Filed Pursuant to Rule 424(b)(3)
Registration No. 333-155800
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June 2012 Performance Update
The Frontier Fund Supplement Dated June 30, 2012 to Prospectus Dated April 30, 2012.
The Frontier Fund Class 2 New
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.
June performance for the various Series of The Frontier Fund is detailed below:*
| The Frontier Fund Class 2 New | June 30, 2012 MTD | June 30, 2012 YTD | NAV / Unit | |||||
Frontier Diversified Series-2 | -4.11% | -0.93% | $ | 102.99 | ||||
Frontier Long/Short Commodity Series-2a | -2.31% | -4.47% | $ | 121.54 | ||||
Frontier Masters Series-2 | -4.98% | 2.68% | $ | 107.65 | ||||
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 June 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 DIVERSIFIED SERIES - 2
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
June 30, 2012
(Unaudited)
| Current Period | ||||
INCOME | ||||
Realized trading gain (loss) | $ | 2,792,520.37 | ||
Unrealized trading gain (loss) | (5,241,897.11 | ) | ||
Less: Commissions | (79,296.23 | ) | ||
Less: Trading Fee paid to Managing Owner | (113,336.16 | ) | ||
Interest income | 82,567.00 | |||
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| |||
Total Income | (2,559,442.13 | ) | ||
EXPENSES | ||||
Broker service fees | 11,952.45 | |||
Incentive fees | (110,388.26 | ) | ||
Management fees | 67,222.61 | |||
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Total Expenses | (31,213.20 | ) | ||
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Net Income (Loss) | $ | (2,528,228.93 | ) | |
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Statement of Changes in Net Asset Value
| Units | Dollars | $’s per unit | ||||||||||
Net asset value, beginning of month | 574,347.97150 | $ | 61,690,921.06 | $ | 107.41 | |||||||
Current month additions | 237.62440 | 25,000.00 | ||||||||||
Current month redemptions | (5,809.81970 | ) | (607,576.23 | ) | ||||||||
Net income (loss) for current month | (2,528,228.93 | ) | (4.42 | ) | ||||||||
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Net asset value, end of current month | 568,775.77620 | $ | 58,580,115.90 | $ | 102.99 | |||||||
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| Monthly rate of return | -4.11 | % | ||||||||||
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 - DIVERSIFIED SERIES - 2
THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 2a
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
June 30, 2012
(Unaudited)
| Current Period | ||||
INCOME | ||||
Realized trading gain (loss) | $ | 583,858.25 | ||
Unrealized trading gain (loss) | (762,463.57 | ) | ||
Less: Commissions | (12,750.93 | ) | ||
Less: Trading Fee paid to Managing Owner | (23,385.95 | ) | ||
Interest income | 20,885.08 | |||
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| |||
Total Income | (193,857.12 | ) | ||
EXPENSES | ||||
Broker service fees | 2,465.37 | |||
Incentive fees | 61,155.12 | |||
Management fees | 36,270.40 | |||
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Total Expenses | 99,890.89 | |||
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Net Income (Loss) | $ | (293,748.01 | ) | |
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Statement of Changes in Net Asset Value
| Units | Dollars | $’s per unit | ||||||||||
Net asset value, beginning of month | 100,962.05480 | $ | 12,560,589.10 | $ | 124.41 | |||||||
Current month additions | 2,415.09684 | 298,250.00 | ||||||||||
Current month redemptions | (451.87624 | ) | (55,519.50 | ) | ||||||||
Net income (loss) for current month | (293,748.01 | ) | (2.87 | ) | ||||||||
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Net asset value, end of current month | 102,925.27540 | $ | 12,509,571.59 | $ | 121.54 | |||||||
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| Monthly rate of return | -2.31 | % | ||||||||||
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 - 2a
THE FRONTIER FUND MASTERS SERIES - 2
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
June 30, 2012
(Unaudited)
| Current Period | ||||
INCOME | ||||
Realized trading gain (loss) | $ | 226,444.65 | ||
Unrealized trading gain (loss) | (1,150,238.16 | ) | ||
Less: Commissions | (12,279.93 | ) | ||
Less: Trading Fee paid to Managing Owner | (35,242.78 | ) | ||
Interest income | 28,348.81 | |||
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Total Income | (942,967.41 | ) | ||
EXPENSES | ||||
Broker service fees | 3,716.69 | |||
Incentive fees | (30,760.99 | ) | ||
Management fees | 38,240.42 | |||
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Total Expenses | 11,196.12 | |||
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Net Income (Loss) | $ | (954,163.53 | ) | |
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Statement of Changes in Net Asset Value
| Units | Dollars | $’s per unit | ||||||||||
Net asset value, beginning of month | 169,214.20740 | $ | 19,169,508.30 | $ | 113.29 | |||||||
Current month additions | 555.22297 | 62,750.00 | ||||||||||
Current month redemptions | (897.30217 | ) | (99,538.61 | ) | ||||||||
Net income (loss) for current month | (954,163.53 | ) | (5.64 | ) | ||||||||
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Net asset value, end of current month | 168,872.12820 | $ | 18,178,556.16 | $ | 107.65 | |||||||
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| Monthly rate of return | -4.98 | % | ||||||||||
To the best of my knowledge and belief, the information
contained in this statement is accurate and complete
/s/ S. Brent Bales
S. Brent Bales, Chief Accounting Officer of the Managing Owner
Equinox Fund Management LLC
1775 Sherman Street, Suite 2500
Denver, Colorado 80203
On Behalf of the Frontier Fund - MASTERS SERIES - 2
THE FRONTIER FUND FRONTIER DIVERSIFIED SERIES
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
June 30, 2012
(Unaudited)
| Current Period | ||||
INCOME | ||||
Realized trading gain (loss) | $ | 5,939,308.58 | ||
Unrealized trading gain (loss) | (11,156,791.01 | ) | ||
Less: Commissions | (168,904.57 | ) | ||
Less: Trading Fee paid to Managing Owner | (240,928.90 | ) | ||
Interest income | 175,887.30 | |||
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| |||
Total Income | (5,451,428.60 | ) | ||
EXPENSES | ||||
Trading fees | 0.00 | |||
Broker service fees | 119,599.66 | |||
Incentive fees | (202,143.52 | ) | ||
Management fees | 143,172.02 | |||
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Total Expenses | 60,628.16 | |||
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Net Income (Loss) | $ | (5,512,056.76 | ) | |
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Statement of Changes in Net Asset Value
| Units | Dollars | Aggregate Net Asset Value per unit* | ||||||||||
Net asset value, beginning of month | 1,253,210.32250 | $ | 130,927,312.93 | $ | 104.47 | |||||||
Current month additions | 12,905.39915 | 1,286,189.79 | ||||||||||
Current month redemptions | (16,320.60035 | ) | (1,655,574.41 | ) | ||||||||
Net income (loss) for current month | (5,512,056.76 | ) | (4.42 | ) | ||||||||
Net asset value, end of current month | 1,249,795.12140 | $ | 125,045,871.55 | $ | 100.05 | |||||||
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| Monthly rate of return | -4.23 | % | ||||||||||
* 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
1775 Sherman Street, Suite 2500
Denver, Colorado 80203
On Behalf of the Frontier Fund - FRONTIER DIVERSIFIED SERIES
THE FRONTIER FUND FRONTIER LONG/SHORT COMMODITY SERIES
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
June 30, 2012
(Unaudited)
| Current Period | ||||
INCOME | ||||
Realized trading gain (loss) | $ | 3,133,415.03 | ||
Unrealized trading gain (loss) | (4,082,059.53 | ) | ||
Less: Commissions | (68,696.98 | ) | ||
Less: Trading Fee paid to Managing Owner | (81,314.08 | ) | ||
Interest income | 112,495.22 | |||
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Total Income | (986,160.34 | ) | ||
EXPENSES | ||||
Trading fees | 0.00 | |||
Broker service fees | 35,840.32 | |||
Incentive fees | 328,180.18 | |||
Management fees | 271,405.79 | |||
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Total Expenses | 635,426.29 | |||
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Net Income (Loss) | $ | (1,621,586.63 | ) | |
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Statement of Changes in Net Asset Value
| Units | Dollars | Aggregate Net Asset Value per unit* | ||||||||||
Net asset value, beginning of month | 497,081.70847 | $ | 68,158,083.56 | $ | 137.12 | |||||||
Current month additions | 8,159.88728 | 1,135,028.01 | ||||||||||
Current month redemptions | (10,131.96946 | ) | (1,385,626.67 | ) | ||||||||
Net income (loss) for current month | (1,621,586.63 | ) | (3.24 | ) | ||||||||
Net asset value, end of current month | 495,109.62629 | $ | 66,285,898.27 | $ | 133.88 | |||||||
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| Monthly rate of return | -2.36 | % | ||||||||||
* 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 FRONTIER MASTERS SERIES
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
June 30, 2012
(Unaudited)
| Current Period | ||||
INCOME | ||||
Realized trading gain (loss) | $ | 668,533.38 | ||
Unrealized trading gain (loss) | (3,425,473.71 | ) | ||
Less: Commissions | (36,674.85 | ) | ||
Less: Trading Fee paid to Managing Owner | (105,058.14 | ) | ||
Interest income | 84,713.23 | |||
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Total Income | (2,813,960.09 | ) | ||
EXPENSES | ||||
Trading fees | 0.00 | |||
Broker service fees | 62,618.07 | |||
Incentive fees | (91,552.90 | ) | ||
Management fees | 114,251.59 | |||
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Total Expenses | 85,316.76 | |||
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Net Income (Loss) | $ | (2,899,276.85 | ) | |
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Statement of Changes in Net Asset Value
| Units | Dollars | Aggregate Net Asset Value per unit* | ||||||||||
Net asset value, beginning of month | 520,007.03220 | $ | 56,899,866.61 | $ | 109.42 | |||||||
Current month additions | 7,978.74699 | 836,211.54 | ||||||||||
Current month redemptions | (2,568.72469 | ) | (274,745.79 | ) | ||||||||
Net income (loss) for current month | (2,899,276.85 | ) | (5.57 | ) | ||||||||
Net asset value, end of current month | 525,417.05460 | $ | 54,562,055.51 | $ | 103.85 | |||||||
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| Monthly rate of return | -5.10 | % | ||||||||||
* 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 MASTERS SERIES