CONDENSED SCHEDULES OF INVESTMENTS (Tables)

9 Months Ended

Sep. 30, 2017

Schedule of unrealized profit (loss) on open contracts on the Statements of Financial Condition

September 30, 2017

	Long Positions						Short Positions							Net Unrealized
Commodity Industry	Number of	Unrealized			Percent of		Number of		Unrealized			Percent of		Profit (Loss)			Percent of
Sector	Contracts/Notional*	Profit (Loss)			Members’ Capital		Contracts/Notional*		Profit (Loss)			Members’ Capital		on Open Positions			Members’ Capital		Maturity Dates

Agriculture	683	$	(440,089	)	-0.07	%	(2,868	)	$	1,433,019		0.22	%	$	992,930		0.15	%	October 2017 - April 2018
Currencies - Futures	2,449	(2,931,643		)	-0.45	%	(1,699	)	3,327,969			0.51	%	396,326			0.06	%	December 2017
Currencies - Forwards*	329,098,467	(3,730,138		)	-0.57	%	(176,575,584	)	1,086,748			0.17	%	(2,643,390		)	-0.40	%	October 2017 - December 2017
Energy	546	621,335			0.09	%	(558	)	(228,520		)	-0.03	%	392,815			0.06	%	October 2017 - December 2017
Interest rates	11,487	(6,345,766		)	-0.97	%	(632	)	309,347			0.05	%	(6,036,419		)	-0.92	%	December 2017 - September 2020
Metals	814	(1,570,581		)	-0.24	%	(243	)	133,118			0.02	%	(1,437,463		)	-0.22	%	November 2017 - January 2018
Stock indices	6,060	8,457,171			1.29	%	(1,160	)	(4,441,290		)	-0.68	%	4,015,881			0.61	%	October 2017 - December 2017


Total		$	(5,939,711	)	-0.92	%			$	1,620,391		0.26	%	$	(4,319,320	)	-0.66	%


December 31, 2016

	Long Positions						Short Positions							Net Unrealized

Commodity Industry	Number of	Unrealized			Percent of		Number of		Unrealized			Percent of		Profit (Loss)			Percent of
Sector	Contracts/Notional*	Profit (Loss)			Members’ Capital		Contracts/Notional*		Profit (Loss)			Members’ Capital		on Open Positions			Members’ Capital		Maturity Dates


Agriculture	1,343	$	(829,500	)	-0.09	%	(2,577	)	$	3,088,279		0.35	%	$	2,258,779		0.26	%	January 2017 - May 2017
Currencies - Futures	—	—			0.00	%	(4,246	)	4,263,986			0.48	%	4,263,986			0.48	%	March 2017
Currencies - Forwards*	375,072,969	2,624,303			0.30	%	(228,896,545	)	(1,483,334		)	-0.17	%	1,140,969			0.13	%	January 2017 - March 2017
Energy	545	587,351			0.07	%	(210	)	(425,312		)	-0.05	%	162,039			0.02	%	January 2017 - March 2017
Interest rates	3,943	924,684			0.10	%	(7,799	)	891,077			0.10	%	1,815,761			0.20	%	March 2017 - December 2019
Metals	1,245	(1,075,952		)	-0.12	%	(1,533	)	(490,328		)	-0.06	%	(1,566,280		)	-0.18	%	January 2017 - April 2017
Stock indices	7,991	2,944,929			0.33	%	(283	)	(45,935		)	-0.01	%	2,898,994			0.32	%	January 2017 - March 2017


Total		$	5,175,815		0.59	%			$	5,798,433		0.64	%	$	10,974,248		1.23	%

*Currencies-Forwards present notional amounts as converted to USD.

ML Winton FuturesAccess LLC 10-Q