Ceres Abingdon (ABFF) 10-Q 8 Aug 19 2019 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2019	Jul. 31, 2019
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2019
Document Fiscal Year Focus	2019
Document Fiscal Period Focus	Q2
Entity Registrant Name	CERES ABINGDON L.P.
Entity Central Index Key	0001386164
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Entity Emerging Growth Company	false
Entity Small Business	false
Entity Current Reporting Status	Yes
Entity Shell Company	false
Entity Interactive Data Current	Yes
Entity Address, State or Province	NY
Class A [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		102,237.3917
Class D [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		11,704.4906
Class Z [Member]
Document Information [Line Items]
Entity Common Stock, Shares Outstanding		227.0972

Statements of Financial Conditi

Statements of Financial Condition - USD ($)		Jun. 30, 2019	Dec. 31, 2018
Assets:
Investment in the Master(1) , at fair value	[1]	$ 161,167,119	$ 183,004,312
Redemptions receivable from the Master		3,802,418	1,543,808
Cash at MS&Co.		295,346	333,269
Total assets		165,264,883	184,881,389
Accrued expenses:
Ongoing selling agent fees		246,416	278,171
Management fees		205,996	230,423
General Partner fees		137,331	153,615
Professional fees		221,441	264,945
Redemptions payable to Limited Partners		3,172,934	836,276
Total liabilities		3,984,118	1,763,430
Partners' Capital:
Total partners' capital (net asset value)		161,280,765	183,117,959
Total liabilities and partners' capital		165,264,883	184,881,389
Class A [Member]
Partners' Capital:
Limited Partners		135,382,989	156,601,179
Total partners' capital (net asset value)		$ 135,382,989	$ 156,601,179
Net asset value per Redeemable Unit		$ 1,295.88	$ 1,313.04
Class D [Member]
Partners' Capital:
Limited Partners		$ 22,802,983	$ 22,960,575
Total partners' capital (net asset value)		$ 22,802,983	$ 22,960,575
Net asset value per Redeemable Unit		$ 1,272.97	$ 1,281.77
Class Z [Member]
Partners' Capital:
General Partner		$ 1,785,238	$ 2,006,492
Limited Partners		1,309,555	1,549,713
Total partners' capital (net asset value)		$ 3,094,793	$ 3,556,205
Net asset value per Redeemable Unit		$ 1,326.60	$ 1,330.76
[1]	Defined in Note 1.

Statements of Financial Condi_2

Statements of Financial Condition (Parenthetical) - shares	Jun. 30, 2019	Dec. 31, 2018
Class A [Member]
Limited Partners capital, Redeemable Units outstanding	104,471.9507	119,266.5507
Class D [Member]
Limited Partners capital, Redeemable Units outstanding	17,913.2276	17,913.2276
Class Z [Member]
General Partner capital, Redeemable Units outstanding	1,345.7280	1,507.7830
Limited Partners capital, Redeemable Units outstanding	987.1542	1,164.5352

Statements of Income and Expens

Statements of Income and Expenses - USD ($)		3 Months Ended		6 Months Ended
		Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Investment Income:
Interest income allocated from the Master		$ 903,159	$ 761,427	$ 1,871,206	$ 1,434,573
Expenses:
Expenses allocated from the Master		77,789	67,608	135,162	148,523
Ongoing selling agent fees		772,242	905,327	1,577,442	1,851,287
Management fees		644,809	746,824	1,313,648	1,525,647
General Partner fees		429,873	497,882	875,766	1,017,097
Professional fees		121,621	136,845	245,193	278,664
Total expenses		2,046,334	2,354,486	4,147,211	4,821,218
Net investment loss		(1,143,175)	(1,593,059)	(2,276,005)	(3,386,645)
Net gains (losses) on investment in the Master:
Net realized gains (losses) on closed contracts allocated from the Master		(855,277)	6,665,976	(7,997,354)	4,505,536
Net change in unrealized gains (losses) on open contracts allocated from the Master		(798,035)	1,684,920	8,248,215	(3,582,336)
Total trading results		(1,653,312)	8,350,896	250,861	923,200
Net income (loss)		(2,796,487)	6,757,837	(2,025,144)	(2,463,445)
Class A [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ (2,430,334)	$ 5,747,580	$ (1,868,507)	$ (2,343,376)
Net income (loss) per Redeemable Unit	[1]	$ (23.06)	$ 45.66	$ (17.16)	$ (16.51)
Weighted average Redeemable Units outstanding		109,616.2167	125,894.2447	113,315.4159	127,592.0665
Class D [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ (333,178)	$ 865,769	$ (157,592)	$ (135,656)
Net income (loss) per Redeemable Unit	[1]	$ (18.60)	$ 48.34	$ (8.80)	$ (7.57)
Weighted average Redeemable Units outstanding		17,913.2276	17,913.2276	17,913.2276	17,913.2276
Class Z [Member]
Net gains (losses) on investment in the Master:
Net income (loss)		$ (32,975)	$ 144,488	$ 955	$ 15,587
Net income (loss) per Redeemable Unit	[1]	$ (16.85)	$ 52.49	$ (4.16)	$ (2.62)
Weighted average Redeemable Units outstanding		2,505.1545	2,752.6882	2,588.7364	2,795.0689
[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 A [Member]General Partner [Member]	Class D [Member]	Class D [Member]Limited Partners [Member]	Class D [Member]General Partner [Member]	Class Z [Member]	Class Z [Member]Limited Partners [Member]	Class Z [Member]General Partner [Member]
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		3,583.3960			3,583.3960
Redemptions, value		$ (10,839,447)	$ (375,000)		$ (10,839,447)							$ (375,000)
Redemptions, Redeemable Units		(7,946.3520)	(254.2840)		(7,946.3520)							(254.2840)
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
Balance, value at Mar. 31, 2018	$ 194,889,173			$ 168,151,767			$ 23,076,443			$ 3,660,963
Balance, Redeemable Units at Mar. 31, 2018	146,894.6295			126,228.7137			17,913.2276			2,752.6882
Subscriptions, value		$ 1,862,000			$ 1,862,000
Subscriptions, Redeemable Units		1,389.9510			1,389.9510
Redemptions, value		$ (4,454,273)			$ (4,454,273)
Redemptions, Redeemable Units			(3,282.7210)		(3,282.7210)
Net income (loss)	$ 6,757,837			$ 5,747,580			$ 865,769			$ 144,488
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
Balance, value at Dec. 31, 2018	$ 183,117,959			$ 156,601,179			$ 22,960,575			$ 3,556,205
Balance, Redeemable Units at Dec. 31, 2018	139,852.0965			119,266.5507			17,913.2276			2,672.3182
Subscriptions, value		$ 274,653			$ 274,653			$ 0			$ 0
Subscriptions, Redeemable Units		211.0500			211.0500			0			0
Redemptions, value		$ (19,861,690)	$ (225,013)		$ (19,624,336)	$ 0		$ 0	$ 0		$ (237,354)	$ (225,013)
Redemptions, Redeemable Units		(15,183.0310)	(162.0550)		(15,005.6500)	0		0	0		(177.3810)	(162.0550)
Net income (loss)	$ (2,025,144)			$ (1,868,507)			$ (157,592)			$ 955
Balance, value at Jun. 30, 2019	$ 161,280,765			$ 135,382,989			$ 22,802,983			$ 3,094,793
Balance, Redeemable Units at Jun. 30, 2019	124,718.0605			104,471.9507			17,913.2276			2,332.8822
Balance, value at Mar. 31, 2019	$ 174,126,924			$ 147,400,628			$ 23,136,161			$ 3,590,135
Balance, Redeemable Units at Mar. 31, 2019	132,342.5505			111,757.0047			17,913.2276			2,672.3182
Subscriptions, value		$ 74,653			$ 74,653			$ 0			$ 0
Subscriptions, Redeemable Units		54.8560			54.8560			0			0
Redemptions, value		$ (9,899,312)	$ (225,013)		$ (9,661,958)	$ 0		$ 0	$ 0		$ (237,354)	$ (225,013)
Redemptions, Redeemable Units		(7,517.2910)	(162.0550)		(7,339.9100)	0		0	0		(177.3810)	(162.0550)
Net income (loss)	$ (2,796,487)			$ (2,430,334)			$ (333,178)			$ (32,975)
Balance, value at Jun. 30, 2019	$ 161,280,765			$ 135,382,989			$ 22,802,983			$ 3,094,793
Balance, Redeemable Units at Jun. 30, 2019	124,718.0605			104,471.9507			17,913.2276			2,332.8822

Organization

Organization	6 Months Ended
	Jun. 30, 2019
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Organization	1. Organization: Ceres 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, 2019, all trading decisions for the Partnership are made by Winton Capital Management Limited (the “Advisor”). During the reporting periods ended June 30, 2019 and 2018, 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 contract counterparty for the Master. The Partnership and the Master 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 pursuant to Diversified Macro Strategies (formerly, the Winton Futures 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, 2019. 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, 2019 and December 31, 2018, the Partnership owned approximately 59.1% and 53.9%, respectively, of the Master. The Partnership intends to continue to invest substantially all of its assets in the Master. The performance of the Partnership is directly affected by the performance of the Master. The Master’s trading of futures, forward, swap and option contracts, if applicable, on commodities is done primarily on U.S. 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, 2019
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, 2019, and the results of its operations and the changes in partners’ capital for the three and six months ended June 30, 2019 and 2018. 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, 2019 and December 31, 2018 and Statements of Income and Expenses and Changes in Partners’ Capital for the three and six months ended June 30, 2019 and 2018 are presented below: CMF Winton Master L.P. Statements of Financial Condition June 30, 2019 December 31, (Unaudited) 2018 Assets: Equity in trading accounts: Unrestricted cash $ 252,502,567 $ 312,715,105 Restricted cash 29,682,545 40,002,084 Net unrealized appreciation on open futures contracts 4,482,488 - Net unrealized appreciation on open forward contracts 2,588,295 - Total equity in trading accounts 289,255,895 352,717,189 Subscription receivable - 261,448 Total assets $ 289,255,895 $ 352,978,637 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open futures contracts $ - $ 5,670,226 Net unrealized depreciation on open forward contracts - 2,569,275 Accrued expenses: Professional fees 57,244 54,808 Redemptions payable 16,647,781 5,484,714 Total liabilities 16,705,025 13,779,023 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at June 30, 2019 and December 31, 2018 - - Limited Partners, 66,698.4049 and 83,051.1742 Redeemable Units outstanding at June 30, 2019 and December 31, 2018, respectively 272,550,870 339,199,614 Total partners’ capital (net asset value) 272,550,870 339,199,614 Total liabilities and partners’ capital $ 289,255,895 $ 352,978,637 Net asset value per Redeemable Unit $ 4,086.32 $ 4,084.22 CMF Winton Master L.P. Condensed Schedule of Investments June 30, 2019 (Unaudited) Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 728 $ 103,864 0.04 % Energy 147 175,832 0.06 Grains 54 (5,273 ) (0.00) * Indices 760 835,687 0.31 Interest Rates U.S. 535 1,760,438 0.65 Interest Rates Non-U.S. 7,195 4,919,645 1.81 Livestock 77 (157,161 ) (0.06) Metals 10 173,810 0.06 Softs 237 (49,025 ) (0.02) Total futures contracts purchased 7,757,817 2.85 Futures Contracts Sold Currencies 1,562 (1,163,409 ) (0.43) Energy 366 12,914 0.00 * Grains 1,465 1,083,536 0.40 Indices 410 (473,382 ) (0.17) Interest Rates U.S. 392 (422,688 ) (0.16) Interest Rates Non-U.S. 115 (107,870 ) (0.04) Livestock 15 1,448 0.00 * Metals 493 (1,684,270 ) (0.62) Softs 1,108 (521,608 ) (0.19) Total futures contracts sold (3,275,329 ) (1.21) Net unrealized appreciation on open futures contracts $ 4,482,488 1.64 % Unrealized Appreciation on Open Forward Contracts Currencies $ 141,337,536 $ 2,135,630 0.79 % Metals 1,130 3,305,941 1.21 Total unrealized appreciation on open forward contracts 5,441,571 2.00 Unrealized Depreciation on Open Forward Contracts Currencies $ 110,229,704 (736,943 ) (0.27) Metals 820 (2,116,333 ) (0.78) Total unrealized depreciation on open forward contracts (2,853,276 ) (1.05) Net unrealized appreciation on open forward contracts $ 2,588,295 0.95 % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2018 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 665 $ 498,240 0.15 % Energy 807 (7,683,693 ) (2.27) Grains 23 1,389 0.00 * Indices 598 (1,528,397 ) (0.45) Interest Rates U.S. 274 511,781 0.15 Interest Rates Non-U.S. 6,276 3,509,049 1.04 Livestock 24 10,030 0.00 * Metals 110 (167,968 ) (0.05) Softs 78 (275,765 ) (0.08) Total futures contracts purchased (5,125,334 ) (1.51) Futures Contracts Sold Currencies 2,903 (2,494,808 ) (0.74) Energy 833 3,839,606 1.13 Grains 1,819 698,944 0.21 Indices 459 721,056 0.21 Interest Rates U.S. 356 (418,226 ) (0.12) Interest Rates Non-U.S. 612 (946,029 ) (0.28) Livestock 182 119,878 0.04 Metals 602 (2,647,825 ) (0.78) Softs 1,888 582,512 0.17 Total futures contracts sold (544,892 ) (0.16) Net unrealized depreciation on open futures contracts $ (5,670,226 ) (1.67) % Unrealized Appreciation on Open Forward Contracts Currencies $ 77,973,985 $ 1,063,380 0.31 % Metals 754 1,571,426 0.46 Total unrealized appreciation on open forward contracts 2,634,806 0.77 Unrealized Depreciation on Open Forward Contracts Currencies $ 59,643,530 (813,774 ) (0.24) Metals 875 (4,390,307 ) (1.29) Total unrealized depreciation on open forward contracts (5,204,081 ) (1.53) Net unrealized depreciation on open forward contracts $ (2,569,275 ) (0.76) % * Due to rounding. CMF Winton Master L.P. Statements of Income and Expenses and Changes in Partners’ Capital (Unaudited) Three Months Ended Six Months Ended June 30, June 30, 2019 2018 2019 2018 Investment Income: Interest income $ 1,574,760 $ 1,395,806 $ 3,345,646 $ 2,642,141 Expenses: Clearing fees 120,263 107,262 209,545 239,651 Professional fees 15,750 17,000 31,500 34,195 Total expenses 136,013 124,262 241,045 273,846 Net investment income (loss) 1,438,747 1,271,544 3,104,601 2,368,295 Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts (1,525,395 ) 12,243,034 (14,912,740 ) 8,904,567 Net change in unrealized gains (losses) on open contracts (1,292,893 ) 3,103,086 15,331,785 (5,294,958 ) Total trading results (2,818,288 ) 15,346,120 419,045 3,609,609 Net income (loss) (1,379,541 ) 16,617,664 3,523,646 5,977,904 Subscriptions - Limited Partners 74,653 1,870,255 1,007,617 9,442,828 Redemptions - Limited Partners (33,092,661 ) (7,006,232 ) (67,958,233 ) (43,498,491 ) Distribution of interest income to feeder funds (1,503,035 ) (1,233,818 ) (3,221,774 ) (2,359,302 ) Net increase (decrease) in Partners’ Capital (35,900,584 ) 10,247,869 (66,648,744 ) (30,437,061 ) Partners’ Capital, beginning of period 308,451,454 356,963,377 339,199,614 397,648,307 Partners’ Capital, end of period $ 272,550,870 $ 367,211,246 $ 272,550,870 $ 367,211,246 Net asset value per Redeemable Unit (66,698.4049 and 86,957.1873 Redeemable Units outstanding at June 30, 2019 and 2018, respectively) $ 4,086.32 $ 4,222.90 $ 4,086.32 $ 4,222.90 Net income (loss) per Redeemable Unit* $ (23.03 ) $ 188.92 $ 44.26 $ 50.19 Weighted average Redeemable Units outstanding 72,169.6521 87,980.0004 76,416.7073 89,860.1294 * 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, 2019
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, 2019 and 2018 were as follows: Three Months Ended June 30, 2019 2018 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) $ (13.56 ) $ (13.34 ) $ (13.93 ) $ 57.21 $ 55.39 $ 57.21 Net investment loss (9.50 ) (5.26 ) (2.92 ) (11.55 ) (7.05 ) (4.72 ) Increase (decrease) for the period (23.06 ) (18.60 ) (16.85 ) 45.66 48.34 52.49 Net asset value per Redeemable Unit, beginning of period 1,318.94 1,291.57 1,343.45 1,332.12 1,288.23 1,329.96 Net asset value per Redeemable Unit, end of period $ 1,295.88 $ 1,272.97 $ 1,326.60 $ 1,377.78 $ 1,336.57 $ 1,382.45 Six Months Ended June 30, 2019 2018 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) $ 1.22 $ 1.19 $ 1.18 $ 7.68 $ 7.48 $ 8.12 Net investment loss (18.38 ) (9.99 ) (5.34 ) (24.19 ) (15.05 ) (10.74 ) Increase (decrease) for the period (17.16 ) (8.80 ) (4.16 ) (16.51 ) (7.57 ) (2.62 ) Net asset value per Redeemable Unit, beginning of period 1,313.04 1,281.77 1,330.76 1,394.29 1,344.14 1,385.07 Net asset value per Redeemable Unit, end of period $ 1,295.88 $ 1,272.97 $ 1,326.60 $ 1,377.78 $ 1,336.57 $ 1,382.45 Three Months Ended June 30, 2019 2018 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (2.9 ) % (1.6 ) % (0.9 ) % (3.4 ) % (2.2 ) % (1.4 ) % Operating expenses 5.1 % 3.7 % 3.1 % 5.0 % 3.7 % 2.9 % Incentive fees - % - % - % - % - % % Total expenses 5.1 % 3.7 % 3.1 % 5.0 % 3.7 % 2.9 % Total return: Total return before incentive fees (1.7 ) % (1.4 ) % (1.3 ) % 3.4 % 3.8 % 3.9 % Incentive fees - % - % - % - % - % - % Total return after incentive fees (1.7 ) % (1.4 ) % (1.3 ) % 3.4 % 3.8 % 3.9 % Six Months Ended June 30, 2019 2018 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (2.9 ) % (1.6 ) % (0.8 ) % (3.6 ) % (2.3 ) % (1.5 ) % Operating expenses 5.0 % 3.7 % 3.0 % 5.0 % 3.7 % 2.9 % Incentive fees - % - % - % - % - % - % Total expenses 5.0 % 3.7 % 3.0 % 5.0 % 3.7 % 2.9 % Total return: Total return before incentive fees (1.3 ) % (0.7 ) % (0.3 ) % (1.2 ) % (0.6 ) % (0.2 ) % Incentive fees - % - % - % - % - % - % Total return after incentive fees (1.3 ) % (0.7 ) % (0.3 ) % (1.2 ) % (0.6 ) % (0.2 ) % * 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, 2019 2018 2019 2018 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ (42.97) $ 174.47 $ 3.63 $ 23.83 Net investment income (loss) 19.94 14.45 40.63 26.36 Increase (decrease) for the period (23.03) 188.92 44.26 50.19 Distribution of interest income to feeder funds (20.83) (14.02) (42.16) (26.26) Net asset value per Redeemable Unit, beginning of period 4,130.18 4,048.00 4,084.22 4,198.97 Net asset value per Redeemable Unit, end of period $ 4,086.32 $ 4,222.90 $ 4,086.32 $ 4,222.90 Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 1.9 % 1.4 % 2.0 % 1.3 % Operating expenses 0.2 % 0.1 % 0.2 % 0.1 % Total return (0.6) % 4.7 % 1.1 % 1.2 % * 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, 2019
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, 2019 and 2018 was 17,671 and 16,114, respectively. The monthly average number of futures contracts traded by the Master during the six months ended June 30, 2019 and 2018 was 16,789 and 18,319, respectively The monthly average number of metals forward contracts traded by the Master during the three months ended June 30, 2019 and 2018 was 1,790 and 1,512, respectively. The monthly average number of metals forward contracts traded by the Master during the six months ended June 30, 2019 and 2018 was 1,717 and 1,877, respectively. The monthly average notional value of currency forward contracts traded by the Master during the three months ended June 30, 2019 and 2018 was $255,895,851 and $165,460,310, respectively. The monthly average notional value of currency forward contracts traded by the Master during the six months ended June 30, 2019 and 2018 was $226,536,278 and $301,094,292, 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, 2019 and December 31, 2018, 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, 2019 Recognized Condition Condition Instruments Pledged* Amount Assets MS&Co. Futures $ 9,770,839 $ (5,288,351 ) $ 4,482,488 $ - $ - $ 4,482,488 Forwards 3,305,941 (2,116,333 ) 1,189,608 - - 1,189,608 13,076,780 (7,404,684 ) 5,672,096 - - 5,672,096 JPMorgan Forwards 2,135,630 (736,943 ) 1,398,687 - - 1,398,687 Total assets $ 15,212,410 $ (8,141,627 ) $ 7,070,783 $ - $ - $ 7,070,783 Liabilities MS&Co. Futures $ (5,288,351 ) $ 5,288,351 $ - $ - $ - $ - Forwards (2,116,333 ) 2,116,333 - - - - (7,404,684 ) 7,404,684 - - - - JPMorgan Forwards (736,943 ) 736,943 - - - - Total liabilities $ (8,141,627 ) $ 8,141,627 $ - $ - $ - $ - Net fair value $ 7,070,783 * 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, 2018 Recognized Condition Condition Instruments Pledged* Amount Assets MS&Co. Futures $ 12,642,665 $ (12,642,665 ) $ - $ - $ - $ - Forwards 1,579,370 (1,579,370 ) - - - - 14,222,035 (14,222,035 ) - - - - JPMorgan Forwards 1,055,436 (813,774 ) 241,662 - - 241,662 Total assets $ 15,277,471 $ (15,035,809 ) $ 241,662 $ - $ - $ 241,662 Liabilities MS&Co. Futures $ (18,312,891 ) $ 12,642,665 $ (5,670,226 ) $ - $ 5,670,226 $ - Forwards (4,390,307 ) 1,579,370 (2,810,937 ) - 2,810,937 - (22,703,198 ) 14,222,035 (8,481,163 ) - 8,481,163 - JPMorgan Forwards (813,774 ) 813,774 - - - - Total liabilities $ (23,516,972 ) $ 15,035,809 $ (8,481,163 ) $ - $ 8,481,163 $ - Net fair value $ 241,662 * * In the event of default by the Master, MS&Co., the Master’s commodity futures broker and a counterparty to certain of the Master’s non-exchange-traded non-exchange-traded The following tables indicate the gross fair values of the Master’s derivative instruments of futures and forward contracts as separate assets and liabilities as of June 30, 2019 and December 31, 2018, respectively. June 30, Assets Futures Contracts Currencies $ 164,983 Energy 498,505 Grains 1,156,967 Indices 842,813 Interest Rates U.S. 1,761,438 Interest Rates Non-U.S. 4,949,836 Livestock 4,980 Metals 221,180 Softs 170,137 Total unrealized appreciation on open futures contracts 9,770,839 Liabilities Futures Contracts Currencies (1,224,528) Energy (309,759) Grains (78,704) Indices (480,508) Interest Rates U.S. (423,688) Interest Rates Non-U.S. (138,061) Livestock (160,693) Metals (1,731,640) Softs (740,770) Total unrealized depreciation on open futures contracts (5,288,351) Net unrealized appreciation on open futures contracts $ 4,482,488 * Assets Forward Contracts Currencies $ 2,135,630 Metals 3,305,941 Total unrealized appreciation on open forward contracts 5,441,571 Liabilities Forward Contracts Currencies (736,943) Metals (2,116,333) Total unrealized depreciation on open forward contracts (2,853,276) Net unrealized appreciation on open forward contracts $ 2,588,295 ** * This amount is in “Net unrealized appreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized appreciation on open forward contracts” in the Master’s Statements of Financial Condition. December 31, Assets Futures Contracts Currencies $ 1,121,770 Energy 3,883,716 Grains 763,198 Indices 755,310 Interest Rates U.S. 517,969 Interest Rates Non-U.S. 3,526,064 Livestock 198,893 Metals 171,670 Softs 1,704,075 Total unrealized appreciation on open futures contracts 12,642,665 Liabilities Futures Contracts Currencies (3,118,338) Energy (7,727,803) Grains (62,865) Indices (1,562,651) Interest Rates U.S. (424,414) Interest Rates Non-U.S. (963,044) Livestock (68,985) Metals (2,987,463) Softs (1,397,328) Total unrealized depreciation on open futures contracts (18,312,891) Net unrealized depreciation on open futures contracts $ (5,670,226) * Assets Forward Contracts Currencies $ 1,063,380 Metals 1,571,426 Total unrealized appreciation on open forward contracts 2,634,806 Liabilities Forward Contracts Currencies (813,774) Metals (4,390,307) Total unrealized depreciation on open forward contracts (5,204,081) Net unrealized depreciation on open forward contracts $ (2,569,275) ** * This amount is in “Net unrealized depreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized depreciation on open forward contracts” in the Master’s Statements of Financial Condition. The following table indicates the Master’s total trading gains and losses, by market sector, on derivative instruments for the three and six months ended June 30, 2019 and 2018, respectively. Three Months Ended Six Months Ended June 30, June 30, 2019 2018 2019 2018 Sector Currencies $ 9,265 $ (4,991,977) $ 1,037,470 $ (9,778,245) Energy (6,204,826) 12,003,059 (13,038,523) 10,680,376 Grains (3,127,999) 2,787,227 292,568 (284,604) Indices 1,861,069 (500,914) 5,428,425 (1,551,637) Interest Rates U.S. 2,635,101 598,680 2,872,217 (275,530) Interest Rates Non-U.S. 7,731,667 2,115,996 11,051,597 3,881,424 Livestock (2,449,355) (821,235) (3,432,815) (1,033,923) Metals (2,749,020) 3,724,674 (3,925,625) (5,946) Softs (524,190) 430,610 133,731 1,977,694 Total $ (2,818,288) *** $ 15,346,120 *** $ 419,045 *** $ 3,609,609 *** *** 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, 2019
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, 2019 Total Level 1 Level 2 Level 3 Assets Futures $ 9,770,839 $ 9,770,839 $ - $ - Forwards 5,441,571 - 5,441,571 - Total assets $ 15,212,410 $ 9,770,839 $ 5,441,571 $ - Liabilities Futures $ 5,288,351 $ 5,288,351 $ - $ - Forwards 2,853,276 - 2,853,276 - Total liabilities $ 8,141,627 $ 5,288,351 $ 2,853,276 $ - December 31, 2018 Total Level 1 Level 2 Level 3 Assets Futures $ 12,642,665 $ 12,642,665 $ - $ - Forwards 2,634,806 - 2,634,806 - Total assets $ 15,277,471 $ 12,642,665 $ 2,634,806 $ - Liabilities Futures $ 18,312,891 $ 18,312,891 $ - $ - Forwards 5,204,081 - 5,204,081 - Total liabilities $ 23,516,972 $ 18,312,891 $ 5,204,081 $ -

Financial Instrument Risks

Financial Instrument Risks	6 Months Ended
	Jun. 30, 2019
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 Metal 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, 2019
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 Sum_2

Basis of Presentation and Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2019
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
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 Sum_3

Basis of Presentation and Summary of Significant Accounting Policies (Tables) - CMF Winton Master L.P. [Member]	6 Months Ended
	Jun. 30, 2019
Statements of Financial Condition	CMF Winton Master L.P. Statements of Financial Condition June 30, 2019 December 31, (Unaudited) 2018 Assets: Equity in trading accounts: Unrestricted cash $ 252,502,567 $ 312,715,105 Restricted cash 29,682,545 40,002,084 Net unrealized appreciation on open futures contracts 4,482,488 - Net unrealized appreciation on open forward contracts 2,588,295 - Total equity in trading accounts 289,255,895 352,717,189 Subscription receivable - 261,448 Total assets $ 289,255,895 $ 352,978,637 Liabilities and Partners’ Capital: Liabilities: Net unrealized depreciation on open futures contracts $ - $ 5,670,226 Net unrealized depreciation on open forward contracts - 2,569,275 Accrued expenses: Professional fees 57,244 54,808 Redemptions payable 16,647,781 5,484,714 Total liabilities 16,705,025 13,779,023 Partners’ Capital: General Partner, 0.0000 Redeemable Units outstanding at June 30, 2019 and December 31, 2018 - - Limited Partners, 66,698.4049 and 83,051.1742 Redeemable Units outstanding at June 30, 2019 and December 31, 2018, respectively 272,550,870 339,199,614 Total partners’ capital (net asset value) 272,550,870 339,199,614 Total liabilities and partners’ capital $ 289,255,895 $ 352,978,637 Net asset value per Redeemable Unit $ 4,086.32 $ 4,084.22
Condensed Schedule of Investments	CMF Winton Master L.P. Condensed Schedule of Investments June 30, 2019 (Unaudited) Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 728 $ 103,864 0.04 % Energy 147 175,832 0.06 Grains 54 (5,273 ) (0.00) * Indices 760 835,687 0.31 Interest Rates U.S. 535 1,760,438 0.65 Interest Rates Non-U.S. 7,195 4,919,645 1.81 Livestock 77 (157,161 ) (0.06) Metals 10 173,810 0.06 Softs 237 (49,025 ) (0.02) Total futures contracts purchased 7,757,817 2.85 Futures Contracts Sold Currencies 1,562 (1,163,409 ) (0.43) Energy 366 12,914 0.00 * Grains 1,465 1,083,536 0.40 Indices 410 (473,382 ) (0.17) Interest Rates U.S. 392 (422,688 ) (0.16) Interest Rates Non-U.S. 115 (107,870 ) (0.04) Livestock 15 1,448 0.00 * Metals 493 (1,684,270 ) (0.62) Softs 1,108 (521,608 ) (0.19) Total futures contracts sold (3,275,329 ) (1.21) Net unrealized appreciation on open futures contracts $ 4,482,488 1.64 % Unrealized Appreciation on Open Forward Contracts Currencies $ 141,337,536 $ 2,135,630 0.79 % Metals 1,130 3,305,941 1.21 Total unrealized appreciation on open forward contracts 5,441,571 2.00 Unrealized Depreciation on Open Forward Contracts Currencies $ 110,229,704 (736,943 ) (0.27) Metals 820 (2,116,333 ) (0.78) Total unrealized depreciation on open forward contracts (2,853,276 ) (1.05) Net unrealized appreciation on open forward contracts $ 2,588,295 0.95 % * Due to rounding. CMF Winton Master L.P. Condensed Schedule of Investments December 31, 2018 Notional ($)/ Fair Value % of Partners’ Futures Contracts Purchased Currencies 665 $ 498,240 0.15 % Energy 807 (7,683,693 ) (2.27) Grains 23 1,389 0.00 * Indices 598 (1,528,397 ) (0.45) Interest Rates U.S. 274 511,781 0.15 Interest Rates Non-U.S. 6,276 3,509,049 1.04 Livestock 24 10,030 0.00 * Metals 110 (167,968 ) (0.05) Softs 78 (275,765 ) (0.08) Total futures contracts purchased (5,125,334 ) (1.51) Futures Contracts Sold Currencies 2,903 (2,494,808 ) (0.74) Energy 833 3,839,606 1.13 Grains 1,819 698,944 0.21 Indices 459 721,056 0.21 Interest Rates U.S. 356 (418,226 ) (0.12) Interest Rates Non-U.S. 612 (946,029 ) (0.28) Livestock 182 119,878 0.04 Metals 602 (2,647,825 ) (0.78) Softs 1,888 582,512 0.17 Total futures contracts sold (544,892 ) (0.16) Net unrealized depreciation on open futures contracts $ (5,670,226 ) (1.67) % Unrealized Appreciation on Open Forward Contracts Currencies $ 77,973,985 $ 1,063,380 0.31 % Metals 754 1,571,426 0.46 Total unrealized appreciation on open forward contracts 2,634,806 0.77 Unrealized Depreciation on Open Forward Contracts Currencies $ 59,643,530 (813,774 ) (0.24) Metals 875 (4,390,307 ) (1.29) Total unrealized depreciation on open forward contracts (5,204,081 ) (1.53) Net unrealized depreciation on open forward contracts $ (2,569,275 ) (0.76) % * Due to rounding.
Statements of Income and Expenses and Changes in Partners' Capital	CMF Winton Master L.P. Statements of Income and Expenses and Changes in Partners’ Capital (Unaudited) Three Months Ended Six Months Ended June 30, June 30, 2019 2018 2019 2018 Investment Income: Interest income $ 1,574,760 $ 1,395,806 $ 3,345,646 $ 2,642,141 Expenses: Clearing fees 120,263 107,262 209,545 239,651 Professional fees 15,750 17,000 31,500 34,195 Total expenses 136,013 124,262 241,045 273,846 Net investment income (loss) 1,438,747 1,271,544 3,104,601 2,368,295 Trading Results: Net gains (losses) on trading of commodity interests: Net realized gains (losses) on closed contracts (1,525,395 ) 12,243,034 (14,912,740 ) 8,904,567 Net change in unrealized gains (losses) on open contracts (1,292,893 ) 3,103,086 15,331,785 (5,294,958 ) Total trading results (2,818,288 ) 15,346,120 419,045 3,609,609 Net income (loss) (1,379,541 ) 16,617,664 3,523,646 5,977,904 Subscriptions - Limited Partners 74,653 1,870,255 1,007,617 9,442,828 Redemptions - Limited Partners (33,092,661 ) (7,006,232 ) (67,958,233 ) (43,498,491 ) Distribution of interest income to feeder funds (1,503,035 ) (1,233,818 ) (3,221,774 ) (2,359,302 ) Net increase (decrease) in Partners’ Capital (35,900,584 ) 10,247,869 (66,648,744 ) (30,437,061 ) Partners’ Capital, beginning of period 308,451,454 356,963,377 339,199,614 397,648,307 Partners’ Capital, end of period $ 272,550,870 $ 367,211,246 $ 272,550,870 $ 367,211,246 Net asset value per Redeemable Unit (66,698.4049 and 86,957.1873 Redeemable Units outstanding at June 30, 2019 and 2018, respectively) $ 4,086.32 $ 4,222.90 $ 4,086.32 $ 4,222.90 Net income (loss) per Redeemable Unit* $ (23.03 ) $ 188.92 $ 44.26 $ 50.19 Weighted average Redeemable Units outstanding 72,169.6521 87,980.0004 76,416.7073 89,860.1294 * 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, 2019
Financial Highlights	Financial highlights for the limited partner classes as a whole for the three and six months ended June 30, 2019 and 2018 were as follows: Three Months Ended June 30, 2019 2018 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) $ (13.56 ) $ (13.34 ) $ (13.93 ) $ 57.21 $ 55.39 $ 57.21 Net investment loss (9.50 ) (5.26 ) (2.92 ) (11.55 ) (7.05 ) (4.72 ) Increase (decrease) for the period (23.06 ) (18.60 ) (16.85 ) 45.66 48.34 52.49 Net asset value per Redeemable Unit, beginning of period 1,318.94 1,291.57 1,343.45 1,332.12 1,288.23 1,329.96 Net asset value per Redeemable Unit, end of period $ 1,295.88 $ 1,272.97 $ 1,326.60 $ 1,377.78 $ 1,336.57 $ 1,382.45 Six Months Ended June 30, 2019 2018 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) $ 1.22 $ 1.19 $ 1.18 $ 7.68 $ 7.48 $ 8.12 Net investment loss (18.38 ) (9.99 ) (5.34 ) (24.19 ) (15.05 ) (10.74 ) Increase (decrease) for the period (17.16 ) (8.80 ) (4.16 ) (16.51 ) (7.57 ) (2.62 ) Net asset value per Redeemable Unit, beginning of period 1,313.04 1,281.77 1,330.76 1,394.29 1,344.14 1,385.07 Net asset value per Redeemable Unit, end of period $ 1,295.88 $ 1,272.97 $ 1,326.60 $ 1,377.78 $ 1,336.57 $ 1,382.45 Three Months Ended June 30, 2019 2018 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (2.9 ) % (1.6 ) % (0.9 ) % (3.4 ) % (2.2 ) % (1.4 ) % Operating expenses 5.1 % 3.7 % 3.1 % 5.0 % 3.7 % 2.9 % Incentive fees - % - % - % - % - % % Total expenses 5.1 % 3.7 % 3.1 % 5.0 % 3.7 % 2.9 % Total return: Total return before incentive fees (1.7 ) % (1.4 ) % (1.3 ) % 3.4 % 3.8 % 3.9 % Incentive fees - % - % - % - % - % - % Total return after incentive fees (1.7 ) % (1.4 ) % (1.3 ) % 3.4 % 3.8 % 3.9 % Six Months Ended June 30, 2019 2018 Class A Class D Class Z Class A Class D Class Z Ratios to Average Limited Partners’ Capital:** Net investment loss*** (2.9 ) % (1.6 ) % (0.8 ) % (3.6 ) % (2.3 ) % (1.5 ) % Operating expenses 5.0 % 3.7 % 3.0 % 5.0 % 3.7 % 2.9 % Incentive fees - % - % - % - % - % - % Total expenses 5.0 % 3.7 % 3.0 % 5.0 % 3.7 % 2.9 % Total return: Total return before incentive fees (1.3 ) % (0.7 ) % (0.3 ) % (1.2 ) % (0.6 ) % (0.2 ) % Incentive fees - % - % - % - % - % - % Total return after incentive fees (1.3 ) % (0.7 ) % (0.3 ) % (1.2 ) % (0.6 ) % (0.2 ) % * 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, 2019 2018 2019 2018 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ (42.97) $ 174.47 $ 3.63 $ 23.83 Net investment income (loss) 19.94 14.45 40.63 26.36 Increase (decrease) for the period (23.03) 188.92 44.26 50.19 Distribution of interest income to feeder funds (20.83) (14.02) (42.16) (26.26) Net asset value per Redeemable Unit, beginning of period 4,130.18 4,048.00 4,084.22 4,198.97 Net asset value per Redeemable Unit, end of period $ 4,086.32 $ 4,222.90 $ 4,086.32 $ 4,222.90 Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 Ratios to Average Limited Partners’ Capital:** Net investment income (loss)*** 1.9 % 1.4 % 2.0 % 1.3 % Operating expenses 0.2 % 0.1 % 0.2 % 0.1 % Total return (0.6) % 4.7 % 1.1 % 1.2 % * 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, 2019
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, 2019 and December 31, 2018, 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, 2019 Recognized Condition Condition Instruments Pledged* Amount Assets MS&Co. Futures $ 9,770,839 $ (5,288,351 ) $ 4,482,488 $ - $ - $ 4,482,488 Forwards 3,305,941 (2,116,333 ) 1,189,608 - - 1,189,608 13,076,780 (7,404,684 ) 5,672,096 - - 5,672,096 JPMorgan Forwards 2,135,630 (736,943 ) 1,398,687 - - 1,398,687 Total assets $ 15,212,410 $ (8,141,627 ) $ 7,070,783 $ - $ - $ 7,070,783 Liabilities MS&Co. Futures $ (5,288,351 ) $ 5,288,351 $ - $ - $ - $ - Forwards (2,116,333 ) 2,116,333 - - - - (7,404,684 ) 7,404,684 - - - - JPMorgan Forwards (736,943 ) 736,943 - - - - Total liabilities $ (8,141,627 ) $ 8,141,627 $ - $ - $ - $ - Net fair value $ 7,070,783 * 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, 2018 Recognized Condition Condition Instruments Pledged* Amount Assets MS&Co. Futures $ 12,642,665 $ (12,642,665 ) $ - $ - $ - $ - Forwards 1,579,370 (1,579,370 ) - - - - 14,222,035 (14,222,035 ) - - - - JPMorgan Forwards 1,055,436 (813,774 ) 241,662 - - 241,662 Total assets $ 15,277,471 $ (15,035,809 ) $ 241,662 $ - $ - $ 241,662 Liabilities MS&Co. Futures $ (18,312,891 ) $ 12,642,665 $ (5,670,226 ) $ - $ 5,670,226 $ - Forwards (4,390,307 ) 1,579,370 (2,810,937 ) - 2,810,937 - (22,703,198 ) 14,222,035 (8,481,163 ) - 8,481,163 - JPMorgan Forwards (813,774 ) 813,774 - - - - Total liabilities $ (23,516,972 ) $ 15,035,809 $ (8,481,163 ) $ - $ 8,481,163 $ - Net fair value $ 241,662 * * In the event of default by the Master, MS&Co., the Master’s commodity futures broker and a counterparty to certain of the Master’s non-exchange-traded non-exchange-traded
Gross Fair Values of Master's Derivative Instruments of Futures and Forward Contracts as Separate Assets and Liabilities	The following tables indicate the gross fair values of the Master’s derivative instruments of futures and forward contracts as separate assets and liabilities as of June 30, 2019 and December 31, 2018, respectively. June 30, Assets Futures Contracts Currencies $ 164,983 Energy 498,505 Grains 1,156,967 Indices 842,813 Interest Rates U.S. 1,761,438 Interest Rates Non-U.S. 4,949,836 Livestock 4,980 Metals 221,180 Softs 170,137 Total unrealized appreciation on open futures contracts 9,770,839 Liabilities Futures Contracts Currencies (1,224,528) Energy (309,759) Grains (78,704) Indices (480,508) Interest Rates U.S. (423,688) Interest Rates Non-U.S. (138,061) Livestock (160,693) Metals (1,731,640) Softs (740,770) Total unrealized depreciation on open futures contracts (5,288,351) Net unrealized appreciation on open futures contracts $ 4,482,488 * Assets Forward Contracts Currencies $ 2,135,630 Metals 3,305,941 Total unrealized appreciation on open forward contracts 5,441,571 Liabilities Forward Contracts Currencies (736,943) Metals (2,116,333) Total unrealized depreciation on open forward contracts (2,853,276) Net unrealized appreciation on open forward contracts $ 2,588,295 ** * This amount is in “Net unrealized appreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized appreciation on open forward contracts” in the Master’s Statements of Financial Condition. December 31, Assets Futures Contracts Currencies $ 1,121,770 Energy 3,883,716 Grains 763,198 Indices 755,310 Interest Rates U.S. 517,969 Interest Rates Non-U.S. 3,526,064 Livestock 198,893 Metals 171,670 Softs 1,704,075 Total unrealized appreciation on open futures contracts 12,642,665 Liabilities Futures Contracts Currencies (3,118,338) Energy (7,727,803) Grains (62,865) Indices (1,562,651) Interest Rates U.S. (424,414) Interest Rates Non-U.S. (963,044) Livestock (68,985) Metals (2,987,463) Softs (1,397,328) Total unrealized depreciation on open futures contracts (18,312,891) Net unrealized depreciation on open futures contracts $ (5,670,226) * Assets Forward Contracts Currencies $ 1,063,380 Metals 1,571,426 Total unrealized appreciation on open forward contracts 2,634,806 Liabilities Forward Contracts Currencies (813,774) Metals (4,390,307) Total unrealized depreciation on open forward contracts (5,204,081) Net unrealized depreciation on open forward contracts $ (2,569,275) ** * This amount is in “Net unrealized depreciation on open futures contracts” in the Master’s Statements of Financial Condition. ** This amount is in “Net unrealized depreciation on open forward contracts” in the Master’s Statements of Financial Condition.
Master's Trading Gains and Losses, by Market Sector, on Derivative Instruments	The following table indicates the Master’s total trading gains and losses, by market sector, on derivative instruments for the three and six months ended June 30, 2019 and 2018, respectively. Three Months Ended Six Months Ended June 30, June 30, 2019 2018 2019 2018 Sector Currencies $ 9,265 $ (4,991,977) $ 1,037,470 $ (9,778,245) Energy (6,204,826) 12,003,059 (13,038,523) 10,680,376 Grains (3,127,999) 2,787,227 292,568 (284,604) Indices 1,861,069 (500,914) 5,428,425 (1,551,637) Interest Rates U.S. 2,635,101 598,680 2,872,217 (275,530) Interest Rates Non-U.S. 7,731,667 2,115,996 11,051,597 3,881,424 Livestock (2,449,355) (821,235) (3,432,815) (1,033,923) Metals (2,749,020) 3,724,674 (3,925,625) (5,946) Softs (524,190) 430,610 133,731 1,977,694 Total $ (2,818,288) *** $ 15,346,120 *** $ 419,045 *** $ 3,609,609 *** *** 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, 2019
CMF Winton Master L.P. [Member]
Master's Fair Value Measurements	June 30, 2019 Total Level 1 Level 2 Level 3 Assets Futures $ 9,770,839 $ 9,770,839 $ - $ - Forwards 5,441,571 - 5,441,571 - Total assets $ 15,212,410 $ 9,770,839 $ 5,441,571 $ - Liabilities Futures $ 5,288,351 $ 5,288,351 $ - $ - Forwards 2,853,276 - 2,853,276 - Total liabilities $ 8,141,627 $ 5,288,351 $ 2,853,276 $ - December 31, 2018 Total Level 1 Level 2 Level 3 Assets Futures $ 12,642,665 $ 12,642,665 $ - $ - Forwards 2,634,806 - 2,634,806 - Total assets $ 15,277,471 $ 12,642,665 $ 2,634,806 $ - Liabilities Futures $ 18,312,891 $ 18,312,891 $ - $ - Forwards 5,204,081 - 5,204,081 - Total liabilities $ 23,516,972 $ 18,312,891 $ 5,204,081 $ -

Organization - Additional Infor

Organization - Additional Information (Detail)	6 Months Ended	12 Months Ended
	Jun. 30, 2019	Dec. 31, 2018
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Maximum amount of partnership assets allocated to trading advisor	1.5 times
CMF Winton Master L.P. [Member]
Subsidiary of Limited Liability Company or Limited Partnership [Line Items]
Percentage of Partnership owned	59.10%	53.90%
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 Sum_4

Basis of Presentation and Summary of Significant Accounting Policies - Additional Information (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2019	Dec. 31, 2018
Accounting Policies [Abstract]
Cash denominated in foreign currencies	$ 1,511,269	$ 2,271,393
Cost of foreign currencies	1,491,816	2,273,441
Cash held for margin requirements	29,682,545	$ 40,002,084
Uncertain tax position	$ 0
Open tax year	2015 2016 2017 2018

Basis of Presentation and Sum_5

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Detail) - USD ($)	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017
Equity in trading accounts:
Restricted cash	$ 29,682,545		$ 40,002,084
Total assets	165,264,883		184,881,389
Accrued expenses:
Professional fees	221,441		264,945
Total liabilities	3,984,118		1,763,430
Partners' Capital:
Total partners' capital (net asset value)	161,280,765	$ 174,126,924	183,117,959	$ 199,054,737	$ 194,889,173	$ 207,686,502
Total liabilities and partners' capital	165,264,883		184,881,389
CMF Winton Master L.P. [Member]
Equity in trading accounts:
Unrestricted cash	252,502,567		312,715,105
Restricted cash	29,682,545		40,002,084
Net unrealized appreciation on open contracts	7,070,783		241,662
Total equity in trading accounts	289,255,895		352,717,189
Subscription receivable	0		261,448
Total assets	289,255,895		352,978,637
Liabilities:
Net unrealized depreciation on open contracts	0		8,481,163
Accrued expenses:
Professional fees	57,244		54,808
Redemptions payable	16,647,781		5,484,714
Total liabilities	16,705,025		13,779,023
Partners' Capital:
General Partner, 0.0000 Redeemable Units outstanding at June 30, 2019 and December 31, 2018	0
Limited Partners, 66,698.4049 and 83,051.1742 Redeemable Units outstanding at June 30, 2019 and December 31, 2018, respectively	272,550,870		339,199,614
Total partners' capital (net asset value)	272,550,870	$ 308,451,454	339,199,614	$ 367,211,246	$ 356,963,377	$ 397,648,307
Total liabilities and partners' capital	$ 289,255,895		$ 352,978,637
Net asset value per Redeemable Unit	$ 4,086.32	$ 4,130.18	$ 4,084.22	$ 4,222.90	$ 4,048	$ 4,198.97
Future Contracts [Member] | CMF Winton Master L.P. [Member]
Equity in trading accounts:
Net unrealized appreciation on open contracts	$ 4,482,488
Liabilities:
Net unrealized depreciation on open contracts	0		$ 5,670,226
Forward Contracts [Member] | CMF Winton Master L.P. [Member]
Equity in trading accounts:
Net unrealized appreciation on open contracts	2,588,295
Liabilities:
Net unrealized depreciation on open contracts	$ 0		$ 2,569,275

Basis of Presentation and Sum_6

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Financial Condition (Parenthetical) (Detail) - CMF Winton Master L.P. [Member] - shares	Jun. 30, 2019	Dec. 31, 2018
Condensed Financial Statements, Captions [Line Items]
General Partner, Unit outstanding	0	0
Limited Partners, Units outstanding	66,698.4049	83,051.1742

Basis of Presentation and Sum_7

Basis of Presentation and Summary of Significant Accounting Policies - Condensed Schedule of Investments (Detail)		Jun. 30, 2019USD ($)Derivative	Dec. 31, 2018USD ($)Derivative
Schedule of Investments [Line Items]
Investment in Master, at fair value	[1]	$ 161,167,119	$ 183,004,312
CMF Winton Master L.P. [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation (depreciation) on open contracts		$ 2,588,295	$ (2,569,275)
Percentage of Partners' Capital		0.95%	(0.76%)
Total unrealized appreciation on open contracts		$ 5,441,571	$ 2,634,806
Total unrealized depreciation on open contracts		(2,853,276)	(5,204,081)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Notional		141,337,536	77,973,985
Total unrealized appreciation on open contracts		2,135,630	1,063,380
Notional		110,229,704	59,643,530
Total unrealized depreciation on open contracts		(736,943)	(813,774)
CMF Winton Master L.P. [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		3,305,941	1,571,426
Total unrealized depreciation on open contracts		$ (2,116,333)	$ (4,390,307)
CMF Winton Master L.P. [Member] | Unrealized Depreciation [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		(1.05%)	(1.53%)
CMF Winton Master L.P. [Member] | Unrealized Depreciation [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		(0.27%)	(0.24%)
CMF Winton Master L.P. [Member] | Unrealized Depreciation [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		820	875
Percentage of Partners' Capital		(0.78%)	(1.29%)
CMF Winton Master L.P. [Member] | Unrealized Appreciation [Member] | Forward Contracts [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		2.00%	0.77%
CMF Winton Master L.P. [Member] | Unrealized Appreciation [Member] | Forward Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Percentage of Partners' Capital		0.79%	0.31%
CMF Winton Master L.P. [Member] | Unrealized Appreciation [Member] | Forward Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,130	754
Percentage of Partners' Capital		1.21%	0.46%
CMF Winton Master L.P. [Member] | Futures Contracts [Member]
Schedule of Investments [Line Items]
Net unrealized appreciation (depreciation) on open contracts		$ 4,482,488	$ (5,670,226)
Percentage of Partners' Capital		1.64%	(1.67%)
Total unrealized appreciation on open contracts		$ 9,770,839	$ 12,642,665
Total unrealized depreciation on open contracts		(5,288,351)	(18,312,891)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		164,983	1,121,770
Total unrealized depreciation on open contracts		(1,224,528)	(3,118,338)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Energy [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		498,505	3,883,716
Total unrealized depreciation on open contracts		(309,759)	(7,727,803)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Grains [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		1,156,967	763,198
Total unrealized depreciation on open contracts		(78,704)	(62,865)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Indices [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		842,813	755,310
Total unrealized depreciation on open contracts		(480,508)	(1,562,651)
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		1,761,438	517,969
Total unrealized depreciation on open contracts		(423,688)	(424,414)
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		4,949,836	3,526,064
Total unrealized depreciation on open contracts		(138,061)	(963,044)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		4,980	198,893
Total unrealized depreciation on open contracts		(160,693)	(68,985)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Metals [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		221,180	171,670
Total unrealized depreciation on open contracts		(1,731,640)	(2,987,463)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Softs [Member]
Schedule of Investments [Line Items]
Total unrealized appreciation on open contracts		170,137	1,704,075
Total unrealized depreciation on open contracts		(740,770)	(1,397,328)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ 7,757,817	$ (5,125,334)
Percentage of Partners' Capital		2.85%	(1.51%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		728	665
Investment in Master, at fair value		$ 103,864	$ 498,240
Percentage of Partners' Capital		0.04%	0.15%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		147	807
Investment in Master, at fair value		$ 175,832	$ (7,683,693)
Percentage of Partners' Capital		0.06%	(2.27%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		54	23
Investment in Master, at fair value		$ (5,273)	$ 1,389	[2]
Percentage of Partners' Capital		(0.00%)	0.00%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		760	598
Investment in Master, at fair value		$ 835,687	$ (1,528,397)
Percentage of Partners' Capital		0.31%	(0.45%)
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		535	274
Investment in Master, at fair value		$ 1,760,438	$ 511,781
Percentage of Partners' Capital		0.65%	0.15%
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		7,195	6,276
Investment in Master, at fair value		$ 4,919,645	$ 3,509,049
Percentage of Partners' Capital		1.81%	1.04%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		77	24
Investment in Master, at fair value		$ (157,161)	$ 10,030	[2]
Percentage of Partners' Capital		(0.06%)	0.00%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		10	110
Investment in Master, at fair value		$ 173,810	$ (167,968)
Percentage of Partners' Capital		0.06%	(0.05%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Purchased [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		237	78
Investment in Master, at fair value		$ (49,025)	$ (275,765)
Percentage of Partners' Capital		(0.02%)	(0.08%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member]
Schedule of Investments [Line Items]
Investment in Master, at fair value		$ (3,275,329)	$ (544,892)
Percentage of Partners' Capital		(1.21%)	(0.16%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Currencies [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,562	2,903
Investment in Master, at fair value		$ (1,163,409)	$ (2,494,808)
Percentage of Partners' Capital		(0.43%)	(0.74%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Energy [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		366	833
Investment in Master, at fair value		$ 12,914	$ 3,839,606
Percentage of Partners' Capital		0.00%	1.13%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Grains [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,465	1,819
Investment in Master, at fair value		$ 1,083,536	$ 698,944
Percentage of Partners' Capital		0.40%	0.21%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Indices [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		410	459
Investment in Master, at fair value		$ (473,382)	$ 721,056
Percentage of Partners' Capital		(0.17%)	0.21%
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		392	356
Investment in Master, at fair value		$ (422,688)	$ (418,226)
Percentage of Partners' Capital		(0.16%)	(0.12%)
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		115	612
Investment in Master, at fair value		$ (107,870)	$ (946,029)
Percentage of Partners' Capital		(0.04%)	(0.28%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Livestock [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		15	182
Investment in Master, at fair value		$ 1,448	$ 119,878
Percentage of Partners' Capital		0.00%	0.04%
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Metals [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		493	602
Investment in Master, at fair value		$ (1,684,270)	$ (2,647,825)
Percentage of Partners' Capital		(0.62%)	(0.78%)
CMF Winton Master L.P. [Member] | Futures Contracts [Member] | Contracts Sold [Member] | Softs [Member]
Schedule of Investments [Line Items]
Number of Contracts | Derivative		1,108	1,888
Investment in Master, at fair value		$ (521,608)	$ 582,512
Percentage of Partners' Capital		(0.19%)	0.17%
[1]	Defined in Note 1.
[2]	Due to rounding.

Basis of Presentation and Sum_8

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, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018	Dec. 31, 2017
Investment Income:
Interest income		$ 903,159	$ 761,427	$ 1,871,206	$ 1,434,573
Expenses:
Professional fees		121,621	136,845	245,193	278,664
Total expenses		2,046,334	2,354,486	4,147,211	4,821,218
Net investment income (loss)		(1,143,175)	(1,593,059)	(2,276,005)	(3,386,645)
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts		(855,277)	6,665,976	(7,997,354)	4,505,536
Net change in unrealized gains (losses) on open contracts		(798,035)	1,684,920	8,248,215	(3,582,336)
Total trading results		(1,653,312)	8,350,896	250,861	923,200
Net income (loss)		(2,796,487)	6,757,837	(2,025,144)	(2,463,445)
Balance, value		174,126,924	194,889,173	183,117,959	207,686,502
Balance, value		161,280,765	199,054,737	161,280,765	199,054,737
CMF Winton Master L.P. [Member]
Investment Income:
Interest income		1,574,760	1,395,806	3,345,646	2,642,141
Expenses:
Clearing fees		120,263	107,262	209,545	239,651
Professional fees		15,750	17,000	31,500	34,195
Total expenses		136,013	124,262	241,045	273,846
Net investment income (loss)		1,438,747	1,271,544	3,104,601	2,368,295
Net gains (losses) on trading of commodity interests:
Net realized gains (losses) on closed contracts		(1,525,395)	12,243,034	(14,912,740)	8,904,567
Net change in unrealized gains (losses) on open contracts		(1,292,893)	3,103,086	15,331,785	(5,294,958)
Total trading results		(2,818,288)	15,346,120	419,045	3,609,609
Net income (loss)		(1,379,541)	16,617,664	3,523,646	5,977,904
Subscriptions - Limited Partners		74,653	1,870,255	1,007,617	9,442,828
Redemptions - Limited Partners		(33,092,661)	(7,006,232)	(67,958,233)	(43,498,491)
Distribution of interest income to feeder funds		(1,503,035)	(1,233,818)	(3,221,774)	(2,359,302)
Net increase (decrease) in Partners' Capital		(35,900,584)	10,247,869	(66,648,744)	(30,437,061)
Balance, value		308,451,454	356,963,377	339,199,614	397,648,307
Balance, value		$ 272,550,870	$ 367,211,246	$ 272,550,870	$ 367,211,246
Net asset value per Redeemable Unit (66,698.4049 and 86,957.1873 Redeemable Units outstanding at June 30, 2019 and 2018, respectively)		$ 4,086.32	$ 4,222.90	$ 4,086.32	$ 4,222.90	$ 4,130.18	$ 4,084.22	$ 4,048	$ 4,198.97
Net income (loss) per Redeemable Unit	[1]	$ (23.03)	$ 188.92	$ 44.26	$ 50.19
Weighted average Redeemable Units outstanding		72,169.6521	87,980.0004	76,416.7073	89,860.1294
[1]	Represents the change in net asset value per Redeemable Unit during the period before distribution of interest income to feeder funds.

Basis of Presentation and Sum_9

Basis of Presentation and Summary of Significant Accounting Policies - Statements of Income and Expenses and Changes in Partners' Capital (Parenthetical) (Detail) - shares	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	124,718.0605	132,342.5505	139,852.0965	145,001.8595	146,894.6295	149,619.0995
CMF Winton Master L.P. [Member]
Condensed Financial Statements, Captions [Line Items]
Net asset value per redeemable unit outstanding	66,698.4049			86,957.1873

Financial Highlights - Financia

Financial Highlights - Financial Highlights for Limited Partner Classes (Detail) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
CMF Winton Master L.P. [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	$ (42.97)	$ 174.47	$ 3.63	$ 23.83
Net investment income (loss)	19.94	14.45	40.63	26.36
Increase (decrease) for the period	(23.03)	188.92	44.26	50.19
Distribution of interest income to feeder funds	(20.83)	(14.02)	(42.16)	(26.26)
Net asset value per Redeemable Unit, beginning of period	4,130.18	4,048	4,084.22	4,198.97
Net asset value per Redeemable Unit, end of period	$ 4,086.32	$ 4,222.90	$ 4,086.32	$ 4,222.90
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	1.90%	1.40%	2.00%	1.30%
Operating expenses	0.20%	0.10%	0.20%	0.10%
Total return	(0.60%)	4.70%	1.10%	1.20%
Class A [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period			$ 1,313.04
Net asset value per Redeemable Unit, end of period	$ 1,295.88		1,295.88
Class A [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	(13.56)	$ 57.21	1.22	$ 7.68
Net investment income (loss)	(9.50)	(11.55)	(18.38)	(24.19)
Increase (decrease) for the period	(23.06)	45.66	(17.16)	(16.51)
Net asset value per Redeemable Unit, beginning of period	1,318.94	1,332.12	1,313.04	1,394.29
Net asset value per Redeemable Unit, end of period	$ 1,295.88	$ 1,377.78	$ 1,295.88	$ 1,377.78
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(2.90%)	(3.40%)	(2.90%)	(3.60%)
Operating expenses	5.10%	5.00%	5.00%	5.00%
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total expenses	5.10%	5.00%	5.00%	5.00%
Total return:
Total return before incentive fees	(1.70%)	3.40%	(1.30%)	(1.20%)
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total return after incentive fees	(1.70%)	3.40%	(1.30%)	(1.20%)
Class D [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period			$ 1,281.77
Net asset value per Redeemable Unit, end of period	$ 1,272.97		1,272.97
Class D [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	(13.34)	$ 55.39	1.19	$ 7.48
Net investment income (loss)	(5.26)	(7.05)	(9.99)	(15.05)
Increase (decrease) for the period	(18.60)	48.34	(8.80)	(7.57)
Net asset value per Redeemable Unit, beginning of period	1,291.57	1,288.23	1,281.77	1,344.14
Net asset value per Redeemable Unit, end of period	$ 1,272.97	$ 1,336.57	$ 1,272.97	$ 1,336.57
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(1.60%)	(2.20%)	(1.60%)	(2.30%)
Operating expenses	3.70%	3.70%	3.70%	3.70%
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total expenses	3.70%	3.70%	3.70%	3.70%
Total return:
Total return before incentive fees	(1.40%)	3.80%	(0.70%)	(0.60%)
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total return after incentive fees	(1.40%)	3.80%	(0.70%)	(0.60%)
Class Z [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net asset value per Redeemable Unit, beginning of period			$ 1,330.76
Net asset value per Redeemable Unit, end of period	$ 1,326.60		1,326.60
Class Z [Member] | Limited Partners [Member]
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	(13.93)	$ 57.21	1.18	$ 8.12
Net investment income (loss)	(2.92)	(4.72)	(5.34)	(10.74)
Increase (decrease) for the period	(16.85)	52.49	(4.16)	(2.62)
Net asset value per Redeemable Unit, beginning of period	1,343.45	1,329.96	1,330.76	1,385.07
Net asset value per Redeemable Unit, end of period	$ 1,326.60	$ 1,382.45	$ 1,326.60	$ 1,382.45
Ratios to Average Limited Partners' Capital:
Net investment income (loss)	(0.90%)	(1.40%)	(0.80%)	(1.50%)
Operating expenses	3.10%	2.90%	3.00%	2.90%
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total expenses	3.10%	2.90%	3.00%	2.90%
Total return:
Total return before incentive fees	(1.30%)	3.90%	(0.30%)	(0.20%)
Incentive fees	0.00%	0.00%	0.00%	0.00%
Total return after incentive fees	(1.30%)	3.90%	(0.30%)	(0.20%)

Trading Activities - Additional

Trading Activities - Additional Information (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2019USD ($)Contract	Jun. 30, 2018USD ($)Contract	Jun. 30, 2019USD ($)Contract	Jun. 30, 2018USD ($)Contract
Trading Activity, Gains and Losses, Net [Line Items]
Monthly average number of futures contracts traded	17,671	16,114	16,789	18,319
Monthly average number of metals forward contracts traded	1,790	1,512	1,717	1,877
Forward Contracts [Member] | Currencies [Member] | Weighted Average [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Average notional values of currency forward contracts | $	$ 255,895,851	$ 165,460,310	$ 226,536,278	$ 301,094,292

Trading Activities - Summary of

Trading Activities - Summary of Valuation of Master's Investments (Detail) - CMF Winton Master L.P. [Member] - USD ($)	Jun. 30, 2019	Dec. 31, 2018
Derivative [Line Items]
Gross Amounts Recognized, Assets	$ 15,212,410	$ 15,277,471
Gross Amounts Offset in the Statements of Financial Condition, Assets	(8,141,627)	(15,035,809)
Amounts Presented in the Statements of Financial Condition, Assets	7,070,783	241,662
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	7,070,783	241,662
Gross Amounts Recognized, Liabilities	(8,141,627)	(23,516,972)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	8,141,627	15,035,809
Amounts Presented in the Statements of Financial Condition, Liabilities	0	(8,481,163)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	8,481,163
Net Amount, Liabilities	0	0
Net fair value	7,070,783	241,662
MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	13,076,780	14,222,035
Gross Amounts Offset in the Statements of Financial Condition, Assets	(7,404,684)	(14,222,035)
Amounts Presented in the Statements of Financial Condition, Assets	5,672,096	0
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	5,672,096	0
Gross Amounts Recognized, Liabilities	(7,404,684)	(22,703,198)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	7,404,684	14,222,035
Amounts Presented in the Statements of Financial Condition, Liabilities	0	(8,481,163)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	8,481,163
Net Amount, Liabilities	0	0
Futures Contracts [Member]
Derivative [Line Items]
Amounts Presented in the Statements of Financial Condition, Assets	4,482,488
Amounts Presented in the Statements of Financial Condition, Liabilities	0	(5,670,226)
Futures Contracts [Member] | MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	9,770,839	12,642,665
Gross Amounts Offset in the Statements of Financial Condition, Assets	(5,288,351)	(12,642,665)
Amounts Presented in the Statements of Financial Condition, Assets	4,482,488	0
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	4,482,488	0
Gross Amounts Recognized, Liabilities	(5,288,351)	(18,312,891)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	5,288,351	12,642,665
Amounts Presented in the Statements of Financial Condition, Liabilities	0	(5,670,226)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	5,670,226
Net Amount, Liabilities	0	0
Forward Contracts [Member]
Derivative [Line Items]
Amounts Presented in the Statements of Financial Condition, Assets	2,588,295
Amounts Presented in the Statements of Financial Condition, Liabilities	0	(2,569,275)
Forward Contracts [Member] | MS&Co. [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	3,305,941	1,579,370
Gross Amounts Offset in the Statements of Financial Condition, Assets	(2,116,333)	(1,579,370)
Amounts Presented in the Statements of Financial Condition, Assets	1,189,608	0
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	1,189,608	0
Gross Amounts Recognized, Liabilities	(2,116,333)	(4,390,307)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	2,116,333	1,579,370
Amounts Presented in the Statements of Financial Condition, Liabilities	0	(2,810,937)
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	2,810,937
Net Amount, Liabilities	0	0
Forward Contracts [Member] | JPMorgan [Member]
Derivative [Line Items]
Gross Amounts Recognized, Assets	2,135,630	1,055,436
Gross Amounts Offset in the Statements of Financial Condition, Assets	(736,943)	(813,774)
Amounts Presented in the Statements of Financial Condition, Assets	1,398,687	241,662
Financial Instruments, Assets	0	0
Cash Collateral Received/Pledged, Assets	0	0
Net Amount, Assets	1,398,687	241,662
Gross Amounts Recognized, Liabilities	(736,943)	(813,774)
Gross Amounts Offset in the Statements of Financial Condition, Liabilities	736,943	813,774
Amounts Presented in the Statements of Financial Condition, Liabilities	0	0
Financial Instruments, Liabilities	0	0
Cash Collateral Received/Pledged, Liabilities	0	0
Net Amount, Liabilities	$ 0	$ 0

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, 2019	Dec. 31, 2018
Futures Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	$ 9,770,839	$ 12,642,665
Total unrealized depreciation on open contracts	(5,288,351)	(18,312,891)
Net unrealized appreciation (depreciation) on open contracts	4,482,488	(5,670,226)
Futures Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	164,983	1,121,770
Total unrealized depreciation on open contracts	(1,224,528)	(3,118,338)
Futures Contracts [Member] | Energy [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	498,505	3,883,716
Total unrealized depreciation on open contracts	(309,759)	(7,727,803)
Futures Contracts [Member] | Grains [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,156,967	763,198
Total unrealized depreciation on open contracts	(78,704)	(62,865)
Futures Contracts [Member] | Indices [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	842,813	755,310
Total unrealized depreciation on open contracts	(480,508)	(1,562,651)
Futures Contracts [Member] | Interest Rates U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	1,761,438	517,969
Total unrealized depreciation on open contracts	(423,688)	(424,414)
Futures Contracts [Member] | Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	4,949,836	3,526,064
Total unrealized depreciation on open contracts	(138,061)	(963,044)
Futures Contracts [Member] | Livestock [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	4,980	198,893
Total unrealized depreciation on open contracts	(160,693)	(68,985)
Futures Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	221,180	171,670
Total unrealized depreciation on open contracts	(1,731,640)	(2,987,463)
Futures Contracts [Member] | Softs [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	170,137	1,704,075
Total unrealized depreciation on open contracts	(740,770)	(1,397,328)
Forward Contracts [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	5,441,571	2,634,806
Total unrealized depreciation on open contracts	(2,853,276)	(5,204,081)
Net unrealized appreciation (depreciation) on open contracts	2,588,295	(2,569,275)
Forward Contracts [Member] | Currencies [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	2,135,630	1,063,380
Total unrealized depreciation on open contracts	(736,943)	(813,774)
Forward Contracts [Member] | Metals [Member]
Derivative [Line Items]
Total unrealized appreciation on open contracts	3,305,941	1,571,426
Total unrealized depreciation on open contracts	$ (2,116,333)	$ (4,390,307)

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, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Derivative [Line Items]
Trading gains and losses	$ (2,818,288)	$ 15,346,120	$ 419,045	$ 3,609,609
Currencies [Member]
Derivative [Line Items]
Trading gains and losses	9,265	(4,991,977)	1,037,470	(9,778,245)
Energy [Member]
Derivative [Line Items]
Trading gains and losses	(6,204,826)	12,003,059	(13,038,523)	10,680,376
Grains [Member]
Derivative [Line Items]
Trading gains and losses	(3,127,999)	2,787,227	292,568	(284,604)
Indices [Member]
Derivative [Line Items]
Trading gains and losses	1,861,069	(500,914)	5,428,425	(1,551,637)
Interest Rates U.S. [Member]
Derivative [Line Items]
Trading gains and losses	2,635,101	598,680	2,872,217	(275,530)
Interest Rates Non-U.S. [Member]
Derivative [Line Items]
Trading gains and losses	7,731,667	2,115,996	11,051,597	3,881,424
Livestock [Member]
Derivative [Line Items]
Trading gains and losses	(2,449,355)	(821,235)	(3,432,815)	(1,033,923)
Metals [Member]
Derivative [Line Items]
Trading gains and losses	(2,749,020)	3,724,674	(3,925,625)	(5,946)
Softs [Member]
Derivative [Line Items]
Trading gains and losses	$ (524,190)	$ 430,610	$ 133,731	$ 1,977,694

Fair Value Measurements - Maste

Fair Value Measurements - Master's Fair Value Measurements (Detail) - USD ($)	Jun. 30, 2019	Dec. 31, 2018
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	$ 15,212,410	$ 15,277,471
Derivative Liabilities	8,141,627	23,516,972
Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	9,770,839	12,642,665
Derivative Liabilities	5,288,351	18,312,891
Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	5,441,571	2,634,806
Derivative Liabilities	2,853,276	5,204,081
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	9,770,839	12,642,665
Derivative Liabilities	5,288,351	18,312,891
Level 1 [Member] | Futures Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	9,770,839	12,642,665
Derivative Liabilities	5,288,351	18,312,891
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	5,441,571	2,634,806
Derivative Liabilities	2,853,276	5,204,081
Level 2 [Member] | Forward Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	5,441,571	2,634,806
Derivative Liabilities	$ 2,853,276	$ 5,204,081

Financial Instrument Risks - Ad

Financial Instrument Risks - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2019
Financial instruments maturity period	1 year
Credit Concentration Risk [Member] | Master's Contracts [Member] | Over the Counter [Member] | Minimum [Member]
Concentration risk percentage	16.10%
Credit Concentration Risk [Member] | Master's Contracts [Member] | Over the Counter [Member] | Maximum [Member]
Concentration risk percentage	33.60%