424B3 1 d303008d424b3.htm JANUARY PERFORMANCE SUMMARY - CLASS 2 ORIGINAL January Performance Summary - Class 2 Original

Filed Pursuant to Rule 424(b)(3)

Registration No. 333-155800

 

LOGO

January 2012 Performance Update

The Frontier Fund Supplement Dated January 31, 2012 to Prospectus Dated April 30, 2011 and the Supplement to the Prospectus Dated January 31, 2012.

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.

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

 

The Frontier Fund Class 2 Original    January 31, 2012
MTD		   January 31, 2012
YTD		   NAV/Unit  

Balanced Series-2

    -1.33%   -1.33%   $ 152.97   

Balanced Series-2a

    -1.29%   -1.29%   $ 126.69   

Berkeley/Graham/Tiverton Series-2

    -0.73%   -0.73%   $ 111.03   

Currency Series-2

    -0.11%   -0.11%   $ 87.51   

Long/Short Commodity Series-2

    -0.99%   -0.99%   $ 160.36   

Winton/Graham Series-2

    0.64%   0.64%   $ 130.54   

Winton Series-2

    0.66%   0.66%   $ 166.92   

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 January 31, 2012. 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

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (1,850,282.40 ) 

Unrealized trading gain/(loss)

      1,293,507.96   

Less: commissions

      (88,476.73 ) 

Less: FCM fees

      (41,130.62 ) 

Foreign currency gain/(loss)

      (6,498.49 ) 

Interest income

      11,568.24   
  

 

 

  

Total Income

      (681,312.04 ) 

EXPENSES

   

Management fees

      61,755.39   

Incentive fees

      94,692.78   
  

 

 

  

Total Expenses

      156,448.17   

Net Income (Loss)

    $ (837,760.21 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      408,792.70822      $ 63,372,567.52        155.02   

Current month additions

      25.48681        3,989.74     

Current month redemptions

      (2,850.79855 )      (439,310.03 )   

Net Income (loss) for current month

        (837,760.21 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      405,967.39648      $ 62,099,487.02        152.97   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -1.32 % 

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

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (81,486 ) 

Unrealized trading gain/(loss)

      55,911   

Less: commissions

      (3,889 ) 

Less: FCM fees

      (1,806 ) 

Foreign currency gain/(loss)

      (293 ) 

Interest income

      4,007   
  

 

 

  

Total Income

      (27,555.74 ) 

EXPENSES

   

Trading fees

      2,540.61   

Management fees

      2,712.72   

Incentive fees

      4,069.96   
  

 

 

  

Total Expenses

      9,323.29   

Net Income (Loss)

    $ (36,879.03 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      21,697.34932      $ 2,784,830.16        128.35   

Current month additions

      —          —       

Current month redemptions

      (686.58406 )      (86,101.39 )   

Net Income (loss) for current month

        (36,879.03 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      21,010.76526      $ 2,661,849.74        126.69   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -1.29 % 

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

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (71,475.01 ) 

Unrealized trading gain/(loss)

      65,811.32   

Less: commissions

      (6,114.38 ) 

Less: FCM fees

      (2,848.62 ) 

Foreign currency gain/(loss)

      563.72   

Interest income

      743.54   
  

 

 

  

Total Income

      (13,319.43 ) 

EXPENSES

   

Management fees

      18,636.69   

Incentive fees

      —     
  

 

 

  

Total Expenses

      18,636.69   

Net Income (Loss)

    $ (31,956.12 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      39,640.84543      $ 4,433,341.14        111.84   

Current month additions

      —          —       

Current month redemptions

      (270.03087 )      (30,202.22 )   

Net Income (loss) for current month

        (31,956.12 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      39,370.81456      $ 4,371,182.80        111.03   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -0.73 % 

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

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ —     

Unrealized trading gain/(loss)

      (31.03 ) 

Less: FCM fees

      (55.32 ) 

Interest income

      (2.02 ) 
  

 

 

  

Total Income

      (88.37 ) 

EXPENSES

   

Management fees

      —     

Incentive fees

      —     
  

 

 

  

Total Expenses

      —     

Net Income (Loss)

    $ (88.37 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      1,038.80439      $ 91,006.75        87.61   

Current month additions

      —          —       

Current month redemptions

      (139.39945 )      (12,212.23 )   

Net Income (loss) for current month

        (88.37 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      899.40494      $ 78,706.15        87.51   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -0.12 % 

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

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (404,892.54 ) 

Unrealized trading gain/(loss)

      357,513.63   

Less: commissions

      (6,661.57 ) 

Less: FCM fees

      (5,935.38 ) 

Foreign currency gain/(loss)

      (351.61 ) 

Interest income

      16,946.31   
  

 

 

  

Total Income

      (43,381.16 ) 

EXPENSES

   

Management fees

      45,886.87   

Incentive fees

      1,161.87   
  

 

 

  

Total Expenses

      47,048.74   

Net Income (Loss)

    $ (90,429.90 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      56,730.97058      $ 9,188,762.41        161.97   

Current month additions

      —          —       

Current month redemptions

      (396.53318 )      (64,310.87 )   

Net Income (loss) for current month

        (90,429.90 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      56,334.43740      $ 9,034,021.64        160.36   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -0.99 % 

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

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ 80,550.03   

Unrealized trading gain/(loss)

      (20,879.23 ) 

Less: commissions

      (3,148.93 ) 

Less: FCM fees

      (3,846.85 ) 

Foreign currency gain/(loss)

      2,136.31   

Interest income

      2,006.00   
  

 

 

  

Total Income

      56,817.33   

EXPENSES

   

Management fees

      20,151.28   

Incentive fees

      12.08   
  

 

 

  

Total Expenses

      20,163.36   

Net Income (Loss)

    $ 36,653.97   
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      46,183.19861      $ 5,990,167.98        129.70   

Current month additions

      —          —       

Current month redemptions

      (1,599.57773 )      (206,937.38 )   

Net Income (loss) for current month

        36,653.97     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      44,583.62088      $ 5,819,884.57        130.54   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        0.65 % 

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

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (11,643.55 ) 

Unrealized trading gain/(loss)

      107,174.74   

Less: commissions

      (725.12 ) 

Less: FCM fees

      (7,621.45 ) 

Foreign currency gain/(loss)

      2,619.35   

Interest income

      10,607.37   
  

 

 

  

Total Income

      100,411.34   

EXPENSES

   

Management fees

      22,125.31   

Incentive fees

      508.03   
  

 

 

  

Total Expenses

      22,633.34   

Net Income (Loss)

    $ 77,778.00   
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      70,574.55852      $ 11,702,325.41        165.82   

Current month additions

      —          —       

Current month redemptions

      (19.23605 )      (3,210.83 )   

Net Income (loss) for current month

        77,778.00     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      70,555.32247      $ 11,776,892.58        166.92   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        0.66 % 

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 BALANCED SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (7,438,904.93 ) 

Unrealized trading gain/(loss)

      5,210,346.09   

Less: commissions

      (356,046.95 ) 

Less: FCM fees

      (165,531.64 ) 

Foreign currency gain/(loss)

      (26,248.97 ) 

Interest income

      56,903.27   
  

 

 

  

Total Income

      (2,719,483.13 ) 

EXPENSES

   

Trading fees

      7,508.53   

Management fees

      248,539.26   

Incentive fees

      382,097.99   

Broker service fees

      485,998.35   
  

 

 

  

Total Expenses

      1,124,144.13   

Net Income (Loss)

    $ (3,843,627.26 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
                 *Aggregate
Unit Value		  
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      1,953,014.07091      $ 255,432,077.24        130.79   

Current month additions

      1,246.53423        161,128.52     

Current month redemptions

      (19,331.49584 )      (2,475,268.71 )   

Net Income (loss) for current month

        (3,843,627.26 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      1,934,929.10930      $ 249,274,309.79        128.83   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -1.50 % 

* Please see your specific Class Statement of Income (Loss) for your unit value.

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

THE FRONTIER FUND BERKELEY/GRAHAM/TIVERTON SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (639,194.94 ) 

Unrealized trading gain/(loss)

      581,386.95   

Less: commissions

      (54,477.65 ) 

Less: FCM fees

      (25,380.26 ) 

Foreign currency gain/(loss)

      5,023.47   

Interest income

      6,619.30   
  

 

 

  

Total Income

      (126,023.13 ) 

EXPENSES

   

Management fees

      166,131.12   

Incentive fees

      —     

Broker service fees

      91,240.71   
  

 

 

  

Total Expenses

      257,371.83   

Net Income (Loss)

    $ (383,394.96 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
                 *Aggregate
Unit Value		  
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      426,174.30550      $ 39,613,972.19        92.95   

Current month additions

      35.81386        3,268.40     

Current month redemptions

      (6,396.29912 )      (578,032.77 )   

Net Income (loss) for current month

        (383,394.96 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      419,813.82024      $ 38,655,812.86        92.08   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -0.94 % 

* Please see your specific Class Statement of Income (Loss) for your unit value.

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

THE FRONTIER FUND CURRENCY SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ —     

Unrealized trading gain/(loss)

      (815.57 ) 

Less: FCM fees

      (2,739.92 ) 

Interest income

      (95.65 ) 
  

 

 

  

Total Income

      (3,651.14 ) 

EXPENSES

   

Management fees

      —     

Incentive fees

      —     

Broker service fees

      10,927.66   
  

 

 

  

Total Expenses

      10,927.66   

Net Income (Loss)

    $ (14,578.80 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
                 *Aggregate
Unit Value		  
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      61,036.29671      $ 4,319,357.03        70.77   

Current month additions

      59.37140        4,238.23     

Current month redemptions

      (2,196.74313 )      (158,067.06 )   

Net Income (loss) for current month

        (14,578.80 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      58,898.92498      $ 4,150,949.40        70.48   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -0.41 % 

* Please see your specific Class Statement of Income (Loss) for your unit value.

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

THE FRONTIER FUND LONG/SHORT COMMODITY SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (3,136,852.70 ) 

Unrealized trading gain/(loss)

      2,766,326.98   

Less: commissions

      (51,626.09 ) 

Less: FCM fees

      (88,016.36 ) 

Foreign currency gain/(loss)

      (2,735.94 ) 

Interest income

      131,258.85   
  

 

 

  

Total Income

      (381,645.26 ) 

EXPENSES

   

Management fees

      294,429.41   

Incentive fees

      8,718.03   

Broker service fees

      45,748.91   
  

 

 

  

Total Expenses

      348,896.35   

Net Income (Loss)

    $ (730,541.61 ) 
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
                 *Aggregate
Unit Value		  
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      499,966.47679      $ 70,960,727.21        141.93   

Current month additions

      10,063.71520        1,406,222.17     

Current month redemptions

      (10,117.26910 )      (1,472,177.58 )   

Net Income (loss) for current month

        (730,541.61 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      499,912.92289      $ 70,164,230.19        140.35   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -1.11 % 

* Please see your specific Class Statement of Income (Loss) for your unit value.

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

THE FRONTIER FUND WINTON/GRAHAM SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ 412,544.14   

Unrealized trading gain/(loss)

      (104,113.13 ) 

Less: commissions

      (16,244.12 ) 

Less: FCM fees

      (19,856.49 ) 

Foreign currency gain/(loss)

      11,040.89   

Interest income

      10,358.80   
  

 

 

  

Total Income

      293,730.09   

EXPENSES

   

Management fees

      104,095.06   

Incentive fees

      —     

Broker service fees

      64,649.11   
  

 

 

  

Total Expenses

      168,744.17   

Net Income (Loss)

    $ 124,985.92   
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
                 *Aggregate
Unit Value		  
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      282,831.84601      $ 30,773,686.70        108.81   

Current month additions

      51.94813        5,575.21     

Current month redemptions

      (6,542.26306 )      (721,193.05 )   

Net Income (loss) for current month

        124,985.92     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      276,341.53108      $ 30,183,054.78        109.22   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        0.38 % 

* Please see your specific Class Statement of Income (Loss) for your unit value.

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

THE FRONTIER FUND WINTON SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

January 31, 2012

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (49,472.64 ) 

Unrealized trading gain/(loss)

      455,144.71   

Less: commissions

      (3,092.64 ) 

Less: FCM fees

      (32,505.93 ) 

Foreign currency gain/(loss)

      11,165.57   

Interest income

      45,238.96   
  

 

 

  

Total Income

      426,478.03   

EXPENSES

   

Management fees

      94,451.07   

Incentive fees

      2,211.54   

Broker service fees

      100,742.71   
  

 

 

  

Total Expenses

      197,405.32   

Net Income (Loss)

    $ 229,072.71   
  

 

 

  

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
                 *Aggregate
Unit Value		  
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      342,278.73348      $ 50,048,124.52        146.22   

Current month additions

      127.40609        18,199.60     

Current month redemptions

      (2,199.89065 )      (310,266.66 )   

Net Income (loss) for current month

        229,072.71     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      340,206.24892      $ 49,985,130.17        146.93   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        0.48 % 

* Please see your specific Class Statement of Income (Loss) for your unit value.

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