracts	1,355,546
Accrued expenses:
Professional fees	47,307	45,452
Redemptions payable	4,866,562	11,031,281
Total liabilities	6,269,415	11,076,733
Partners' Capital:
General Partner, 0.0000 Redeemable Units outstanding at March 31, 2018 and December 31, 2017	0	0
Limited Partners, 88,182.5867 and 94,701.5079 Redeemable Units outstanding at March 31, 2018 and December 31, 2017, respectively	356,963,377	397,648,307
Total partners' capital (net asset value)	356,963,377	397,648,307	$ 467,316,427	$ 494,292,978
Total liabilities and partners' capital	$ 363,232,792	$ 408,725,040
Net asset value per Redeemable Unit	$ 4,048	$ 4,198.97	$ 3,845.36	$ 3,784.39
Futures Contracts [Member] | CMF Winton Master L.P. [Member]
Equity in trading accounts:
Net unrealized appreciation on open contracts	$ 7,680,150	$ 2,739,533
Forward Contracts [Member] | CMF Winton Master L.P. [Member]
Equity in trading accounts:
Net unrealized appreciation on open contracts		$ 11,770,077
Liabilities:
Net unrealized depreciation on open contracts	$ 1,355,546

Basis of Presentation and Sum21

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Parenthetical) (Detail) - CMF Winton Master L.P. [Member] - shares	Mar. 31, 2018	Dec. 31, 2017
Condensed Financial Statements, Captions [Line Items]
General Partner, Unit outstanding	0	0
Limited Partners, Units outstanding	88,182.5867	94,701.5079

Basis of Presentation and Sum22

Basis of Presentation and Summary of Significant Accounting Policies - Condensed Schedule of Investments (Detail)		Mar. 31, 2018USD ($)Derivative	Dec. 31, 2017USD ($)Derivative
Schedule of Investments [Line Items]
Investment in Master, at fair value	[1]	$ 194,775,526	$ 207,572,661
CMF Winton Master L.P. [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation (depreciation) on open contracts		(1,355,546)	11,770,077
Total unrealized appreciation on open contracts		3,779,906	15,403,458
Total unrealized depreciation on open contracts		$ (5,135,452)	$ (3,633,381)
Percentage of Partners' Capital		(0.38%)	2.96%
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		$ 1,009,412	$ 5,389,790
Notional		106,197,574	294,169,601
Total unrealized depreciation on open contracts		(1,021,435)	(1,246,670)
Notional		114,083,888	141,664,343
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		2,770,494	10,013,668
Total unrealized depreciation on open contracts		(4,114,017)	(2,386,711)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Unrealized Depreciation [Member]
Schedule of Investments [Line Items]
Total unrealized depreciation on open contracts		$ (5,135,452)	$ (3,633,381)
Percentage of Partners' Capital		(1.44%)	(0.91%)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Unrealized Depreciation [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Total unrealized depreciation on open contracts		$ (1,021,435)	$ (1,246,670)
Percentage of Partners' Capital		(0.29%)	(0.31%)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Unrealized Depreciation [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,099	554
Percentage of Partners' Capital		(1.15%)	(0.60%)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Unrealized Appreciation [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		$ 3,779,906	$ 15,403,458
Percentage of Partners' Capital		1.06%	3.87%
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Unrealized Appreciation [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		$ 1,009,412	$ 5,389,790
Percentage of Partners' Capital		0.28%	1.36%
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Unrealized Appreciation [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		757	1,920
Percentage of Partners' Capital		0.78%	2.51%
CMF Winton Master L.P. [Member] | Futures Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation (depreciation) on open contracts		$ 7,680,150	$ 2,739,533
Total unrealized appreciation on open contracts		13,189,003	13,523,003
Total unrealized depreciation on open contracts		$ (5,508,853)	$ (10,783,470)
Percentage of Partners' Capital		2.14%	0.69%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		$ 787,054	$ 906,387
Total unrealized depreciation on open contracts		(366,208)	(2,195,338)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Grains [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		473,862	485,142
Total unrealized depreciation on open contracts		(535,554)	(68,601)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Indices [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		1,437,416	4,060,424
Total unrealized depreciation on open contracts		(2,898,278)	(2,538,269)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Interest Rates U.S. [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		55,226	702,601
Total unrealized depreciation on open contracts		(595,641)	(340,032)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		2,653,384	736,601
Total unrealized depreciation on open contracts		(622,823)	(1,561,929)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		133,673	168,885
Total unrealized depreciation on open contracts		(23,478)	(190,110)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		1,004,238	513,345
Total unrealized depreciation on open contracts		(112,228)	(1,509,223)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Softs [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		1,893,566	1,425,303
Total unrealized depreciation on open contracts		(290,353)	(560,348)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Energy [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		4,750,584	4,524,315
Total unrealized depreciation on open contracts		(64,290)	(1,819,620)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 2,455,754	$ 5,825,490
Percentage of Partners' Capital		0.68%	1.46%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		835	1,445
Investment in Master, at fair value		$ 228,718	$ 140,462
Percentage of Partners' Capital		0.06%	0.04%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		65	163
Investment in Master, at fair value		$ 13,279	$ (34,337)
Percentage of Partners' Capital		0.00%	(0.01%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		716	5,207
Investment in Master, at fair value		$ (2,740,574)	$ 2,038,758
Percentage of Partners' Capital		(0.77%)	0.51%
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		78	725
Investment in Master, at fair value		$ 54,687	$ (243,258)
Percentage of Partners' Capital		0.02%	(0.06%)
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		160	2,782
Investment in Master, at fair value		$ 66,662	$ (1,373,334)
Percentage of Partners' Capital		0.02%	(0.35%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1	334
Investment in Master, at fair value		$ (1,938)	$ (21,225)
Percentage of Partners' Capital		0.00%	(0.01%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		11	156
Investment in Master, at fair value		$ (92,260)	$ 510,437
Percentage of Partners' Capital		(0.03%)	0.13%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		108	127
Investment in Master, at fair value		$ 240,886	$ 426,592
Percentage of Partners' Capital		0.07%	0.11%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,740	1,407
Investment in Master, at fair value		$ 4,686,294	$ 4,381,395
Percentage of Partners' Capital		1.31%	1.10%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 5,224,396	$ (3,085,957)
Percentage of Partners' Capital		1.46%	(0.77%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,035	2,218
Investment in Master, at fair value		$ 192,128	$ (1,429,413)
Percentage of Partners' Capital		0.05%	(0.36%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,466	1,558
Investment in Master, at fair value		$ (74,971)	$ 450,878
Percentage of Partners' Capital		(0.02%)	0.11%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		360	898
Investment in Master, at fair value		$ 1,279,712	$ (516,603)
Percentage of Partners' Capital		0.36%	(0.13%)
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		1,132	1,724
Investment in Master, at fair value		$ (595,102)	$ 605,827
Percentage of Partners' Capital		(0.17%)	0.15%
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		6,005	3,798
Investment in Master, at fair value		$ 1,963,899	$ 548,006
Percentage of Partners' Capital		0.55%	0.14%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		124
Investment in Master, at fair value		$ 112,133
Percentage of Partners' Capital		0.03%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		511	331
Investment in Master, at fair value		$ 984,270	$ (1,506,315)
Percentage of Partners' Capital		0.28%	(0.37%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,407	1,845
Investment in Master, at fair value		$ 1,362,327	$ 438,363
Percentage of Partners' Capital		0.38%	0.11%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative			873
Investment in Master, at fair value			$ (1,676,700)
Percentage of Partners' Capital			(0.42%)
[1]	Defined in Note 1.

Basis of Presentation and Sum23

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, 2018	Mar. 31, 2017	Dec. 31, 2017	Dec. 31, 2016
Investment Income:
Interest income	$ 673,146	$ 251,572
Expenses:
Professional fees	141,819	140,300
Total expenses	2,466,732	2,818,708
Net investment income (loss)	(1,793,586)	(2,567,136)
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	(2,160,440)	9,022,292
Net change in unrealized gains (losses) on open contracts	(5,267,256)	(5,269,338)
Total trading results	(7,427,696)	3,752,954
Net income (loss)	(9,221,282)	1,185,818
Balance, value	207,686,502	217,564,351
Balance, value	194,889,173	231,139,430
CMF Winton Master L.P. [Member]
Investment Income:
Interest income	1,246,335	553,002
Expenses:
Clearing fees	132,389	146,069
Professional fees	17,195	15,946
Total expenses	149,584	162,015
Net investment income (loss)	1,096,751	390,987
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	(3,338,467)	17,804,386
Net change in unrealized gains (losses) on open contracts	(8,398,044)	(10,373,418)
Total trading results	(11,736,511)	7,430,968
Net income (loss)	(10,639,760)	7,821,955
Subscriptions-Limited Partners	7,572,573	25,469,347
Redemptions-Limited Partners	(36,492,259)	(59,850,465)
Distribution of interest income to feeder funds	(1,125,484)	(417,388)
Net increase (decrease) in Partners' Capital	(40,684,930)	(26,976,551)
Balance, value	397,648,307	494,292,978
Balance, value	$ 356,963,377	$ 467,316,427
Net asset value per Redeemable Unit (88,182.5867 and 121,527.2032 Redeemable Units outstanding at March 31, 2018 and 2017, respectively)	$ 4,048	$ 3,845.36	$ 4,198.97	$ 3,784.39
Net income (loss) per Redeemable Unit	$ (138.70)	$ 64.28
Weighted average Redeemable Units outstanding	91,740.2584	126,010.1404

Basis of Presentation and Sum24

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Income and Expenses and Changes in Partners' Capital (Parenthetical) (Detail) - shares	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	146,894.6295	149,619.0995	176,288.5645	166,818.7745
CMF Winton Master L.P. [Member]
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	88,182.5867		121,527.2032

Financial Highlights - Financia

Financial Highlights - Financial Highlights for Limited Partner Classes (Detail) - $ / shares	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
CMF Winton Master L.P. [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	$ (150.65)	$ 61.18
Net investment income (loss)	11.95	3.10
Increase (decrease) for the period	(138.70)	64.28
Distribution of interest income to feeder funds	(12.27)	(3.31)
Net asset value per Redeemable Unit, beginning of period	4,198.97	3,784.39
Net asset value per Redeemable Unit, end of period	$ 4,048	$ 3,845.36
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	1.10%	0.30%
Operating expenses	0.20%	0.10%
Total return	(3.30%)	1.70%
Class A [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period	$ 1,394.29
Net asset value per Redeemable Unit, end of period	1,332.12
Class A [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	(49.54)	$ 21
Net investment income (loss)	(12.63)	(14.57)
Increase (decrease) for the period	(62.17)	6.43
Net asset value per Redeemable Unit, beginning of period	1,394.29	1,309.94
Net asset value per Redeemable Unit, end of period	$ 1,332.12	$ 1,316.37
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(3.70%)	(4.70%)
Operating expenses	5.10%	5.10%
Incentive fees	0.00%	0.00%
Total expenses	5.10%	5.10%
Total return:
Total return before incentive fees	(4.50%)	0.50%
Incentive fees	(0.00%)	(0.00%)
Total return after incentive fees	(4.50%)	0.50%
Class D [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period	$ 1,344.14
Net asset value per Redeemable Unit, end of period	1,288.23
Class D [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	(47.91)	$ 20.04
Net investment income (loss)	(8)	(9.99)
Increase (decrease) for the period	(55.91)	10.05
Net asset value per Redeemable Unit, beginning of period	1,344.14	1,247.10
Net asset value per Redeemable Unit, end of period	$ 1,288.23	$ 1,257.15
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(2.40%)	(3.30%)
Operating expenses	3.70%	3.70%
Incentive fees	0.00%	0.00%
Total expenses	3.70%	3.70%
Total return:
Total return before incentive fees	(4.20%)	0.80%
Incentive fees	(0.00%)	(0.00%)
Total return after incentive fees	(4.20%)	0.80%
Class Z [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period	$ 1,385.07
Net asset value per Redeemable Unit, end of period	1,329.96
Class Z [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	(49.11)	$ 20.53
Net investment income (loss)	(6)	(7.83)
Increase (decrease) for the period	(55.11)	12.70
Net asset value per Redeemable Unit, beginning of period	1,385.07	1,275.46
Net asset value per Redeemable Unit, end of period	$ 1,329.96	$ 1,288.16
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(1.70%)	(2.60%)
Operating expenses	3.00%	3.10%
Incentive fees	0.00%	0.00%
Total expenses	3.00%	3.10%
Total return:
Total return before incentive fees	(4.00%)	1.00%
Incentive fees	(0.00%)	(0.00%)
Total return after incentive fees	(4.00%)	1.00%

Trading Activities - Additional

Trading Activities - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2018USD ($)Contract	Mar. 31, 2017USD ($)Contract
Trading Activity, Gains and Losses, Net [Line Items]
Monthly average number of futures contracts traded	20,523	25,178
Monthly average number of metals forward contracts traded	2,242	990
Forward Contracts [Member] | Currencies [Member] | Weighted Average [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Average notional values of currency forward contracts | $	$ 436,728,273	$ 447,690,640

Trading Activities - Summary of

Trading Activities - Summary of Valuation of Master's Investments (Detail) - CMF Winton Master L.P. [Member] - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Gross Amounts Recognized, Assets	$ 16,968,909	$ 28,926,461
Gross Amounts Offset in the Statements of Financial Condition, Assets	(9,288,759)	(14,416,851)
Amounts Presented in the Statements of Financial Condition, Assets	7,680,150	14,509,610
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	7,680,150	14,509,610
Gross Amounts Recognized, Liabilities	(10,644,305)	(14,416,851)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	9,288,759	14,416,851
Amounts Presented in the Statements of Financial Condition, Liabilities	(1,355,546)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities	(1,355,546)
Net fair value	6,324,604	14,509,610
MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	15,961,635	23,536,671
Gross Amounts Offset in the Statements of Financial Condition, Assets	(8,281,485)	(13,170,181)
Amounts Presented in the Statements of Financial Condition, Assets	7,680,150	10,366,490
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	7,680,150	10,366,490
Gross Amounts Recognized, Liabilities	(9,622,886)	(13,170,181)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	8,281,485	13,170,181
Amounts Presented in the Statements of Financial Condition, Liabilities	(1,341,401)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities	(1,341,401)
Futures Contracts [Member]
Derivative [Line Items]
Amounts Presented in the Statements of Financial Condition, Assets	7,680,150	2,739,533
Futures Contracts [Member] | MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	13,189,003	13,523,003
Gross Amounts Offset in the Statements of Financial Condition, Assets	(5,508,853)	(10,783,470)
Amounts Presented in the Statements of Financial Condition, Assets	7,680,150	2,739,533
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	7,680,150	2,739,533
Gross Amounts Recognized, Liabilities	(5,508,853)	(10,783,470)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	5,508,853	10,783,470
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Forward Contracts [Member]
Derivative [Line Items]
Amounts Presented in the Statements of Financial Condition, Assets		11,770,077
Amounts Presented in the Statements of Financial Condition, Liabilities	(1,355,546)
Forward Contracts [Member] | MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	2,772,632	10,013,668
Gross Amounts Offset in the Statements of Financial Condition, Assets	(2,772,632)	(2,386,711)
Amounts Presented in the Statements of Financial Condition, Assets		7,626,957
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets		7,626,957
Gross Amounts Recognized, Liabilities	(4,114,033)	(2,386,711)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	2,772,632	2,386,711
Amounts Presented in the Statements of Financial Condition, Liabilities	(1,341,401)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities	(1,341,401)
Forward Contracts [Member] | JPMorgan [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	1,007,274	5,389,790
Gross Amounts Offset in the Statements of Financial Condition, Assets	(1,007,274)	(1,246,670)
Amounts Presented in the Statements of Financial Condition, Assets		4,143,120
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets		4,143,120
Gross Amounts Recognized, Liabilities	(1,021,419)	(1,246,670)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	1,007,274	1,246,670
Amounts Presented in the Statements of Financial Condition, Liabilities	(14,145)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	$ 0
Net Amount, Liabilities	$ (14,145)

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, 2018	Dec. 31, 2017
Futures Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	$ 13,189,003	$ 13,523,003
Total unrealized depreciation on open contracts	(5,508,853)	(10,783,470)
Net unrealized appreciation (depreciation) on open contracts	7,680,150	2,739,533
Futures Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	787,054	906,387
Total unrealized depreciation on open contracts	(366,208)	(2,195,338)
Futures Contracts [Member] | Energy [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	4,750,584	4,524,315
Total unrealized depreciation on open contracts	(64,290)	(1,819,620)
Futures Contracts [Member] | Grains [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	473,862	485,142
Total unrealized depreciation on open contracts	(535,554)	(68,601)
Futures Contracts [Member] | Indices [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,437,416	4,060,424
Total unrealized depreciation on open contracts	(2,898,278)	(2,538,269)
Futures Contracts [Member] | Interest Rates U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	55,226	702,601
Total unrealized depreciation on open contracts	(595,641)	(340,032)
Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	2,653,384	736,601
Total unrealized depreciation on open contracts	(622,823)	(1,561,929)
Futures Contracts [Member] | Livestock [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	133,673	168,885
Total unrealized depreciation on open contracts	(23,478)	(190,110)
Futures Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,004,238	513,345
Total unrealized depreciation on open contracts	(112,228)	(1,509,223)
Futures Contracts [Member] | Softs [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,893,566	1,425,303
Total unrealized depreciation on open contracts	(290,353)	(560,348)
Forward Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	3,779,906	15,403,458
Total unrealized depreciation on open contracts	(5,135,452)	(3,633,381)
Net unrealized appreciation (depreciation) on open contracts	(1,355,546)	11,770,077
Forward Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,009,412	5,389,790
Total unrealized depreciation on open contracts	(1,021,435)	(1,246,670)
Forward Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	2,770,494	10,013,668
Total unrealized depreciation on open contracts	$ (4,114,017)	$ (2,386,711)

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, 2018	Mar. 31, 2017
Derivative [Line Items]
Trading gains and losses	$ (11,736,511)	$ 7,430,968
Currencies [Member]
Derivative [Line Items]
Trading gains and losses	(4,786,268)	(3,852,357)
Energy [Member]
Derivative [Line Items]
Trading gains and losses	(1,322,683)	(4,844,453)
Grains [Member]
Derivative [Line Items]
Trading gains and losses	(3,071,831)	(1,950,632)
Indices [Member]
Derivative [Line Items]
Trading gains and losses	(1,050,723)	25,831,175
Interest Rates U.S. [Member]
Derivative [Line Items]
Trading gains and losses	(874,210)	(1,415,218)
Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Trading gains and losses	1,765,428	(3,115,949)
Livestock [Member]
Derivative [Line Items]
Trading gains and losses	(212,688)	372,345
Metals [Member]
Derivative [Line Items]
Trading gains and losses	(3,730,620)	(4,227,962)
Softs [Member]
Derivative [Line Items]
Trading gains and losses	$ 1,547,084	$ 634,019

Fair Value Measurements - Maste

Fair Value Measurements - Master's Fair Value Measurements (Detail) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	$ 16,968,909	$ 28,926,461
Derivative Liabilities	10,644,305	14,416,851
Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	13,189,003	13,523,003
Derivative Liabilities	5,508,853	10,783,470
Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	3,779,906	15,403,458
Derivative Liabilities	5,135,452	3,633,381
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	13,189,003	13,523,003
Derivative Liabilities	5,508,853	10,783,470
Level 1 [Member] | Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	13,189,003	13,523,003
Derivative Liabilities	5,508,853	10,783,470
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	3,779,906	15,403,458
Derivative Liabilities	5,135,452	3,633,381
Level 2 [Member] | Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	3,779,906	15,403,458
Derivative Liabilities	$ 5,135,452	$ 3,633,381

Fair Value Measurements - Mas31

Fair Value Measurements - Master's Fair Value Measurements (Parenthetical) (Detail)	Dec. 31, 2017USD ($)
Fair Value Disclosures [Abstract]
Transfers of assets between Level 1 and Level 2	$ 1,925,249
Transfers of liabilities between Level 1 and Level 2	$ 4,518,912

Financial Instrument Risks - Ad

Financial Instrument Risks - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2018
Concentration Risk [Line Items]
Financial instruments maturity period	1 year
Credit Concentration Risk [Member] | Master's Contracts [Member] | Over the Counter [Member] | Minimum [Member]
Concentration Risk [Line Items]
Concentration risk percentage	21.40%
Credit Concentration Risk [Member] | Master's Contracts [Member] | Over the Counter [Member] | Maximum [Member]
Concentration Risk [Line Items]
Concentration risk percentage	46.60%