424B3 1 d424b3.htm WORLD MONITOR TRUST II SERIES F WORLD MONITOR TRUST II SERIES F

 

 

 

Alternative Investment

Strategies

 

 

WORLD MONITOR TRUST II—

SERIES F

 

MONTHLY REPORT/

JANUARY 30, 2004

 

 

LOGO

 

 

WORLD MONITOR TRUST II—SERIES F

 

Dear Interest Holder:

 

Enclosed is the report for the period from December 27, 2003 to January 30, 2004 for World Monitor Trust II—Series F (“Series F”). The net asset value of an interest as of January 30, 2004 was $142.99, an increase of 3.99% from the December 26, 2003 value of $137.50. The calendar year-to-date return for Series F was an increase of 2.68% as of January 30, 2003.

 

The estimated net asset value per interest as of February 26, 2004 was $156.38. Past performance is not necessarily indicative of future results.

 

Should you have any questions, please contact your Wachovia Securities Financial Advisor. For account status inquiries, contact Prudential Financial Client Services at (212) 778-2443.

 

Sincerely yours,

 

LOGO

 

Brian J. Martin

President and Director

PRUDENTIAL SECURITIES

FUTURES MANAGEMENT INC.

 

Please note that the value which appears on your Wachovia 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 December 27, 2003 to January 30, 2004

 

Revenues:

       

Realized gain on commodity transactions

    $ 1,019,905

Change in unrealized commodity positions

      1,714,556

Interest income

      40,504
    
       2,774,965
    

Expenses:

       

Commissions

      282,709

Incentive fee

      514,490

Management fees

      95,731

Other expenses

      13,421

Other transaction fees

      4,009
    
       910,360
    

Net gain

    $ 1,864,605
    

 

STATEMENT OF CHANGES IN NET ASSET VALUE

For the period from December 27, 2003 to January 30, 2004

    Total
     Per
Interest
  

Net asset value at beginning of period (338,562.309 interests)

   $ 46,552,732     $ 137.50  

Net gain

     1,864,605          

Redemptions

     (238,154 )        
   
       

Net asset value at end of period (336,951.098 interests)

   $ 48,179,183       142.99  
   
 

Change in net asset
value per interest

  

   $ 5.49  
     

Percentage change

 

     3.99 %
     

 

 

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.

 

LOGO

 

by: Ronald J. Ivans

Chief Financial Officer