424B3 1 0001.txt FORM S-1 SUPPLEMENT--MAY MONTHLY REPORT WORLD MONITOR TRUST II-- SERIES F MONTHLY REPORT/ MAY 26, 2000 WORLD MONITOR TRUST II--SERIES F ------------------------------------------------------------------------------- Dear Interest Holder: Enclosed is the report for the period from April 29, 2000 to May 26, 2000 for World Monitor Trust II--Series F ('Series F'). The net asset value of an interest as of May 26, 2000 was $100.08, an increase of 3.09% from the April 28, 2000 value of $97.08. The year-to-date return for Series F, which commenced trading March 1, 2000, was an increase of 0.08% as of May 26, 2000. The estimated net asset value per interest as of June 14, 2000 was $100.81. Past performance is not necessarily indicative of future results. Should you have any questions, please contact your Prudential Securities Financial Advisor. For account status inquiries, contact Prudential Securities Client Services at 1-800-535-2077. Sincerely yours, /s/ Joseph A. Filicetti -------------------------- Joseph A. Filicetti President and Director PRUDENTIAL SECURITIES FUTURES MANAGEMENT INC. Please note that the value which appears on your Prudential Securities statement is an estimated value at calendar month-end. The actual value as of the last Friday of the month is contained in this report.
STATEMENT OF OPERATIONS ------------------------------------------------------ For the period from April 29, 2000 to May 26, 2000 Revenues: Realized loss on commodity transactions............................. $(68,768) Change in unrealized commodity positions................................ 269,988 Interest income............................ 28,532 -------- 229,752 -------- Expenses: Commissions................................ 27,732 Management fee............................. 9,281 Other transaction fees..................... 2,881 Other expenses............................. 6,971 -------- 46,865 -------- Net gain................................... $182,887 -------- --------
STATEMENT OF CHANGES IN NET ASSET VALUE -------------------------------------------------------- For the period from April 29, 2000 to May 26, 2000 Per Total Interest ---------- -------- Net asset value at beginning of period (60,604.620 interests)..................... $5,883,647 $ 97.08 Contributions.................... 221,300 Net gain......................... 182,887 Redemptions...................... (81,132) ---------- Net asset value at end of period (62,019.082 interests)..................... $6,206,702 100.08 ---------- ---------- -------- Change in net asset value per interest......................... $ 3.00 -------- -------- Percentage change............................ 3.09% -------- --------
------------------------------------------------------ I hereby affirm that, to the best of my knowledge and belief, the information contained herein relating to World Monitor Trust II--Series F is accurate and complete. PRUDENTIAL SECURITIES FUTURES MANAGEMENT INC. /s/ Barbara J. Brooks -------------------------- by: Barbara J. Brooks Chief Financial Officer