In his book - 'The Rough Riders' - Roosevelt mentions of his Officers that:
"A few carried their favorite Winchesters using, of course, the New Model, which took the Government cartridge."
There are no known accounts of these rifles used during the Cuban Campaign.
He also mentions in the above reference that he gave his personal Winchester to Trooper Robert D. Wrenn, of A Troop, while still in Tampa, as:
"Bob Wrenn had joined us very late, and we could not get him a Krag carbine, so I had given him my Winchester, which carried the government (.30-40) cartridge, and when he was mustered out he carried it home in triumph, to the envy of his fellows, who themselves had to surrender their beloved rifles."
The serial number of TR's Winchester is 7588, and is the only 'known' Winchester Model 1895 to see Cuba.
Vaya,
Scouts Out!