-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, MNSbn+K7CGsE1SziGGSedtPShEtARU24WeO6XueSOkzUe+nxfc5GZo2Zq9XSaG0Z G5G0r+QLUK32m7R02utkxA== 0000898733-01-500654.txt : 20020413 0000898733-01-500654.hdr.sgml : 20020413 ACCESSION NUMBER: 0000898733-01-500654 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20011227 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WORLD MONITOR TRUST II SERIES F CENTRAL INDEX KEY: 0001090702 STANDARD INDUSTRIAL CLASSIFICATION: INVESTORS, NEC [6799] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-83017 FILM NUMBER: 1823527 BUSINESS ADDRESS: STREET 1: ONE NEW YORK PLAZA 13TH FL CITY: NEW YORK STATE: NY ZIP: 10292-2013 BUSINESS PHONE: 2127787866 MAIL ADDRESS: STREET 1: ONE NEW YORK PLAZA 13TH FL CITY: NEW YORK STATE: NY ZIP: 10292-2013 424B3 1 sf14429k.txt FORM S-1 -- SUPPLEMENT -- NOVEMBER MONTHLY 2001 (LOGO) WORLD MONITOR TRUST II-- SERIES F MONTHLY REPORT/ NOVEMBER 30, 2001 WORLD MONITOR TRUST II--SERIES F - ------------------------------------------------------------------------------- Dear Interest Holder: Enclosed is the report for the period from October 27, 2001 to November 30, 2001 for World Monitor Trust II--Series F ('Series F'). The net asset value of an interest as of November 30, 2001 was $103.47, a decrease of 7.05% from the October 26, 2001 value of $111.32. The year-to-date return for Series F was a decrease of 3.21% as of November 30, 2001. Some positive economic news and the fall of Kabul, Afghanistan resulted in one of the greatest reversals the U.S. bond market has seen in decades, driving Series F losses in November. Interest rates climbed sharply in the U.S. and Europe producing a significant decline in performance for this sector. Also contributing to poor performance were losses in the equity sector. After hitting lows in mid-September, U.S. and global stock markets rallied sharply resulting in losses for short positions. The estimated net asset value per interest as of December 14, 2001 was $103.69. 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 (212) 778-2443. Sincerely yours, /s/ Eleanor L. Thomas ----------------------------- Eleanor L. Thomas President and Director PRUDENTIAL SECURITIES FUTURES MANAGEMENT INC. Please note that the unit 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 October 27, 2001 to November 30, 2001 Revenues: Realized loss on commodity transactions........................ $ (47,131) Change in unrealized commodity positions........................... (701,458) Interest income....................... 10,552 --------- (738,037) --------- Expenses: Commissions........................... 65,809 Management fee........................ 22,030 Other transaction fees................ 2,592 Other expenses........................ 9,153 Incentive fee......................... 104 --------- 99,688 --------- Net loss.............................. $(837,725) --------- --------- STATEMENT OF CHANGES IN NET ASSET VALUE - ---------------------------------------------------- For the period from October 27, 2001 to November 30, 2001 Per Total Interest ----------- -------- Net asset value at beginning of period (102,533.655 interests)................ $11,413,974 $ 111.32 Contributions............... 606,276 Net loss.................... (837,725) Redemptions................. (74,472) ----------- Net asset value at end of period (107,355.351 interests)................ $11,108,053 103.47 ----------- ----------- -------- Change in net asset value per interest..................... $ (7.85) -------- -------- Percentage change........................ (7.05)% -------- -------- - ------------------------------------------------------ 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 -----END PRIVACY-ENHANCED MESSAGE-----