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