<Page>
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 10-Q
(Mark One)
(X) QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE
ACT OF 1934
For the quarterly period ended March 31, 2003
--------------
OR
( ) TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES
EXCHANGE ACT OF 1934
For the transition period from to
---------------- ----------------
Commission File Number 0-18215
JOHN W. HENRY & CO./MILLBURN L.P.
---------------------------------
(Exact Name of Registrant as
specified in its charter)
Delaware 06-1287586
- ------------------------------- ---------------------------------
(State or other jurisdiction of (IRS Employer Identification No.)
incorporation or organization)
c/o Merrill Lynch Alternative Investments LLC
Princeton Corporate Campus
800 Scudders Mill Road - Section 2G
Plainsboro, New Jersey 08536
----------------------------
(Address of principal executive offices)
(Zip Code)
609-282-6996
------------
(Registrant's telephone number, including area code)
Indicate by check mark whether the registrant (1) has filed all reports
required to be filed by Section 13 or 15 (d) of the Securities Exchange Act of
1934 during the preceding 12 months (or for such shorter period that the
registrant was required to file such reports), and (2) has been subject to such
filing requirements for the past 90 days. Yes X No
--- ---
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PART I - FINANCIAL INFORMATION
Item 1. Financial Statements
JOHN W. HENRY & CO./MILLBURN L.P.
---------------------------------
(A Delaware Limited Partnership)
--------------------------------
STATEMENTS OF FINANCIAL CONDITION
---------------------------------
<Table>
<Caption>
March 31, December 31,
2003 2002
(unaudited)
----------- ------------
ASSETS
Investments $31,525,644 $30,928,775
Receivable from investments 376,925 45,049
----------- -----------
TOTAL $31,902,569 $30,973,824
=========== ===========
LIABILITY AND PARTNERS' CAPITAL
Redemptions payable $ 376,925 $ 45,049
----------- -----------
Total liabilities 376,925 45,049
----------- -----------
PARTNERS' CAPITAL:
General Partner:
(231 and 231 Series A Units) 85,822 82,826
(511 and 511 Series B Units) 154,269 148,873
(378 and 378 Series C Units) 88,919 85,813
Limited Partners:
(21,998 and 22,376 Series A Units) 8,172,789 8,023,008
(48,856 and 49,186 Series B Units) 14,749,383 14,329,638
(35,175 and 36,378 Series C Units) 8,274,462 8,258,617
----------- -----------
Total partners' capital 31,525,644 30,928,775
----------- -----------
TOTAL $31,902,569 $30,973,824
=========== ===========
NET ASSET VALUE PER UNIT:
Series A (Based on 22,229 and 22,607 Units outstanding) $ 371.52 $ 358.55
=========== ===========
Series B (Based on 49,367 and 49,697 Units outstanding) $ 301.90 $ 291.34
=========== ===========
Series C (Based on 35,553 and 36,756 Units outstanding) $ 235.24 $ 227.02
=========== ===========
</Table>
See notes to financial statements.
2
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JOHN W. HENRY & CO./MILLBURN L.P.
---------------------------------
(a Delaware limited partnership)
--------------------------------
STATEMENTS OF OPERATIONS
------------------------
(unaudited)
<Table>
<Caption>
For the three For the three
months ended months ended
March 31, 2003 March 31, 2002
-------------- --------------
REVENUES:
Trading profit (loss):
Realized $ 6,110,265 $ (343,684)
Change in unrealized (4,159,998) (1,666,691)
------------- -------------
Total trading results 1,950,267 (2,010,375)
Interest income 95,158 103,356
------------- -------------
Total revenues 2,045,425 (1,907,019)
------------- -------------
EXPENSES:
Brokerage commissions 712,515 528,383
Profit Shares 184,044 --
Administrative fees 20,957 15,543
------------- -------------
Total expenses 917,516 543,926
------------- -------------
NET INCOME (LOSS) $ 1,127,909 $ (2,450,945)
============= =============
NET INCOME (LOSS) PER UNIT:
Weighted average number of General Partner
and Limited Partner Units outstanding 108,876 122,020
============= =============
Net income (loss) per weighted average
General Partner and Limited Partner Unit $ 10.36 $ (20.09)
============= =============
Net income (loss) per weighted average General Partner
and Limited Partner Unit by series
Series A $ 13.18 $ (25.34)
============= =============
Series B $ 10.62 $ (20.64)
============= =============
Series C $ 8.27 $ (16.14)
============= =============
</Table>
All items of income and expense are allocated from investments in Trading LLC's.
Certain 2002 information has been reclassified to conform to 2003 presentation.
See notes to financial statements.
3
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JOHN W. HENRY & CO./MILLBURN L.P.
---------------------------------
(a Delaware limited partnership)
--------------------------------
STATEMENTS OF CHANGES IN PARTNERS' CAPITAL
-----------------------------------------
For the three months ended March 31, 2003 and 2002
-------------------------------------------------
(unaudited)
----------
<Table>
<Caption>
Units General Partner
----- ---------------
Series A Series B Series C Series A Series B Series C Series A
------------ ------------ ------------ ------------ --------------- ------------ ------------
PARTNERS' CAPITAL,
December 31, 2001 25,885 55,740 41,824 $ 76,061 $ 133,398 $ 76,317 $ 6,856,493
Net loss -- -- -- (7,267) (12,746) (7,291) (637,777)
Redemptions (1,275) (1,810) (717) -- -- -- (326,203)
------------ ------------ ------------ ------------ ------------ ------------ ------------
PARTNERS' CAPITAL,
March 31, 2002 24,610 53,930 41,107 $ 68,794 $ 120,652 $ 69,026 $ 5,892,513
============ ============ ============ ============ ============ ============ ============
PARTNERS' CAPITAL,
December 31, 2002 22,607 49,697 36,756 $ 82,826 $ 148,873 $ 85,813 $ 8,023,008
Net income -- -- -- 2,996 5,396 3,106 294,005
Redemptions (378) (330) (1,203) -- -- -- (144,224)
------------ ------------ ------------ ------------ ------------ ------------ ------------
PARTNERS' CAPITAL,
March 31, 2003 22,229 49,367 35,553 $ 85,822 $ 154,269 $ 88,919 $ 8,172,789
============ ============ ============ ============ ============ ============ ============
<Caption>
Limited Partners
----------------
Series B Series C Total
---------------- -------------- --------------
PARTNERS' CAPITAL,
December 31, 2001 $ 11,996,457 $ 7,016,956 $ 26,155,682
Net loss (1,123,010) (662,854) (2,450,945)
Redemptions (379,487) (117,591) (823,281)
------------ ------------ ------------
PARTNERS' CAPITAL,
March 31, 2002 $ 10,493,960 $ 6,236,511 $ 22,881,456
============ ============ ============
PARTNERS' CAPITAL,
December 31, 2002 $ 14,329,638 $ 8,258,617 $ 30,928,775
Net income 521,755 300,651 1,127,909
Redemptions (102,010) (284,806) (531,040)
------------ ------------ ------------
PARTNERS' CAPITAL,
March 31, 2003 $ 14,749,383 $ 8,274,462 $ 31,525,644
============ ============ ============
</Table>
See notes to financial statements.
4
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JOHN W. HENRY & CO./MILLBURN L.P.
---------------------------------
(A Delaware Limited Partnership)
--------------------------------
NOTES TO FINANCIAL STATEMENTS
(unaudited)
1. SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
These financial statements have been prepared without audit. In the opinion
of management, the financial statements contain all adjustments (consisting
of only normal recurring adjustments) necessary to present fairly the
financial position of John W. Henry & Co./Millburn L.P. (the "Partnership")
as of March 31, 2003, and the results of its operations for the three
months ended March 31, 2003 and 2002. The operating results for the interim
periods may not be indicative of the results for the full year.
Certain information and footnote disclosures normally included in annual
financial statements prepared in accordance with accounting principles
general accepted in the United States of America have been omitted. It is
suggested that these financial statements be read in conjunction with the
financial statements and notes thereto included in the Partnership's Annual
Report on Form 10-K filed with the Securities and Exchange Commission for
the year ended December 31, 2002.
2. INVESTMENTS
As of March 31, 2003, the Partnership had investments in ML JWH Financials
and Metals Portfolio LLC ("JWH LLC") and Millburn Global LLC ("Millburn
LLC") ("Trading LLC's", collectively) of $15,762,822 and $15,762,822,
respectively. For the year ending December 31, 2002, the Partnership had
investments in JWH LLC and Millburn LLC of $15,464,388 and $15,464,388,
respectively.
Condensed statements of financial condition and statements of operations
for JWH LLC and Millburn LLC are set forth as follows:
<Table>
<Caption>
March 31, 2003 December 31, 2002
(unaudited)
----------------------------- -----------------------------
JWH Millburn JWH Millburn
LLC LLC LLC LLC
------------- ------------- ------------- -------------
Assets $ 17,621,874 $ 15,870,144 $ 15,577,828 $ 16,300,716
============= ============= ============= =============
Liabilities $ 1,859,052 $ 107,322 $ 113,440 $ 836,328
Members' Capital 15,762,822 15,762,822 15,464,388 15,464,388
------------- ------------- ------------- -------------
Total $ 17,621,874 $ 15,870,144 $ 15,577,828 $ 16,300,716
============= ============= ============= =============
</Table>
5
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<Table>
<Caption>
JWH Millburn JWH Millburn
LLC LLC LLC LLC
----------------------- ---------------------- ---------------------- -----------------------
For the three months For the three months For the three months For the three months
ended March 31, ended March 31, ended March 31, ended March 31,
2003 (unaudited) 2003 (unaudited) 2002 (unaudited) 2002 (unaudited)
----------------------- ---------------------- ---------------------- -----------------------
Revenues $ 2,481,420 $ (435,995) $ (1,352,944) $ (554,075)
Expenses 573,142 344,373 264,289 279,637
----------------------- ---------------------- ---------------------- -----------------------
Net Income (loss) $ 1,908,278 $ (780,368) $ (1,617,233) $ (833,712)
======================= ====================== ====================== =======================
</Table>
3. FAIR VALUE AND OFF-BALANCE SHEET RISK
The nature of this Partnership has certain risks, which can not be
presented on the financial statements. The following summarizes some of
those risks.
Market Risk
-----------
Derivative instruments involve varying degrees of off-balance sheet market
risk. Changes in the level or volatility of interest rates, foreign
currency exchange rates or the market values of the financial instruments
or commodities underlying such derivative instruments frequently resulted
in changes in the net unrealized profit (loss) as reflected in the
respective Statements of Financial Condition of the Trading LLCs. The
Partnership's exposure to market risk is influenced by a number of factors,
including the relationships among the derivative instruments held by the
Partnership, through the Trading LLCs, as well as the volatility and
liquidity of such markets in which such derivative instruments are traded.
The General Partner, Merrill Lynch Alternative Investments LLC ("MLAI
LLC"), formerly MLIM Alternative Strategies LLC, has procedures in place
intended to control market risk exposure, although there can be no
assurance that they will, in fact, succeed in doing so. These procedures
focus primarily on monitoring the trading of the Advisors selected from
time to time for the Partnership, calculating the Net Asset Value of the
Advisors' respective Trading LLC accounts as of the close of business on
each day and reviewing outstanding positions for over-concentrations both
on an Advisor-by-Advisor and on an overall Partnership basis. While MLAI
LLC does not itself intervene in the markets to hedge or diversify the
Partnership's market exposure, MLAI LLC may urge Advisors to reallocate
positions or itself reallocate Partnership assets among Advisors (although
typically only as of the end of a month) in an attempt to avoid
over-concentration. However, such interventions are unusual. Except in
cases in which it appears that an Advisor has begun to deviate from past
practice and trading policies or to be trading erratically, MLAI LLC's
basic risk control procedures consist simply of the ongoing process of
advisor monitoring and selection, with the market risk controls being
applied by the Advisors themselves.
6
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Credit Risk
-----------
The risks associated with exchange-traded contracts are typically perceived
to be less than those associated with over-the-counter
(non-exchange-traded) transactions, because exchanges typically (but not
universally) provide clearinghouse arrangements in which the collective
credit (in some cases limited in amount, in some cases not) of the members
of the exchange is pledged to support the financial integrity of the
exchange. In over-the-counter transactions, on the other hand, traders must
rely solely on the credit of their respective individual counterparties.
Margins, which may be subject to loss in the event of a default, are
generally required in exchange trading, and counterparties may also require
margin in the over-the-counter markets.
The Partnership, through the Trading LLCs, has credit risk in respect of
its counterparties and brokers, but attempts to mitigate this risk by
dealing almost exclusively with Merrill Lynch entities as clearing brokers.
The Partnership, through the Trading LLCs, in its normal course of
business, enters into various contracts, with Merrill Lynch Pierce Fenner &
Smith Inc. ("MLPF&S") acting as its commodity broker. Pursuant to the
brokerage agreement with MLPF&S (which includes a netting arrangement), to
the extent that such trading results in receivables from and payables to
MLPF&S, these receivables and payables are offset and reported as a net
receivable or payable and included in the Statements of Financial Condition
under Equity in commodity futures trading accounts.
Item 2: Management's Discussion and Analysis of Financial Condition and Results
of Operations
MONTH-END NET ASSET VALUE PER SERIES A UNIT
<Table>
<Caption>
Jan. Feb. Mar.
--------------------------------
2002 $269.22 $255.81 $242.23
2003 $383.74 $393.54 $371.52
</Table>
MONTH-END NET ASSET VALUE PER SERIES B UNIT
<Table>
<Caption>
Jan. Feb. Mar.
--------------------------------
2002 $218.75 $207.86 $196.82
2003 $311.82 $319.78 $301.90
</Table>
MONTH-END NET ASSET VALUE PER SERIES C UNIT
<Table>
<Caption>
Jan. Feb. Mar.
--------------------------------
2002 $170.48 $161.99 $153.39
2003 $242.97 $249.18 $235.24
</Table>
Performance Summary
7
<Page>
All of the Partnership's assets are invested in Trading LLCs. The Partnership
receives trading profits as an investor in the Trading LLCs. The following
commentary describes the trading results of the Trading LLCs.
January 1, 2003 to March 31, 2003
The Partnership experienced gains in the interest rate, stock index and currency
sectors and losses in the metals sector. Overall, for the quarter, the
Partnership experienced a positive rate of return for the quarter.
Interest rate futures were the best performers for the quarter. Interest rates
continued to push lower as economic data for the fourth quarter announced an
annual growth rate for the economy of about 1% for 2002. Consumer spending and
confidence remained low and even the housing market stumbled in March. The
global fixed income markets continued their upward climb until mid-March when
expectations of a short conflict triggered the liquidation of many fixed income
investments hurting long exposure.
Trading in stock indices posted gains for each of the months in the quarter.
European stock markets attempted to start the year with some optimism only to
succumb to eroding prices throughout the quarter. Global economies suffered
throughout the quarter; however, in mid-March the equities market did react with
the currency and fixed income markets. Equities appeared to be more in tune to
the overall market fundamental and were quick to resume their downward trend.
The currency forward and futures trading had gains for the quarter. The
weakening U.S. dollar was continuing to decline as it has for over a year and
the Partnership was well positioned to capitalize on its U.S dollar positions
against other currencies. In March, on hopes that the war with Iraq would be
short, the U.S. dollar strengthened and returned some of the profits earned
early in the year.
The metals sector had losses for the quarter. Gold drove profits in January as
it continued its run up. The general perception of risks in the financial
markets and the geopolitical situation unfolding was the main driver for the
gold market in January. The Partnership sustained losses in February as the long
bias in precious metals hurt the portfolio when gold reversed its rising trend
in February with the announcement that the German Bundesbank had sold a portion
of its gold reserves. Industrial metals markets were choppy throughout the
quarter.
January 1, 2002 to March 31, 2002
Trading in the metals sector was unprofitable for the quarter. Long positions in
gold suffered losses. The gold market slumped, reversing January gains. Base
metal positioning posted losses as prices soared on the hope that an economic
recovery in the United States would boost demand.
Trading in the interest rate markets produced losses on conflicting economic
reports. U.S. short rate profits offset losses incurred further out on the U.S.
curve under very choppy market conditions. European and Japanese fixed income
exposures posted losses under particularly direction-less markets. Global bond
prices declined on growing optimism for a stronger economic outlook for the
remainder of 2002, benefiting short positioning.
Stock indices trading incurred losses for the quarter. Long equity exposures
were flipped to short exposures during the quarter, added to losses in volatile
market conditions as profit forecasts fell short
8
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and concern over the Enron accounting situation deepened. Global equity markets
appreciated in March, notably in Japan, Germany and France, which generated
losses on short positioning.
Currency trading was the most unprofitable strategy for the quarter. Early in
the quarter, strong gains were generated from short Japanese yen positions as
the Japanese yen continued to depreciate against the U.S. dollar. In February,
all of the futures traded currencies appreciated against the U.S. dollar, with
the exception of the Canadian dollar. March was a relatively volatile month for
G-7 currencies. The U.S. dollar fell from 133 to 127.50 Japanese yen during the
first week, and then almost completely reversed that move by month end,
generating substantial losses.
Item 3. Quantitative and Qualitative Disclosures About Market Risk
Not applicable
Item 4. Controls and Procedures
Merrill Lynch Alternative Investments LLC, formerly MLIM Alternative Strategies
LLC, the General Partner of John W. Henry & Co./Millburn L.P., with the
participation of the General Partner's Chief Executive Officer and the Chief
Financial Officer, has evaluated the effectiveness of the design and operation
of its disclosure controls and procedures with respect to the Partnership within
90 days of the filing date of this quarterly report, and, based on their
evaluation, have concluded that these disclosure controls and procedures are
effective. Additionally, there were no significant changes in the Partnership's
internal controls or in other factors that could significantly affect these
controls subsequent to the date of their evaluation, including any corrective
actions with regard to significant deficiencies and material weaknesses.
9
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PART II - OTHER INFORMATION
Item 1. Legal Proceedings
There are no pending legal proceedings to which the Partnership or MLAI LLC
is a party.
Item 2. Changes in Securities and Use of Proceeds
(a) None.
(b) None.
(c) None.
(d) None.
Item 3. Defaults Upon Senior Securities
None.
Item 4. Submission of Matters to a Vote of Security Holders
None.
Item 5. Other information
As of February 28, 2003, MLIM Alternative Strategies LLC changed its name
to Merrill Lynch Alternative Investments LLC, as part of an internal
Merrill Lynch reorganization. This change did not affect the personnel
involved in the management of the Partnership.
Item 6. Exhibits and Reports on Form 8-K.
(a) Exhibits
--------
There are no exhibits required to be filed as part of this report.
(b) Reports on Form 8-K
-------------------
There were no reports on Form 8-K filed during the first three months of
fiscal 2003.
10
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SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned thereunto duly authorized.
JOHN W. HENRY & CO./MILLBURN L.P.
By: MERRIL LYNCH ALTERNATIVE
INVESTMENTS LLC
General Partner
Date: May 15, 2003 By /s/ ROBERT M. ALDERMAN
----------------------
Robert M. Alderman
Chairman, Chief Executive Officer and Manager
(Principal Executive Officer)
Date: May 15, 2003 By /s/ MICHAEL L. PUNGELLO
-----------------------
Michael L. Pungello
Vice President, Chief Financial Officer
and Treasurer
(Principal Financial and Accounting Officer)
11
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EXHIBIT 99
Form of Certification Pursuant to Section 1350 of Chapter 63
------------------------------------------------------------
of Title 180 of the United States Code
--------------------------------------
I, Robert M. Alderman, certify that:
1. I have reviewed this quarterly report on Form 10-Q of John W. Henry &
Co./Millburn L.P.;
2. Based on my knowledge, this quarterly report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make
the statements made, in light of the circumstances under which such statements
were made, not misleading with respect to the period covered by this quarterly
report;
3. Based on my knowledge, the financial statements, and other financial
information included in this quarterly report, fairly present in all material
respects the financial condition, results of operations and cash flows of the
registrant as of, and for, the periods presented in this quarterly report;
4. The registrant's other certifying officers and I are responsible for
establishing and maintaining disclosure controls and procedures (as defined in
Exchange Act Rules 13a-14 and 15d-14) for the registrant and have:
a) designed such disclosure controls and procedures to ensure that material
information relating to the registrant, including its consolidated
subsidiaries, is made known to us by others within those entities,
particularly during the period in which this quarterly report is being
prepared;
b) evaluated the effectiveness of the registrant's disclosure controls and
procedures as of a date within 90 days prior to the filing date of this
quarterly report (the "Evaluation Date"); and
c) presented in this quarterly report our conclusions about the
effectiveness of the disclosure controls and procedures based on our
evaluation as of the Evaluation Date;
5. The registrant's other certifying officers and I have disclosed, based on our
most recent evaluation, to the registrant's auditors and the audit committee of
registrant's board of directors (or persons performing the equivalent
functions):
a) all significant deficiencies in the design or operation of internal
controls which could adversely affect the registrant's ability to record,
process, summarize and report financial data and have identified for the
registrant's auditors any material weaknesses in internal controls; and
b) any fraud, whether or not material, that involves management or other
employees who have a significant role in the registrant's internal
controls;
6. The registrant's other certifying officers and I have indicated in this
quarterly report whether there were significant changes in internal controls or
in other factors that could significantly affect internal controls subsequent to
the date of our most recent evaluation, including any corrective actions with
regard to significant deficiencies and material weaknesses.
Date: May 15, 2003
- ---------------------
By /s/ ROBERT M. ALDERMAN
----------------------
Robert M. Alderman
Chairman, Chief Executive Officer and Manager
(Principal Executive Officer)
12
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EXHIBIT 99 (a)
AS ADOPTED TO
-------------
SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
---------------------------------------------
In connection with this quarterly report of John W. Henry & Co./Millburn L.P. on
Form 10-Q for the period ended March 31, 2003 as filed with the Securities and
Exchange Commission on the date hereof, I, Robert M. Alderman, certify, pursuant
to 18 U.S.C. Section 1350, as adopted pursuant of the Sarbanes-Oxley Act of
2002, that:
1. This quarterly report fully complies with the requirements of Section 13 or
15(d) of the Securities and Exchange Act of 1934; and
2. The information contained in this quarterly report fairly presents, in all
material respects, the financial condition and results of operations of John W.
Henry & Co./Millburn L.P.
Date: May 15, 2003
- ---------------------
By /s/ ROBERT M. ALDERMAN
- -------------------------
Robert M. Alderman
Chairman, Chief Executive Officer and Manager
(Principal Executive Officer)
13
<Page>
EXHIBIT 99
Form of Certification Pursuant to Section 1350 of Chapter 63
------------------------------------------------------------
of Title 180 of the United States Code
--------------------------------------
I, Michael L. Pungello, certify that:
1. I have reviewed this quarterly report on Form 10-Q of John W. Henry &
Co./Millburn L.P.;
2. Based on my knowledge, this quarterly report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make
the statements made, in light of the circumstances under which such statements
were made, not misleading with respect to the period covered by this quarterly
report;
3. Based on my knowledge, the financial statements, and other financial
information included in this quarterly report, fairly present in all material
respects the financial condition, results of operations and cash flows of the
registrant as of, and for, the periods presented in this quarterly report;
4. The registrant's other certifying officers and I are responsible for
establishing and maintaining disclosure controls and procedures (as defined in
Exchange Act Rules 13a-14 and 15d-14) for the registrant and have:
a) designed such disclosure controls and procedures to ensure that material
information relating to the registrant, including its consolidated
subsidiaries, is made known to us by others within those entities,
particularly during the period in which this quarterly report is being
prepared;
b) evaluated the effectiveness of the registrant's disclosure controls and
procedures as of a date within 90 days prior to the filing date of this
quarterly report (the "Evaluation Date"); and
c) presented in this quarterly report our conclusions about the
effectiveness of the disclosure controls and procedures based on our
evaluation as of the Evaluation Date;
5. The registrant's other certifying officers and I have disclosed, based on our
most recent evaluation, to the registrant's auditors and the audit committee of
registrant's board of directors (or persons performing the equivalent
functions):
a) all significant deficiencies in the design or operation of internal
controls which could adversely affect the registrant's ability to record,
process, summarize and report financial data and have identified for the
registrant's auditors any material weaknesses in internal controls; and
b) any fraud, whether or not material, that involves management or other
employees who have a significant role in the registrant's internal
controls;
6. The registrant's other certifying officers and I have indicated in this
quarterly report whether there were significant changes in internal controls or
in other factors that could significantly affect internal controls subsequent to
the date of our most recent evaluation, including any corrective actions with
regard to significant deficiencies and material weaknesses.
Date: May 15, 2003
- ---------------------
By /s/ MICHAEL L. PUNGELLO
-----------------------
Michael L. Pungello
Vice President, Chief Financial Officer
and Treasurer
(Principal Financial and Accounting Officer)
14
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EXHIBIT 99 (a)
AS ADOPTED TO
-------------
SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
---------------------------------------------
In connection with this quarterly report of John W. Henry & Co./Millburn L.P. on
Form 10-Q for the period ended March 31, 2003 as filed with the Securities and
Exchange Commission on the date hereof, I, Michael L. Pungello, certify,
pursuant to 18 U.S.C. Section 1350, as adopted pursuant of the Sarbanes-Oxley
Act of 2002, that:
1. This quarterly report fully complies with the requirements of Section 13 or
15(d) of the Securities and Exchange Act of 1934; and
2. The information contained in this quarterly report fairly presents, in all
material respects, the financial condition and results of operations of John W.
Henry & Co./Millburn L.P.
Date: May 15, 2003
- ---------------------
By /s/ MICHAEL L. PUNGELLO
-----------------------
Michael L. Pungello
Vice President, Chief Financial Officer
and Treasurer
(Principal Financial and Accounting Officer)
15