Attached files
| file | filename |
|---|---|
| EX-13.03 - MAN FRM MANAGED FUTURES STRATEGIES LLC | efc10-180_ex1303.htm |
| EX-32.02 - MAN FRM MANAGED FUTURES STRATEGIES LLC | efc10-180_ex3202.htm |
| EX-13.02 - MAN FRM MANAGED FUTURES STRATEGIES LLC | efc10-180_ex1302.htm |
| EX-32.01 - MAN FRM MANAGED FUTURES STRATEGIES LLC | efc10-180_ex3201.htm |
| EX-31.02 - MAN FRM MANAGED FUTURES STRATEGIES LLC | efc10-180_ex3102.htm |
| EX-13.01 - MAN FRM MANAGED FUTURES STRATEGIES LLC | efc10-180_ex1301.htm |
| EX-31.01 - MAN FRM MANAGED FUTURES STRATEGIES LLC | efc10-180_ex3101.htm |
UNITED
STATES
SECURITIES
AND EXCHANGE COMMISSION
Washington,
D.C. 20549
FORM
10-K/A
Amendment
No. 1
(x)
Annual Report Pursuant to Section 13 or 15(d)
of the
Securities Exchange Act of 1934
For the
fiscal year ended: December 31, 2008
or
( )
Transition Report Pursuant to Section 13
or 15(d)
of the Securities Exchange Act of 1934
Commission
file number: 0-52505
ML SYSTEMATIC MOMENTUM
FUTURESACCESS LLC
(Exact
name of registrant as specified in its charter)
|
Delaware
|
30-0408280
|
|
(State
or other jurisdiction of
|
(I.R.S.
Employer
|
|
incorporation
or organization)
|
Identification
No.)
|
c/o
Merrill Lynch Alternative Investments LLC
Two World
Financial Center, 7th
Floor
New York, New York
10281
(Address
of principal executive offices)
(Zip
Code)
212-236-2063
(Registrant’s
telephone number, including area code
Securities registered pursuant to
Section 12(b) of the Act: None
Securities registered pursuant to
Section 12(g) of the Act: Units of Limited Liability Company
Interest
Indicate
by check mark if the registrant is a well-known seasoned issuer, as defined in
Rule 405 of the Securities Act.
Yes
__ No
X
Indicate
by check mark if the registrant is not required to file reports pursuant to
Section 13 or 15(d) of the Act.
Yes
__ No
X
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 __
Indicate
by check mark whether the registrant has submitted electronically and posted on
its corporate Website, if any, every Interactive Data File required to be
submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this
chapter) during the preceding 12 months (or for such shorter period that the
registrant was required to submit and post such files).
Yes
No __
Indicate
by check mark if disclosure of delinquent filers pursuant to Item 405 of
Regulation S-K is not contained herein, and will not be contained, to the best
of registrant's knowledge, in definitive proxy or information statements
incorporated by reference in Part III of this Form 10-K or any amendment to this
Form 10-K. [x]
Indicate
by check mark whether the registrant is a large accelerated filer, an
accelerated filer, a non-accelerated filer, or a smaller reporting company. See
the definitions of “large accelerated filer,” “accelerated filer” and “smaller
reporting company” in Rule 12b-2 of the Exchange Act. (Check one):
| Large accelerated filer __ | Accelerated filer __ |
|
Non-accelerated
filer X
(Do
not check if a smaller reporting company)
|
Smaller reporting company __ |
Indicate
by check mark whether the registrant is a shell company (as defined by Rule
12b-2 of the
Act).
Yes
__ No
X
The Units
of limited liability company interest of the registrant are not publicly
traded. Accordingly, there is no aggregate market value for the
registrant’s outstanding equity that is readily determinable.
As of
January 31, 2009, units of limited liability company interest with a Net Asset
Value of $699,140,137 were outstanding and held by non-affiliates.
Documents
Incorporated by Reference
The
registrant's 2008 Annual Report and Report of Independent Registered Public
Accounting Firm, the annual report to security holders for the period ended
December 31, 2008, is incorporated by reference into Part II, Item 8, and Part
IV hereof and filed as an Exhibit herewith. Copies of the annual report are
available free of charge by contacting Alternative Investments Client Services
at 1-866-MER-ALTS.
2
EXPLANATORY
NOTE REGARDING THIS FORM 10-K/A
ML
Systematic Momentum FuturesAccess LLC (the “Registrant”) is filing this
Amendment No. 1 to its Annual Report on Form 10-K for the fiscal year ended
December 31, 2008, originally filed with the Securities and Exchange Commission
on March 31, 2009 (the “Original Form 10-K”), with respect to Item 15 (Exhibits
and Financial Statement Schedules) to supplement with the inclusion of the
annual financial statements of significant subsidiaries.
Except as
described above, this Amendment No. 1 does not amend any other information set
forth in the Original Form 10-K and the Registrant has not updated disclosures
included therein to reflect any events that occurred subsequent to March 31,
2009.
3
PART
IV
Item
15: Exhibits and Financial
Statement Schedules
|
1.
|
Financial Statements of the
Registrant
|
|
|
Report
of Independent Registered Public Accounting Firm
|
||
|
Statements
of Financial Condition as of December 31, 2008 and 2007
|
||
|
Statements
of Operations for the year ended December 31, 2008
and
for the period April 2, 2007 (commencement of operations)
to
December 31, 2007
|
||
|
Statements
of Changes in Members’ Capital for the year ended December 31,
2008
and
for the period April 2, 2007 (commencement of operations)
to
December 31, 2007
|
||
|
Financial
Data Highlights for the year ended December 31, 2008
and
for the period April 2, 2007 (commencement of operations)
to
December 31, 2007
|
||
|
Notes
to Financial Statements
|
||
|
2.
|
Financial Statement
Schedules:
|
|
|
(a) Financial Statements
of ML Altis FuturesAccess LLC
Report
of Independent Registered Public Accounting Firm
Statements
of Financial Condition as of December 31, 2008 and 2007
Statements
of Operations for the year ended December 31, 2008 and for the period
April 2, 2007 (commencement of operations) to December 31,
2007
Statements
of Changes in Member’s Capital for the year ended December 31, 2008 and
for the period April 2, 2007 (commencement of operations) to December 31,
2007
Financial
Data Highlights for the year ended December 31, 2008 and for period April
2, 2007 (commencement of operations) to December 31, 2007
Notes
to Financial Statements
(b) Financial Statements
of ML TransTrend DTP Enhanced FuturesAccess LLC
Report
of Independent Registered Public Accounting Firm
Statements
of Financial Condition as of December 31, 2008 and 2007
Statements
of Operations for the year ended December 31, 2008 and for the period
April 2, 2007 (commencement of operations) to December 31,
2007
Statements
of Changes in Member’s Capital for the year ended December 31, 2008 and
for the period April 2, 2007 (commencement of operations) to December 31,
2007
Financial
Data Highlights for the year ended December 31, 2008 and for period April
2, 2007 (commencement of operations) to December 31, 2007
Notes
to Financial Statements
|
||
|
Financial
statement schedules not included in this Form 10-K/A have been omitted for
the reason that they are not required or are not applicable or that
equivalent information has been included in the financial statements or
notes thereto.
|
||
|
3.
|
Exhibits:
|
|
|
The
following exhibits are incorporated by reference or are filed herewith to
this Annual Report on Form 10-K/A:
|
|
Designation
|
Description
|
|
3.01
|
Certificate
of Formation of ML Systematic Momentum FuturesAccess
LLC.
|
|
Exhibit 3.01:
|
Is
incorporated herein by reference from Exhibit 3.01 contained in the
Registration Statement filed on March 15, 2007, on Form 10 under the
Securities Exchange Act of 1934 (the Registrant’s Registration
Statement).
|
|
3.02
|
Limited
Liability Company Operating Agreement of ML Systematic Momentum
FuturesAccess LLC.
|
|
Exhibit 3.02:
|
Is
incorporated by reference from Exhibit 4.01 contained in the Registrant’s
Registration Statement.
|
|
10.01
|
Selling
Agreement by and among ML Systematic Momentum FuturesAccess LLC and
Merrill Lynch Alternative Investments LLC
|
|
Exhibit 10.01:
|
Is
incorporated by reference from Exhibit 10.01 contained in the Registrant’s
Registration Statement.
|
|
13.01
|
Registrant's
2008 Annual Report and Report of Independent Registered Public Accounting
Firm.
|
| 13.02 | Financial Statements of ML Altis Futures Access LLC |
| 13.03 | Financial Statements of ML TransTrend DTP Enhanced Futures Access LLC |
4
|
Exhibits 13.01, 13.02 and 13.03:
|
Are filed
herewith.
|
|
31.01
and 31.02
|
Rule
13a-14(a)/15d-14(a) Certifications
|
|
Exhibit 31.01 and
31.02:
|
Are
filed herewith.
|
|
32.01
and 32.02
|
Section
1350 Certifications
|
|
Exhibit 32.01 and
32.02:
|
Are
filed herewith.
|
5
SIGNATURES
Pursuant
to the requirements of Section 13 or 15(d) 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.
| ML SYSTEMATIC MOMENTUM FUTURESACCESS LLC | |||
| By: MERRILL LYNCH ALTERNATIVE INVESTMENTS LLC, Manager | |||
| By: /s/ Justin C. Ferri | |||
| Justin C. Ferri | |||
| Chief Executive Officer, President and Manager | |||
| (Principal Executive Officer) | |||
Date: March
2, 2010
6
ML
SYSTEMATIC MOMENTUM FUTURESACCESS LLC
2008 FORM
10-K/A
Amendment
No. 1
INDEX TO
EXHIBITS
Exhibit
|
Exhibit
13.01
|
Registrant's
2008 Annual Report and Report of Independent Registered Public Accounting
Firm
|
| Exhibit 13.02 |
ML
Altris FuturesAccess LLC’s Financial Statements for the year ended
December 31, 2008 and for the period April 2, 2007 (commencement of
operations) to December 31, 2007, and Independent Auditor’s
Report
|
| Exhibit 13.03 |
ML
TransTrend DTP Enhanced FuturesAccess LLC’s Financial
Statements for the year ended December 31, 2008 and for the period April
2, 2007 (commencement of operations) to December 31, 2007, and Independent
Auditor’s Report
|
|
Exhibit
31.01 and 31.02
|
Rule
13a – 14(a) / 15d – 14(a) Certifications
|
|
Exhibit
32.01 and 32.02
|
Sections
1350 Certifications
|