<Page>

                                                                Exhibit 99.13.01

          JOHN W. HENRY & CO./
          MILLBURN L.P.
          (A DELAWARE LIMITED PARTNERSHIP)


          Financial Statements for the years ended
          December 31, 2004, 2003 and 2002
          and Report of Independent Registered
          Public Accounting Firm


[MERRILL LYNCH LOGO]

<Page>

JOHN W. HENRY & CO./MILLBURN L.P.
(A DELAWARE LIMITED PARTNERSHIP)

TABLE OF CONTENTS

<Table>
<Caption>
                                                                                                  PAGE
<S>                                                                                                <C>
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM                                              1

FINANCIAL STATEMENTS:

  Statements of Financial Condition as of December 31, 2004 and 2003                                 2

  Statements of Operations for the years ended December 31, 2004, 2003, and 2002                     3

  Statements of Changes in Partners' Capital for the years ended December 31, 2004,                  4
     2003 and 2002

  Financial Data Highlights for the year ended December 31, 2004                                     5

  Notes to Financial Statements                                                                    6-9
</Table>

<Page>

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Partners of
  John W. Henry & Co./Millburn L.P.:

We have audited the accompanying statements of financial condition of John W.
Henry & Co./Millburn L.P. (the "Partnership") as of December 31, 2004 and 2003,
and the related statements of operations and changes in partners' capital for
each of the three years in the period ended December 31, 2004 and the financial
data highlights for the year ended December 31, 2004. These financial statements
and financial data highlights are the responsibility of the Partnership's
management. Our responsibility is to express an opinion on these financial
statements and financial data highlights based on our audits.

We conducted our audits in accordance with the standards of the Public
Company Accounting Oversight Board (United States). Those standards require
that we plan and perform the audit to obtain reasonable assurance about
whether the financial statements and financial data highlights are free of
material misstatement. The Partnership is not required to have, nor were we
engaged to perform, an audit of its internal control over financial
reporting. An audit includes consideration of internal control over financial
reporting as a basis for designing audit procedures that are appropriate in
the circumstances, but not for the purpose of expressing an opinion on the
effectiveness of the Partnership's internal control over financial reporting.
Accordingly, we express no such opinion. An audit also includes examining, on
a test basis, evidence supporting the amounts and disclosures in the
financial statements. An audit also includes assessing the accounting
principles used and significant estimates made by management, as well as
evaluating the overall financial statement presentation. We believe that our
audits provide a reasonable basis for our opinion.

In our opinion, such financial statements and financial data highlights present
fairly, in all material respects, the financial position of John W. Henry &
Co./Millburn L.P. as of December 31, 2004 and 2003, and the results of its
operations, changes in its partners' capital and the financial data highlights
for each of the periods presented in conformity with accounting principles
generally accepted in the United States of America.


New York, New York
March 28, 2005

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JOHN W. HENRY & CO./MILLBURN L.P.
(A DELAWARE LIMITED PARTNERSHIP)

STATEMENTS OF FINANCIAL CONDITION
DECEMBER 31, 2004 AND 2003

<Table>
<Caption>
                                                                                      2004             2003
                                                                                ---------------  ---------------
<S>                                                                             <C>              <C>
ASSETS:

 Investments in Trading LLCs                                                    $    27,635,033  $    31,976,838
 Receivable Trading LLCs                                                                601,536          226,885
                                                                                ---------------  ---------------

          TOTAL                                                                 $    28,236,569  $    32,203,723
                                                                                ===============  ===============

LIABILITIES AND PARTNERS' CAPITAL

LIABILITIES:

   Administrative fees payable                                                  $        50,000  $         6,098
   Redemptions payable                                                                  551,536          220,787
                                                                                ---------------  ---------------

        Total liabilities                                                               601,536          226,885
                                                                                ---------------  ---------------

PARTNERS' CAPITAL:
   General Partner:
     (209 and 209 Series A Units outstanding)                                            80,720           83,679
     (478 and 478 Series B Units outstanding)                                           149,823          155,512
     (339 and 339 Series C Units outstanding)                                            82,822           85,946
   Limited Partners:
     (18,554 and 20,239 Series A Units outstanding)                                   7,165,985        8,103,322
     (41,696 and 46,566 Series B Units outstanding)                                  13,069,071       15,149,651
     (29,006 and 33,127 Series C Units outstanding)                                   7,086,612        8,398,728
                                                                                ---------------  ---------------

        Total partners' capital                                                      27,635,033       31,976,838
                                                                                ---------------  ---------------

          TOTAL                                                                 $    28,236,569  $    32,203,723
                                                                                ===============  ===============

NET ASSET VALUE PER UNIT:

   Series A                                                                     $        386.22  $        400.38
                                                                                ===============  ===============
   Series B                                                                     $        313.44  $        325.34
                                                                                ===============  ===============
   Series C                                                                     $        244.32  $        253.53
                                                                                ===============  ===============
</Table>

See notes to financial statements.

                                        2
<Page>

JOHN W. HENRY & CO./MILLBURN L.P.
(A DELAWARE LIMITED PARTNERSHIP)

STATEMENTS OF OPERATIONS
FOR THE YEARS ENDED DECEMBER 31, 2004, 2003 AND 2002

<Table>
<Caption>
                                                              2004              2003              2002
                                                         --------------    --------------    --------------
<S>                                                      <C>               <C>               <C>
TRADING REVENUES:

     Trading profit (loss):
        Realized                                         $    1,696,804    $    7,494,259    $   10,429,479
        Change in unrealized                                   (281,869)         (624,127)        1,084,889
                                                         --------------    --------------    --------------
             Total trading revenues                           1,414,935         6,870,132        11,514,368
                                                         --------------    --------------    --------------

INVESTMENT INCOME:
   Interest                                                     367,819           339,103           452,175
                                                         --------------    --------------    --------------

EXPENSES:

     Brokerage commissions                                    2,309,432         2,823,906         2,442,927
     Profit Shares                                              131,611           710,980         1,149,373
     Administrative fees                                        537,182           101,873            71,850
                                                         --------------    --------------    --------------
             Total expenses                                   2,978,225         3,636,759         3,664,150
                                                         --------------    --------------    --------------

NET INVESTMENT LOSS                                          (2,610,406)       (3,297,656)       (3,211,975)
                                                         --------------    --------------    --------------
NET INCOME (LOSS)                                        $   (1,195,471)   $    3,572,476    $    8,302,393
                                                         ==============    ==============    ==============

NET INCOME (LOSS) PER UNIT:

Weighted average number of General Partner
and Limited Partner Units outstanding                            95,534           105,010           116,271
                                                         ==============    ==============    ==============

Net income (loss) per weighted average General Partner
and Limited Partner Unit by series
     Series A                                            $       (14.81)   $        43.49    $        90.31
                                                         ==============    ==============    ==============
     Series B                                            $       (12.93)   $        34.51    $        73.48
                                                         ==============    ==============    ==============
     Series C                                            $       (10.56)   $        27.49    $        57.07
                                                         ==============    ==============    ==============
</Table>

The majority of income and expense are derived from investments in Trading LLCs
(Note 2).

See notes to financial statements.

                                        3
<Page>

JOHN W. HENRY & CO./MILLBURN L.P.
(A DELAWARE LIMITED PARTNERSHIP)

STATEMENTS OF CHANGES IN PARTNERS' CAPITAL
FOR THE YEARS ENDED DECEMBER 31, 2004, 2003 AND 2002

<Table>
<Caption>
                                                                                          GENERAL PARTNER
                                SERIES          SERIES         SERIES       --------------------------------------------
                                  A               B              C             SERIES          SERIES          SERIES
                                UNITS           UNITS          UNITS             A               B               C
                            ------------    ------------    ------------    ------------    ------------    ------------
<S>                               <C>             <C>             <C>       <C>             <C>             <C>
PARTNERS' CAPITAL,
 DECEMBER 31, 2001                25,885          55,740          41,824    $     76,061    $    133,398    $     76,317

Net income                             -               -               -          25,336          44,514          25,469

Redemptions                       (3,278)         (6,043)         (5,068)        (18,571)        (29,039)        (15,973)
                            ------------    ------------    ------------    ------------    ------------    ------------

PARTNERS' CAPITAL,
 DECEMBER 31, 2002                22,607          49,697          36,756          82,826         148,873          85,813

Net income                             -               -               -           9,662          16,640          10,020

Redemptions                       (2,159)         (2,653)         (3,290)         (8,809)        (10,001)         (9,887)
                            ------------    ------------    ------------    ------------    ------------    ------------

PARTNERS' CAPITAL,
 DECEMBER 31, 2003                20,448          47,044          33,466          83,679         155,512          85,946

Net loss                               -               -               -          (2,959)         (5,689)         (3,124)

Redemptions                       (1,685)         (4,870)         (4,121)              -               -               -
                            ------------    ------------    ------------    ------------    ------------    ------------

PARTNERS' CAPITAL,
 DECEMBER 31, 2004                18,763          42,174          29,345    $     80,720    $    149,823    $     82,822
                            ============    ============    ============    ============    ============    ============

<Caption>
                                          LIMITED PARTNERS
                            --------------------------------------------
                               SERIES           SERIES          SERIES
                                 A                B               C             TOTAL
                            ------------    ------------    ------------    ------------
<S>                         <C>             <C>             <C>             <C>
PARTNERS' CAPITAL,
 DECEMBER 31, 2001          $  6,856,493    $ 11,996,457    $  7,016,956    $ 26,155,682

Net income                     2,149,615       3,834,085       2,223,374       8,302,393

Redemptions                     (983,100)     (1,500,904)       (981,713)     (3,529,300)
                            ------------    ------------    ------------    ------------

PARTNERS' CAPITAL,
 DECEMBER 31, 2002             8,023,008      14,329,638       8,258,617      30,928,775

Net income                       928,545       1,657,813         949,796       3,572,476

Redemptions                     (848,231)       (837,800)       (809,685)     (2,524,413)
                            ------------    ------------    ------------    ------------

PARTNERS' CAPITAL,
 DECEMBER 31, 2003             8,103,322      15,149,651       8,398,728      31,976,838

Net loss                        (284,577)       (561,943)       (337,179)     (1,195,471)

Redemptions                     (652,760)     (1,518,637)       (974,937)     (3,146,334)
                            ------------    ------------    ------------    ------------

PARTNERS' CAPITAL,
 DECEMBER 31, 2004          $  7,165,985    $ 13,069,071    $  7,086,612    $ 27,635,033
                            ============    ============    ============    ============
</Table>

See notes to financial statements.

                                        4
<Page>

JOHN W. HENRY & CO./MILLBURN L.P.
(A DELAWARE LIMITED PARTNERSHIP)

FINANCIAL DATA HIGHLIGHTS
FOR THE YEAR ENDED DECEMBER 31, 2004

The following per Unit data and ratios have been derived from information
provided in the financial statements.

<Table>
<Caption>
                                                SERIES A            SERIES B           SERIES C
                                            ---------------     ---------------     ---------------
<S>                                         <C>                 <C>                 <C>
PER UNIT OPERATING PERFORMANCE:

Net asset value, beginning of year          $        400.38     $        325.34     $        253.53

Realized trading profit                               23.86               19.40               15.11
Change in unrealized trading profit (loss)            (3.88)              (3.23)              (2.49)
Interest income                                        4.90                3.98                3.10
Expenses                                             (39.04)             (32.05)             (24.93)
                                            ---------------     ---------------     ---------------
Net asset value, end of year                $        386.22     $        313.44     $        244.32
                                            ===============     ===============     ===============

TOTAL RETURN:

Total return before Profit Shares                    -3.21%              -3.35%              -3.31%
Profit Shares                                        -0.48%              -0.45%              -0.48%
Total return                                         -3.54%              -3.66%              -3.64%

RATIOS TO AVERAGE NET ASSETS:

Expenses (excluding Profit Shares)                    10.43%              10.57%              10.57%
Profit Shares                                          0.47%               0.51%               0.46%
                                            ---------------     ---------------     ---------------
Expenses                                              10.90%              11.08%              11.03%
                                            ===============     ===============     ===============

Net investment loss                                   -9.54%              -9.72%              -9.67%
                                            ===============     ===============     ===============
</Table>

See notes to financial statements.

                                        5
<Page>

JOHN W. HENRY & CO./MILLBURN L.P.
(A DELAWARE LIMITED PARTNERSHIP)

NOTES TO FINANCIAL STATEMENTS

1.   SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

     John W. Henry & Co./Millburn L.P. (the "Partnership") was organized under
     the Delaware Revised Uniform Limited Partnership Act on August 29, 1989.
     The Partnership's initial offering of Units of limited partnership interest
     ("Series A Units") commenced trading activities on January 5, 1990. A
     second offering of Units of limited partnership interest ("Series B Units")
     commenced trading activities with respect to the Series B Units on January
     28, 1991. A third offering of Units of limited partnership interest
     ("Series C Units") commenced trading activities on January 2, 1992. (Series
     A, B and C units are, hereinafter, collectively referred to as "Units.")
     The Partnership engages, through investments in limited liability companies
     (see below), in the speculative trading of futures, options on futures and
     forward contracts on a wide range of commodities. Merrill Lynch Alternative
     Investments LLC ("MLAI"), a wholly-owned subsidiary of Merrill Lynch
     Investment Managers L.P. ("MLIM") which in turn, is an indirect
     wholly-owned subsidiary of Merrill Lynch & Co., Inc. ("Merrill Lynch"), is
     the general partner of the Partnership. Merrill Lynch, Pierce, Fenner &
     Smith Incorporated ("MLPF&S"), a wholly-owned subsidiary of Merrill Lynch,
     is the Partnership's commodity broker. MLAI has agreed to maintain a
     general partner's interest of at least 1% of total capital of each Series
     of Units. MLAI and each Limited Partner share in the profits and losses of
     such Series in proportion to their respective interests in it.

     John W. Henry & Company, Inc. and Millburn Ridgefield Corporation (each an
     "Advisor", together, "Advisors") have been the Partnership's only trading
     advisors since inception. Each Advisor was allocated 50% of the total
     assets of each Series as of the date such Series began trading.
     Subsequently, these allocations have varied over time. MLAI may, in its
     discretion, reallocate assets between the Advisors as of any month end. The
     Partnership has placed all of its assets under the management of the
     Advisors through investing in private limited liability companies, ML JWH
     Financials and Metals Portfolio LLC ("JWH LLC") and ML Millburn Global LLC
     ("Millburn LLC"), together ("Trading LLCs"), as described in Note 2.
     Certain of the following notes to financial statements are directly related
     to Partnership assets managed by the Advisors in the Trading LLCs.

     ESTIMATES

     The preparation of financial statements in conformity with accounting
     principles generally accepted in the United States of America requires
     management to make estimates and assumptions that affect the reported
     amounts of assets and liabilities and disclosure of contingent assets and
     liabilities at the date of the financial statements and the reported
     amounts of revenues and expenses during the reporting period. Actual
     results could differ from those estimates.

     REVENUE RECOGNITION

     See Note 2 for discussion of revenue recognition for the Partnership's
     investments in Trading LLCs.

     OPERATING EXPENSES

     MLAI pays all routine operating expenses excluding the State of New Jersey
     filing fee (which is borne by the Partnership) but including legal,
     accounting, printing, postage and similar administrative expenses. MLAI
     receives an administrative fee as well as a portion of the brokerage
     commissions paid to MLPF&S by the Partnership (see Note 3).

                                        6
<Page>

     INCOME TAXES

     No provision for income taxes has been made in the accompanying financial
     statements as each Partner is individually responsible for such Partner's
     respective share of the income and expenses of the series in which such
     partner is invested as reported for income tax purposes.

     REDEMPTIONS

     A Limited Partner may redeem some or all of such Partner's Units at Net
     Asset Value as of the close of business on the last business day of any
     month upon ten calendar days' notice.

     The Financial Accounting Standards Board ("FASB") has issued Statement
     No. 150, ACCOUNTING FOR CERTAIN FINANCIAL INSTRUMENTS WITH
     CHARACTERISTICS OF BOTH LIABILITIES AND EQUITY, ("FAS 150") and is
     effective for mandatorily redeemable financial instruments of entities
     that are public entities for the first interim period beginning after
     June 15, 2003.  FAS 150 requires that a mandatorily redeemable financial
     instrument shall be classified as a liability if the financial interest
     is required be redeemed at a specified date or upon an event certain to
     occur.  The limited partners' financial interests are not required to be
     redeemed at a specified date or upon an event certain to occur and thus
     are not considered mandatorily redeemable financial instruments.
     However, the limited partner may give 10 days notice for redemption of
     their units and redeem at that month's net asset value.  The Partnership
     records the financial interests redeemed as a liability once the notice
     of redemption is received from the limited partner.  The adoption of FAS
     150 will have no impact on the financial statements of the Partnership.

     DISSOLUTION OF THE PARTNERSHIP

     The Partnership will terminate on December 31, 2016 or at an earlier date
     if certain conditions occur, as well as under certain other circumstances
     as set forth in the Limited Partnership Agreement.

2.   INVESTMENTS IN TRADING LLCS

     The Partnership places all of its assets in the Trading LLCs. The financial
     statements of the Trading LLCs are bound together with this report and
     should be read in conjunction with the Partnership's financial statements.

     The investments in the Trading LLCs are reflected in the financial
     statements at fair value based upon the Partnership's interest in the
     Trading LLCs. Fair value of the investments in the Trading LLCs as an
     investor is equal to the market value of the net assets of the Trading LLCs
     allocable to the Partnership as an investor.

     At December 31, 2004 and 2003, the Partnership had investments in JWH LLC
     and Millburn LLC as follows:

<Table>
<Caption>
                                2004              2003
                            ------------      ------------
     <S>                    <C>               <C>
     JWH LLC                $ 13,817,517      $ 15,988,419
     Millburn LLC             13,817,516        15,988,419
                            ------------      ------------
     Total                  $ 27,635,033      $ 31,976,838
                            ============      ============
</Table>

3.   RELATED PARTY TRANSACTIONS

     The Partnership's U.S. dollar assets invested through the Trading LLCs are
     maintained at MLPF&S. On assets held in U.S. dollars, Merrill Lynch credits
     the Trading LLCs with interest at the prevailing 91-day U.S. Treasury bill
     rate. The Trading LLCs are credited with interest on any of its assets and
     net gains actually held by MLPF&S in non-U.S. dollar currencies at a
     prevailing local rate received by Merrill Lynch. Merrill Lynch may derive
     certain economic benefit, in excess of the interest, which Merrill Lynch
     pays to the Trading LLCs, from possession of such assets.

                                        7
<Page>

     Merrill Lynch charges the Trading LLCs Merrill Lynch's cost of financing
     realized and unrealized losses on the Trading LLCs non-U.S.
     dollar-denominated positions. Such amounts are netted against interest
     income due to the insignificance of such amounts.

     The Partnership pays brokerage commissions to MLPF&S through the Trading
     LLCs at a flat monthly rate of .708 of 1% (an 8.50% annual rate) of the
     Partnership's month-end trading assets. The Partnership also pays MLAI a
     monthly administrative fee through the Trading LLCs of .021 of 1% (a 0.25%
     annual rate) of the Partnership's month-end trading assets. Month-end
     trading assets are not reduced for purposes of calculating brokerage
     commissions and administrative fees by any accrued brokerage commissions,
     administrative fees, Profit Shares or other fees or charges.

     MLPF&S pays the Advisors annual consulting fees of 2% of the average
     month-end assets allocated to them for management after a reduction for a
     portion of brokerage commissions.

4.   ADVISORY AGREEMENTS

     The Trading LLCs entered into the Advisory Agreements with the Advisors,
     which are in effect for successive one year terms.

     Profit Shares of 20% of any New Trading Profit, as defined, either as of
     the end of each calendar quarter or year, are paid to each Advisor based on
     the performance of the Partnership account managed by such Advisor,
     irrespective of the overall performance of the Partnership. Profit Shares
     are also paid out in respect of Units redeemed as of the end of interim
     months, to the extent the applicable percentage of any New Trading Profits
     attributable to such Units.

5.   WEIGHTED AVERAGE UNITS

     The weighted average number of Units of each series outstanding is computed
     for purposes of computing net income per weighted average Unit. The
     weighted average number of Units of each series outstanding for the years
     ended December 31, 2004, 2003 and 2002 equals the Units of such series
     outstanding as of such date, adjusted proportionately for Units redeemed
     based on the respective length of time each was outstanding during the
     year.

6.   FAIR VALUE AND OFF-BALANCE SHEET RISK

     The Partnership invests indirectly in derivative instruments by investing
     in the Trading LLCs, but does not itself hold any derivative instrument
     positions. The nature of this Partnership has certain risks, which cannot
     be presented on the financial statements.

     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 result 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.

                                        8
<Page>

                               * * * * * * * * * *

                 To the best of the knowledge and belief of the
                 undersigned, the information contained in this
                        report is accurate and complete.


                               Michael L. Pungello
                             Chief Financial Officer
                    Merrill Lynch Alternative Investments LLC
                               General Partner of
                        John W. Henry & Co./Millburn L.P.

                                        9