INVESTMENTS IN AFFILIATED FUNDS (Tables)

3 Months Ended

Mar. 31, 2018

The details of investments in Affiliated Funds at and for the period ended March 31, 2018 are as follows:

	Percentage of Members’ Capital		Fair Value		Profit (Loss)			Cost		Redemptions Permitted
Blakeney	16.15	%	$	10,127,797	$	(760,996	)	$	9,805,531	Weekly
Campbell	10.43	%	6,537,973		(454,391		)	6,647,939		Weekly
Century CAT	12.41	%	7,785,397		(359,148		)	7,178,429		Weekly
Quantica MF	13.07	%	8,195,792		(74,323		)	7,349,098		Weekly
Silver	8.27	%	5,186,772		(744,107		)	6,236,714		Weekly


	60.33	%	$	37,833,731	$	(2,392,965	)	$	37,217,711

The details of investments in Affiliated Funds at and for the year ended December 31, 2017 are as follows:

	Percentage of Members’ Capital		Fair Value		Profit (Loss)			Cost		Management Fees		Performance Fees		Redemptions Permitted
Blakeney	17.67	%	$	12,668,793	$	1,809,898		$	11,426,766	$	241,153	$	138,258	Weekly
Campbell	10.11	%	7,252,364		1,101,081			6,970,719		155,918		26,590		Weekly
CCP Core Macro *	—		—		388,541			—		92,403		—		Weekly
Century CAT	12.06	%	8,654,545		1,000,853			7,604,846		76,655		—		Weekly
Quantica MF	12.35	%	8,860,115		1,960,321			7,735,745		102,447		91,355		Weekly
Silver	9.10	%	6,530,879		(906,878		)	7,404,913		83,277		—		Weekly


	61.29	%	$	43,966,696	$	5,353,816		$	41,142,989	$	751,853	$	256,203

* Affiliated Fund was redeemed in July 2017 and the Fund received proceeds of $10,741,987.

The details of investments in Affiliated Funds at and for the period ended March 31, 2017 are as follows:

	Percentage of Members’ Capital		Fair Value		Profit (Loss)			Cost		Redemptions Permitted
Blakeney	10.51	%	$	10,543,313	$	254,418		$	10,875,100	Weekly
Campbell	9.18	%	9,210,126		(81,157		)	11,164,418		Weekly
CCP Core Macro	11.20	%	11,230,317		276,871			11,932,997		Weekly
Century CAT	11.89	%	11,925,544		86,852			13,983,364		Weekly
Quantica MF	8.84	%	8,861,055		766,261			8,307,664		Weekly
Silver	8.99	%	9,018,231		(269,526		)	10,657,504		Weekly


	60.61	%	$	60,788,586	$	1,033,719		$	66,921,047

	For the three months ended March 31, 2018
	Income (Loss)			Commissions		Expenses			Net Income (Loss)
Blakeney	$	(714,993	)	$	—	$	(46,796	)	$	(761,789	)
Campbell	(422,304		)	—		(32,836		)	(455,140		)
Century CAT	(326,496		)	—		(35,343		)	(361,839		)
Quantica MF	(37,426		)	—		(37,067		)	(74,493		)
Silver	(714,554		)	—		(30,555		)	(745,109		)


Total	$	(2,215,773	)	$	—	$	(182,597	)	$	(2,398,370	)

	For the three months ended March 31, 2017
	Income (Loss)			Commissions		Expenses			Net Income (Loss)
Blakeney	$	311,240		$	—	$	(56,633	)	$	254,607
Campbell	(32,761		)	—		(48,467		)	(81,228		)
CCP Core Macro	389,693			—		(112,610		)	277,083
Century CAT##	138,220			—		(51,308		)	86,912
Quantica MF	813,552			—		(46,722		)	766,830
Silver	(222,015		)	—		(47,720		)	(269,735		)


Total	$	1,397,929		$	—	$	(363,460	)	$	1,034,469

MAN FRM MANAGED FUTURES STRATEGIES LLC 10-Q