0001193125-13-114426.txt : 20130319 0001193125-13-114426.hdr.sgml : 20130319 20130319114913 ACCESSION NUMBER: 0001193125-13-114426 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20130319 DATE AS OF CHANGE: 20130319 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FRONTIER FUND CENTRAL INDEX KEY: 0001261379 STANDARD INDUSTRIAL CLASSIFICATION: [6221] IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-155800 FILM NUMBER: 13700451 BUSINESS ADDRESS: STREET 1: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BALANCED SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389122 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-155800-11 FILM NUMBER: 13700457 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WINTON/GRAHAM SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389123 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-155800-01 FILM NUMBER: 13700453 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FORMER COMPANY: FORMER CONFORMED NAME: GRAHAM/WINTON SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20080508 FORMER COMPANY: FORMER CONFORMED NAME: GRAHAM SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20070206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WINTON SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389124 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-155800-02 FILM NUMBER: 13700452 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TIVERTON/GRAHAM/TRANSTREND SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389125 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-155800-06 FILM NUMBER: 13700456 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FORMER COMPANY: FORMER CONFORMED NAME: BERKELEY/GRAHAM/TIVERTON SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20110322 FORMER COMPANY: FORMER CONFORMED NAME: CAMPBELL/GRAHAM/TIVERTON SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20080508 FORMER COMPANY: FORMER CONFORMED NAME: WINTON/CAMPBELL/GRAHAM SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20080429 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CURRENCY SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389126 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-155800-05 FILM NUMBER: 13700455 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FRONTIER LONG/SHORT COMMODITY SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389128 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-155800-08 FILM NUMBER: 13700454 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FORMER COMPANY: FORMER CONFORMED NAME: LONG/SHORT COMMODITY SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20070206 424B3 1 d499596d424b3.htm FEBRUARY PERFORMANCE SUMMARY - CLASS 2 ORIGINAL February Performance Summary - Class 2 Original

 

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

February 2013 Performance Update

The Frontier Fund Supplement Dated February 28, 2013 to Prospectus Dated January 31, 2013.

The Frontier Fund Class 2 Original

THE FRONTIER FUND’S GOAL: 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.

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

 

The Frontier Fund Class 2 Original    February 28, 2013     February 28, 2013     NAV / Unit  
     MTD     YTD        

Balanced Series-2

     -0.69     -1.37   $ 147.16   

Balanced Series-2a

     -0.57     -1.12   $ 122.98   

Tiverton/Graham/Transtrend Series-2

     1.28     2.11   $ 101.65   

Currency Series-2

     0.41     -2.00   $ 71.49   

Long/Short Commodity Series-2

     -2.61     -1.72   $ 143.14   

Winton/Graham Series-2

     2.35     4.94   $ 126.64   

Winton Series-2

     -0.58     2.25   $ 161.85   

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 February 28, 2013. 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ (243,229.54

Unrealized trading gain (loss)

     48,726.91   

Less: Commissions

     (50,100.76

Less: Trading Fee paid to Managing Owner

     (28,622.82

Interest income

     3,746.14   
  

 

 

 

Total Income

     (269,480.07

EXPENSES

  

Broker service fees

     0.00   

Incentive fees

     27,610.16   

Management fees

     40,888.85   
  

 

 

 

Total Expenses

     68,499.01   
  

 

 

 

Net Income (Loss)

   $ (337,979.08
  

 

 

 

Statement of Changes in Net Asset Value

 

      Units     Dollars     $’s per unit  

Net asset value, beginning of month

     337,944.26806      $ 50,076,852.85      $ 148.18   

Current month additions

     0.00000        0.00     

Current month redemptions

     (4,172.84871     (620,742.65  

Net income (loss) for current month

       (337,979.08     (1.02
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     333,771.42000      $ 49,118,131.12      $ 147.16   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          -0.69

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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ (4,955.55

Unrealized trading gain (loss)

     191.81   

Less: Commissions

     (988.62

Less: Trading Fee paid to Managing Owner

     (567.73

Interest income

     1,272.33   
  

 

 

 

Total Income

     (5,047.76

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     0.00   

Incentive fees

     498.08   

Management fees

     810.79   
  

 

 

 

Total Expenses

     1,308.87   
  

 

 

 

Net Income (Loss)

   $ (6,356.63
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     8,117.45076      $ 1,003,948.49      $ 123.68   

Current month additions

     0.00000        0.00     

Current month redemptions

     (631.90978     (77,051.10  

Net income (loss) for current month

       (6,356.63     (0.70
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     7,485.54000      $ 920,540.76      $ 122.98   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          -0.56

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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 24,934.84   

Unrealized trading gain (loss)

     19,599.79   

Less: Commissions

     (1,191.68

Less: Trading Fee paid to Managing Owner

     (1,674.25

Interest income

     3,443.80   
  

 

 

 

Total Income

     45,112.50   

EXPENSES

  

Broker service fees

     0.00   

Incentive fees

     0.00   

Management fees

     7,791.72   
  

 

 

 

Total Expenses

     7,791.72   
  

 

 

 

Net Income (Loss)

   $ 37,320.78   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     28,812.08354      $ 2,891,961.91      $ 100.37   

Current month additions

     0.00000        0.00     

Current month redemptions

     (459.53083     (47,125.71  

Net income (loss) for current month

       37,320.78        1.28   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     28,352.55000      $ 2,882,156.98      $ 101.65   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          1.27

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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 75.95   

Unrealized trading gain (loss)

     118.86   

Less: Commissions

     0.00   

Less: Trading Fee paid to Managing Owner

     (27.00

Interest income

     3.91   
  

 

 

 

Total Income

     171.72   

EXPENSES

  

Broker service fees

     0.00   

Incentive fees

     0.00   

Management fees

     0.00   
  

 

 

 

Total Expenses

     0.00   
  

 

 

 

Net Income (Loss)

   $ 171.72   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     742.39337      $ 52,851.92      $ 71.19   

Current month additions

     0.00000        0.00     

Current month redemptions

     (86.60069     (6,143.77  

Net income (loss) for current month

       171.72        0.30   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     655.79000      $ 46,879.87      $ 71.49   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          0.42

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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ (91,395.58

Unrealized trading gain (loss)

     (35,301.34

Less: Commissions

     (5,246.53

Less: Trading Fee paid to Managing Owner

     (3,365.50

Interest income

     10,332.81   
  

 

 

 

Total Income

     (124,976.14

EXPENSES

  

Broker service fees

     0.00   

Incentive fees

     0.00   

Management fees

     27,569.11   
  

 

 

 

Total Expenses

     27,569.11   
  

 

 

 

Net Income (Loss)

   $ (152,545.25
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     39,930.07933      $ 5,868,863.68      $ 146.98   

Current month additions

     0.00000        0.00     

Current month redemptions

     (317.04473     (46,232.71  

Net income (loss) for current month

       (152,545.25     (3.84
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     39,613.03000      $ 5,670,085.72      $ 143.14   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          -2.61

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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 46,310.07   

Unrealized trading gain (loss)

     54,263.23   

Less: Commissions

     (983.16

Less: Trading Fee paid to Managing Owner

     (2,348.42

Interest income

     2,561.25   
  

 

 

 

Total Income

     99,802.97   

EXPENSES

  

Broker service fees

     0.00   

Incentive fees

     0.00   

Management fees

     9,959.62   
  

 

 

 

Total Expenses

     9,959.62   
  

 

 

 

Net Income (Loss)

   $ 89,843.35   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     33,030.18788      $ 4,086,751.24      $ 123.73   

Current month additions

     0.00000        0.00     

Current month redemptions

     (3,165.24013     (394,606.80  

Net income (loss) for current month

       89,843.35        2.91   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     29,864.95000      $ 3,781,987.79      $ 126.64   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          2.35

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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ (398.75

Unrealized trading gain (loss)

     (42,980.39

Less: Commissions

     (850.53

Less: Trading Fee paid to Managing Owner

     (6,035.70

Interest income

     9,367.22   
  

 

 

 

Total Income

     (40,898.15

EXPENSES

  

Broker service fees

     0.00   

Incentive fees

     0.00   

Management fees

     20,347.17   
  

 

 

 

Total Expenses

     20,347.17   
  

 

 

 

Net Income (Loss)

   $ (61,245.32
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units      Dollars     $’s per unit  

Net asset value, beginning of month

     64,463.64864       $ 10,494,685.79      $ 162.80   

Current month additions

     0.00000         0.00     

Current month redemptions

     0.00000         0.00     

Net income (loss) for current month

        (61,245.32     (0.95
  

 

 

    

 

 

   

 

 

 

Net asset value, end of current month

     64,463.65000       $ 10,433,440.47      $ 161.85   
  

 

 

    

 

 

   

 

 

 
     Monthly rate of return           -0.58

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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ (950,834.17

Unrealized trading gain (loss)

     151,645.96   

Less: Commissions

     (193,603.04

Less: Trading Fee paid to Managing Owner

     (110,758.48

Interest income

     20,001.55   
  

 

 

 

Total Income

     (1,083,548.18

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     318,116.65   

Incentive fees

     105,602.04   

Management fees

     158,213.50   
  

 

 

 

Total Expenses

     581,932.19   
  

 

 

 

Net Income (Loss)

   $ (1,665,480.37
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     1,592,719.83307      $ 194,968,198.40      $ 122.41   

Current month additions

     294.48281        34,080.05     

Current month redemptions

     (68,081.90349     (7,927,679.27  

Net income (loss) for current month

       (1,665,480.36     (0.82
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     1,524,932.41000      $ 185,409,118.82      $ 121.59   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          -0.68

 

* 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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 211,853.80   

Unrealized trading gain (loss)

     164,360.94   

Less: Commissions

     (10,119.36

Less: Trading Fee paid to Managing Owner

     (14,223.68

Interest income

     29,256.95   
  

 

 

 

Total Income

     381,128.65   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     50,191.40   

Incentive fees

     0.00   

Management fees

     66,194.39   
  

 

 

 

Total Expenses

     116,385.79   
  

 

 

 

Net Income (Loss)

   $ 264,742.86   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     303,732.91077      $ 24,640,760.40      $ 81.13   

Current month additions

     18.75180        1,512.36     

Current month redemptions

     (6,513.48090     (531,559.21  

Net income (loss) for current month

       264,742.86        0.88   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     297,238.18000      $ 24,375,456.41      $ 82.01   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          1.08

 

* 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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 4,062.70   

Unrealized trading gain (loss)

     5,698.73   

Less: Commissions

     0.00   

Less: Trading Fee paid to Managing Owner

     (1,460.62

Interest income

     72.81   
  

 

 

 

Total Income

     8,373.62   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     5,734.81   

Incentive fees

     0.00   

Management fees

     0.00   
  

 

 

 

Total Expenses

     5,734.81   
  

 

 

 

Net Income (Loss)

   $ 2,638.81   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     47,639.36684      $ 2,650,869.07      $ 55.64   

Current month additions

     59.36232        3,287.19     

Current month redemptions

     (32,423.12987     (1,798,519.72  

Net income (loss) for current month

       2,638.81        0.55   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     15,275.60000      $ 858,275.35      $ 56.19   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          0.97

 

* 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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ (830,339.61

Unrealized trading gain (loss)

     (310,342.24

Less: Commissions

     (48,514.26

Less: Trading Fee paid to Managing Owner

     (68,274.39

Interest income

     95,626.66   
  

 

 

 

Total Income

     (1,161,843.84

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     30,946.89   

Incentive fees

     0.00   

Management fees

     193,649.59   
  

 

 

 

Total Expenses

     224,596.48   
  

 

 

 

Net Income (Loss)

   $ (1,386,440.32
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     440,069.67042      $ 55,217,637.55      $ 125.47   

Current month additions

     1,644.68047        180,900.00     

Current month redemptions

     (25,292.20852     (3,221,497.51  

Net income (loss) for current month

       (1,386,440.32     (3.50
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     416,422.14000      $ 50,790,599.72      $ 121.97   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          -2.79

 

* 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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 235,364.52   

Unrealized trading gain (loss)

     288,456.39   

Less: Commissions

     (4,951.09

Less: Trading Fee paid to Managing Owner

     (11,826.57

Interest income

     12,897.32   
  

 

 

 

Total Income

     519,940.57   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     37,908.48   

Incentive fees

     0.00   

Management fees

     50,160.31   
  

 

 

 

Total Expenses

     88,068.79   
  

 

 

 

Net Income (Loss)

   $ 431,871.78   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     203,645.82975      $ 20,585,049.38      $ 101.08   

Current month additions

     39.95969        3,923.75     

Current month redemptions

     (9,907.64169     (1,053,370.47  

Net income (loss) for current month

       431,871.78        1.96   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     193,778.15000      $ 19,967,474.44      $ 103.04   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          1.94

 

* 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 Managment 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

February 28, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ (419.83

Unrealized trading gain (loss)

     (164,344.81

Less: Commissions

     (3,342.09

Less: Trading Fee paid to Managing Owner

     (23,763.70

Interest income

     36,875.65   
  

 

 

 

Total Income

     (154,994.78

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     70,906.88   

Incentive fees

     0.00   

Management fees

     80,105.99   
  

 

 

 

Total Expenses

     151,012.87   
  

 

 

 

Net Income (Loss)

   $ (306,007.65
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     296,896.43111      $ 41,666,028.82      $ 140.34   

Current month additions

     113.22540        15,175.63     

Current month redemptions

     (5,741.57508     (772,257.18  

Net income (loss) for current month

       (306,007.65     (0.94
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     291,268.08000      $ 40,602,939.62      $ 139.40   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          -0.67

 

* 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 Managment LLC

1775 Sherman Street, Suite 2500

Denver, Colorado 80203

On Behalf of the Frontier Fund—WINTON SERIES