424B3 1 d350470d424b3.htm APRIL PERFORMANCE SUMMARY - CLASS 2 ORIGINAL April Performance Summary - Class 2 Original

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

 

LOGO

April 2012 Performance Update

The Frontier Fund Supplement Dated April 30, 2012 to Prospectus Dated April 30, 2012.

The Frontier Fund Class 2 Original

T H E   F R  O 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.

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

 

The Frontier Fund Class 2 Original   

April 30, 2012

MTD

 

April 30, 2012

YTD

  NAV / Unit  

Balanced Series-2

   3.17%   -0.54%   $ 154.18   

Balanced Series-2a

   3.21%   -0.41%   $ 127.82   

Tiverton/Graham/Transtrend Series-2

   -0.27%   -1.09%   $ 110.62   

Currency Series-2

   -1.61%   -5.24%   $ 83.01   

Long/Short Commodity Series-2

   1.06%   0.38%   $ 162.58   

Winton/Graham Series-2

   0.78%   1.19%   $ 131.24   

Winton Series-2

   0.01%   -1.47%   $ 163.38   

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 April 30, 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

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ 887,743.28   

Unrealized trading gain (loss)

   $ 1,173,120.04   

Less: Commissions

   $ (100,359.99

Less: Trading Fee paid to Managing Owner

   $ (37,014.99

Interest income

   $ (1,180.23
  

 

 

 

Total Income

   $ 1,922,308.11   

Expenses

  

Incentive fees

   $ 48,585.56   

Management fees

   $ 58,955.18   
  

 

 

 

Total Expenses

   $ 107,540.74   

Net Income (Loss)

   $ 1,814,767.37   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Value per unit  

Net asset value, beginning of month

     391,256.39664       $ 58,468,020.82         149.44   

Current month additions

     26.49238         3,937.69      

Current month redemptions

     -9,735.66068         -1,460,147.45      

Net income (loss) for current month

        1,814,767.37         4.74   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     381,547.22834       $ 58,826,578.43         154.18   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         3.17

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

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ 22,444.57   

Unrealized trading gain (loss)

   $ 31,021.10   

Less: Commissions

   $ (2,618.83

Less: Trading Fee paid to Managing Owner

   $ (965.52

Interest income

   $ 1,999.27   
  

 

 

 

Total Income

   $ 51,880.59   

Expenses

  

Trading fees

   $ 1,493.32   

Incentive fees

   $ 1,267.26   

Management fees

   $ 1,537.28   
  

 

 

 

Total Expenses

   $ 4,297.86   

Net Income (Loss)

   $ 47,582.73   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Value per unit  

Net asset value, beginning of month

     12,324.71819       $ 1,526,348.77         123.84   

Current month additions

     0.00000         0.00      

Current month redemptions

     -648.97626         -81,551.52      

Net income (loss) for current month

        47,582.73         3.98   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     11,675.74193       $ 1,492,379.98         127.82   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         3.21

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 TIVERTON/GRAHAM/TRANSTREND SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ (29,739.83

Unrealized trading gain (loss)

   $ 38,419.43   

Less: Commissions

   $ (2,872.61

Less: Trading Fee paid to Managing Owner

   $ (3,475.76

Interest income

   $ 2,049.16   
  

 

 

 

Total Income

   $ 4,380.39   

Expenses

  

Incentive fees

   $ 296.18   

Management fees

   $ 15,421.16   
  

 

 

 

Total Expenses

   $ 15,717.34   

Net Income (Loss)

   $ (11,336.95
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Value per unit  

Net asset value, beginning of month

     37,481.80082       $ 4,157,301.96         110.92   

Current month additions

     0.00000         0.00      

Current month redemptions

     -100.69516         -11,030.68      

Net income (loss) for current month

        -11,336.95         -0.30   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     37,381.10566       $ 4,134,934.33         110.62   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         -0.27

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 - TIVERTON/GRAHAM/TRANSTREND SERIES - 2


THE FRONTIER FUND CURRENCY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ 37.48   

Unrealized trading gain (loss)

   $ (1,134.65

Less: Trading Fee paid to Managing Owner

   $ (46.85

Interest income

   $ (19.71
  

 

 

 

Total Income

   $ (1,163.73

Net Income (Loss)

   $ (1,163.73
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Value per unit  

Net asset value, beginning of month

     880.63813       $ 74,299.34         84.37   

Current month additions

     0.00000         0.00      

Current month redemptions

     -48.84582         -4,084.74      

Net income (loss) for current month

        -1,163.73         -1.36   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     831.79231       $ 69,050.87         83.01   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         -1.61

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

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ 141,265.41   

Unrealized trading gain (loss)

   $ 2,994.63   

Less: Commissions

   $ (10,838.89

Less: Trading Fee paid to Managing Owner

   $ (5,626.81

Interest income

   $ 15,193.25   
  

 

 

 

Total Income

   $ 142,987.59   

Expenses

  

Incentive fees

   $ 2,446.16   

Management fees

   $ 47,472.64   
  

 

 

 

Total Expenses

   $ 49,918.80   

Net Income (Loss)

   $ 93,068.79   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Value per unit  

Net asset value, beginning of month

     55,681.62912       $ 8,958,147.71         160.88   

Current month additions

     0.00000         0.00      

Current month redemptions

     -657.37755         -105,318.53      

Net income (loss) for current month

        93,068.79         1.70   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     55,024.25157       $ 8,945,897.97         162.58   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         1 .06

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

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ (84,628.29

Unrealized trading gain (loss)

   $ 146,604.83   

Less: Commissions

   $ (3,884.71

Less: Trading Fee paid to Managing Owner

   $ (3,217.32

Interest income

   $ 1,640.23   
  

 

 

 

Total Income

   $ 56,514.74   

Expenses

  

Management fees

   $ 18,575.25   
  

 

 

 

Total Expenses

   $ 18,575.25   

Net Income (Loss)

   $ 37,939.49   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Value per unit  

Net asset value, beginning of month

     40,240.56772       $ 5,240,408.42         130.23   

Current month additions

     0.00000         0.00      

Current month redemptions

     -1,491.05189         -192,681.43      

Net income (loss) for current month

        37,939.49         1.01   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     38,749.51583       $ 5,085,666.48         131.24   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         0.78

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

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ (103,745.96

Unrealized trading gain (loss)

   $ 121,810.57   

Less: Commissions

   $ (950.63

Less: Trading Fee paid to Managing Owner

   $ (7,199.29

Interest income

   $ 10,456.49   
  

 

 

 

Total Income

   $ 20,371.18   

Expenses

  

Management fees

   $ 21,210.80   
  

 

 

 

Total Expenses

   $ 21,210.80   

Net Income (Loss)

   $ (839.62
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Value per unit  

Net asset value, beginning of month

     70,555.32247       $ 11,525,268.72         163.35   

Current month additions

     0.00000         0.00      

Current month redemptions

     -1,949.72304         -315,978.99      

Net income (loss) for current month

        -839.62         0.03   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     68,605.59943       $ 11,208,450.11         163.38   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         0.01

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

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ 3,551,502.19   

Unrealized trading gain (loss)

   $ 4,694,924.40   

Less: Commissions

   $ (400,318.16

Less: Trading Fee paid to Managing Owner

   $ (147,453.32

Interest income

   $ 3,387.17   

Total Income

   $ 7,702,042.28   

Expenses

  

Trading fees

   $ 5,820.58   

Broker service fees

   $ 427,898.97   

Incentive fees

   $ 194,217.99   

Management fees

   $ 235,071.37   
  

 

 

 

Total Expenses

   $ 863,008.91   

Net Income (Loss)

   $ 6,839,033.37   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     1,849,620.20530       $ 232,339,610.27         125.61   

Current month additions

     370.13664         44,590.31      

Current month redemptions

     -36,694.45519         -4,714,500.54      

Net income (loss) for current month

        6,839,033.37         3.72   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     1,813,295.88675       $ 234,508,733.41         129.33   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         2.96

* Please see your specific Class Statement of Income (Loss) for your specific 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 TIVERTON/GRAHAM/TRANSTREND SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ (259,000.37

Unrealized trading gain (loss)

   $ 328,841.00   

Less: Commissions

   $ (24,880.98

Less: Trading Fee paid to Managing Owner

   $ (30,176.21

Interest income

   $ 17,795.79   

Total Income

   $ 32,579.23   

Expenses

  

Broker service fees

   $ 80,162.05   

Incentive fees

   $ 2,352.27   

Management fees

   $ 133,740.18   

Total Expenses

   $ 216,254.50   

Net Income (Loss)

   $ (183,675.27
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     395,885.70563       $ 36,279,825.20         91.64   

Current month additions

     35.20599         3,113.17      

Current month redemptions

     -9,818.77084         -872,846.10      

Net income (loss) for current month

        -183,675.27         -0.40   

Net asset value, end of current month

     386,102.14078       $ 35,226,417.00         91.24   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         -0.44

* Please see your specific Class Statement of Income (Loss) for your specific 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 - Tiverton/Graham/Transtrend Series


THE FRONTIER FUND CURRENCY SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ 1,862.73   

Unrealized trading gain (loss)

   $ (57,749.60

Less: Trading Fee paid to Managing Owner

   $ (2,354.43

Interest income

   $ (990.23
  

 

 

 

Total Income

   $ (59,231.53

Expenses

  

Broker service fees

   $ 9,230.94   

Total Expenses

   $ 9,230.94   

Net Income (Loss)

   $ (68,462.47
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     55,127.76345       $ 3,728,693.25         67.64   

Current month additions

     62.30409         4,241.44      

Current month redemptions

     -637.36251         -43,801.08      

Net income (loss) for current month

        -68,462.47         -1.27   

Net asset value, end of current month

     54,552.70503       $ 3,620,671.14         66.37   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         -1.87

* Please see your specific Class Statement of Income (Loss) for your specific 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 FRONTIER LONG/SHORT COMMODITY SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ 1,105,223.05   

Unrealized trading gain (loss)

   $ 27,458.92   

Less: Commissions

   $ (85,278.12

Less: Trading Fee paid to Managing Owner

   $ (88,355.43

Interest income

   $ 119,517.87   

Total Income

   $ 1,078,566.29   

Expenses

  

Broker service fees

   $ 40,045.62   

Incentive fees

   $ 19,630.59   

Management fees

   $ 299.546.18   

Total Expenses

   $ 359,222.39   

Net Income (Loss)

   $ 719,343.90   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     495,926.61249       $ 69,654,199.12         140.45   

Current month additions

     11,113.41473         1,390,532.51      

Current month redemptions

     -9,766.98094         -1,386,066.62      

Net income (loss) for current month

        719,343.90         1.08   

Net asset value, end of current month

     497,273.04628       $ 70,378,008.91         141.53   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         0.77

* Please see your specific Class Statement of Income (Loss) for your specific 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 - Frontier Long/Short Commodity Series


THE FRONTIER FUND WINTON/GRAHAM SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ (457,267.29

Unrealized trading gain (loss)

   $ 794,089.71   

Less: Commissions

   $ (20,952.89

Less: Trading Fee paid to Managing Owner

   $ (17,304.53

Interest income

   $ 8,875.76   

Total Income

   $ 307,440.76   

Expenses

  

Broker service fees

   $ 56,338.56   

Management fees

   $ 100,009.23   
  

 

 

 

Total Expenses

   $ 156,347.79   

Net Income (Loss)

   $ 151,092.97   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     255,789.80385       $ 27,737,192.81         108.44   

Current month additions

     55.00559         5,599.62      

Current month redemptions

     -5,098.28590         -564,952.67      

Net income (loss) for current month

        151,092.97         0.55   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     250,746.52354       $ 27,328,932.73         108.99   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         0.51

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

April 30, 2012

(Unaudited)

 

Income

  

Realized trading gain (loss)

   $ (435,148.84

Unrealized trading gain (loss)

   $ 519,092.13   

Less: Commissions

   $ (4,004.19

Less: Trading Fee paid to Managing Owner

   $ (30,268.53

Interest income

   $ 44,068.84   

Total Income

   $ 93,739.41   

Expenses

  

Broker service fees

   $ 92,271.74   

Management fees

   $ 89.260.41   
  

 

 

 

Total Expenses

   $ 181,532.15   

Net Income (Loss)

   $ (87,792.74
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars      Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     335,858.98704       $ 48,136,207.13         143.32   

Current month additions

     136.00366         18,462.97      

Current month redemptions

     -2,656.67528         -412,899.81      

Net income (loss) for current month

        -87,792.74         -0.36   
  

 

 

    

 

 

    

 

 

 

Net asset value, end of current month

     333,338.31542       $ 47,653,977.55         142.96   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         -0.25

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