<Page>

                                 UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                   FORM 10-K

(Mark One)

/X/ ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT
    OF 1934

For the fiscal year ended December 31, 2001

                                       OR

/ / TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE
    ACT OF 1934

For the transition period from _______________________ to ______________________

Commission file number 0-23885

                     PRUDENTIAL SECURITIES STRATEGIC TRUST
--------------------------------------------------------------------------------
             (Exact name of registrant as specified in its charter)

Delaware                                        13-7075398
--------------------------------------------------------------------------------
(State or other jurisdiction of      (I.R.S. Employer Identification No.)
incorporation or organization)

One New York Plaza, 13th Floor, New York, New York        10292
--------------------------------------------------------------------------------
(Address of principal executive offices)                (Zip Code)

Registrant's telephone number, including area code: (212) 778-7866

Securities registered pursuant to Section 12(b) of the Act:

                                None
--------------------------------------------------------------------------------

Securities registered pursuant to Section 12(g) of the Act:

                          Limited Interests
--------------------------------------------------------------------------------
                           (Title of class)


   Indicate by check mark whether the registrant (1) has filed all reports
required to be filed by Section 13 or 15(d) of the Securities Exchange Act of
1934 during the preceding 12 months (or for such shorter period that the
registrant was required to file such reports), and (2) has been subject to such
filing requirements for the past 90 days. Yes CK No __

   Indicate by check mark if disclosure of delinquent filers pursuant to Item
405 of Regulation S-K is not contained herein, and will not be contained, to the
best of registrant's knowledge, in definitive proxy or information statements
incorporated by reference in Part III of this Form 10-K or any amendment to this
Form 10-K [CK]

                      DOCUMENTS INCORPORATED BY REFERENCE

   Annual Report to Interest holders for the year ended December 31, 2001 is
incorporated by reference into Parts II and IV of this Annual Report on Form
10-K

                               Index to exhibits can be found on pages 9 and 10.

<Page>

                     PRUDENTIAL SECURITIES STRATEGIC TRUST
                          (a Delaware Business Trust)

                               TABLE OF CONTENTS
<Table>
<Caption>
PART I                                                                                         PAGE
<S>        <C>                                                                                <C>
Item  1    Business.........................................................................     3
Item  2    Properties.......................................................................     4
Item  3    Legal Proceedings................................................................     4
Item  4    Submission of Matters to a Vote of Interest Holders..............................     4

<Caption>

PART II
<S>        <C>                                                                                <C>
Item  5    Market for the Registrant's Interests and Related Interest Holder Matters........     4
Item  6    Selected Financial Data..........................................................     5
Item  7    Management's Discussion and Analysis of Financial Condition and Results of
             Operations.....................................................................     5
Item 7A    Quantitative and Qualitative Disclosures About Market Risk.......................     5
Item  8    Financial Statements and Supplementary Data......................................     5
Item  9    Changes in and Disagreements with Accountants on Accounting and Financial
             Disclosure.....................................................................     6
<Caption>

PART III
<S>        <C>                                                                                <C>
Item 10    Directors and Executive Officers of the Registrant...............................     6
Item 11    Executive Compensation...........................................................     8
Item 12    Security Ownership of Certain Beneficial Owners and Management...................     8
Item 13    Certain Relationships and Related Transactions...................................     8
<Caption>

PART IV
<S>        <C>                                                                                <C>
Item 14    Exhibits, Financial Statement Schedules and Reports on Form 8-K..................     9
           Financial Statements and Financial Statement Schedules...........................     9
           Exhibits.........................................................................     9
           Reports on Form 8-K..............................................................    10

SIGNATURES..................................................................................    11
</Table>

                                       2

<Page>

                                     PART I

Item 1. Business

General

   Prudential Securities Strategic Trust, formerly known as Willowbridge
Strategic Trust, (the 'Registrant') was organized under the Delaware Business
Trust Statute on October 16, 1995 and commenced trading operations on May 1,
1996. The Registrant will terminate on December 31, 2015 unless terminated
sooner as provided in the Second Amended and Restated Declaration of Trust and
Trust Agreement (the 'Trust Agreement'). The Registrant was formed to engage in
the speculative trading of commodity futures, forward and options contracts. The
trustee of the Registrant is Wilmington Trust Company.

   On May 1, 1996, the Registrant completed its initial offering with gross
proceeds of $12,686,200 from the sale of 125,352 limited interests and 1,510
general interests (collectively, the 'Interests'). General interests were sold
exclusively to the managing owner. Additional Interests were offered monthly at
the then current net asset value per Interest until the continuous offering
period expired on January 31, 1998. Additional contributions raised during the
continuous offering period resulted in additional proceeds to the Registrant of
$51,242,700.

   The Registrant is engaged solely in the business of commodity futures,
forward and options trading; therefore, presentation of industry segment
information is not applicable.

The Trading Managers

   At inception of the Registrant's trading activities, Willowbridge Associates
Inc. ('Willowbridge') made all the Registrant's commodity trading decisions.
During July 1998, Willowbridge ceased trading approximately 50% of the
Registrant's assets and, during August 1998, these assets were reallocated to
Bridgewater Associates, Inc. ('Bridgewater'). As of February 15, 2000,
Willowbridge ceased to serve as a trading manager to the Registrant when the
remaining assets allocated to Willowbridge, after adjusting for redemptions,
declined by greater than 33 1/3% from their balance at the beginning of the
year. On July 5, 2000, these assets were reallocated to Gamma Capital
Management, LLC ('Gamma'). As a result of the changes in the Registrant's
independent commodity trading managers as discussed above, during a majority of
July and August 1998, as well as from February 16, 2000 through July 4, 2000, a
portion of the Registrant's assets were not allocated to commodities trading
and, as a result, were not subject to management fees and commissions. The
monthly management fees paid on traded assets and the quarterly incentive fees
paid on 'New High Net Trading Profits' (as defined in each advisory agreement
among the Registrant, Managing Owner and each trading manager) to each trading
manager are as follows:

<Table>
<Caption>
                                       Monthly                               Quarterly
        Trading                      Management                              Incentive
        Manager                          Fee                                    Fee
-----------------------   ---------------------------------   ---------------------------------------
<S>                       <C>                                 <C>
Willowbridge              3% annually of traded assets        20% of 'New High Net Trading Profits'
Bridgewater               .9756% annually of traded assets    20% of 'New High Net Trading Profits'
Gamma                     2% annually of traded assets        20% of 'New High Net Trading Profits'
</Table>

   Additionally, Gamma must recoup the cumulative trading losses of Willowbridge
before it is paid an incentive fee. The advisory agreements may be terminated
for a variety of reasons, including at the discretion of the managing owner.

Managing Owner and its Affiliates

   Prudential Securities Futures Management Inc. (the 'Managing Owner') is a
wholly-owned subsidiary of Prudential Securities Incorporated ('PSI'), which, in
turn, is an indirect wholly-owned subsidiary of Prudential Financial, Inc. PSI
was the principal underwriter and selling agent for the Registrant's Interests
and is its commodity broker ('Commodity Broker'). The Managing Owner is required
to maintain at least a 1% interest in the Registrant so long as it is acting as
the Managing Owner.

                                       3

<Page>

Competition

   The Managing Owner and its affiliates have formed, and may continue to form,
various entities to engage in the speculative trading of futures, forward and
options contracts which have certain of the same investment policies as the
Registrant.

   The Registrant was an open-end fund which solicited the sale of additional
Interests on a monthly basis until the Continuous Offering Period expired. As
such, the Registrant no longer competes with other entities to attract new
participants. However, to the extent that the trading managers recommend similar
or identical trades to the Registrant and other accounts which they manage, the
Registrant may compete with those accounts, as well as other market
participants, for the execution of the same or similar trades.

Employees

   The Registrant has no employees. Management and administrative services for
the Registrant are performed by the Managing Owner and its affiliates pursuant
to the Trust Agreement, as further discussed in Notes A, C and D to the
Registrant's financial statements included in its annual report to limited
owners for the year ended December 31, 2001 (the 'Registrant's 2001 Annual
Report'), which is filed as an exhibit hereto.

Item 2. Properties

   The Registrant does not own or lease any property.

Item 3. Legal Proceedings

   There are no material legal proceedings pending by or against the Registrant
or the Managing Owner.

Item 4. Submission of Matters to a Vote of Interest Holders

   None

                                    PART II

Item 5. Market for the Registrant's Interests and Related Interest Holder
        Matters

   Information with respect to the offering of Interests is incorporated by
reference to Note A to the Registrant's 2001 Annual Report, which is filed as an
exhibit hereto.

   A significant secondary market for the Interests has not developed, and it is
not expected that one will develop in the future. There are also certain
restrictions set forth in the Trust Agreement limiting the ability of an
Interest holder to transfer Interests. However, redemptions are permitted
monthly on at least ten days prior written notice at the then current net asset
value per Interest. Prior to February 1999, redemptions were subject to
redemption charges of 4% and 3%, respectively, of the net asset value at which
they were redeemed if effected on or prior to the end of the first and second
successive six-month periods after their effective date of purchase. These
redemption charges were paid to the Managing Owner. Consequently, holders of
Interests may not be able to liquidate their investments in the event of an
emergency or for any other reason.

   There are no material restrictions upon the Registrant's present or future
ability to make distributions in accordance with the provisions of the Trust
Agreement. No distributions have been made since inception and no distributions
are anticipated in the future.

   As of March 21, 2002, there were 829 holders of record owning 112,828.632
Interests, which include 1,129.000 general interests.

                                       4

<Page>

Item 6. Selected Financial Data

   The following table presents selected financial data of the Registrant. This
data should be read in conjunction with the financial statements of the
Registrant and the notes thereto on pages 2 through 11 of the Registrant's 2001
Annual Report, which is filed as an exhibit hereto.

<Table>
<Caption>
                                                        Year Ended December 31,
                                 ----------------------------------------------------------------------
                                    2001          2000           1999           1998           1997
                                 ----------    -----------    -----------    -----------    -----------
<S>                              <C>           <C>            <C>            <C>            <C>
Total revenues (including
  interest)                      $   46,410    $(8,117,221)   $ 5,074,264    $13,710,698    $ 4,475,048
                                 ----------    -----------    -----------    -----------    -----------
                                 ----------    -----------    -----------    -----------    -----------
Net income (loss)                $ (905,292)   $(9,583,128)   $   847,120    $ 6,950,929    $(1,784,677)
                                 ----------    -----------    -----------    -----------    -----------
                                 ----------    -----------    -----------    -----------    -----------
Net income (loss) per weighted
  average Interest               $    (6.96)   $    (47.34)   $      2.62    $     15.76    $     (4.15)
                                 ----------    -----------    -----------    -----------    -----------
                                 ----------    -----------    -----------    -----------    -----------
Total assets                     $9,569,029    $13,316,792    $35,330,685    $48,779,871    $49,239,910
                                 ----------    -----------    -----------    -----------    -----------
                                 ----------    -----------    -----------    -----------    -----------
Net asset value per Interest     $    82.31    $     88.28    $    127.96    $    123.81    $    102.96
                                 ----------    -----------    -----------    -----------    -----------
                                 ----------    -----------    -----------    -----------    -----------
</Table>

Item 7. Management's Discussion and Analysis of Financial Condition and Results
        of Operations

   This information is incorporated by reference to pages 12 through 16 of the
Registrant's 2001 Annual Report, which is filed as an exhibit hereto.

Item 7A. Quantitative and Qualitative Disclosures About Market Risks

   Information regarding quantitative and qualitative disclosures about market
risk is not required pursuant to Item 305(e) of Regulation S-K.

Item 8. Financial Statements and Supplementary Data

   The financial statements are incorporated by reference to pages 2 through 11
of the Registrant's 2001 Annual Report, which is filed as an exhibit hereto.

   Selected unaudited quarterly financial data for the years ended December 31,
2001 and 2000 are summarized below:

<Table>
<Caption>
                                                     First         Second         Third        Fourth
                                                    Quarter       Quarter        Quarter       Quarter
                                                  -----------    ----------    -----------    ---------
<S>                                               <C>            <C>           <C>            <C>
2001:
Total Revenues (including interest)               $  (777,489)   $    9,303    $   340,085    $ 474,511
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
Total Revenues (including interest) less
  commissions                                     $(1,012,234)   $ (191,569)   $   152,746    $ 291,463
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
Net income (loss)                                 $(1,054,121)   $ (228,182)   $   118,580    $ 258,431
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
Net income (loss) per weighted average Interest   $     (7.27)   $    (1.71)   $       .96    $    2.20
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
</Table>

                                       5

<Page>

<Table>
<Caption>
                                                     First         Second         Third        Fourth
                                                    Quarter       Quarter        Quarter       Quarter
                                                  -----------    ----------    -----------    ---------
2000:
<S>                                               <C>            <C>           <C>            <C>
Total Revenues (including interest)               $(7,600,308)   $1,086,316    $(1,724,590)   $ 121,361
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
Total Revenues (including interest) less
  commissions                                     $(8,021,373)   $  859,645    $(2,057,007)   $(138,160)
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
Net income (loss)                                 $(8,112,937)   $  829,552    $(2,114,158)   $(185,585)
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
Net income (loss) per weighted average Interest   $    (31.77)   $     3.95    $    (11.47)   $   (1.13)
                                                  -----------    ----------    -----------    ---------
                                                  -----------    ----------    -----------    ---------
</Table>

Item 9. Changes in and Disagreements with Accountants on Accounting and
        Financial Disclosure

   None

                                    PART III

Item 10. Directors and Executive Officers of the Registrant

   There are no directors or executive officers of the Registrant. The
Registrant is managed by the Managing Owner.

   The Managing Owner's directors and executive officers and any person holding
more than 10% of the Registrant's Interests ('Ten Percent Owners') are required
to report their initial ownership of such Interests and any subsequent changes
in that ownership to the Securities and Exchange Commission on Forms 3, 4 or 5.
Such executive officers, directors and Ten Percent Owners are required by
Securities and Exchange Commission regulations to furnish the Registrant with
copies of all Forms 3, 4 or 5 they file. All of these filing requirements were
satisfied on a timely basis. In making these disclosures, the Registrant has
relied solely on written representations of the Managing Owner's directors and
executive officers and Ten Percent Owners or copies of the reports that they
have filed with the Securities and Exchange Commission during and with respect
to its most recent fiscal year.

   The directors and executive officers of the Managing Owner and their
positions with respect to the Registrant are as follows:

            Name                                      Position
Alex H. Ladouceur               Chairman of the Board of Directors and Director
Eleanor L. Thomas               President and Director
Barbara J. Brooks               Chief Financial Officer
Guy S. Scarpaci                 Director
Tamara B. Wright                Senior Vice President and Director
Thomas T. Bales                 Vice President
David Buchalter                 Secretary

   ALEX H. LADOUCEUR, born 1960, has been Chairman of the Board of Directors and
a Director of the Managing Owner since November 2001 and also has held such
positions with Seaport Futures Management, Inc. ('Seaport Futures'), an
affiliate of the Managing Owner, since such date. Mr. Ladouceur joined PSI in
August 2001 as Executive Vice President, Head of the Global Derivatives
division. He is responsible for all operating activities of PSI's Global
Derivatives division including sales and trading, foreign exchange, base and
precious metals, and the trading floors. In addition, Mr. Ladouceur has
responsibility for Alternative Investment Strategies. Mr. Ladouceur joined PSI
from Credit Lyonnais Rouse Ltd. ('CLR'), where he served as president of their
United States operations since 1992 and as a main board director of CLR in
London since 1994. In 1998, he was appointed managing director of Global Cash
Markets at CLR with responsibility for leading global market-making and sales
for OTC products, including structured derivative products. Mr. Ladouceur earned
his bachelor's degree in Economics from the University of Calgary in Alberta,
Canada, and his master's degree in European Studies from the College of Europe
in Bruges, Belgium.

                                       6

<Page>

   ELEANOR L. THOMAS, born 1954, has been a Director and President of the
Managing Owner since September 2000 and was a Director and Executive Vice
President from April 1999 to September 2000. She was a First Vice President of
the Managing Owner and Seaport Futures from October 1998 to April 1999 and a
Director and the President of Seaport Futures since such date. Ms. Thomas is a
Senior Vice President and the Director of Alternative Investment Strategies at
PSI. She is responsible for origination, asset allocation, due diligence,
marketing and sales for the group's product offerings. Prior to joining PSI in
March 1993, she was with MC Baldwin Financial Company from June 1990 through
February 1993 and Arthur Andersen & Co. from 1986 through May 1990. She
graduated Summa Cum Laude from Long Island University with a B.A. in English
Literature, and graduated Baruch College in 1986 with an M.B.A. in Accounting.
Ms. Thomas is a certified public accountant.

   BARBARA J. BROOKS, born 1948, became the Treasurer and Chief Financial
Officer of the Managing Owner in May 1990, at which time she also became the
Treasurer and Chief Financial Officer of Seaport Futures. In 1998, she
relinquished her position as Treasurer of the Managing Owner and Seaport
Futures. She is a Senior Vice President of PSI and is the Vice President-Finance
and the Chief Financial Officer of various entities affiliated with PSI. She has
been employed by PSI since 1983. Ms. Brooks is a certified public accountant.

   GUY S. SCARPACI, born 1947, has been a Director of the Managing Owner since
July 1987 and was Assistant Treasurer from May 1988 until December 1989. In
addition, Mr. Scarpaci has been a Director of Seaport Futures since May 1989.
Mr. Scarpaci was first affiliated with the Managing Owner in July 1987. Mr.
Scarpaci has been employed by PSI in positions of increasing responsibility
since August 1974, and he is currently a Senior Vice President of the Global
Derivatives division.

   TAMARA B. WRIGHT, born 1959, has been a Senior Vice President of the Managing
Owner and Seaport Futures since October 1998 and a Director of the Managing
Owner since December 1998. She is also a Senior Vice President and the Chief
Administrative Officer for the International Division at PSI. In this capacity,
her responsibilities include financial management, risk management, systems
implementation, employment matters and internal control policies and procedures.
Previously, Mrs. Wright served as Director of Consumer Markets Risk Management,
where she led the Domestic and International Branch efforts in ensuring the
timely resolution of audit, compliance and legal concerns. Prior to joining the
firm, Mrs. Wright was a manager with PricewaterhouseCoopers LLP in its
Management Consulting division in New York, New York.

   THOMAS T. BALES, born 1959, is a Vice President of the Managing Owner. He is
also a Senior Vice President of Futures Administration in the Global Derivatives
division for PSI, and he serves in various capacities for other affiliated
companies. Prior to joining the Global Derivatives division, Mr. Bales served as
in-house counsel in the Law Department of PSI from October 1987 through May
1996. Mr. Bales joined PSI in November 1981 as an Analyst in the Credit Analysis
Department and later served as a Section Manager.

   DAVID BUCHALTER, born 1958, has been the Secretary of both the Managing Owner
and Seaport Futures since October 1996. Mr. Buchalter is a Senior Vice President
and is Senior Counsel in the Law Department of PSI. Prior to joining PSI in
January 1992, Mr. Buchalter was associated with the law firm of Rosenman & Colin
LLP from April 1988 to January 1992. Prior to that, from May 1983 though March
1988, Mr. Buchalter served as in-house counsel for Shearson Lehman Hutton, Inc.
and its predecessor firm, E.F. Hutton & Co., Inc.

   Effective March 2001, A. Laurence Norton, Jr. resigned as a Director of both
the Managing Owner and Seaport Futures. Additionally, Steven Carlino resigned as
Vice President and Treasurer for both the Managing Owner and Seaport Futures
effective March 2002.

   Effective November 2001, Alex H. Ladouceur was elected by the Board of
Directors of the Managing Owner as Chairman of the Board and he has served as
Chairman of the Board of Seaport Futures since November 2001.

   There are no family relationships among any of the foregoing directors or
executive officers. All of the foregoing directors and/or executive officers
have indefinite terms.

                                       7

<Page>

Item 11. Executive Compensation

   The Registrant does not pay or accrue any fees, salaries or any other form of
compensation to directors and officers of the Managing Owner for their services.
Certain directors and officers of the Managing Owner receive compensation from
affiliates of the Managing Owner, not from the Registrant, for services
performed for various affiliated entities, which may include services performed
for the Registrant; however, the Managing Owner believes that any compensation
attributable to services performed for the Registrant is immaterial. (See also
Item 13, Certain Relationships and Related Transactions, for information
regarding compensation to the Managing Owner.)

Item 12. Security Ownership of Certain Beneficial Owners and Management

   As of March 21, 2002, no director or executive officer of the Managing Owner
owns directly or beneficially any interest in the voting securities of the
Managing Owner.

   As of March 21, 2002, no director or executive officer of the Managing Owner
owns directly or beneficially any of the Interests issued by the Registrant.

   As of March 21, 2002, no owners of Interests beneficially own more than five
percent (5%) of the limited interests issued by the Registrant.

Item 13. Certain Relationships and Related Transactions

   The Registrant has and will continue to have certain relationships with the
Managing Owner and its affiliates. However, there have been no direct financial
transactions between the Registrant and the directors or officers of the
Managing Owner.

   Reference is made to Notes A, C and D to the financial statements in the
Registrant's 2001 Annual Report, which is filed as an exhibit hereto, which
identify the related parties and discuss the services provided by these parties
and the amounts paid or payable for their services.

                                       8

<Page>

                                    PART IV

<Table>
<Caption>
                                                                                         Annual Report
                                                                                          Page Number
                                                                                         --------------

<S>  <C>      <C>                                                                        <C>
Item 14. Exhibits, Financial Statement Schedules and Reports on Form 8-K

(a)      1.   Financial Statements and Report of Independent Accountants--incorporated
              by reference to the Registrant's 2001 Annual Report, which is filed as
              an exhibit hereto

              Report of Independent Accountants                                                2

              Financial Statements:

              Statements of Financial Condition--December 31, 2001 and 2000                    3

              Condensed Schedule of Investments--at December 31, 2001                          4

              Statements of Operations--Three years ended December 31, 2001                    5

              Statements of Changes in Trust Capital--Three years ended December 31,
              2001                                                                             5

              Notes to Financial Statements                                                    6

         2.   Financial Statement Schedules

              All schedules have been omitted because they are not applicable or the
              required information is included in the financial statements or notes
              thereto.

         3.   Exhibits

        3.1   Second Amended and Restated Declaration of Trust and Trust Agreement of
        and   the Registrant dated as of January 31, 1996 (incorporated by reference
        4.1   to Exhibits 3.1 and 4.1 of Registrant's Registration Statement on Form
              S-1, File No. 33-08443)

        4.2   Subscription Agreement (incorporated by reference to Exhibit 4.2 of
              Registrant's Registration Statement on Form S-1, File No. 33-08443)

        4.3   Request for Redemption (incorporated by reference to Exhibit 4.3 of
              Registrant's Registration Statement on Form S-1, File No. 33-08443)

       10.1   Form of Escrow Agreement among the Registrant, Prudential Securities
              Futures Management Inc., Prudential Securities Incorporated and The Bank
              of New York (incorporated by reference to Exhibit 10.1 of the
              Registrant's Registration Statement on Form S-1, File No. 33-08443)

       10.2   Brokerage Agreement between the Registrant and Prudential Securities
              Incorporated (incorporated by reference to Exhibit 10.2 of the
              Registrant's Registration Statement on Form S-1, File No. 33-08443)

       10.3   Advisory Agreement, among the Registrant, Prudential Securities Futures
              Management Inc. and Willowbridge Associates Inc. (incorporated by
              reference to Exhibit 10.3 of the Registrant's Registration Statement on
              Form S-1, File No. 33-08443)

       10.4   Representation Agreement Concerning the Registration Statement and the
              Prospectus among the Registrant, Prudential Securities Futures
              Management Inc., Prudential Securities Incorporated, Wilmington Trust
              Company and Willowbridge Associates Inc. (incorporated by reference to
              Exhibit 10.4 of the Registrant's Registration Statement on Form S-1,
              File No. 33-08443)
</Table>

                                       9

<Page>

<Table>
<S>  <C>      <C>                                                                        <C>
       10.5   Net Worth Agreement between Prudential Securities Futures Management
              Inc. and Prudential Securities Group Inc. (incorporated by reference to
              Exhibit 10.5 of the Registrant's Registration Statement on Form S-1,
              File No. 33-08443)

       10.6   Secured Demand Note between Prudential Securities Group Inc. and
              Prudential Securities Futures Management Inc. (incorporated by reference
              to Exhibit 10.6 of the Registrant's Registration Statement on Form S-1,
              File No. 33-08443)

       10.7   Secured Demand Note Collateral Agreement between Prudential Securities
              Futures Management Inc. and Prudential Securities Group Inc.
              (incorporated by reference to Exhibit 10.7 of the Registrant's
              Registration Statement on Form S-1, File No. 33-08443)

       10.8   Form of Foreign Currency Addendum to Brokerage Agreement between the
              Registrant and Prudential Securities Incorporated (incorporated by
              reference to Exhibit 10.8 of the Registrant's Quarterly Report on Form
              10-Q for the period ended June 30, 1996)

       10.9   Advisory Agreement dated August 25, 1998 among the Registrant,
              Prudential Securities Futures Management Inc. and Bridgewater
              Associates, Inc. (incorporated by reference to Exhibit 10.9 of the
              Registrant's Quarterly Report on Form 10-Q for the period ended
              September 30, 1998)

      10.10   Form of Advisory Agreement dated June 30, 2000 among the Registrant,
              Prudential Securities Futures Management Inc. and Gamma Capital
              Management, LLC (incorporated by reference to Exhibit 10.10 of the
              Registrants Quarterly Report on Form 10-Q for the period ended June 30,
              2000)

       13.1   Registrant's 2001 Annual Report (with the exception of the information
              and data incorporated by reference in Items 5, 7 and 8 of this Annual
              Report on Form 10-K, no other information or data appearing in the
              Registrant's 2001 Annual Report is to be deemed filed as part of this
              report) (filed herewith)

(b)           Reports on Form 8-K--None
</Table>

                                       10

<Page>

                                   SIGNATURES

   Pursuant to the requirements of Section 13 or 15(d) of the Securities
Exchange Act of 1934, the Registrant has duly caused this report to be signed on
its behalf by the undersigned, thereunto duly authorized.

Prudential Securities Strategic Trust

By: Prudential Securities Futures Management Inc.
    A Delaware corporation, Managing Owner

     By: /s/ Barbara J. Brooks                    Date: March 28, 2002
     ----------------------------------------
     Barbara J. Brooks
     Chief Financial Officer


   Pursuant to the requirements of the Securities Exchange Act of 1934, this
report has been signed below by the following persons on behalf of the
Registrant and in the capacities (with respect to the Managing Owner) and on the
dates indicated.

By: Prudential Securities Futures Management Inc.
    A Delaware corporation, Managing Owner

    By: /s/ Alex H. Ladouceur                     Date: March 28, 2002
    -----------------------------------------
    Alex H. Ladouceur
    Chairman of the Board of Directors and
    Director

    By: /s/ Eleanor L. Thomas                     Date: March 28, 2002
    -----------------------------------------
    Eleanor L. Thomas
    President and Director

    By: /s/ Barbara J. Brooks                     Date: March 28, 2002
    -----------------------------------------
    Barbara J. Brooks
    Chief Financial Officer (chief accounting
    officer)

    By: /s/ Guy S. Scarpaci                       Date: March 28, 2002
    -----------------------------------------
    Guy S. Scarpaci
    Director

    By:                                           Date:
    -----------------------------------------
    Tamara B. Wright
    Senior Vice President and Director


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