-----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, MgrMK3vdFS8bjjLDbQ/ZtmG8xdefsF/+KKpuxJA/dLb1/mpn7+IxlIfILjiheFAx FxjoNcmzNuZHjsgUFDOY+g== 0000898733-02-000592.txt : 20020920 0000898733-02-000592.hdr.sgml : 20020920 20020920145935 ACCESSION NUMBER: 0000898733-02-000592 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20020920 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: 02768772 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 sf15340h.txt WORLD MONITOR TRUST -- SERIES F -- 8/30/02 Alternative Investment Strategies WORLD MONITOR TRUST II-- SERIES F MONTHLY REPORT/ AUGUST 30, 2002 (Logo) Prudential Financial WORLD MONITOR TRUST II--SERIES F - ------------------------------------------------------------------------------- Dear Interest Holder: Enclosed is the report for the period from July 27, 2002 to August 30, 2002 for World Monitor Trust II--Series F ('Series F'). The net asset value of an interest as of August 30, 2002 was $118.25, an increase of 1.71% from the July 26, 2002 value of $116.26. The calendar year-to-date return for Series F was an increase of 11.14% as of August 30, 2002. The estimated net asset value per interest as of September 13, 2002 was $121.33. 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, 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 July 27, 2002 to August 30, 2002 Revenues: Realized gain on commodity transactions....................... $ 908,840 Change in unrealized commodity positions.......................... (391,407) Interest income...................... 30,543 --------- 547,976 --------- Expenses: Incentive Fee........................ 79,175 Commissions.......................... 105,594 Management fee....................... 35,868 Other transaction fees............... 3,639 Other expenses....................... 12,444 --------- 236,720 --------- Net gain............................. $ 311,256 --------- --------- STATEMENT OF CHANGES IN NET ASSET VALUE - -------------------------------------------------- For the period from July 27, 2002 to August 30, 2002 Per Total Interest ----------- ------- Net asset value at beginning of period (153,688.079 interests)............... $17,867,323 $116.26 Contributions.............. 858,913 Net gain................... 311,256 Redemptions................ (467,736) ----------- Net asset value at end of period (157,040.540 interests)............... $18,569,756 118.25 ----------- ----------- ------- Change in net asset value per interest.................... $ 1.99 ------- ------- Percentage change....................... 1.71% ------- ------- - ------------------------------------------------------ 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. by: Steven Weinreb Chief Financial Officer -----END PRIVACY-ENHANCED MESSAGE-----