-----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, JeJ0QyWAcFKYCugDs4gl0yhIHGGQL1B+a8OrCPzgVTGzlHA+KF+ZHvWPxlUM1toM n21f65IzkTW4dw+eVW6vJQ== 0001047469-05-025083.txt : 20051021 0001047469-05-025083.hdr.sgml : 20051021 20051021172401 ACCESSION NUMBER: 0001047469-05-025083 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20051021 DATE AS OF CHANGE: 20051021 FILER: COMPANY DATA: COMPANY CONFORMED NAME: S&P MANAGED FUTURES INDEX FUND LP CENTRAL INDEX KEY: 0001255107 STANDARD INDUSTRIAL CLASSIFICATION: [6221] IRS NUMBER: 900080558 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-107357 FILM NUMBER: 051150486 BUSINESS ADDRESS: STREET 1: C/O REFCOFUND HOLDINGS LLC STREET 2: 200 LIBERTY STREET TOWER A CITY: NEW YORK STATE: NY ZIP: 10281 BUSINESS PHONE: 2126937000 MAIL ADDRESS: STREET 1: 200 LIBERTY STREET STREET 2: TOWER A CITY: NEW YORK STATE: NY ZIP: 10281 424B3 1 a2164274z424b3.txt 424B3 Filed pursuant to Rule 424(b)(3) Registration No. 333-107357 and No. 333-118965 [REFCO(R) LOGO] S&P MANAGED FUTURES INDEX FUND, LP Specifically designed to track the S&P Managed Futures Index(TM), before expenses of the Fund S&P MANAGED FUTURES INDEX FUND, LP - PERFORMANCE SUMMARY - SEPTEMBER 2005
CLASS 1 CLASS 2 UNITS $(M) UNITS $(M) ---------------------- ----------------------- Net Asset Value, Aug. 31, 2005 51,716 42.9 10,068 8.6 Subscriptions 9,503 7.9 320 0.3 Redemptions (8833) (7.3) (78) (0.1) Net Income (Loss) (0.1) 0.0 ---------------------- ----------------------- Net Asset Value, Sep. 30, 2005* 52,385 43.4 10,310 8.8 ====================== ======================= Net Asset Value per Unit, Sep. 30, 2005 828.71 852.43 September 2005 Performance 0.08% 0.09% Year-to Date Performance (8.29%) (6.90%)
* Differences may occur due to rounding FUND'S STATEMENT OF OPERATIONS FOR THE MONTH ENDED SEPTEMBER 30, 2005 EXPENSES Management fees Class 1 $ (129,459) Class 2 (8,994) Administrative fees Class 1 (17,395) Class 2 (3,707) Professional fees (12,916) Other (1,578) -------------- Total expenses (174,049) Less reimbursement of expenses by General Partner 16,237 -------------- Net investment profit (loss) for the month (157,812) Increase (decrease) in equity SPC 129,513 -------------- Net increase (decrease) in net assets $ (28,299) ==============
The Fund is not charged any brokerage or performance fees. I hereby affirm that to the best of my knowledge and belief, the information contained in this statement is accurate and complete. /s/ Richard C. Butt Richard C. Butt President, RefcoFund Holdings, LLC, the Fund's General Partner Commodity Pool Operator: RefcoFund Holdings, LLC Commodity Pool: S&P Managed Futures Index Fund, LP Refco Securities, LLC Member NASD/SIPC -----END PRIVACY-ENHANCED MESSAGE-----