-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, T3nxrP9AqVDbbE5pNmTb6ZJG0z2hi05qFI+Eu81ZDeQxzsLcZQdKq612lfgxKnRk V7jUtqRMc3IIwU1rHWXwbA== 0001013167-04-000007.txt : 20040914 0001013167-04-000007.hdr.sgml : 20040914 20040914113801 ACCESSION NUMBER: 0001013167-04-000007 CONFORMED SUBMISSION TYPE: 10-Q/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040914 DATE AS OF CHANGE: 20040914 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SMITH BARNEY MID WEST FUTURES FUND LP II CENTRAL INDEX KEY: 0001013167 STANDARD INDUSTRIAL CLASSIFICATION: [6221] IRS NUMBER: 133772374 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 10-Q/A SEC ACT: 1934 Act SEC FILE NUMBER: 000-28336 FILM NUMBER: 041028881 BUSINESS ADDRESS: STREET 1: 390 GREENWICH ST STREET 2: FIRST FL CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 2127235424 MAIL ADDRESS: STREET 1: 390 GREENWICH ST STREET 2: FIRST FLOOR CITY: NEW YORK STATE: NY ZIP: 10013 10-Q/A 1 midwest2.txt SMITH BARNEY MID-WEST FUTURES FUND L.P. II Smith Barney Mid-West Futures Fund L.P. II Notes to Financial Statements June 30, 2004 (Unaudited) (Continued) JWH Strategic Allocation Master Fund LLC Statements of Income and Expenses and Members' Capital (Unaudited)
Three Months Ended Six Months Ended June 30, JUNE 30, ------------------------------ ----------------------------- 2004 2003 2004 2003 ------------------------------ ----------------------------- Income: Net gains (losses) on trading of commodity interests: Realized gains (losses) on closed positions and foreign currencies $ (30,580,263) $ 1,863,361 $ (7,699,592) $ 31,202,079 Change in unrealized gains (losses) on open positions (14,418,038) (8,596,738) (25,827,730) (21,771,283) Interest income 402,630 324,300 726,794 575,839 ------------- ------------- ------------- ------------- (44,595,671) (6,409,077) (32,800,528) 10,006,635 ------------- ------------- ------------- ------------- Expenses: Clearing fees 146,544 109,757 263,244 172,906 Other expenses 15,000 15,000 30,000 30,000 ------------- ------------- ------------- ------------- 161,544 124,757 293,244 202,906 ------------- ------------- ------------- ------------- Net income (loss) (44,757,215) (6,533,834) (33,093,772) 9,803,729 Additions 20,545,500 53,282,545 37,442,000 54,982,545 Redemptions (2,874,512) (4,818,603) (6,365,465) (7,729,873) Distribution of Interest to feeder funds (402,630) (324,300) (726,794) (575,839) ------------- ------------- ------------- ------------- Net (decrease) increase in Members' capital (27,488,857) 41,605,808 (2,744,031) 56,480,562 Members' capital, beginning of period 169,821,443 105,334,169 145,076,617 90,459,415 ------------- ------------- ------------- ------------- Members' capital, end of period $ 142,332,586 $ 146,939,977 $ 142,332,586 $ 146,939,977 ============= ============= ============= ============= Net asset value per Redeemable Unit (104,820.3576 and 84,964.7936 Units outstanding at June 30, 2004 and 2003, respectively) $ 1,357.87 $ 1,729.42 $ 1,357.87 $ 1,729.42 ============= ============= ============= ============= Net income (loss) per Unit of Member Interest $ (445.46) $ (21.42) $ (313.02) $ 246.93 ============= ============= ============= =============
11 Smith Barney Mid-West Futures Fund L.P. II Notes to Financial Statements June 30, 2004 (Unaudited) (Continued) JWH Strategic Allocation Master Fund LLC Statements of Cash Flows June 30, 2004 (Unaudited)
Three Months Ended Six Months Ended June 30, June 30, ---------------------------- ---------------------------- 2004 2003 2004 2003 --------------- ------------ --------------------------- Cash flows from operating activities: Net income (loss) $(44,757,215) $ (6,533,834) $ (33,093,772) $ 9,803,729 Adjustments to reconcile net income (loss) to net cash provided by (used in) operating activities: Changes in operating assets and liabilities: Net unrealized appreciation on open futures positions 19,573,481 4,815,978 6,746,009 10,096,495 Unrealized appreciation (depreciation) on open forward contracts 7,294,771 (872,819) 10,557,371 3,676,940 (Increase) decrease in interest receivable (279,241) (324,300) (321,913) 637,785 Unrealized appreciation (depreciation) on open forward contracts (12,450,213) 4,653,580 8,524,350 7,997,848 Accrued expenses: Increase in professional fees 12,944 13,600 10,000 28,600 Increase (decrease) in distribution payable 279,241 324,300 321,913 (637,785) ------------ ---------- ---------- ---------- Net cash provided (used in) by operating activities (30,326,232) 2,076,505 (7,256,042) 31,603,612 ------------ ---------- ----------- ---------- Cash flows from financing activities: Proceeds from additions 20,545,500 53,282,545 37,442,000 54,982,545 Payments for redemptions (2,874,512) (4,818,603) (6,365,465) (7,729,873) Distribution of Interest to Feeder Funds (402,630) (324,300) (726,794) (575,839) ------------ ------------ ----------- ----------- Net cash provided by (used in) by financing activities 17,268,358 48,139,642 30,349,741 46,676,833 ----------- ----------- ----------- ---------- Net change in cash (13,057,874) 50,216,147 23,093,699 78,280,445 Cash, at beginning of period 168,131,075 109,176,581 131,979,502 81,112,283 ----------- ----------- ----------- ----------- Cash, at end of period $ 155,073,201 $ 159,392,728 $ 155,073,201 $ 159,392,728 =========== =========== =========== ===========
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