MAN AHL DIVERSIFIED I LP Files 10-Q for Period Ending March 31, 2024

TL;DR

<b>MAN AHL DIVERSIFIED I LP filed its Q1 2024 10-Q, detailing a diverse portfolio of financial derivatives and securities.</b>

AI Summary

MAN AHL DIVERSIFIED I LP (MADL) filed a Quarterly Report (10-Q) with the SEC on May 13, 2024. MAN AHL DIVERSIFIED I LP filed a 10-Q report for the period ending March 31, 2024. The filing details various financial instruments including futures contracts, swap contracts, and forward contracts. Specific contract types mentioned include Agricultural, Energy, Currencies, and Metal futures. The company also holds US Government Securities, specifically a Treasury Bill maturing April 11, 2024. The report covers positions as of March 31, 2024, and December 31, 2023.

Why It Matters

For investors and stakeholders tracking MAN AHL DIVERSIFIED I LP, this filing contains several important signals. The 10-Q filing provides a snapshot of MAN AHL DIVERSIFIED I LP's financial positions and derivative exposures as of the end of the first quarter of 2024. Understanding these positions is crucial for investors and analysts to assess the fund's risk profile, investment strategy, and potential performance drivers.

Risk Assessment

Risk Level: medium — MAN AHL DIVERSIFIED I LP shows moderate risk based on this filing. The filing is a standard 10-Q, which provides detailed financial information but does not contain forward-looking statements or significant strategic shifts that would indicate a high level of risk.

Analyst Insight

Review the specific derivative positions and underlying assets to understand the fund's current market exposure and potential risks.

Key Numbers

• 2024-03-31 — Reporting Period End Date (Conformed period of report)
• 2024-05-13 — Filing Date (Date the 10-Q was filed)
• 1231 — Fiscal Year End (Company's fiscal year end)
• 000-53043 — SEC File Number (SEC file number for the company)

Key Players & Entities

• MAN AHL DIVERSIFIED I LP (company) — Filer of the 10-Q report
• MADL (company) — Ticker symbol for MAN AHL DIVERSIFIED I LP
• 2024-03-31 (date) — Conformed period of report
• 2024-05-13 (date) — Filing date
• 123 NORTH WACKER DRIVE (address) — Business and mailing address
• CHICAGO (location) — City of business and mailing address
• DE (location) — State of incorporation
• 0000950170-24-058707 (filing_id) — Accession number of the filing

FAQ

Risk Factors

• Derivative Contract Risks [medium — financial]: The company is exposed to risks associated with various derivative contracts, including futures, swaps, and forwards, which can lead to significant gains or losses.
• Market Volatility [medium — market]: Fluctuations in market prices of underlying assets such as currencies, commodities, and interest rates can impact the value of the company's investments and derivative positions.
• Counterparty Risk [medium — financial]: The company faces risks related to the ability of counterparties to fulfill their obligations under derivative contracts.

Key Dates

• 2024-03-31: Quarterly Period End — End of the reporting period for the 10-Q filing.
• 2024-05-13: Filing Date — Date the 10-Q was officially filed with the SEC.

Filing Documents

• ck0001052354-20240331.htm (10-Q) — 2807KB
• ck0001052354-ex31_1.htm (EX-31.1) — 11KB
• ck0001052354-ex31_2.htm (EX-31.2) — 11KB
• ck0001052354-ex32_1.htm (EX-32.1) — 7KB
• ck0001052354-ex32_2.htm (EX-32.2) — 7KB
• 0000950170-24-058707.txt (&nbsp;) — 11186KB
• ck0001052354-20240331.xsd (EX-101.SCH) — 1228KB
• ck0001052354-20240331_htm.xml (XML) — 2838KB

Financial Statements

Financial Statements 2 3 4 5

Notes to Financial Statements (unaudited)

Notes to Financial Statements (unaudited) 6 (a) At March 31, 2024 (unaudited) and December 31, 2023 (b) For the three month periods ended March 31, 2024 and 2023 (unaudited) 1 MAN-AHL DIVERSIFIED I L.P. (A Delaware Limited Partnership) March 31, 2024 (Unaudited) December 31, 2023 ASSETS Investment in Man-AHL Diversified Trading Company L.P. $ 92,409,378 $ 87,383,755 Due from Man-AHL Diversified Trading Company L.P. 1,261,929 608,772 Cash — 50,000 Total assets $ 93,671,307 $ 88,042,527 LIABILITIES AND PARTNERS' CAPITAL LIABILITIES: Redemptions payable $ 1,261,929 $ 608,772 Subscriptions received in advance — 50,000 Management fees payable 230,761 215,707 Servicing fees payable 77,151 72,183 Accrued expenses and other liabilities 268,369 371,828 Total liabilities 1,838,210 1,318,490 PARTNERS' CAPITAL: General Partner - Class A Series 1 ( 186.37 units outstanding as at March 31, 2024 and December 31, 2023) 1,013,188 897,609 Limited Partners - Class A Series 1 ( 11,149.10 and 11,847.00 units outstanding as at March 31, 2024 and December 31, 2023, respectively) 60,610,043 57,057,130 Limited Partners - Class A Series 2 ( 478.32 and 689.34 units outstanding as at March 31, 2024 and December 31, 2023, respectively) 3,138,286 3,994,356 Limited Partners - Class B Series 1 ( 4,979.98 and 5,144.34 units outstanding as at March 31, 2024 and December 31, 2023, respectively) 27,071,580 24,774,942 Total partners' capital 91,833,097 86,724,037 Total liabilities and partners' capital $ 93,671,307 $ 88,042,527 NET ASSET VALUE PER OUTSTANDING UNIT OF PARTNERSHIP INTEREST - CLASS A Series 1 $ 5,436.32 * $ 4,816.17 * NET ASSET VALUE PER OUTSTANDING UNIT OF PARTNERSHIP INTEREST - CLASS A Series 2 $ 6,561.11 * $ 5,794.47 * NET ASSET VALUE PER OUTSTANDING UNIT OF PARTNERSHIP INTEREST - CLA

Financial Statements

Financial Statements 11 Condensed Schedules of Investments (a) 12 14 15 16 Notes to the Financial Statements (unaudited) 17 (a) At March 31, 2024 (unaudited) and December 31, 2023 (b) For the three month periods ended March 31, 2024 and 2023 (unaudited) 10 MAN-AHL DIVERSIFIED TRADING COMPANY L.P. (A Delaware Limited Partnership) March 31, 2024 (Unaudited) December 31, 2023 ASSETS Equity in trading accounts: Net unrealized trading appreciation on open futures contracts $ 8,433,926 $ 4,805,557 Net unrealized trading appreciation on open forward contracts 5,601,971 4,942 Net unrealized trading appreciation on open swap agreements 1,258,190 2,834,692 Net premiums paid on credit default swap agreements 9,590,084 6,103,173 Due from brokers 39,831,420 32,998,664 Total equity in trading accounts 64,715,591 46,747,028 Cash and cash equivalents 12,429,320 5,557,533 Investment in securities, at fair value (cost $ 121,530,895 and $ 134,645,916 at March 31, 2024 and December 31, 2023, respectively) 121,574,511 134,766,295 Interest receivable 51,153 26,648 Total assets $ 198,770,575 $ 187,097,504 LIABILITIES AND PARTNERS' CAPITAL LIABILITIES: Net unrealized trading depreciation on open forward contracts $ 783,490 $ 5,347,531 Net premiums received on credit default swap agreements 1,074,729 — Due to brokers 66 — Redemptions payable to Man-AHL Diversified I L.P. 1,261,929 608,772 Redemptions payable to Man-AHL Diversified II L.P. 3,551,250 2,047,191 Accrued expenses and other liabilities 388,621 418,761 Total liabilities 7,060,085 8,422,255 PARTNERS' CAPITAL: Limited Partners ( 6,215.95 and 6,610.48 units outstanding as at March 31, 2024 and

View Full Filing

View this 10-Q filing on SEC EDGAR