Ceres Abingdon (ABFF) 10-Q 9 Aug 18 2018 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2018	Jul. 31, 2018
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q2
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		123,717.9007
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 ($)		Jun. 30, 2018	Dec. 31, 2017
Assets:
Investment in the Master, at fair value	[1]	$ 198,941,091	$ 207,572,661
Redemptions receivable from the Master		1,609,434	7,751,458
Cash at MS&Co.		271,595	184,556
Cash at bank			436
Total assets		200,822,120	215,509,111
Accrued expenses:
Ongoing selling agent fees		303,309	327,053
Management fees		250,394	268,779
General Partner fees		166,930	179,186
Professional fees		203,364	159,108
Redemptions payable to Limited Partners		843,386	6,888,483
Total liabilities		1,767,383	7,822,609
Partners' Capital:
Total partners' capital (net asset value)		199,054,737	207,686,502
Total liabilities and partners' capital		200,822,120	215,509,111
Class A [Member]
Partners' Capital:
Limited Partners		171,307,074	179,443,770
Total partners' capital (net asset value)		$ 171,307,074	$ 179,443,770
Net asset value per Redeemable Unit		$ 1,377.78	$ 1,394.29
Class D [Member]
Partners' Capital:
Limited Partners		$ 23,942,212	$ 24,077,868
Total partners' capital (net asset value)		$ 23,942,212	$ 24,077,868
Net asset value per Redeemable Unit		$ 1,336.57	$ 1,344.14
Class Z [Member]
Partners' Capital:
General Partner		$ 2,183,098	$ 2,539,436
Limited Partners		1,622,353	1,625,428
Total partners' capital (net asset value)		$ 3,805,451	$ 4,164,864
Net asset value per Redeemable Unit		$ 1,382.45	$ 1,385.07
[1]	Defined in Note 1.

Statements of Financial Condit3

Statements of Financial Condition (Parenthetical) - shares	Jun. 30, 2018	Dec. 31, 2017
Class A [Member]
Limited Partners capital, Redeemable Units outstanding	124,335.9437	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		6 Months Ended
		Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Investment Income:
Interest income allocated from the Master		$ 761,427	$ 330,426	$ 1,434,573	$ 581,998
Expenses:
Expenses allocated from the Master		67,608	86,467	148,523	167,071
Ongoing selling agent fees		905,327	1,052,479	1,851,287	2,168,327
Management fees		746,824	851,218	1,525,647	1,740,392
General Partner fees		497,882	567,479	1,017,097	1,160,261
Professional fees		136,845	138,194	278,664	278,494
Total expenses		2,354,486	2,695,837	4,821,218	5,514,545
Net investment loss		(1,593,059)	(2,365,411)	(3,386,645)	(4,932,547)
Net gains (losses) on investment in the Master:
Net realized gains (losses) on closed contracts allocated from the Master		6,665,976	(4,037,730)	4,505,536	4,984,562
Net change in unrealized gains (losses) on open contracts allocated from the Master		1,684,920	(4,657,512)	(3,582,336)	(9,926,850)
Total trading results		8,350,896	(8,695,242)	923,200	(4,942,288)
Net income (loss)		$ 6,757,837	$ (11,060,653)	(2,463,445)	(9,874,835)
Class A [Member]
Net gains (losses) on investment in the Master:
Net income (loss)				$ (2,343,376)	$ (8,904,586)
Net income (loss) per Redeemable Unit	[1]	$ 45.66	$ (63.41)	$ (16.51)	$ (56.98)
Weighted average Redeemable Units outstanding		125,894.2447	157,521.3537	127,592.0665	161,315.9787
Class D [Member]
Net gains (losses) on investment in the Master:
Net income (loss)				$ (135,656)	$ (810,527)
Net income (loss) per Redeemable Unit	[1]	$ 48.34	$ (56.80)	$ (7.57)	$ (46.75)
Weighted average Redeemable Units outstanding		17,913.2276	16,628.8706	17,913.2276	15,284.5136
Class Z [Member]
Net gains (losses) on investment in the Master:
Net income (loss)				$ 15,587	$ (159,722)
Net income (loss) per Redeemable Unit	[1]	$ 52.49	$ (55.89)	$ (2.62)	$ (43.19)
Weighted average Redeemable Units outstanding		2,752.6882	3,418.6332	2,795.0689	3,144.7632
[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 D [Member]Limited Partners [Member]	Class Z [Member]	Class Z [Member]Limited Partners [Member]	Class Z [Member]General Partner [Member]
Balance, value at Dec. 31, 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		$ 32,270,664	$ 275,265		$ 26,210,664		$ 5,000,000		$ 1,060,000	$ 275,265
Subscriptions, Redeemable Units		24,887.784	215.817		20,033.103		4,033.071		821.610	215.817
Redemptions, value		$ (26,156,548)	$ (360,000)		$ (25,144,103)				$ (1,012,445)	$ (360,000)
Redemptions, Redeemable Units		(20,266.919)	(292.144)		(19,445.309)				(821.610)	(292.144)
Net income (loss)	$ (9,874,835)			$ (8,904,586)		$ (810,527)		$ (159,722)
Balance, value at Jun. 30, 2017	$ 213,718,897			$ 189,304,434		$ 21,574,232		$ 2,840,231
Balance, Redeemable Units at Jun. 30, 2017	171,363.3125			151,085.2057		17,973.2276		2,304.8792
Net income (loss)	$ (11,060,653)
Balance, value at Jun. 30, 2017	$ 213,718,897			$ 189,304,434		$ 21,574,232		$ 2,840,231
Balance, Redeemable Units at Jun. 30, 2017	171,363.3125			151,085.2057		17,973.2276		2,304.8792
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		$ 5,046,127			$ 5,046,127
Subscriptions, Redeemable Units		3,583.396			3,583.396
Redemptions, value		$ (10,839,447)	$ (375,000)		$ (10,839,447)					$ (375,000)
Redemptions, Redeemable Units		(7,946.352)	(254.284)		(7,946.352)					(254.284)
Net income (loss)	$ (2,463,445)			$ (2,343,376)		$ (135,656)		$ 15,587
Balance, value at Jun. 30, 2018	$ 199,054,737			$ 171,307,074		$ 23,942,212		$ 3,805,451
Balance, Redeemable Units at Jun. 30, 2018	145,001.8595			124,335.9437		17,913.2276		2,752.6882
Net income (loss)	$ 6,757,837
Balance, value at Jun. 30, 2018	$ 199,054,737			$ 171,307,074		$ 23,942,212		$ 3,805,451
Balance, Redeemable Units at Jun. 30, 2018	145,001.8595			124,335.9437		17,913.2276		2,752.6882

Organization

Organization	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 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 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 June 30, 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 June 30, 2018 and prior to the close of business on December 31, 2017, the Partnership owned approximately 54.1% 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	6 Months Ended
	Jun. 30, 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 June 30, 2018, the results of its operations for the three and six months ended June 30, 2018 and 2017 and the changes in partners’ capital for the six months ended June 30, 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 June 30, 2018 and December 31, 2017 and Statements of Income and Expenses and Changes in Partners’ Capital for the three and six months ended June 30, 2018 and 2017 are presented below: CMF Winton Master L.P. Statements of Financial Condition June 30, December 31, 2018 2017 (Unaudited) Assets: Equity in trading accounts: Unrestricted cash $ 324,169,345 $ 304,851,425 Restricted cash 35,809,016 89,363,569 Net unrealized appreciation on open futures contracts 11,191,152 2,739,533 Net unrealized appreciation on open forward contracts - 11,770,077 Total equity in trading accounts 371,169,513 408,724,604 Cash at bank - 436 Total assets $ 371,169,513 $ 408,725,040 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open forward contracts $ 1,727,104 $ - Accrued expenses: Professional fees 49,807 45,452 Redemptions payable 2,181,356 11,031,281 Total liabilities 3,958,267 11,076,733 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at June 30, 2018 and December 31, 2017 - - Limited Partners, 86,957.1873 and 94,701.5079 Redeemable Units outstanding at June 30, 2018 and December 31, 2017, respectively 367,211,246 397,648,307 Total partners’ capital (net asset value) 367,211,246 397,648,307 Total liabilities and partners’ capital $ 371,169,513 $ 408,725,040 Net asset value per Redeemable Unit $ 4,222.90 $ 4,198.97 CMF Winton Master L.P. Condensed Schedule of Investments June 30, 2018 (Unaudited) Notional ($)/ Number of Fair Value % of Partners’ Futures Contracts Purchased Currencies 543 $ 335,144 0.09 % Energy 1,287 3,570,841 0.97 Grains 23 (537) (0.00) * Indices 358 (478,881) (0.13) Interest Rates U.S. 357 276,836 0.08 Interest Rates Non-U.S. 4,867 1,339,870 0.36 Metals 1 (5,590) (0.00) * Softs 144 (37,899) (0.01) Total futures contracts purchased 4,999,784 1.36 Futures Contracts Sold Currencies 1,462 1,385,929 0.38 Grains 1,544 1,313,551 0.36 Indices 95 5,105 0.00 * Interest Rates U.S. 1,139 (292,470) (0.08) Interest Rates Non-U.S. 2,054 1,260,798 0.34 Livestock 380 (575,550) (0.16) Metals 867 2,594,780 0.71 Softs 1,328 499,225 0.14 Total futures contracts sold 6,191,368 1.69 Net unrealized appreciation on open futures contracts $ 11,191,152 3.05 % Unrealized Appreciation on Open Forward Contracts Currencies $ 57,847,900 $ 1,141,893 0.31 % Metals 632 2,258,373 0.62 Total unrealized appreciation on open forward contracts 3,400,266 0.93 Unrealized Depreciation on Open Forward Contracts Currencies $ 90,250,795 (1,958,748) (0.53) Metals 811 (3,168,622) (0.87) Total unrealized depreciation on open forward contracts (5,127,370) (1.40) Net unrealized depreciation on open forward contracts $ (1,727,104) (0.47) % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2017 Notional ($)/ Number of 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 June 30, Six Months Ended June 30, 2018 2017 2018 2017 Investment Income: Interest income $ 1,395,806 $ 704,553 $ 2,642,141 $ 1,257,555 Expenses: Clearing fees 107,262 148,750 239,651 294,819 Professional fees 17,000 15,947 34,195 31,893 Total expenses 124,262 164,697 273,846 326,712 Net investment income (loss) 1,271,544 539,856 2,368,295 930,843 Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts 12,243,034 (7,862,406 ) 8,904,567 9,941,980 Net change in unrealized gains (losses) on open contracts 3,103,086 (8,673,932 ) (5,294,958 ) (19,047,350 ) Total trading results 15,346,120 (16,536,338 ) 3,609,609 (9,105,370 ) Net income (loss) 16,617,664 (15,996,482 ) 5,977,904 (8,174,527 ) Subscriptions - Limited Partners 1,870,255 7,829,257 9,442,828 33,298,604 Redemptions - Limited Partners (7,006,232 ) (43,391,901 ) (43,498,491 ) (103,242,366 ) Distribution of interest income to feeder funds (1,233,818 ) (704,553 ) (2,359,302 ) (1,121,941 ) Net increase (decrease) in Partners’ Capital 10,247,869 (52,263,679 ) (30,437,061 ) (79,240,230 ) Partners’ Capital, beginning of period 356,963,377 467,316,427 397,648,307 494,292,978 Partners’ Capital, end of period $ 367,211,246 $ 415,052,748 $ 367,211,246 $ 415,052,748 Net asset value per Redeemable Unit (86,957.1873 and 112,224.9575 Redeemable Units outstanding at June 30, 2018 and 2017, respectively) $ 4,222.90 $ 3,698.40 $ 4,222.90 $ 3,698.40 Net income (loss) per Redeemable Unit* $ 188.92 $ (140.83 ) $ 50.19 $ (76.68 ) Weighted average Redeemable Units outstanding 87,980.0004 114,997.3908 89,860.1294 120,503.7656 * 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	6 Months Ended
	Jun. 30, 2018
Investment Company [Abstract]
Financial Highlights	3. Financial Highlights: Financial highlights for the limited partner classes as a whole for the three and six months ended June 30, 2018 and 2017 were as follows: Three Months Ended June 30, 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) $ 57.21 $ 55.39 $ 57.21 $ (49.55 ) $ (47.39 ) $ (48.60 ) Net investment loss (11.55 ) (7.05 ) (4.72 ) (13.86 ) (9.41 ) (7.29 ) Increase (decrease) for the period 45.66 48.34 52.49 (63.41 ) (56.80 ) (55.89 ) Net asset value per Redeemable Unit, beginning of period 1,332.12 1,288.23 1,329.96 1,316.37 1,257.15 1,288.16 Net asset value per Redeemable Unit, end of period $ 1,377.78 $ 1,336.57 $ 1,382.45 $ 1,252.96 $ 1,200.35 $ 1,232.27 Six Months Ended June 30, 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) $ 7.68 $ 7.48 $ 8.12 $ (28.53 ) $ (27.40 ) $ (28.12 ) Net investment loss (24.19 ) (15.05 ) (10.74 ) (28.45 ) (19.35 ) (15.07 ) Increase (decrease) for the period (16.51 ) (7.57 ) (2.62 ) (56.98 ) (46.75 ) (43.19 ) 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 $ 1,377.78 $ 1,336.57 $ 1,382.45 $ 1,252.96 $ 1,200.35 $ 1,232.27 Three Months Ended June 30, 2018 2017 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (3.4 ) % (2.2 ) % (1.4 ) % (4.4 ) % (3.2 ) % (2.7 ) % Operating expenses 5.0 % 3.7 % 2.9 % 5.0 % 3.8 % 3.4 % Incentive fees - % - % - % - % - % % Total expenses 5.0 % 3.7 % 2.9 % 5.0 % 3.8 % 3.4 % Total return: Total return before incentive fees 3.4 % 3.8 % 3.9 % (4.8 ) % (4.5 ) % (4.3 ) % Incentive fees - % - % - % - % - % - % Total return after incentive fees 3.4 % 3.8 % 3.9 % (4.8 ) % (4.5 ) % (4.3 ) % Six Months Ended June 30, 2018 2017 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (3.6 ) % (2.3 ) % (1.5 ) % (4.5 ) % (3.2 ) % (2.9 ) % Operating expenses 5.0 % 3.7 % 2.9 % 5.1 % 3.7 % 3.6 % Incentive fees - % - % - % - % - % - % Total expenses 5.0 % 3.7 % 2.9 % 5.1 % 3.7 % 3.6 % Total return: Total return before incentive fees (1.2 ) % (0.6 ) % (0.2 ) % (4.3 ) % (3.7 ) % (3.4 ) % Incentive fees - % - % - % - % - % - % Total return after incentive fees (1.2 ) % (0.6 ) % (0.2 ) % (4.3 ) % (3.7 ) % (3.4 ) % * 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 June 30, Six Months Ended June 30, 2018 2017 2018 2017 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ 174.47 $ (145.52) $ 23.83 $ (84.40 ) Net investment income (loss) 14.45 4.69 26.36 7.72 Increase (decrease) for the period 188.92 (140.83 ) 50.19 (76.68 ) Distribution of interest income to feeder funds (14.02 ) (6.13 ) (26.26 ) (9.31 ) Net asset value per Redeemable Unit, beginning of period 4,048.00 3,845.36 4,198.97 3,784.39 Net asset value per Redeemable Unit, end of period $ 4,222.90 $ 3,698.40 $ 4,222.90 $ 3,698.40 Three Months Ended June 30, Six Months Ended June 30, 2018 2017 2018 2017 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 1.4 % 0.5 % 1.3 % 0.4 % Operating expenses 0.1 % 0.1 % 0.1 % 0.1 % Total return 4.7 % (3.7 ) % 1.2 % (2.0 ) % * 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	6 Months Ended
	Jun. 30, 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 June 30, 2018 and 2017 was 16,114 and 19,893, respectively. The monthly average number of futures contracts traded by the Master during the six months ended June 30, 2018 and 2017 was 18,319 and 22,536, respectively. The monthly average number of metals forward contracts traded by the Master during the three months ended June 30, 2018 and 2017 was 1,512 and 1,208, respectively. The monthly average number of metals forward contracts traded by the Master during the six months ended June 30, 2018 and 2017 was 1,877 and 1,099, respectively. The monthly average notional value of currency forward contracts traded by the Master during the three months ended June 30, 2018 and 2017 was $165,460,310 and $415,285,012, respectively. The monthly average notional value of currency forward contracts traded by the Master during the six months ended June 30, 2018 and 2017 was $301,094,292 and $431,487,826, 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 June 30, 2018 and December 31, 2017, respectively. Gross Amounts Amounts Gross Amounts Not Offset in the Offset in the Presented in the Statements of Financial Condition Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net June 30, 2018 Recognized Condition Condition Instruments Pledged* Amount Assets MS&Co. Futures $ 13,694,372 $ (2,503,220 ) $ 11,191,152 $ - $ - $ 11,191,152 Forwards 2,258,373 (2,258,373 ) - - - - 15,952,745 (4,761,593 ) 11,191,152 - - 11,191,152 JPMorgan Forwards 1,141,893 (1,141,893 ) - - - - Total assets $ 17,094,638 $ (5,903,486 ) $ 11,191,152 $ - $ - $ 11,191,152 Liabilities MS&Co. Futures $ (2,503,220 ) $ 2,503,220 $ - $ - $ - $ - Forwards (3,168,622 ) 2,258,373 (910,249 ) - - (910,249 ) (5,671,842 ) 4,761,593 (910,249 ) - - (910,249 ) JPMorgan Forwards (1,958,748 ) 1,141,893 (816,855 ) - - (816,855 ) Total liabilities $ (7,630,590 ) $ 5,903,486 $ (1,727,104 ) $ - $ - $ (1,727,104 ) Net fair value $ 9,464,048 * Gross Amounts Amounts Gross Amounts Not Offset in the Offset in the Presented in the Statements of Financial Condition Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net December 31, 2017 Recognized Condition Condition Instruments Pledged* Amount 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 contracts, as applicable, and JPMorgan, as a counterparty to certain of the Master’s non-exchange-traded contracts, has the right to offset the Master’s obligation with the Master’s cash and/or U.S. Treasury bills held by MS&Co. or JPMorgan, as applicable, thereby minimizing MS&Co.’s and JPMorgan’s risk of loss. In certain instances, a counterparty may not post collateral and as such, in the event of default by such counterparty, 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 funds 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 June 30, 2018 and December 31, 2017, respectively. June 30, 2018 Assets Futures Contracts Currencies $ 1,908,158 Energy 3,980,716 Grains 1,374,388 Indices 78,581 Interest Rates U.S. 283,640 Interest Rates Non-U.S. 2,703,872 Livestock 13,730 Metals 2,604,423 Softs 746,864 Total unrealized appreciation on open futures contracts 13,694,372 Liabilities Futures Contracts Currencies (187,085 ) Energy (409,875 ) Grains (61,374 ) Indices (552,357 ) Interest Rates U.S. (299,274 ) Interest Rates Non-U.S. (103,204 ) Livestock (589,280 ) Metals (15,233 ) Softs (285,538 ) Total unrealized depreciation on open futures contracts (2,503,220 ) Net unrealized appreciation on open futures contracts $ 11,191,152 * Assets Forward Contracts Currencies $ 1,141,893 Metals 2,258,373 Total unrealized appreciation on open forward contracts 3,400,266 Liabilities Forward Contracts Currencies (1,958,748 ) Metals (3,168,622 ) Total unrealized depreciation on open forward contracts (5,127,370 ) Net unrealized depreciation on open forward contracts $ (1,727,104 ) ** * 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, 2017 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 and six months ended June 30, 2018 and 2017, respectively. Three Months Ended June 30, Six Months Ended June 30, 2018 2017 2018 2017 Sector Currencies $ (4,991,977 ) $ (11,846,606 ) $ (9,778,245 ) $ (15,698,963 ) Energy 12,003,059 (6,135,873 ) 10,680,376 (10,980,326 ) Grains 2,787,227 (411,123 ) (284,604 ) (2,361,755 ) Indices (500,914 ) 10,641,085 (1,551,637 ) 36,472,260 Interest Rates U.S. 598,680 (2,834,720 ) (275,530 ) (4,249,938 ) Interest Rates Non-U.S. 2,115,996 (6,327,374 ) 3,881,424 (9,443,323 ) Livestock (821,235 ) 1,309,080 (1,033,923 ) 1,681,425 Metals 3,724,674 (3,386,472 ) (5,946 ) (7,614,434 ) Softs 430,610 2,455,665 1,977,694 3,089,684 Total $ 15,346,120 *** $ (16,536,338 ) *** $ 3,609,609 *** $ (9,105,370 ) *** *** 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	6 Months Ended
	Jun. 30, 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 June 30, 2018 Total Level 1 Level 2 Level 3 Assets Futures $ 13,694,372 $ 13,694,372 $ - $ - Forwards 3,400,266 - 3,400,266 - Total assets $ 17,094,638 $ 13,694,372 $ 3,400,266 $ - Liabilities Futures $ 2,503,220 $ 2,503,220 $ - $ - Forwards 5,127,370 - 5,127,370 - Total liabilities $ 7,630,590 $ 2,503,220 $ 5,127,370 $ - 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”) forward 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	6 Months Ended
	Jun. 30, 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	6 Months Ended
	Jun. 30, 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)	6 Months Ended
	Jun. 30, 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]	6 Months Ended
	Jun. 30, 2018
Statements of Financial Condition	CMF Winton Master L.P. Statements of Financial Condition June 30, December 31, 2018 2017 (Unaudited) Assets: Equity in trading accounts: Unrestricted cash $ 324,169,345 $ 304,851,425 Restricted cash 35,809,016 89,363,569 Net unrealized appreciation on open futures contracts 11,191,152 2,739,533 Net unrealized appreciation on open forward contracts - 11,770,077 Total equity in trading accounts 371,169,513 408,724,604 Cash at bank - 436 Total assets $ 371,169,513 $ 408,725,040 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open forward contracts $ 1,727,104 $ - Accrued expenses: Professional fees 49,807 45,452 Redemptions payable 2,181,356 11,031,281 Total liabilities 3,958,267 11,076,733 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at June 30, 2018 and December 31, 2017 - - Limited Partners, 86,957.1873 and 94,701.5079 Redeemable Units outstanding at June 30, 2018 and December 31, 2017, respectively 367,211,246 397,648,307 Total partners’ capital (net asset value) 367,211,246 397,648,307 Total liabilities and partners’ capital $ 371,169,513 $ 408,725,040 Net asset value per Redeemable Unit $ 4,222.90 $ 4,198.97
Condensed Schedule of Investments	CMF Winton Master L.P. Condensed Schedule of Investments June 30, 2018 (Unaudited) Notional ($)/ Number of Fair Value % of Partners’ Futures Contracts Purchased Currencies 543 $ 335,144 0.09 % Energy 1,287 3,570,841 0.97 Grains 23 (537) (0.00) * Indices 358 (478,881) (0.13) Interest Rates U.S. 357 276,836 0.08 Interest Rates Non-U.S. 4,867 1,339,870 0.36 Metals 1 (5,590) (0.00) * Softs 144 (37,899) (0.01) Total futures contracts purchased 4,999,784 1.36 Futures Contracts Sold Currencies 1,462 1,385,929 0.38 Grains 1,544 1,313,551 0.36 Indices 95 5,105 0.00 * Interest Rates U.S. 1,139 (292,470) (0.08) Interest Rates Non-U.S. 2,054 1,260,798 0.34 Livestock 380 (575,550) (0.16) Metals 867 2,594,780 0.71 Softs 1,328 499,225 0.14 Total futures contracts sold 6,191,368 1.69 Net unrealized appreciation on open futures contracts $ 11,191,152 3.05 % Unrealized Appreciation on Open Forward Contracts Currencies $ 57,847,900 $ 1,141,893 0.31 % Metals 632 2,258,373 0.62 Total unrealized appreciation on open forward contracts 3,400,266 0.93 Unrealized Depreciation on Open Forward Contracts Currencies $ 90,250,795 (1,958,748) (0.53) Metals 811 (3,168,622) (0.87) Total unrealized depreciation on open forward contracts (5,127,370) (1.40) Net unrealized depreciation on open forward contracts $ (1,727,104) (0.47) % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2017 Notional ($)/ Number of 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 June 30, Six Months Ended June 30, 2018 2017 2018 2017 Investment Income: Interest income $ 1,395,806 $ 704,553 $ 2,642,141 $ 1,257,555 Expenses: Clearing fees 107,262 148,750 239,651 294,819 Professional fees 17,000 15,947 34,195 31,893 Total expenses 124,262 164,697 273,846 326,712 Net investment income (loss) 1,271,544 539,856 2,368,295 930,843 Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts 12,243,034 (7,862,406 ) 8,904,567 9,941,980 Net change in unrealized gains (losses) on open contracts 3,103,086 (8,673,932 ) (5,294,958 ) (19,047,350 ) Total trading results 15,346,120 (16,536,338 ) 3,609,609 (9,105,370 ) Net income (loss) 16,617,664 (15,996,482 ) 5,977,904 (8,174,527 ) Subscriptions - Limited Partners 1,870,255 7,829,257 9,442,828 33,298,604 Redemptions - Limited Partners (7,006,232 ) (43,391,901 ) (43,498,491 ) (103,242,366 ) Distribution of interest income to feeder funds (1,233,818 ) (704,553 ) (2,359,302 ) (1,121,941 ) Net increase (decrease) in Partners’ Capital 10,247,869 (52,263,679 ) (30,437,061 ) (79,240,230 ) Partners’ Capital, beginning of period 356,963,377 467,316,427 397,648,307 494,292,978 Partners’ Capital, end of period $ 367,211,246 $ 415,052,748 $ 367,211,246 $ 415,052,748 Net asset value per Redeemable Unit (86,957.1873 and 112,224.9575 Redeemable Units outstanding at June 30, 2018 and 2017, respectively) $ 4,222.90 $ 3,698.40 $ 4,222.90 $ 3,698.40 Net income (loss) per Redeemable Unit* $ 188.92 $ (140.83 ) $ 50.19 $ (76.68 ) Weighted average Redeemable Units outstanding 87,980.0004 114,997.3908 89,860.1294 120,503.7656 * 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)	6 Months Ended
	Jun. 30, 2018
Financial Highlights	Financial highlights for the limited partner classes as a whole for the three and six months ended June 30, 2018 and 2017 were as follows: Three Months Ended June 30, 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) $ 57.21 $ 55.39 $ 57.21 $ (49.55 ) $ (47.39 ) $ (48.60 ) Net investment loss (11.55 ) (7.05 ) (4.72 ) (13.86 ) (9.41 ) (7.29 ) Increase (decrease) for the period 45.66 48.34 52.49 (63.41 ) (56.80 ) (55.89 ) Net asset value per Redeemable Unit, beginning of period 1,332.12 1,288.23 1,329.96 1,316.37 1,257.15 1,288.16 Net asset value per Redeemable Unit, end of period $ 1,377.78 $ 1,336.57 $ 1,382.45 $ 1,252.96 $ 1,200.35 $ 1,232.27 Six Months Ended June 30, 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) $ 7.68 $ 7.48 $ 8.12 $ (28.53 ) $ (27.40 ) $ (28.12 ) Net investment loss (24.19 ) (15.05 ) (10.74 ) (28.45 ) (19.35 ) (15.07 ) Increase (decrease) for the period (16.51 ) (7.57 ) (2.62 ) (56.98 ) (46.75 ) (43.19 ) 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 $ 1,377.78 $ 1,336.57 $ 1,382.45 $ 1,252.96 $ 1,200.35 $ 1,232.27 Three Months Ended June 30, 2018 2017 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (3.4 ) % (2.2 ) % (1.4 ) % (4.4 ) % (3.2 ) % (2.7 ) % Operating expenses 5.0 % 3.7 % 2.9 % 5.0 % 3.8 % 3.4 % Incentive fees - % - % - % - % - % % Total expenses 5.0 % 3.7 % 2.9 % 5.0 % 3.8 % 3.4 % Total return: Total return before incentive fees 3.4 % 3.8 % 3.9 % (4.8 ) % (4.5 ) % (4.3 ) % Incentive fees - % - % - % - % - % - % Total return after incentive fees 3.4 % 3.8 % 3.9 % (4.8 ) % (4.5 ) % (4.3 ) % Six Months Ended June 30, 2018 2017 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (3.6 ) % (2.3 ) % (1.5 ) % (4.5 ) % (3.2 ) % (2.9 ) % Operating expenses 5.0 % 3.7 % 2.9 % 5.1 % 3.7 % 3.6 % Incentive fees - % - % - % - % - % - % Total expenses 5.0 % 3.7 % 2.9 % 5.1 % 3.7 % 3.6 % Total return: Total return before incentive fees (1.2 ) % (0.6 ) % (0.2 ) % (4.3 ) % (3.7 ) % (3.4 ) % Incentive fees - % - % - % - % - % - % Total return after incentive fees (1.2 ) % (0.6 ) % (0.2 ) % (4.3 ) % (3.7 ) % (3.4 ) % * 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 June 30, Six Months Ended June 30, 2018 2017 2018 2017 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ 174.47 $ (145.52) $ 23.83 $ (84.40 ) Net investment income (loss) 14.45 4.69 26.36 7.72 Increase (decrease) for the period 188.92 (140.83 ) 50.19 (76.68 ) Distribution of interest income to feeder funds (14.02 ) (6.13 ) (26.26 ) (9.31 ) Net asset value per Redeemable Unit, beginning of period 4,048.00 3,845.36 4,198.97 3,784.39 Net asset value per Redeemable Unit, end of period $ 4,222.90 $ 3,698.40 $ 4,222.90 $ 3,698.40 Three Months Ended June 30, Six Months Ended June 30, 2018 2017 2018 2017 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 1.4 % 0.5 % 1.3 % 0.4 % Operating expenses 0.1 % 0.1 % 0.1 % 0.1 % Total return 4.7 % (3.7 ) % 1.2 % (2.0 ) % * 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]	6 Months Ended
	Jun. 30, 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 June 30, 2018 and December 31, 2017, respectively. Gross Amounts Amounts Gross Amounts Not Offset in the Offset in the Presented in the Statements of Financial Condition Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net June 30, 2018 Recognized Condition Condition Instruments Pledged* Amount Assets MS&Co. Futures $ 13,694,372 $ (2,503,220 ) $ 11,191,152 $ - $ - $ 11,191,152 Forwards 2,258,373 (2,258,373 ) - - - - 15,952,745 (4,761,593 ) 11,191,152 - - 11,191,152 JPMorgan Forwards 1,141,893 (1,141,893 ) - - - - Total assets $ 17,094,638 $ (5,903,486 ) $ 11,191,152 $ - $ - $ 11,191,152 Liabilities MS&Co. Futures $ (2,503,220 ) $ 2,503,220 $ - $ - $ - $ - Forwards (3,168,622 ) 2,258,373 (910,249 ) - - (910,249 ) (5,671,842 ) 4,761,593 (910,249 ) - - (910,249 ) JPMorgan Forwards (1,958,748 ) 1,141,893 (816,855 ) - - (816,855 ) Total liabilities $ (7,630,590 ) $ 5,903,486 $ (1,727,104 ) $ - $ - $ (1,727,104 ) Net fair value $ 9,464,048 * Gross Amounts Amounts Gross Amounts Not Offset in the Offset in the Presented in the Statements of Financial Condition Statements of Statements of Cash Collateral Gross Amounts Financial Financial Financial Received/ Net December 31, 2017 Recognized Condition Condition Instruments Pledged* Amount 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 contracts, as applicable, and JPMorgan, as a counterparty to certain of the Master’s non-exchange-traded contracts, has the right to offset the Master’s obligation with the Master’s cash and/or U.S. Treasury bills held by MS&Co. or JPMorgan, as applicable, thereby minimizing MS&Co.’s and JPMorgan’s risk of loss. In certain instances, a counterparty may not post collateral and as such, in the event of default by such counterparty, 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 funds 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 June 30, 2018 and December 31, 2017, respectively. June 30, 2018 Assets Futures Contracts Currencies $ 1,908,158 Energy 3,980,716 Grains 1,374,388 Indices 78,581 Interest Rates U.S. 283,640 Interest Rates Non-U.S. 2,703,872 Livestock 13,730 Metals 2,604,423 Softs 746,864 Total unrealized appreciation on open futures contracts 13,694,372 Liabilities Futures Contracts Currencies (187,085 ) Energy (409,875 ) Grains (61,374 ) Indices (552,357 ) Interest Rates U.S. (299,274 ) Interest Rates Non-U.S. (103,204 ) Livestock (589,280 ) Metals (15,233 ) Softs (285,538 ) Total unrealized depreciation on open futures contracts (2,503,220 ) Net unrealized appreciation on open futures contracts $ 11,191,152 * Assets Forward Contracts Currencies $ 1,141,893 Metals 2,258,373 Total unrealized appreciation on open forward contracts 3,400,266 Liabilities Forward Contracts Currencies (1,958,748 ) Metals (3,168,622 ) Total unrealized depreciation on open forward contracts (5,127,370 ) Net unrealized depreciation on open forward contracts $ (1,727,104 ) ** * 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, 2017 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 and six months ended June 30, 2018 and 2017, respectively. Three Months Ended June 30, Six Months Ended June 30, 2018 2017 2018 2017 Sector Currencies $ (4,991,977 ) $ (11,846,606 ) $ (9,778,245 ) $ (15,698,963 ) Energy 12,003,059 (6,135,873 ) 10,680,376 (10,980,326 ) Grains 2,787,227 (411,123 ) (284,604 ) (2,361,755 ) Indices (500,914 ) 10,641,085 (1,551,637 ) 36,472,260 Interest Rates U.S. 598,680 (2,834,720 ) (275,530 ) (4,249,938 ) Interest Rates Non-U.S. 2,115,996 (6,327,374 ) 3,881,424 (9,443,323 ) Livestock (821,235 ) 1,309,080 (1,033,923 ) 1,681,425 Metals 3,724,674 (3,386,472 ) (5,946 ) (7,614,434 ) Softs 430,610 2,455,665 1,977,694 3,089,684 Total $ 15,346,120 *** $ (16,536,338 ) *** $ 3,609,609 *** $ (9,105,370 ) *** *** 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)	6 Months Ended
	Jun. 30, 2018
CMF Winton Master L.P. [Member]
Master's Fair Value Measurements	Transfers between levels are recognized at the beginning of the reporting period. June 30, 2018 Total Level 1 Level 2 Level 3 Assets Futures $ 13,694,372 $ 13,694,372 $ - $ - Forwards 3,400,266 - 3,400,266 - Total assets $ 17,094,638 $ 13,694,372 $ 3,400,266 $ - Liabilities Futures $ 2,503,220 $ 2,503,220 $ - $ - Forwards 5,127,370 - 5,127,370 - Total liabilities $ 7,630,590 $ 2,503,220 $ 5,127,370 $ - 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”) forward 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)	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Maximum amount of partnership assets allocated to trading advisor	1.5 times
Percentage of Partnership owned	54.10%	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 ($)	6 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Accounting Policies [Abstract]
Cash denominated in foreign currencies	$ 3,058,991	$ 16,294,826
Cost of foreign currencies	3,096,036	16,082,475
Cash held for margin requirements	35,809,016	$ 89,363,569
Uncertain tax position	$ 0
Open tax year	2014 2015 2016 2017

Basis of Presentation and Sum20

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Detail) - USD ($)	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016
Equity in trading accounts:
Restricted cash	$ 35,809,016		$ 89,363,569
Cash at bank			436
Total assets	200,822,120		215,509,111
Accrued expenses:
Professional fees	203,364		159,108
Total liabilities	1,767,383		7,822,609
Partners' Capital:
Total partners' capital (net asset value)	199,054,737		207,686,502	$ 213,718,897		$ 217,564,351
Total liabilities and partners' capital	200,822,120		215,509,111
CMF Winton Master L.P. [Member]
Equity in trading accounts:
Unrestricted cash	324,169,345		304,851,425
Restricted cash	35,809,016		89,363,569
Net unrealized appreciation on open contracts	11,191,152		14,509,610
Total equity in trading accounts	371,169,513		408,724,604
Cash at bank			436
Total assets	371,169,513		408,725,040
Liabilities:
Net unrealized depreciation on open contracts	1,727,104
Accrued expenses:
Professional fees	49,807		45,452
Redemptions payable	2,181,356		11,031,281
Total liabilities	3,958,267		11,076,733
Partners' Capital:
General Partner, 0.0000 Redeemable Units outstanding at June 30, 2018 and December 31, 2017	0		0
Limited Partners, 86,957.1873 and 94,701.5079 Redeemable Units outstanding at June 30, 2018 and December 31, 2017, respectively	367,211,246		397,648,307
Total partners' capital (net asset value)	367,211,246	$ 356,963,377	397,648,307	$ 415,052,748	$ 467,316,427	$ 494,292,978
Total liabilities and partners' capital	$ 371,169,513		$ 408,725,040
Net asset value per Redeemable Unit	$ 4,222.90	$ 4,048	$ 4,198.97	$ 3,698.40	$ 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	$ 11,191,152		$ 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	$ 1,727,104

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	Jun. 30, 2018	Dec. 31, 2017
Condensed Financial Statements, Captions [Line Items]
General Partner, Unit outstanding	0	0
Limited Partners, Units outstanding	86,957.1873	94,701.5079

Basis of Presentation and Sum22

Basis of Presentation and Summary of Significant Accounting Policies - Condensed Schedule of Investments (Detail)		Jun. 30, 2018USD ($)Derivative	Dec. 31, 2017USD ($)Derivative
Schedule of Investments [Line Items]
Investment in Master, at fair value	[1]	$ 198,941,091	$ 207,572,661
CMF Winton Master L.P. [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation (depreciation) on open contracts		$ (1,727,104)	$ 11,770,077
Percentage of Partners' Capital		(0.47%)	2.96%
Total unrealized appreciation on open contracts		$ 3,400,266	$ 15,403,458
Total unrealized depreciation on open contracts		(5,127,370)	(3,633,381)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Notional		57,847,900	294,169,601
Total unrealized appreciation on open contracts		1,141,893	5,389,790
Notional		90,250,795	141,664,343
Total unrealized depreciation on open contracts		(1,958,748)	(1,246,670)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		2,258,373	10,013,668
Total unrealized depreciation on open contracts		$ (3,168,622)	$ (2,386,711)
CMF Winton Master L.P. [Member] | Unrealized Depreciation [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		(1.40%)	(0.91%)
CMF Winton Master L.P. [Member] | Unrealized Depreciation [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		(0.53%)	(0.31%)
CMF Winton Master L.P. [Member] | Unrealized Depreciation [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		811	554
Percentage of Partners' Capital		(0.87%)	(0.60%)
CMF Winton Master L.P. [Member] | Unrealized Appreciation [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		0.93%	3.87%
CMF Winton Master L.P. [Member] | Unrealized Appreciation [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		0.31%	1.36%
CMF Winton Master L.P. [Member] | Unrealized Appreciation [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		632	1,920
Percentage of Partners' Capital		0.62%	2.51%
CMF Winton Master L.P. [Member] | Futures Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation (depreciation) on open contracts		$ 11,191,152	$ 2,739,533
Percentage of Partners' Capital		3.05%	0.69%
Total unrealized appreciation on open contracts		$ 13,694,372	$ 13,523,003
Total unrealized depreciation on open contracts		(2,503,220)	(10,783,470)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		1,908,158	906,387
Total unrealized depreciation on open contracts		(187,085)	(2,195,338)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Energy [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		3,980,716	4,524,315
Total unrealized depreciation on open contracts		(409,875)	(1,819,620)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Grains [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		1,374,388	485,142
Total unrealized depreciation on open contracts		(61,374)	(68,601)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Indices [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		78,581	4,060,424
Total unrealized depreciation on open contracts		(552,357)	(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		283,640	702,601
Total unrealized depreciation on open contracts		(299,274)	(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		2,703,872	736,601
Total unrealized depreciation on open contracts		(103,204)	(1,561,929)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		2,604,423	513,345
Total unrealized depreciation on open contracts		(15,233)	(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		746,864	1,425,303
Total unrealized depreciation on open contracts		(285,538)	(560,348)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		13,730	168,885
Total unrealized depreciation on open contracts		(589,280)	(190,110)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 4,999,784	$ 5,825,490
Percentage of Partners' Capital		1.36%	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		543	1,445
Investment in Master, at fair value		$ 335,144	$ 140,462
Percentage of Partners' Capital		0.09%	0.04%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,287	1,407
Investment in Master, at fair value		$ 3,570,841	$ 4,381,395
Percentage of Partners' Capital		0.97%	1.10%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		23	163
Investment in Master, at fair value		$ (537)	$ (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		358	5,207
Investment in Master, at fair value		$ (478,881)	$ 2,038,758
Percentage of Partners' Capital		(0.13%)	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		357	725
Investment in Master, at fair value		$ 276,836	$ (243,258)
Percentage of Partners' Capital		0.08%	(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		4,867	2,782
Investment in Master, at fair value		$ 1,339,870	$ (1,373,334)
Percentage of Partners' Capital		0.36%	(0.35%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1	156
Investment in Master, at fair value		$ (5,590)	$ 510,437
Percentage of Partners' Capital		0.00%	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		144	127
Investment in Master, at fair value		$ (37,899)	$ 426,592
Percentage of Partners' Capital		(0.01%)	0.11%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative			334
Investment in Master, at fair value			$ (21,225)
Percentage of Partners' Capital			(0.01%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 6,191,368	$ (3,085,957)
Percentage of Partners' Capital		1.69%	(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		1,462	2,218
Investment in Master, at fair value		$ 1,385,929	$ (1,429,413)
Percentage of Partners' Capital		0.38%	(0.36%)
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%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,544	1,558
Investment in Master, at fair value		$ 1,313,551	$ 450,878
Percentage of Partners' Capital		0.36%	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		95	898
Investment in Master, at fair value		$ 5,105	$ (516,603)
Percentage of Partners' Capital		0.00%	(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		1,139	1,724
Investment in Master, at fair value		$ (292,470)	$ 605,827
Percentage of Partners' Capital		(0.08%)	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		2,054	3,798
Investment in Master, at fair value		$ 1,260,798	$ 548,006
Percentage of Partners' Capital		0.34%	0.14%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		867	331
Investment in Master, at fair value		$ 2,594,780	$ (1,506,315)
Percentage of Partners' Capital		0.71%	(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		1,328	1,845
Investment in Master, at fair value		$ 499,225	$ 438,363
Percentage of Partners' Capital		0.14%	0.11%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		380
Investment in Master, at fair value		$ (575,550)
Percentage of Partners' Capital		(0.16%)
[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		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Investment Income:
Interest income	$ 761,427	$ 330,426	$ 1,434,573	$ 581,998
Expenses:
Professional fees	136,845	138,194	278,664	278,494
Total expenses	2,354,486	2,695,837	4,821,218	5,514,545
Net investment income (loss)	(1,593,059)	(2,365,411)	(3,386,645)	(4,932,547)
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	6,665,976	(4,037,730)	4,505,536	4,984,562
Net change in unrealized gains (losses) on open contracts	1,684,920	(4,657,512)	(3,582,336)	(9,926,850)
Total trading results	8,350,896	(8,695,242)	923,200	(4,942,288)
Net income (loss)	6,757,837	(11,060,653)	(2,463,445)	(9,874,835)
Balance, value			207,686,502	217,564,351
Balance, value	199,054,737	213,718,897	199,054,737	213,718,897
CMF Winton Master L.P. [Member]
Investment Income:
Interest income	1,395,806	704,553	2,642,141	1,257,555
Expenses:
Clearing fees	107,262	148,750	239,651	294,819
Professional fees	17,000	15,947	34,195	31,893
Total expenses	124,262	164,697	273,846	326,712
Net investment income (loss)	1,271,544	539,856	2,368,295	930,843
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts	12,243,034	(7,862,406)	8,904,567	9,941,980
Net change in unrealized gains (losses) on open contracts	3,103,086	(8,673,932)	(5,294,958)	(19,047,350)
Total trading results	15,346,120	(16,536,338)	3,609,609	(9,105,370)
Net income (loss)	16,617,664	(15,996,482)	5,977,904	(8,174,527)
Subscriptions - Limited Partners	1,870,255	7,829,257	9,442,828	33,298,604
Redemptions - Limited Partners	(7,006,232)	(43,391,901)	(43,498,491)	(103,242,366)
Distribution of interest income to feeder funds	(1,233,818)	(704,553)	(2,359,302)	(1,121,941)
Net increase (decrease) in Partners' Capital	10,247,869	(52,263,679)	(30,437,061)	(79,240,230)
Balance, value	356,963,377	467,316,427	397,648,307	494,292,978
Balance, value	$ 367,211,246	$ 415,052,748	$ 367,211,246	$ 415,052,748
Net asset value per Redeemable Unit (86,957.1873 and 112,224.9575 Redeemable Units outstanding at June 30, 2018 and 2017, respectively)	$ 4,222.90	$ 3,698.40	$ 4,222.90	$ 3,698.40	$ 4,048	$ 4,198.97	$ 3,845.36	$ 3,784.39
Net income (loss) per Redeemable Unit	$ 188.92	$ (140.83)	$ 50.19	$ (76.68)
Weighted average Redeemable Units outstanding	87,980.0004	114,997.3908	89,860.1294	120,503.7656

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	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017	Dec. 31, 2016
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	145,001.8595	149,619.0995	171,363.3125	166,818.7745
CMF Winton Master L.P. [Member]
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	86,957.1873		112,224.9575

Financial Highlights - Financia

Financial Highlights - Financial Highlights for Limited Partner Classes (Detail) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
CMF Winton Master L.P. [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	$ 174.47	$ (145.52)	$ 23.83	$ (84.40)
Net investment income (loss)	14.45	4.69	26.36	7.72
Increase (decrease) for the period	188.92	(140.83)	50.19	(76.68)
Distribution of interest income to feeder funds	(14.02)	(6.13)	(26.26)	(9.31)
Net asset value per Redeemable Unit, beginning of period	4,048	3,845.36	4,198.97	3,784.39
Net asset value per Redeemable Unit, end of period	$ 4,222.90	$ 3,698.40	$ 4,222.90	$ 3,698.40
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	1.40%	0.50%	1.30%	0.40%
Operating expenses	0.10%	0.10%	0.10%	0.10%
Total return	4.70%	(3.70%)	1.20%	(2.00%)
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	$ 1,377.78		1,377.78
Class A [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	57.21	$ (49.55)	7.68	$ (28.53)
Net investment income (loss)	(11.55)	(13.86)	(24.19)	(28.45)
Increase (decrease) for the period	45.66	(63.41)	(16.51)	(56.98)
Net asset value per Redeemable Unit, beginning of period	1,332.12	1,316.37	1,394.29	1,309.94
Net asset value per Redeemable Unit, end of period	$ 1,377.78	$ 1,252.96	$ 1,377.78	$ 1,252.96
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(3.40%)	(4.40%)	(3.60%)	(4.50%)
Operating expenses	5.00%	5.00%	5.00%	5.10%
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total expenses	5.00%	5.00%	5.00%	5.10%
Total return:
Total return before incentive fees	3.40%	(4.80%)	(1.20%)	(4.30%)
Incentive fees	(0.00%)	(0.00%)	(0.00%)	(0.00%)
Total return after incentive fees	3.40%	(4.80%)	(1.20%)	(4.30%)
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	$ 1,336.57		1,336.57
Class D [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	55.39	$ (47.39)	7.48	$ (27.40)
Net investment income (loss)	(7.05)	(9.41)	(15.05)	(19.35)
Increase (decrease) for the period	48.34	(56.80)	(7.57)	(46.75)
Net asset value per Redeemable Unit, beginning of period	1,288.23	1,257.15	1,344.14	1,247.10
Net asset value per Redeemable Unit, end of period	$ 1,336.57	$ 1,200.35	$ 1,336.57	$ 1,200.35
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(2.20%)	(3.20%)	(2.30%)	(3.20%)
Operating expenses	3.70%	3.80%	3.70%	3.70%
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total expenses	3.70%	3.80%	3.70%	3.70%
Total return:
Total return before incentive fees	3.80%	(4.50%)	(0.60%)	(3.70%)
Incentive fees	(0.00%)	(0.00%)	(0.00%)	(0.00%)
Total return after incentive fees	3.80%	(4.50%)	(0.60%)	(3.70%)
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	$ 1,382.45		1,382.45
Class Z [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	57.21	$ (48.60)	8.12	$ (28.12)
Net investment income (loss)	(4.72)	(7.29)	(10.74)	(15.07)
Increase (decrease) for the period	52.49	(55.89)	(2.62)	(43.19)
Net asset value per Redeemable Unit, beginning of period	1,329.96	1,288.16	1,385.07	1,275.46
Net asset value per Redeemable Unit, end of period	$ 1,382.45	$ 1,232.27	$ 1,382.45	$ 1,232.27
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(1.40%)	(2.70%)	(1.50%)	(2.90%)
Operating expenses	2.90%	3.40%	2.90%	3.60%
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total expenses	2.90%	3.40%	2.90%	3.60%
Total return:
Total return before incentive fees	3.90%	(4.30%)	(0.20%)	(3.40%)
Incentive fees	(0.00%)	(0.00%)	(0.00%)	(0.00%)
Total return after incentive fees	3.90%	(4.30%)	(0.20%)	(3.40%)

Trading Activities - Additional

Trading Activities - Additional Information (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2018USD ($)Contract	Jun. 30, 2017USD ($)Contract	Jun. 30, 2018USD ($)Contract	Jun. 30, 2017USD ($)Contract
Trading Activity, Gains and Losses, Net [Line Items]
Monthly average number of futures contracts traded	16,114	19,893	18,319	22,536
Monthly average number of metals forward contracts traded	1,512	1,208	1,877	1,099
Forward Contracts [Member] | Currencies [Member] | Weighted Average [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Average notional values of currency forward contracts | $	$ 165,460,310	$ 415,285,012	$ 301,094,292	$ 431,487,826

Trading Activities - Summary of

Trading Activities - Summary of Valuation of Master's Investments (Detail) - CMF Winton Master L.P. [Member] - USD ($)	Jun. 30, 2018	Dec. 31, 2017
Derivative [Line Items]
Gross Amounts Recognized, Assets	$ 17,094,638	$ 28,926,461
Gross Amounts Offset in the Statements of Financial Condition, Assets	(5,903,486)	(14,416,851)
Amounts Presented in the Statements of Financial Condition, Assets	11,191,152	14,509,610
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	11,191,152	14,509,610
Gross Amounts Recognized, Liabilities	(7,630,590)	(14,416,851)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	5,903,486	14,416,851
Amounts Presented in the Statements of Financial Condition, Liabilities	(1,727,104)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities	(1,727,104)
Net fair value	9,464,048	14,509,610
MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	15,952,745	23,536,671
Gross Amounts Offset in the Statements of Financial Condition, Assets	(4,761,593)	(13,170,181)
Amounts Presented in the Statements of Financial Condition, Assets	11,191,152	10,366,490
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	11,191,152	10,366,490
Gross Amounts Recognized, Liabilities	(5,671,842)	(13,170,181)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	4,761,593	13,170,181
Amounts Presented in the Statements of Financial Condition, Liabilities	(910,249)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities	(910,249)
Futures Contracts [Member]
Derivative [Line Items]
Amounts Presented in the Statements of Financial Condition, Assets	11,191,152	2,739,533
Futures Contracts [Member] | MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	13,694,372	13,523,003
Gross Amounts Offset in the Statements of Financial Condition, Assets	(2,503,220)	(10,783,470)
Amounts Presented in the Statements of Financial Condition, Assets	11,191,152	2,739,533
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	11,191,152	2,739,533
Gross Amounts Recognized, Liabilities	(2,503,220)	(10,783,470)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	2,503,220	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	(1,727,104)
Forward Contracts [Member] | MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	2,258,373	10,013,668
Gross Amounts Offset in the Statements of Financial Condition, Assets	(2,258,373)	(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	(3,168,622)	(2,386,711)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	2,258,373	2,386,711
Amounts Presented in the Statements of Financial Condition, Liabilities	(910,249)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities	(910,249)
Forward Contracts [Member] | JPMorgan [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	1,141,893	5,389,790
Gross Amounts Offset in the Statements of Financial Condition, Assets	(1,141,893)	(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	(1,958,748)	(1,246,670)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	1,141,893	1,246,670
Amounts Presented in the Statements of Financial Condition, Liabilities	(816,855)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	$ 0
Net Amount, Liabilities	$ (816,855)

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 ($)	Jun. 30, 2018	Dec. 31, 2017
Futures Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	$ 13,694,372	$ 13,523,003
Total unrealized depreciation on open contracts	(2,503,220)	(10,783,470)
Net unrealized appreciation (depreciation) on open contracts	11,191,152	2,739,533
Futures Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,908,158	906,387
Total unrealized depreciation on open contracts	(187,085)	(2,195,338)
Futures Contracts [Member] | Energy [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	3,980,716	4,524,315
Total unrealized depreciation on open contracts	(409,875)	(1,819,620)
Futures Contracts [Member] | Grains [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,374,388	485,142
Total unrealized depreciation on open contracts	(61,374)	(68,601)
Futures Contracts [Member] | Indices [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	78,581	4,060,424
Total unrealized depreciation on open contracts	(552,357)	(2,538,269)
Futures Contracts [Member] | Interest Rates U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	283,640	702,601
Total unrealized depreciation on open contracts	(299,274)	(340,032)
Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	2,703,872	736,601
Total unrealized depreciation on open contracts	(103,204)	(1,561,929)
Futures Contracts [Member] | Livestock [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	13,730	168,885
Total unrealized depreciation on open contracts	(589,280)	(190,110)
Futures Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	2,604,423	513,345
Total unrealized depreciation on open contracts	(15,233)	(1,509,223)
Futures Contracts [Member] | Softs [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	746,864	1,425,303
Total unrealized depreciation on open contracts	(285,538)	(560,348)
Forward Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	3,400,266	15,403,458
Total unrealized depreciation on open contracts	(5,127,370)	(3,633,381)
Net unrealized appreciation (depreciation) on open contracts	(1,727,104)	11,770,077
Forward Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,141,893	5,389,790
Total unrealized depreciation on open contracts	(1,958,748)	(1,246,670)
Forward Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	2,258,373	10,013,668
Total unrealized depreciation on open contracts	$ (3,168,622)	$ (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		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative [Line Items]
Trading gains and losses	$ 15,346,120	$ (16,536,338)	$ 3,609,609	$ (9,105,370)
Currencies [Member]
Derivative [Line Items]
Trading gains and losses	(4,991,977)	(11,846,606)	(9,778,245)	(15,698,963)
Energy [Member]
Derivative [Line Items]
Trading gains and losses	12,003,059	(6,135,873)	10,680,376	(10,980,326)
Grains [Member]
Derivative [Line Items]
Trading gains and losses	2,787,227	(411,123)	(284,604)	(2,361,755)
Indices [Member]
Derivative [Line Items]
Trading gains and losses	(500,914)	10,641,085	(1,551,637)	36,472,260
Interest Rates U.S. [Member]
Derivative [Line Items]
Trading gains and losses	598,680	(2,834,720)	(275,530)	(4,249,938)
Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Trading gains and losses	2,115,996	(6,327,374)	3,881,424	(9,443,323)
Livestock [Member]
Derivative [Line Items]
Trading gains and losses	(821,235)	1,309,080	(1,033,923)	1,681,425
Metals [Member]
Derivative [Line Items]
Trading gains and losses	3,724,674	(3,386,472)	(5,946)	(7,614,434)
Softs [Member]
Derivative [Line Items]
Trading gains and losses	$ 430,610	$ 2,455,665	$ 1,977,694	$ 3,089,684

Fair Value Measurements - Maste

Fair Value Measurements - Master's Fair Value Measurements (Detail) - USD ($)	Jun. 30, 2018	Dec. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	$ 17,094,638	$ 28,926,461
Derivative Liabilities	7,630,590	14,416,851
Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	13,694,372	13,523,003
Derivative Liabilities	2,503,220	10,783,470
Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	3,400,266	15,403,458
Derivative Liabilities	5,127,370	3,633,381
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	13,694,372	13,523,003
Derivative Liabilities	2,503,220	10,783,470
Level 1 [Member] | Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	13,694,372	13,523,003
Derivative Liabilities	2,503,220	10,783,470
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	3,400,266	15,403,458
Derivative Liabilities	5,127,370	3,633,381
Level 2 [Member] | Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	3,400,266	15,403,458
Derivative Liabilities	$ 5,127,370	$ 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)	6 Months Ended
	Jun. 30, 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	30.00%
Credit Concentration Risk [Member] | Master's Contracts [Member] | Over the Counter [Member] | Maximum [Member]
Concentration Risk [Line Items]
Concentration risk percentage	37.70%