Smith Barney Mid-West Futures Fund L.P. II
Notes to Financial Statements
September 30, 2003
(Unaudited)
(Continued)
The Master's Statement of Financial Condition as of September 30, 2003 and
December 31, 2002, Condensed Schedule of Investments at September 30, 2003 and
December 31, 2002, and its Statements of Income and Expenses and Members'
Capital for the three and nine months ended September 30, 2003 and 2002 were:
JWH Strategic Allocation Master Fund LLC
Statements of Financial Condition
(Unaudited)
September 30, December 31,
2003 2002
----------- -------------
ASSETS:
Equity in commodity futures trading account:
Cash (restricted $28,863,395 and
$15,044,312 in 2003 and 2002,
respectively) $ 134,964,930 $ 81,112,283
Net unrealized appreciation
(depreciation) on open futures
positions (299,900) 4,544,545
Unrealized appreciation on open
forward contracts 19,650,578 7,528,350
Interest receivable 112,345 76,955
------------- -------------
$ 154,427,953 $ 93,262,133
============= =============
LIABILITIES AND MEMBERS' CAPITAL:
Liabilities:
Unrealized depreciation on open
forward contracts $ 13,494,209 $ 2,677,940
Accrued expenses:
Professional fees 64,623 47,823
Distribution payable 112,345 76,955
------------- -------------
13,671,177 2,802,718
------------- -------------
Members' Capital:
Members' capital 86,727.6842 and
60,664.1530 Redeemable Units
outstanding in 2003 and 2002,
respectively 140,756,776 90,459,415
------------- -------------
$ 154,427,953 $ 93,262,133
============= =============