424B3 1 d424b3.htm MARCH CLASS 2 ORIGINAL March Class 2 Original

Filed Pursuant to Rule 424(b)(3)
Registration No. 333-155800

LOGO

March 2011 Performance Update

The Frontier Fund Supplement Dated March 31, 2011 to Prospectus Dated April 30, 2010 and the Supplement to the Prospectus

Dated January 28, 2011.

The Frontier Fund Class 2 Original

T H E     F RO N T I E R     F U N D ’ S     G O A L : To provide you – the investor – with a managed futures product that, over the long term, provides attractive returns, reduces volatility, and improves the overall performance of your investment portfolio.

March performance for the various Series of The Frontier Fund is detailed below:*

 

The Frontier Fund Class 2 Original    March 31, 2011   March 31, 2011   NAV / Unit
   MTD   YTD  

Balanced Series-2

   -0.70%     4.12%   $166.02

Balanced Series-2a

   -0.75%     3.88%   $138.84

Berkeley/Graham/Tiverton Series-2

   -4.54%   -0.93%   $130.50

Currency Series-2

   -0.98%   -3.72%   $91.88

Long/Short Commodity Series-2

     1.22%     12.58%   $172.54

Winton/Graham Series-2

   -2.39%   -0.23%   $143.70

Winton Series-2

   -0.24%     1.76%   $156.70

Long Only Commodity Series-2

     2.45%     6.35%   $110.29

Managed Futures Index Series-2

   -4.44%   -4.16%   $124.29

Additional information, including monthly rates of return, concerning the aforementioned Series and the Trading Advisor(s) is contained in the Prospectus and the respective Series Appendix to the Prospectus.

 

* The above table sets forth the actual performance for the Class and Series as of March 31, 2011. Actual gross trading performance (gross realized and unrealized gain/loss before deduction for trading commissions and fees, management fees, any other expense, and before addition of interest income) is adjusted for the trading expenses, management fees, initial service fees, on-going service fees, and interest income of the applicable Series.

THIS INSERT MUST BE ACCOMPANIED OR PRECEDED BY THE CURRENT PROSPECTUS OF THE FRONTIER FUND

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS


THE FRONTIER FUND BALANCED SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (5,736,424.49

Unrealized trading gain/(loss)

         5,236,862.65   

Less: commissions

         (93,895.34

Less: FCM fees

         (28,932.54

Foreign currency gain/(loss)

         222,762.16   

Interest income

         274.27   
            
Total Income        (399,353.29

EXPENSES

      

Management fees

         44,982.24   

Incentive fees

         108,474.45   
            
Total Expenses        153,456.69   
Net Income (Loss)      $ (552,809.98
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  
      

Net Asset Value, end of prior month

     470,625.71181      $ 78,686,730.72        167.20   

Current month additions

     —          —       

Current month redemptions

     (12,962.92070     (2,152,652.44  

Net Income (loss) for current month

       (552,809.98  
                  

Net Asset Value, end of current month

     457,662.79111      $ 75,981,268.30        166.02   
                        
     Monthly rate of return        -0.70

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Balanced Series 2   


THE FRONTIER FUND BALANCED SERIES - 2a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (278,754.28

Unrealized trading gain/(loss)

         254,868.11   

Less: commissions

         (4,504.38

Less: FCM fees

         (1,388.18

Foreign currency gain/(loss)

         10,719.63   

Interest income

         4,674.99   
            

Total Income

  

    (14,384.11

EXPENSES

      

Trading Fee

         6,437.83   

Management fees

         2,158.24   

Incentive fees

         5,299.46   
            

Total Expenses

  

    13,895.53   
Net Income (Loss)      $ (28,279.64
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     26,653.39027      $ 3,728,631.45        139.89   

Current month additions

     —          —       

Current month redemptions

     (218.04439     (30,000.00  

Net Income (loss) for current month

       (28,279.64  
                  

Net Asset Value, end of current month

     26,435.34588      $ 3,670,351.81        138.84   
                        
     Monthly rate of return        -0.75

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Balanced Series 2a   


THE FRONTIER FUND BERKELEY/GRAHAM/TIVERTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (90,430.33

Unrealized trading gain/(loss)

         (273,707.51

Less: commissions

         (8,842.45

Less: FCM fees

         (3,426.65

Foreign currency gain/(loss)

         3,299.76   

Interest income

         263.99   
            

Total Income

  

    (372,843.19

EXPENSES

      

Management fees

         24,575.61   

Incentive fees

         (14,180.83
            

Total Expenses

  

    10,394.78   

Net Income (Loss)

  

  $ (383,237.97
            

STATEMENT OF CHANGES IN NET ASSET VALUE

  

 
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     61,666.71434      $ 8,430,978.82        136.72   

Current month additions

     —          —       

Current month redemptions

     (64.95468     (8,419.89  

Net Income (loss) for current month

       (383,237.97  
                  

Net Asset Value, end of current month

     61,601.75966      $ 8,039,320.96        130.50   
                        
     Monthly rate of return        -4.54

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Berkeley/Graham/Tiverton Series 2   


THE FRONTIER FUND CURRENCY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (49,141.55

Unrealized trading gain/(loss)

          (71,459.68

Net change in inter-series payables

          121,512.16   

Less: FCM fees

          (5,484.08

Interest income

          6,842.10   
             

Total Income

  

    2,268.95   

EXPENSES

       

Management fees

          9,353.07   

Incentive fees

          —     
             
Total Expenses        9,353.07   
Net Income (Loss)      $ (7,084.12
             

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

     7,829.86035       $ 726,507.97        92.79   

Current month additions

     —           —       

Current month redemptions

     —           —       

Net Income (loss) for current month

        (7,084.12  
                   

Net Asset Value, end of current month

     7,829.86035       $ 719,423.85        91.88   
                         
     Monthly rate of return        -0.98

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Currency Series 2   


THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (1,146,001.38

Unrealized trading gain/(loss)

         1,416,980.43   

Less: commissions

         (7,956.53

Less: FCM fees

         (7,140.50

Foreign currency gain/(loss)

         (568.71

Interest income

         22,647.85   
            
Total Income        277,961.16   

EXPENSES

      

Management fees

         71,486.84   

Incentive fees

         (624.71
            
Total Expenses        70,862.13   
Net Income (Loss)      $ 207,099.03   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     100,464.63961      $ 17,125,198.47        170.46   

Current month additions

     —          —       

Current month redemptions

     (1,872.91573     (321,437.74  

Net Income (loss) for current month

       207,099.03     
                  

Net Asset Value, end of current month

     98,591.72388      $ 17,010,859.76        172.54   
                        
     Monthly rate of return        1.22

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Long/Short Commodity Series 2   


THE FRONTIER FUND WINTON/GRAHAM SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 26,057.73   

Unrealized trading gain/(loss)

         (297,687.94

Less: commissions

         (5,790.37

Less: FCM fees

         (4,498.77

Foreign currency gain/(loss)

         3,480.49   

Interest income

         3,470.05   
            
Total Income        (274,968.81

EXPENSES

      

Management fees

         29,398.19   

Incentive fees

         (37,128.51
            
Total Expenses        (7,730.32
Net Income (Loss)      $ (267,238.49
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     74,973.93628      $ 11,037,410.54        147.22   

Current month additions

     —          —       

Current month redemptions

     (1,432.32221     (201,939.40  

Net Income (loss) for current month

       (267,238.49  
                  

Net Asset Value, end of current month

     73,541.61407      $ 10,568,232.65        143.70   
                        
     Monthly rate of return        -2.39

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Winton/Graham Series 2   


THE FRONTIER FUND WINTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 177,333.29   

Unrealized trading gain/(loss)

         (172,119.02

Less: commissions

         (816.86

Less: FCM fees

         (4,798.89

Foreign currency gain/(loss)

         1,213.91   

Interest income

         6,812.99   
            

Total Income

  

    7,625.42   

EXPENSES

      

Management fees

         21,704.83   

Incentive fees

         15,598.08   
            

Total Expenses

  

    37,302.91   

Net Income (Loss)

  

  $ (29,677.49
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     73,826.92782      $ 11,595,676.22        157.07   

Current month additions

     —          —       

Current month redemptions

     (1,036.92514     (160,082.62  

Net Income (loss) for current month

       (29,677.49  
                  

Net Asset Value, end of current month

     72,790.00268      $ 11,405,916.11        156.70   
                        
     Monthly rate of return        -0.24

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Winton Series 2   


THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 20,427.95   

Unrealized trading gain/(loss)

         (373.94

Less: commissions

         —     

Less: FCM fees

         (349.98

Foreign currency gain/(loss)

         —     

Interest income

         1,515.53   
            

Total Income

  

    21,219.56   

EXPENSES

      

Management fees

         885.13   

Incentive fees

         —     
            
Total Expenses        885.13   

Net Income (Loss)

  

  $ 20,334.43   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     7,711.22856      $ 830,150.22        107.65   

Current month additions

     —          —       

Current month redemptions

     (7.28857     (787.07  

Net Income (loss) for current month

       20,334.43     
                  

Net Asset Value, end of current month

     7,703.93999      $ 849,697.58        110.29   
                        
     Monthly rate of return        2.45

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Long Only Commodity Series 2   


THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (32,881.98

Unrealized trading gain/(loss)

         (129,813.62

Less: commissions

         (881.90

Less: FCM fees

         (1,546.55

Foreign currency gain/(loss)

         590.82   

Interest income

         5,943.01   
            

Total Income

  

    (158,590.22

EXPENSES

      

Management fees

         6,549.11   

Incentive fees

         —     
            

Total Expenses

  

    6,549.11   

Net Income (Loss)

  

  $ (165,139.33
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     28,481.64664      $ 3,704,794.11        130.08   

Current month additions

     —          —       

Current month redemptions

     (1,906.70082     (236,526.13  

Net Income (loss) for current month

       (165,139.33  
                  

Net Asset Value, end of current month

     26,574.94582      $ 3,303,128.65        124.29   
                        
     Monthly rate of return        -4.44

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  

/s/    S. Brent Bales

  
   S. Brent Bales, Chief Accounting Officer of the Managing Owner   
   Equinox Fund Management LLC   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   On Behalf of the Frontier Fund - Managed Futures Index Series 2