Frontier Funds 10-Q14 Nov 132013 Q3 Quarterly reportFinancial data

Company Profile

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
Document and Entity Information	Sep. 30, 2013
Document And Entity Information [Abstract]	'
Document Type	'10-Q
Amendment Flag	'false
Document Period End Date	30-Sep-13
Document Fiscal Year Focus	'2013
Document Fiscal Period Focus	'Q3
Entity Registrant Name	'FRONTIER FUND
Entity Central Index Key	'0001261379
Current Fiscal Year End Date	'--12-31
Entity Filer Category	'Non-accelerated Filer
Entity Common Stock, Shares Outstanding	0

Statements_of_Financial_Condit

Statements of Financial Condition (USD $)	Sep. 30, 2013		Dec. 31, 2012
The Frontier Fund [Member]	'		'
ASSETS	'		'
Cash and cash equivalents	$6,977,345		$17,094,782
U.S. Treasury securities, at fair value	'		18,001,322
Custom time deposits	235,460,358		311,468,033
Receivable from futures commission merchants	66,740,407		148,029,229
Open trade equity, at fair value	6,943,192		12,116,649
Swap contracts, at fair value	17,152,321		22,289,479
Prepaid service fees	38,307		140,203
Interest receivable	985		251,630
Receivable from related parties	3,420		'
Other assets	50		35,043
Total Assets	333,316,385		529,426,370
LIABILITIES	'		'
Open trade deficit, at fair value	'		'
Options written, at fair value	1,586,908		4,199,198
Pending owner additions	95,106		160,672
Owner redemptions payable	1,533,440		1,430,638
Incentive fees payable to Managing Owner	'		732,119
Management fees payable to Managing Owner	601,625		1,003,663
Interest payable to Managing Owner	393,822		569,115
Trading fees payable to Managing Owner	398,688		602,333
Service fees payable to Managing Owner	436,778		652,500
Payables to related parties	10,884		38,925
Other liabilities	1,414		51,484
Total Liabilities	5,058,665		9,440,647
Managing Owner Units	4,915,327		6,287,766
Limited Owner Units	323,342,393		513,697,957
Total Capital	328,257,720		519,985,723
Total Liabilities and Capital	333,316,385		529,426,370
Winton Series [Member]	'		'
ASSETS	'		'
Cash and cash equivalents	858,214		1,249,455
U.S. Treasury securities, at fair value	'		1,808,547
Custom time deposits	29,212,841		31,292,395
Investments in unconsolidated trading companies, at fair value	6,712,629		6,865,965
Interest receivable	122		25,350
Receivable from related parties	'		'
Other assets	'		'
Total Assets	36,783,806		41,241,712
LIABILITIES	'		'
Pending owner additions	13,280		15,044
Owner redemptions payable	165,770		22,467
Management fees payable to Managing Owner	87,013		86,138
Interest payable to Managing Owner	62,052		69,369
Trading fees payable to Managing Owner	23,305		26,041
Service fees payable to Managing Owner	52,149		62,556
Payables to related parties	2,070		563
Other liabilities	'		'
Total Liabilities	405,639		282,178
Total Capital	36,378,167		40,959,534
Total Liabilities and Capital	36,783,806		41,241,712
Total Owners' Capital	36,378,167		40,959,534
Non-Controlling Interests	'		'
Winton Series [Member] \| Total Owner Class 1 [Member]	'		'
Units Outstanding	205,176		234,414
Net Asset Value per Unit	129.62		130.73
Winton Series [Member] \| Managing Owner Class 2 [Member]	'		'
Units Outstanding	207		207
LIABILITIES	'		'
Managing Owner Units	33,179		32,721
Total Capital	33,179		32,721
Winton Series [Member] \| Limited Owners Class 1 [Member]	'		'
Units Outstanding	205,176		234,414
LIABILITIES	'		'
Limited Owner Units	26,594,221		30,645,208
Total Capital	26,594,221		30,645,208
Winton Series [Member] \| Limited Owners Class 2 [Member]	'		'
Units Outstanding	60,749		64,952
LIABILITIES	'		'
Limited Owner Units	9,750,767		10,281,605
Total Capital	9,750,767		10,281,605
Winton Series [Member] \| Total Owner Class 2 [Member]	'		'
Units Outstanding	60,956		65,159
Net Asset Value per Unit	160.51		158.3
Frontier Heritage Series [Member]	'		'
ASSETS	'		'
Cash and cash equivalents	347,039	[1]	536,159	[1]
U.S. Treasury securities, at fair value	'	[1]	776,073	[1]
Custom time deposits	11,812,899	[1]	13,428,015	[1]
Investments in unconsolidated trading companies, at fair value	2,958,796	[1]	6,174,855	[1]
Interest receivable	49	[1]	10,878	[1]
Receivable from related parties	'	[1]	'	[1]
Other assets	'	[1]	'	[1]
Total Assets	15,118,783	[1]	20,925,980	[1]
LIABILITIES	'		'
Pending owner additions	2,732	[1]	3,976	[1]
Owner redemptions payable	21,205	[1]	18,231	[1]
Incentive fees payable to Managing Owner	'		'
Management fees payable to Managing Owner	24,337	[1]	63,642	[1]
Interest payable to Managing Owner	26,236	[1]	35,011	[1]
Trading fees payable to Managing Owner	9,847	[1]	13,148	[1]
Service fees payable to Managing Owner	27,616	[1]	38,116	[1]
Payables to related parties	861	[1]	317	[1]
Other liabilities	'	[1]	'	[1]
Total Liabilities	112,834	[1]	172,441	[1]
Total Capital	15,005,949	[1]	20,753,539	[1]
Total Liabilities and Capital	15,118,783	[1]	20,925,980	[1]
Total Owners' Capital	15,005,949	[1]	20,753,539	[1]
Non-Controlling Interests	'	[1]	'	[1]
Frontier Heritage Series [Member] \| Total Owner Class 1 [Member]	'		'
Units Outstanding	125,316	[1]	176,419	[1]
Net Asset Value per Unit	95.55	[1]	94.55	[1]
Frontier Heritage Series [Member] \| Managing Owner Class 2 [Member]	'		'
Units Outstanding	428	[1]	428	[1]
LIABILITIES	'		'
Managing Owner Units	53,418	[1]	51,683	[1]
Total Capital	53,418	[1]	51,683	[1]
Frontier Heritage Series [Member] \| Limited Owners Class 1 [Member]	'		'
Units Outstanding	125,316	[1]	176,419	[1]
LIABILITIES	'		'
Limited Owner Units	11,974,513	[1]	16,680,498	[1]
Total Capital	11,974,513	[1]	16,680,498	[1]
Frontier Heritage Series [Member] \| Limited Owners Class 2 [Member]	'		'
Units Outstanding	23,878	[1]	33,325	[1]
LIABILITIES	'		'
Limited Owner Units	2,978,018	[1]	4,021,358	[1]
Total Capital	2,978,018	[1]	4,021,358	[1]
Frontier Heritage Series [Member] \| Total Owner Class 2 [Member]	'		'
Units Outstanding	24,306	[1]	33,753	[1]
Net Asset Value per Unit	124.72	[1]	120.67	[1]
Balanced Series [Member]	'		'
ASSETS	'		'
Cash and cash equivalents	2,438,659		4,111,855
U.S. Treasury securities, at fair value	'		5,951,633
Custom time deposits	83,009,823		102,978,191
Receivable from futures commission merchants	20,948,268		92,043,593
Swap contracts, at fair value	7,410,271		22,289,478
Prepaid service fees	423		'
Investments in unconsolidated trading companies, at fair value	17,588,160		20,193,128
Interest receivable	348		83,422
Receivable from related parties	'		17,313
Other assets	50		34,301
Total Assets	131,396,002		247,702,914
LIABILITIES	'		'
Open trade deficit, at fair value	197,674		672,511
Options written, at fair value	467,791		165,363
Pending owner additions	14,800		34,831
Owner redemptions payable	760,835		342,417
Incentive fees payable to Managing Owner	'		527,306
Management fees payable to Managing Owner	92,310		193,155
Interest payable to Managing Owner	207,056		330,341
Trading fees payable to Managing Owner	79,628		132,875
Service fees payable to Managing Owner	202,653		332,942
Payables to related parties	6,268		1,490
Other liabilities	1,387		'
Total Liabilities	2,030,402		2,733,231
Total Capital	129,365,600		244,969,683
Total Liabilities and Capital	131,396,002		247,702,914
Total Owners' Capital	121,078,809		200,152,750
Non-Controlling Interests	8,286,791		44,816,933
Balanced Series [Member] \| Total Owner Class 1 [Member]	'		'
Units Outstanding	883,942		1,237,173
Net Asset Value per Unit	97.72		116.32
Balanced Series [Member] \| Managing Owner Class 2 [Member]	'		'
Units Outstanding	17,464		21,620
LIABILITIES	'		'
Managing Owner Units	2,238,810		3,225,784
Total Capital	2,238,810		3,225,784
Balanced Series [Member] \| Managing Owner Class 2a [Member]	'		'
Units Outstanding	1,237		1,237
LIABILITIES	'		'
Managing Owner Units	133,769		153,884
Total Capital	133,769		153,884
Balanced Series [Member] \| Limited Owners Class 1 [Member]	'		'
Units Outstanding	883,942		1,237,173
LIABILITIES	'		'
Limited Owner Units	86,381,929		143,906,872
Total Capital	86,381,929		143,906,872
Balanced Series [Member] \| Limited Owners Class 2 [Member]	'		'
Units Outstanding	230,262		323,274
LIABILITIES	'		'
Limited Owner Units	29,518,614		48,233,784
Total Capital	29,518,614		48,233,784
Balanced Series [Member] \| Limited Owners Class 2a [Member]	'		'
Units Outstanding	4,688		6,880
LIABILITIES	'		'
Limited Owner Units	506,762		855,636
Total Capital	506,762		855,636
Balanced Series [Member] \| Limited Owners Class 3a [Member]	'		'
Units Outstanding	21,335		30,469
LIABILITIES	'		'
Limited Owner Units	2,298,925		3,776,790
Total Capital	2,298,925		3,776,790
Balanced Series [Member] \| Total Owner Class 2 [Member]	'		'
Units Outstanding	247,726		344,894
Net Asset Value per Unit	128.2		149.2
Balanced Series [Member] \| Total Owner Class 2a [Member]	'		'
Units Outstanding	5,925		8,117
Net Asset Value per Unit	108.11		124.36
Balanced Series [Member] \| Total Owner Class 3a [Member]	'		'
Units Outstanding	21,335		30,469
Net Asset Value per Unit	107.75		123.96
Frontier Select Series [Member]	'		'
ASSETS	'		'
Cash and cash equivalents	430,385	[2]	664,310	[2]
U.S. Treasury securities, at fair value	'		961,568	[2]
Custom time deposits	14,649,926	[2]	16,637,538	[2]
Investments in unconsolidated trading companies, at fair value	4,343,695	[2]	7,373,509	[2]
Interest receivable	61	[2]	13,478	[2]
Total Assets	19,424,067	[2]	25,650,403	[2]
LIABILITIES	'		'
Pending owner additions	940	[2]	1,522	[2]
Owner redemptions payable	15,072	[2]	40,093	[2]
Management fees payable to Managing Owner	45,546	[2]	103,089	[2]
Interest payable to Managing Owner	33,837	[2]	42,764	[2]
Trading fees payable to Managing Owner	12,681	[2]	16,057	[2]
Service fees payable to Managing Owner	42,233	[2]	54,702	[2]
Payables to related parties	322	[2]	47,535	[2]
Total Liabilities	150,631	[2]	305,762	[2]
Total Capital	19,273,436	[2]	25,344,641	[2]
Total Liabilities and Capital	19,424,067	[2]	25,650,403	[2]
Total Owners' Capital	19,273,436	[2]	25,344,641	[2]
Frontier Select Series [Member] \| Total Owner Class 1 [Member]	'		'
Units Outstanding	223,714	[2]	283,073	[2]
Net Asset Value per Unit	76.02	[2]	78.66	[2]
Frontier Select Series [Member] \| Managing Owner Class 2 [Member]	'		'
Units Outstanding	70	[2]	70	[2]
LIABILITIES	'		'
Managing Owner Units	6,931	[2]	7,013	[2]
Total Capital	6,931	[2]	7,013	[2]
Frontier Select Series [Member] \| Limited Owners Class 1 [Member]	'		'
Units Outstanding	223,714	[2]	283,073	[2]
LIABILITIES	'		'
Limited Owner Units	17,006,881	[2]	22,266,758	[2]
Total Capital	17,006,881	[2]	22,266,758	[2]
Frontier Select Series [Member] \| Limited Owners Class 2 [Member]	'		'
Units Outstanding	22,966	[2]	30,848	[2]
LIABILITIES	'		'
Limited Owner Units	2,259,624	[2]	3,070,870	[2]
Total Capital	2,259,624	[2]	3,070,870	[2]
Frontier Select Series [Member] \| Total Owner Class 2 [Member]	'		'
Units Outstanding	23,036	[2]	30,918	[2]
Net Asset Value per Unit	98.39	[2]	99.55	[2]
Frontier Diversified Series [Member]	'		'
ASSETS	'		'
Cash and cash equivalents	1,381,083		2,681,889
U.S. Treasury securities, at fair value	'		3,853,000
Custom time deposits	44,968,522		66,875,140
Swap contracts, at fair value	2,413,658		'
Investments in unconsolidated trading companies, at fair value	19,964,338		42,826,426
Interest receivable	188		54,006
Receivable from related parties	1,388		114,481
Total Assets	68,739,090		116,445,177
LIABILITIES	'		'
Pending owner additions	62,060		23,900
Owner redemptions payable	358,273		521,439
Incentive fees payable to Managing Owner	'		189,903
Management fees payable to Managing Owner	101,464		150,188
Interest payable to Managing Owner	30,460		41,394
Trading fees payable to Managing Owner	149,772		228,169
Service fees payable to Managing Owner	54,639		89,177
Payables to related parties	'		19,435
Total Liabilities	756,668		1,263,605
Total Capital	67,982,422		115,181,572
Total Liabilities and Capital	68,739,090		116,445,177
Total Owners' Capital	67,982,422		115,181,572
Frontier Diversified Series [Member] \| Total Owner Class 1 [Member]	'		'
Units Outstanding	433,157		625,015
Net Asset Value per Unit	78.13		94.4
ASSETS	'		'
Prepaid service fees	9,913		40,235
Frontier Diversified Series [Member] \| Managing Owner Class 1 [Member]	'		'
Units Outstanding	275		275
LIABILITIES	'		'
Managing Owner Units	21,486		25,959
Total Capital	21,486		25,959
Frontier Diversified Series [Member] \| Managing Owner Class 2 [Member]	'		'
Units Outstanding	14,301		14,301
LIABILITIES	'		'
Managing Owner Units	1,205,022		1,436,973
Total Capital	1,205,022		1,436,973
Frontier Diversified Series [Member] \| Limited Owners Class 1 [Member]	'		'
Units Outstanding	432,882		624,740
LIABILITIES	'		'
Limited Owner Units	33,821,461		58,973,977
Total Capital	33,821,461		58,973,977
Frontier Diversified Series [Member] \| Limited Owners Class 2 [Member]	'		'
Units Outstanding	390,859		544,826
LIABILITIES	'		'
Limited Owner Units	32,934,453		54,744,663
Total Capital	32,934,453		54,744,663
Frontier Diversified Series [Member] \| Total Owner Class 2 [Member]	'		'
Units Outstanding	405,160		559,127
Net Asset Value per Unit	84.26		100.48
Frontier Masters Series [Member]	'		'
ASSETS	'		'
Cash and cash equivalents	827,898		1,542,661
U.S. Treasury securities, at fair value	'		2,212,909
Custom time deposits	28,180,906		38,288,877
Investments in unconsolidated trading companies, at fair value	8,927,278		9,771,797
Interest receivable	118		31,017
Receivable from related parties	'		38,735
Total Assets	37,956,300		51,943,272
LIABILITIES	'		'
Pending owner additions	1,289		15,449
Owner redemptions payable	158,560		141,453
Management fees payable to Managing Owner	98,876		118,274
Interest payable to Managing Owner	14,883		20,028
Trading fees payable to Managing Owner	80,808		104,852
Service fees payable to Managing Owner	39,713		47,423
Payables to related parties	1,361		9,635
Total Liabilities	395,490		457,114
Total Capital	37,560,810		51,486,158
Total Liabilities and Capital	37,956,300		51,943,272
Total Owners' Capital	37,560,810		51,486,158
Frontier Masters Series [Member] \| Total Owner Class 1 [Member]	'		'
Units Outstanding	299,434		342,249
Net Asset Value per Unit	87.87		101.11
ASSETS	'		'
Prepaid service fees	20,100		57,276
Frontier Masters Series [Member] \| Managing Owner Class 1 [Member]	'		'
Units Outstanding	275		275
LIABILITIES	'		'
Managing Owner Units	24,163		27,804
Total Capital	24,163		27,804
Frontier Masters Series [Member] \| Managing Owner Class 2 [Member]	'		'
Units Outstanding	5,627		5,627
LIABILITIES	'		'
Managing Owner Units	533,151		605,508
Total Capital	533,151		605,508
Frontier Masters Series [Member] \| Limited Owners Class 1 [Member]	'		'
Units Outstanding	299,159		341,974
LIABILITIES	'		'
Limited Owner Units	26,286,114		34,575,695
Total Capital	26,286,114		34,575,695
Frontier Masters Series [Member] \| Limited Owners Class 2 [Member]	'		'
Units Outstanding	113,112		151,262
LIABILITIES	'		'
Limited Owner Units	10,717,382		16,277,151
Total Capital	10,717,382		16,277,151
Frontier Masters Series [Member] \| Total Owner Class 2 [Member]	'		'
Units Outstanding	118,739		156,889
Net Asset Value per Unit	94.75		107.61
Frontier Long/Short Commodity Series [Member]	'		'
Units Outstanding	'		'
ASSETS	'		'
Cash and cash equivalents	693,230		1,710,151
U.S. Treasury securities, at fair value	'		2,388,540
Custom time deposits	23,596,948		41,327,739
Receivable from futures commission merchants	6,922,041		14,770,973
Swap contracts, at fair value	2,819,497		'
Investments in unconsolidated trading companies, at fair value	'		3,675,238
Interest receivable	99		33,479
Receivable from related parties	2,032		549
Total Assets	34,041,718		63,948,673
LIABILITIES	'		'
Open trade deficit, at fair value	200,291		819,535
Options written, at fair value	29,302		928,690
Pending owner additions	'		62,537
Owner redemptions payable	53,464		344,538
Management fees payable to Managing Owner	152,047		277,379
Interest payable to Managing Owner	19,227		26,319
Trading fees payable to Managing Owner	42,620		79,400
Service fees payable to Managing Owner	17,705		24,074
Payables to related parties	'		34,037
Other liabilities	356		'
Total Liabilities	515,012		2,596,509
Total Capital	33,526,706		61,352,164
Total Liabilities and Capital	34,041,718		63,948,673
Total Owners' Capital	30,936,566		56,525,481
Non-Controlling Interests	2,590,140		4,826,683
Frontier Long/Short Commodity Series [Member] \| Total Owner Class 1 [Member]	'		'
Net Asset Value per Unit	'		135.41	[3]
ASSETS	'		'
Prepaid service fees	7,871		42,004
Frontier Long/Short Commodity Series [Member] \| Managing Owner Class 1a [Member]	'		'
Units Outstanding	'		117
LIABILITIES	'		'
Managing Owner Units	'		12,732
Total Capital	'		12,732
Frontier Long/Short Commodity Series [Member] \| Managing Owner Class 2 [Member]	'		'
Units Outstanding	3,083		3,083
LIABILITIES	'		'
Managing Owner Units	388,718		449,011
Total Capital	388,718		449,011
Frontier Long/Short Commodity Series [Member] \| Managing Owner Class 2a [Member]	'		'
Units Outstanding	2,222		2,222
LIABILITIES	'		'
Managing Owner Units	224,080		256,560
Total Capital	224,080		256,560
Frontier Long/Short Commodity Series [Member] \| Managing Owner Class 3a [Member]	'		'
Units Outstanding	109		'
LIABILITIES	'		'
Managing Owner Units	11,039		'
Total Capital	11,039		'
Frontier Long/Short Commodity Series [Member] \| Limited Owners Class 1a [Member]	'		'
Units Outstanding	120,121		174,713
LIABILITIES	'		'
Limited Owner Units	11,243,674		18,970,806
Total Capital	11,243,674		18,970,806
Frontier Long/Short Commodity Series [Member] \| Limited Owners Class 2 [Member]	'		'
Units Outstanding	28,136		44,284
LIABILITIES	'		'
Limited Owner Units	3,547,618		6,449,774
Total Capital	3,547,618		6,449,774
Frontier Long/Short Commodity Series [Member] \| Limited Owners Class 2a [Member]	'		'
Units Outstanding	40,488		92,035
LIABILITIES	'		'
Limited Owner Units	4,082,583		10,625,551
Total Capital	4,082,583		10,625,551
Frontier Long/Short Commodity Series [Member] \| Limited Owners Class 3 [Member]	'		'
Units Outstanding	89,767		135,642
LIABILITIES	'		'
Limited Owner Units	11,321,675		19,761,047
Total Capital	11,321,675		19,761,047
Frontier Long/Short Commodity Series [Member] \| Limited Owners Class 3a [Member]	'		'
Units Outstanding	1,162		'
LIABILITIES	'		'
Limited Owner Units	117,179		'
Total Capital	$117,179		'
Frontier Long/Short Commodity Series [Member] \| Total Owner Class 1a [Member]	'		'
Units Outstanding	120,121		174,830
Net Asset Value per Unit	93.6		108.58
Frontier Long/Short Commodity Series [Member] \| Total Owner Class 2 [Member]	'		'
Units Outstanding	31,219		47,367
Net Asset Value per Unit	126.09		145.65
Frontier Long/Short Commodity Series [Member] \| Total Owner Class 2a [Member]	'		'
Units Outstanding	42,710		94,257
Net Asset Value per Unit	100.84		115.45
Frontier Long/Short Commodity Series [Member] \| Total Owner Class 3 [Member]	'		'
Units Outstanding	89,767		135,642
Net Asset Value per Unit	126.12		145.69
Frontier Long/Short Commodity Series [Member] \| Total Owner Class 3a [Member]	'		'
Units Outstanding	1,271	[4]	'
Net Asset Value per Unit	100.91	[4]	'

[1]	Formerly the Winton/Graham Series.
[2]	Formerly the Tiverton/Graham/Transtrend Series.
[3]	Class 1 operations ceased July 18, 2012 and all remaining Class 1 Units were exchanged for Class 3 Units
[4]	Class 3a operations began June 17, 2013.

Condensed_Schedules_of_Investm

Condensed Schedules of Investments (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

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Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

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Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

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Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

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Sep. 30, 2013

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Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

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Sep. 30, 2013

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Sep. 30, 2013

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Sep. 30, 2013

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Sep. 30, 2013

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Sep. 30, 2013

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Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

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Sep. 30, 2013

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Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

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Dec. 31, 2012

Open Trade Equity [Member]

U.S. Treasury Note 4.000% due 02/15/2015 (Cost $38,016,039) [Member]

U.S. Treasury Note Fair Value [Member]

Total Open Trade Equity (Deficit) [Member]

U.S. Treasury Note 4.000% due 02/15/2015 [Member]

LONG FUTURES CONTRACTS [Member]

OPTIONS PURCHASED [Member]

CURRENCY FORWARDS [Member]

Swaps [Member]

SHORT FUTURES CONTRACTS [Member]

Options Written [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Various stock index futures contracts (U.S.) [Member]

Various stock index futures contracts (Oceanic) [Member]

Various stock index futures contracts (Mexico) [Member]

Various stock index futures contracts (Far East) [Member]

Various stock index futures contracts (Europe) [Member]

Various stock index futures contracts (Canada) [Member]

Various stock index futures contracts (Africa) [Member]

Various soft futures contracts (U.S.) [Member]

Various soft futures contracts (Europe) [Member]

Various soft futures contracts (Canada) [Member]

Various Precious Metal Futures Contracts (U.S.) [Member]

Various interest rates futures contracts (U.S.) [Member]

Various interest rates futures contracts (Oceanic) [Member]

Various interest rates futures contracts (Far East) [Member]

Various interest rates futures contracts (Europe) [Member]

Various interest rates futures contracts (Canada) [Member]

Various energy futures contracts (U.S.) [Member]

Various energy futures contracts (Far East) [Member]

Various currency futures contracts (U.S.) [Member]

Various base metals futures contracts (U.S.) [Member]

Various base metals futures contracts (Europe) [Member]

Total Long Futures Contracts [Member]

Various precious metals futures contracts (U.S.) [Member]

Various Currency Futures Contracts (Canada) [Member]

Various currency futures contracts (Far East) [Member]

Various energy futures contracts (Europe) [Member]

Crude Oil Settling 3/1/2014 (Number of Contracts: 539) [Member]

Corn Settling 3/1/2014 (Number of Contracts: 271) [Member]

Various soft futures contracts (Far East) [Member]

Various precious metals futures contracts (Far East) [Member]

Various base metals futures contracts (Far East) [Member]

Various currency futures contracts (Europe) [Member]

Brent Crude Oil Settling 4/1/2013 (Number Of Contracts: 497) [Member]

Brent Crude Oil Settling 9/1/2013 (Number Of Contracts: 270) [Member]

Crude Oil Settling 2/1/2013 (Number of Contracts: 566) [Member]

Crude Oil Settling 2/1/2014 (Number of Contracts: 606) [Member]

Crude Oil Settling 4/1/2014 (Number of Contracts: 428) [Member]

Crude Oil Settling 8/1/2014 (Number of Contracts: 219) [Member]

Crude Oil Settling 1/1/2015 (Number of Contracts: 191) [Member]

Various interest rates futures contracts (Mexico) [Member]

Brent Crude Oil Settling 2/1/2013 (Number of Contracts: 735) [Member]

Various Precious Metals Futures Contracts (Europe) [Member]

Various stock index futures contracts (U.S.) [Member]

Various soft futures contracts (U.S.) [Member]

Various Precious Metal Futures Contracts (U.S.) [Member]

Various interest rates futures contracts (U.S.) [Member]

Various energy futures contracts (U.S.) [Member]

Various currency futures contracts (U.S.) [Member]

Various base metals futures contracts (U.S.) [Member]

Various base metals futures contracts (Europe) [Member]

Various precious metals futures contracts (U.S.) [Member]

Total Options Purchased [Member]

Corn Settling 5/1/2014 (Number of Contracts: 317) [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Various Currency Futures Contracts [Member]

Open Trade Equity [Member]

Various Currency Forward Contracts [Member]

Total Currency Forwards [Member]

Total Open Trade Equity (Deficit) [Member]

Frontier Balanced RCW-1 Swap (U.S.) [Member]

Frontier Balanced DB Swap (U.S.) [Member]

Frontier Currency DB Swap (U.S.) [Member]

Total Swaps [Member]

Frontier XXXIV Balanced select swap (U.S.) [Member]

Frontier Brevan Howard Swap (U.S.) [Member]

Frontier XXXV Diversified select swap (U.S.) [Member]

Frontier XXXVII L/S select swap (U.S.) [Member]

Frontier Select CTA TRS Deutsche Bank Swap (U.S) [Member]

Various stock index futures contracts (U.S.) [Member]

Various stock index futures contracts (Oceanic) [Member]

Various stock index futures contracts (Far East) [Member]

Various stock index futures contracts (Europe) [Member]

Various stock index futures contracts (Canada) [Member]

Various stock index futures contracts (Africa) [Member]

Various soft futures contracts (U.S.) [Member]

Various soft futures contracts (Europe) [Member]

Various soft futures contracts (Canada) [Member]

Various Precious Metal Futures Contracts (U.S.) [Member]

Various interest rates futures contracts (U.S.) [Member]

Various interest rates futures contracts (Oceanic) [Member]

Various interest rates futures contracts (Far East) [Member]

Various interest rates futures contracts (Europe) [Member]

Various interest rates futures contracts (Canada) [Member]

Various energy futures contracts (U.S.) [Member]

Various energy futures contracts (Far East) [Member]

Various currency futures contracts (U.S.) [Member]

Various base metals futures contracts (U.S.) [Member]

Various base metals futures contracts (Europe) [Member]

Various precious metals futures contracts (U.S.) [Member]

Various Currency Futures Contracts (Canada) [Member]

Various currency futures contracts (Far East) [Member]

Various energy futures contracts (Europe) [Member]

Total Short Futures Contracts [Member]

90 Day Euro Time Deposit Settling 12/1/2015 (Number of Contracts: 627) [Member]

Various soft futures contracts (Far East) [Member]

Various base metals futures contracts (Far East) [Member]

Various currency futures contracts (Europe) [Member]

Brent Crude Oil, Settling 6/1/2013 (Number of Contracts: 424) [Member]

Crude Oil, Settling 4/1/2013 (Number of Contracts: 323) [Member]

Crude Oil, Settling 5/1/2013 (Number of Contracts: 166) [Member]

Crude Oil, Settling 6/1/2013 (Number of Contracts: 787) [Member]

Crude Oil, Settling 7/1/2013 (Number of Contracts: 290) [Member]

Crude Oil, Settling 3/1/2014 (Number of Contracts: 450) [Member]

Crude Oil, Settling 6/1/2014 (Number of Contracts: 449) [Member]

Crude Oil, Settling 9/1/2014 (Number of Contracts: 219) [Member]

Various stock index futures contracts (U.S.) [Member]

Various soft futures contracts (U.S.) [Member]

Various Precious Metal Futures Contracts (U.S.) [Member]

Various interest rates futures contracts (U.S.) [Member]

Various energy futures contracts (U.S.) [Member]

Various currency futures contracts (U.S.) [Member]

Various base metals futures contracts (U.S.) [Member]

Various base metals futures contracts (Europe) [Member]

Various precious metals futures contracts (U.S.) [Member]

Total Options Purchased [Member]

Total Options Written [Member]

Various currency futures contracts (Europe) [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

The Frontier Fund [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

Winton Series [Member]

Frontier Heritage Series [Member]

The Frontier Fund [Member]

Frontier Diversified Series [Member]

Frontier Masters Series [Member]

Frontier Long/Short Commodity Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Balanced Series [Member]

Frontier Select Series [Member]

Schedule of Investments [Line Items]

Frontier XXXIV Balanced select swap (U.S.)

0.00%

[1],[2]

2.09%

[2]

2.35%

[2]

0.00%

[2]

0.00%

[2]

-1.33%

[2]

3.46%

3.35%

[3]

4.30%

[3]

3.89%

[3]

2.97%

[3]

3.79%

[3],[4]

4.42%

[3]

3.74%

[1],[3]

0.00%

[2]

-0.26%

[2]

-0.14%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.06%

[2]

0.00%

[2]

-0.32%

[2]

-0.20%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.02%

[2]

0.04%

[2]

0.00%

[2]

0.00%

[2]

0.02%

[2]

-0.01%

[2]

0.05%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.05%

[2]

0.68%

[2]

0.00%

[2]

0.00%

[2]

0.14%

[2]

-0.08%

[2]

0.45%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.20%

[2]

-0.34%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.05%

[2]

-0.19%

[2]

-0.50%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.01%

[2]

0.05%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.10%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.14%

[2]

-0.43%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.43%

[2]

-1.58%

[2]

0.06%

[2]

-0.36%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.01%

[2]

-0.03%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.01%

[2]

-0.05%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.02%

[2]

-0.15%

[2]

0.30%

[2]

-0.12%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.62%

[2]

0.03%

[2]

0.35%

[2]

-0.12%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.03%

[2]

0.06%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

0.04%

[2]

0.12%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.17%

[2]

-0.08%

[2]

0.00%

[2]

0.00%

[2]

-0.01%

[2]

0.09%

[2]

-0.06%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.31%

[2]

0.50%

[2]

0.00%

[2]

0.00%

[2]

0.06%

[2]

0.32%

[2]

0.51%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.02%

[2]

-0.02%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

0.03%

[2]

-0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.34%

[2]

2.53%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-1.45%

[2]

1.40%

[2]

-0.12%

[2]

0.25%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.54%

[2]

-0.41%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.13%

[2]

-0.05%

[2]

0.17%

[2]

-0.82%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

-0.04%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

2.13%

[2]

0.67%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

1.45%

[2]

0.04%

[2]

0.44%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

2.48%

[2]

2.83%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-1.33%

[2]

14.70%

[2]

0.38%

[2]

1.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.13%

[2]

-0.58%

[2]

-0.01%

[2]

0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.01%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

2.53%

[2]

0.00%

[2]

0.00%

[2]

-1.31%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.94%

[2]

0.00%

[2]

0.00%

[2]

1.19%

[2]

0.00%

[2]

0.00%

[2]

3.00%

[2]

0.00%

[2]

0.00%

[2]

2.91%

[2]

0.00%

[2]

0.00%

[2]

2.65%

[2]

0.00%

[2]

0.00%

[2]

1.03%

[2]

0.00%

[2]

0.00%

[2]

1.18%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.16%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.19%

[2]

0.08%

[2]

0.47%

[2]

0.18%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.12%

[2]

0.25%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.95%

[2]

1.58%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.05%

[2]

0.01%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.21%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.01%

[2]

2.31%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.56%

[2]

0.00%

[2]

0.00%

[2]

0.84%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2],[4]

0.60%

[2]

0.44%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.14%

[2]

0.00%

[2]

0.00%

[1],[2]

0.97%

[2]

2.68%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.71%

[2]

4.73%

[2]

0.47%

[2]

0.18%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

1.65%

[2]

0.00%

[1],[2]

0.13%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.13%

[2]

-0.15%

[2]

0.00%

[2],[5]

0.24%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2]

0.00%

[1],[2]

0.24%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

-0.59%

[2]

-0.27%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

3.42%

[6]

7.26%

[7]

0.00%

[4],[7]

0.52%

[6]

0.35%

[6]

5.23%

[7]

4.29%

[6]

3.55%

[7]

0.00%

[7]

8.41%

[7]

5.73%

[7]

9.10%

[7]

0.00%

[5],[7]

0.00%

[4],[7]

2.26%

[7]

5.73%

[7]

0.00%

[5],[7]

1.37%

[7]

0.74%

[7]

3.55%

[7]

0.00%

[7]

0.00%

[7]

0.86%

[7]

0.00%

[7]

0.00%

[7]

8.41%

[7]

1.84%

[7]

0.00%

[4],[7]

0.00%

[1],[2]

-0.01%

[2]

0.07%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.01%

[2]

-0.14%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[1],[2]

0.01%

[2]

0.12%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.26%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.04%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.42%

[2]

0.47%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.85%

[2]

1.15%

[2]

0.03%

[2]

0.46%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.03%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

0.05%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.06%

[2]

0.09%

[2]

0.03%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[1],[2]

-0.25%

[2]

0.07%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.05%

[2]

0.02%

[2]

-0.08%

[2]

-0.15%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.04%

[2]

0.04%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.43%

[2]

0.04%

[2]

0.07%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.19%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.19%

[2]

0.00%

[2]

-0.28%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.04%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.01%

[2]

0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.34%

[2]

2.94%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.37%

[2]

-2.13%

[2]

0.01%

[2]

-0.86%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.26%

[2]

0.74%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.23%

[2]

0.16%

[2]

-0.11%

[2]

0.71%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.01%

[2]

0.00%

[2]

0.00%

[2]

0.01%

[2]

0.00%

[2]

-0.02%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-1.64%

[2]

1.48%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.51%

[2]

-1.81%

[2]

-0.59%

[2]

-1.41%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

0.10%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.01%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-1.60%

[2]

3.29%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

-20.76%

[2]

-1.00%

[2]

-1.95%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

-1.76%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

-1.93%

[2]

0.00%

[2]

0.00%

[2]

-1.51%

[2]

0.00%

[2]

0.00%

[2]

-1.09%

[2]

0.00%

[2]

0.00%

[2]

-5.71%

[2]

0.00%

[2]

0.00%

[2]

-2.28%

[2]

0.00%

[2]

0.00%

[2]

-2.36%

[2]

0.00%

[2]

0.00%

[2]

-2.41%

[2]

0.00%

[2]

0.00%

[2]

-1.01%

[2]

-0.14%

[2]

0.03%

[2]

-0.36%

[2]

-0.07%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.02%

[2]

0.09%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.09%

[2]

-0.54%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.07%

[2]

0.10%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.28%

[2]

0.00%

[2]

0.00%

[2]

-0.73%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.08%

[2]

0.26%

[2]

0.00%

[2]

0.00%

[2]

-0.25%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2],[4]

-0.18%

[2]

0.05%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[1],[2]

-0.49%

[2]

0.81%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.09%

[2]

-1.52%

[2]

-0.36%

[2]

-0.07%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2],[4]

Investment Owned, Value

$6,943,192

[2]

$12,116,649

[2]

[1],[2]

$18,001,322

[2]

($819,535)

[2]

$3,853,000

[3]

$2,212,909

[3]

$2,388,540

[3]

$5,951,633

[3]

$961,568

[3],[5]

$1,808,547

[3]

$776,073

[1],[3]

($4,376)

[2]

($865,840)

[2]

($708,671)

[2]

($21,395)

[2]

$2,499

[2]

($410,914)

[2]

($494,955)

[2]

[2],[5]

[2]

[1],[2]

[2]

($50,568)

[2]

$190,826

[2]

$10,863

[2]

($13,202)

[2]

$132,147

[2]

[2],[5]

[2]

[1],[2]

$1,548

[2]

($166,418)

[2]

$3,549,518

[2]

$83,003

[2]

($102,474)

[2]

$1,111,191

[2]

[2],[5]

[2]

[1],[2]

[2]

($650,446)

[2]

($1,746,507)

[2]

($730)

[2]

($33,084)

[2]

($244,889)

[2]

($1,219,796)

[2]

[2],[5]

[2]

[1],[2]

[2]

($16,543)

[2]

$272,823

[2]

($5,391)

[2]

$246,124

[2]

[2],[5]

[2]

[1],[2]

[2]

$11,856

[2]

$97,909

[2]

$1,807

[2]

$82,200

[2]

[2],[5]

[2]

[1],[2]

($446,825)

[2]

($2,211,954)

[2]

($144,638)

[2]

($968,793)

[2]

$79,426

[2]

($888,222)

[2]

[2],[5]

[2]

[1],[2]

[2]

$45,212

[2]

($145,288)

[2]

$285

[2]

$7,307

[2]

($131,803)

[2]

[2],[5]

[2]

[1],[2]

[2]

($335)

[2]

($827)

[2]

[1],[2]

[2]

($67,985)

[2]

($756,478)

[2]

$999,496

[2]

($609,966)

[2]

($206,430)

[2]

$16,663

[2]

$446,869

[2]

($285,562)

[2]

[2],[5]

[2]

[1],[2]

[2]

$110,699

[2]

$298,169

[2]

$20,049

[2]

$46,796

[2]

$298,712

[2]

[2],[5]

[2]

[1],[2]

$555,465

[2]

($428,542)

[2]

($3,574)

[2]

$118,474

[2]

($146,326)

[2]

[2],[5]

[2]

[1],[2]

[2]

$1,027,305

[2]

$2,592,153

[2]

$37,199

[2]

$418,179

[2]

$1,247,403

[2]

[2],[5]

[2]

[1],[2]

[2]

$80,532

[2]

($120,227)

[2]

($13,842)

[2]

$43,947

[2]

($62,247)

[2]

[2],[5]

[2]

[1],[2]

[2]

($1,119,566)

[2]

$13,149,004

[2]

($486,354)

[2]

$857,585

[2]

($151,238)

[2]

$618,362

[2]

[2],[5]

[2]

[1],[2]

[2]

($2,800)

[2]

$462

[2]

[1],[2]

$1,773,185

[2]

($2,156,861)

[2]

$44,496

[2]

($29,925)

[2]

$216,281

[2]

($2,013,943)

[2]

[2],[5]

[2]

[1],[2]

[2]

$2,792

[2]

($9,439)

[2]

$11,188

[2]

($22,516)

[2]

$4,024

[2]

$7,365

[2]

[2],[5]

[2]

[1],[2]

[2]

$6,997,426

[2],[8]

$3,463,404

[2]

($7,935)

[2]

$892,015

[2]

$54,036

[2]

$1,079,576

[2]

[2],[5]

[2]

[1],[2]

[2]

$8,232,381

[2]

$14,721,548

[2]

($447,268)

[2]

$9,011,890

[2]

$500,256

[2]

$2,507,161

[2]

[2],[5]

[2]

[1],[2]

[2]

($43,817)

[2]

($357,780)

[2]

($8,782)

[2]

$76,885

[2]

[2],[5]

[2]

[1],[2]

[2]

[2],[5]

[2]

$19,780

[2]

[1],[2]

[2]

$848,922

[2]

($440,575)

[2]

[1],[2]

[2]

[1],[2]

[2]

[2],[5]

[2]

$1,188,750

[2]

$729,410

[2]

$1,837,974

[2]

$1,784,120

[2]

$1,628,500

[2]

$630,550

[2]

$722,766

[2]

$2,850,050

[2]

[2],[5]

[2]

$607,233

[2]

$439,170

[2]

$607,025

[2]

$439,170

[2]

[2],[5]

[2]

[1],[2]

$385,991

[2]

$1,320,884

[2]

($318,197)

[2]

$966,540

[2]

[2],[5]

[2]

[1],[2]

$158,760

[2]

$30,188

[2]

$3,680

[2]

$6,285,280

[2]

$3,680

[2]

$1,417,280

[2]

[2],[5]

[2]

[1],[2]

$2,901,488

[2]

$517,500

[2]

[2],[5]

[2]

[1],[2]

[2]

$1,954,644

[2]

$2,277,291

[2]

[2],[5]

[2]

[1],[2]

$711,000

[2]

[1],[2]

$3,140,496

[2]

$13,935,113

[2]

$239,283

[2]

$2,901,320

[2]

$607,025

[2]

$439,170

[2]

[2],[5]

[2]

[1],[2]

[2]

$553,800

[2]

$691,845

[2]

[2],[4]

[2]

[1],[2]

$691,845

[2]

($197,674)

[2]

[2],[5]

$784,078

[2]

[2],[5]

[2]

[1],[2]

$784,078

[2]

[2],[5]

[2]

[1],[2]

[2]

($200,291)

[2]

($672,511)

[2]

[2],[4]

[2]

[1],[2]

$17,785,733

[7]

[4],[7]

$2,702,247

[6]

$1,801,498

[6]

$22,289,478

[6]

$17,152,321

[7]

$2,413,658

[7]

$2,819,497

[7]

$7,410,271

[7]

$22,289,478

[7]

[5],[7]

[4],[7]

$7,412,815

[7]

$7,410,271

[7]

[5],[7]

$4,506,351

[7]

$2,413,658

[7]

$2,413,658

[7]

$2,819,497

[7]

$2,819,497

[7]

$4,503,745

[7]

[4],[7]

($36,084)

[2]

($373,552)

[2]

($6,998)

[2]

($341,725)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

[2],[4]

$39,169

[2]

($630,695)

[2]

($628,652)

[2]

[2],[4]

[2]

[1],[2]

$1,068

[2]

$86,644

[2]

$113

[2]

$86,851

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

($6,159)

[2]

[2],[4]

[2]

[1],[2]

[2]

[1],[2]

$1,386,530

[2]

$2,445,673

[2]

$618,604

[2]

$703,810

[2]

$36,966

[2]

$1,114,717

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

$100,762

[2]

$122,990

[2]

$773

[2]

$34,891

[2]

$124,047

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

$2,045

[2]

[2],[4]

[2]

[1],[2]

$208,919

[2]

$476,388

[2]

$40,558

[2]

$8,095

[2]

[2],[5]

[2],[4]

($811,364)

[2]

($385,887)

[2]

($17,492)

[2]

$12,197

[2]

($107,570)

[2]

($356,406)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

($69,238)

[2]

($17,218)

[2]

($27,776)

[2]

($1,482)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

($143,487)

[2]

$197,000

[2]

($142,739)

[2]

$24,219

[2]

$172,781

[2]

[2],[4]

[2]

[1],[2]

($630,632)

[2]

($1,273)

[2]

($62,495)

[2]

($367,589)

[2]

$9,865

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

($118,726)

[2]

$81,091

[2]

($16,358)

[2]

$79,806

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

$1,128,135

[2]

($15,297,097)

[2]

$458,454

[2]

($1,309,564)

[2]

$12,489

[2]

($2,108,322)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

[1],[2]

($849,817)

[2]

$3,852,251

[2]

($75,950)

[2]

$99,526

[2]

($144,815)

[2]

$1,732,960

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

($2,179)

[2]

($76,900)

[2]

$8,300

[2]

($1,703)

[2]

($57,925)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

($5,397,548)

[2]

($7,712,906)

[2]

($171,384)

[2]

($1,111,581)

[2]

($757,163)

[2]

($3,453,452)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

($8,129)

[2]

$59,128

[2]

[1],[2]

[2]

[1],[2]

$11,513

[2]

$684

[2]

[1],[2]

($32,829)

[2]

$7,109

[2]

[2],[4]

[2]

[1],[2]

($5,213,763)

[2]

($17,231,857)

[2]

$7,694

[2]

($12,732,745)

[2]

($1,304,955)

[2]

($3,618,842)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

($591,175)

[2]

[2],[4]

[2]

[1],[2]

[2]

[2],[4]

[2]

[1],[2]

[2]

($1,182,720)

[2]

($923,841)

[2]

($669,526)

[2]

($3,500,831)

[2]

($1,400,082)

[2]

($1,446,060)

[2]

($1,477,983)

[2]

($618,510)

[2]

($467,953)

[2]

($165,363)

[2]

($467,791)

[2]

($165,363)

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

($49,615)

[2]

($447,693)

[2]

($29,302)

[2]

($328,380)

[2]

[2],[4]

[2]

[1],[2]

($215,530)

[2]

($540,330)

[2]

($1,443,890)

[2]

($445,060)

[2]

[2],[4]

[2]

[1],[2]

($247,325)

[2]

($1,340,750)

[2]

($155,250)

[2]

[1],[2]

[2]

[2],[4]

($606,485)

[2]

($261,172)

[2]

[2],[4]

[2]

[1],[2]

[2]

[1],[2]

[2]

[1],[2]

($1,586,908)

[2]

($4,199,198)

[2]

($29,302)

[2]

($928,690)

[2]

($467,791)

[2]

($165,363)

[2]

[2],[5]

[2],[4]

[2]

[2],[4]

Investment Owned, Underlying Face Amount, at Market Value

36,700,000

3,574,465

[3]

2,052,937

[3]

2,215,872

[3]

5,521,388

[3]

892,056

[3],[5]

1,677,806

[3]

719,971

[1],[3]

Investment Owned, Value

6,943,192

[2]

12,116,649

[2]

[1],[2]

18,001,322

[2]

-819,535

[2]

3,853,000

[3]

2,212,909

[3]

2,388,540

[3]

5,951,633

[3]

961,568

[3],[5]

1,808,547

[3]

776,073

[1],[3]

-4,376

[2]

-865,840

[2]

-708,671

[2]

-21,395

[2]

2,499

[2]

-410,914

[2]

-494,955

[2]

[2],[5]

[2]

[1],[2]

[2]

-50,568

[2]

190,826

[2]

10,863

[2]

-13,202

[2]

132,147

[2]

[2],[5]

[2]

[1],[2]

1,548

[2]

-166,418

[2]

3,549,518

[2]

83,003

[2]

-102,474

[2]

1,111,191

[2]

[2],[5]

[2]

[1],[2]

[2]

-650,446

[2]

-1,746,507

[2]

-730

[2]

-33,084

[2]

-244,889

[2]

-1,219,796

[2]

[2],[5]

[2]

[1],[2]

[2]

-16,543

[2]

272,823

[2]

-5,391

[2]

246,124

[2]

[2],[5]

[2]

[1],[2]

[2]

11,856

[2]

97,909

[2]

1,807

[2]

82,200

[2]

[2],[5]

[2]

[1],[2]

-446,825

[2]

-2,211,954

[2]

-144,638

[2]

-968,793

[2]

79,426

[2]

-888,222

[2]

[2],[5]

[2]

[1],[2]

[2]

45,212

[2]

-145,288

[2]

285

[2]

7,307

[2]

-131,803

[2]

[2],[5]

[2]

[1],[2]

[2]

-335

[2]

-827

[2]

[1],[2]

[2]

-67,985

[2]

-756,478

[2]

999,496

[2]

-609,966

[2]

-206,430

[2]

16,663

[2]

446,869

[2]

-285,562

[2]

[2],[5]

[2]

[1],[2]

[2]

110,699

[2]

298,169

[2]

20,049

[2]

46,796

[2]

298,712

[2]

[2],[5]

[2]

[1],[2]

555,465

[2]

-428,542

[2]

-3,574

[2]

118,474

[2]

-146,326

[2]

[2],[5]

[2]

[1],[2]

[2]

1,027,305

[2]

2,592,153

[2]

37,199

[2]

418,179

[2]

1,247,403

[2]

[2],[5]

[2]

[1],[2]

[2]

80,532

[2]

-120,227

[2]

-13,842

[2]

43,947

[2]

-62,247

[2]

[2],[5]

[2]

[1],[2]

[2]

-1,119,566

[2]

13,149,004

[2]

-486,354

[2]

857,585

[2]

-151,238

[2]

618,362

[2]

[2],[5]

[2]

[1],[2]

[2]

-2,800

[2]

462

[2]

[1],[2]

1,773,185

[2]

-2,156,861

[2]

44,496

[2]

-29,925

[2]

216,281

[2]

-2,013,943

[2]

[2],[5]

[2]

[1],[2]

[2]

2,792

[2]

-9,439

[2]

11,188

[2]

-22,516

[2]

4,024

[2]

7,365

[2]

[2],[5]

[2]

[1],[2]

[2]

6,997,426

[2],[8]

3,463,404

[2]

-7,935

[2]

892,015

[2]

54,036

[2]

1,079,576

[2]

[2],[5]

[2]

[1],[2]

[2]

8,232,381

[2]

14,721,548

[2]

-447,268

[2]

9,011,890

[2]

500,256

[2]

2,507,161

[2]

[2],[5]

[2]

[1],[2]

[2]

-43,817

[2]

-357,780

[2]

-8,782

[2]

76,885

[2]

[2],[5]

[2]

[1],[2]

[2]

[2],[5]

[2]

19,780

[2]

[1],[2]

[2]

848,922

[2]

-440,575

[2]

[1],[2]

[2]

[1],[2]

[2]

[2],[5]

[2]

1,188,750

[2]

729,410

[2]

1,837,974

[2]

1,784,120

[2]

1,628,500

[2]

630,550

[2]

722,766

[2]

2,850,050

[2]

[2],[5]

[2]

607,233

[2]

439,170

[2]

607,025

[2]

439,170

[2]

[2],[5]

[2]

[1],[2]

385,991

[2]

1,320,884

[2]

-318,197

[2]

966,540

[2]

[2],[5]

[2]

[1],[2]

158,760

[2]

30,188

[2]

3,680

[2]

6,285,280

[2]

3,680

[2]

1,417,280

[2]

[2],[5]

[2]

[1],[2]

2,901,488

[2]

517,500

[2]

[2],[5]

[2]

[1],[2]

[2]

1,954,644

[2]

2,277,291

[2]

[2],[5]

[2]

[1],[2]

711,000

[2]

[1],[2]

3,140,496

[2]

13,935,113

[2]

239,283

[2]

2,901,320

[2]

607,025

[2]

439,170

[2]

[2],[5]

[2]

[1],[2]

[2]

553,800

[2]

691,845

[2]

[2],[4]

[2]

[1],[2]

691,845

[2]

-197,674

[2]

[2],[5]

784,078

[2]

[2],[5]

[2]

[1],[2]

784,078

[2]

[2],[5]

[2]

[1],[2]

[2]

-200,291

[2]

-672,511

[2]

[2],[4]

[2]

[1],[2]

17,785,733

[7]

[4],[7]

2,702,247

[6]

1,801,498

[6]

22,289,478

[6]

17,152,321

[7]

2,413,658

[7]

2,819,497

[7]

7,410,271

[7]

22,289,478

[7]

[5],[7]

[4],[7]

7,412,815

[7]

7,410,271

[7]

[5],[7]

4,506,351

[7]

2,413,658

[7]

2,413,658

[7]

2,819,497

[7]

2,819,497

[7]

4,503,745

[7]

[4],[7]

-36,084

[2]

-373,552

[2]

-6,998

[2]

-341,725

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

[2],[4]

39,169

[2]

-630,695

[2]

-628,652

[2]

[2],[4]

[2]

[1],[2]

1,068

[2]

86,644

[2]

113

[2]

86,851

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

-6,159

[2]

[2],[4]

[2]

[1],[2]

[2]

[1],[2]

1,386,530

[2]

2,445,673

[2]

618,604

[2]

703,810

[2]

36,966

[2]

1,114,717

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

100,762

[2]

122,990

[2]

773

[2]

34,891

[2]

124,047

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

2,045

[2]

[2],[4]

[2]

[1],[2]

208,919

[2]

476,388

[2]

40,558

[2]

8,095

[2]

[2],[5]

[2],[4]

-811,364

[2]

-385,887

[2]

-17,492

[2]

12,197

[2]

-107,570

[2]

-356,406

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

-69,238

[2]

-17,218

[2]

-27,776

[2]

-1,482

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

-143,487

[2]

197,000

[2]

-142,739

[2]

24,219

[2]

172,781

[2]

[2],[4]

[2]

[1],[2]

-630,632

[2]

-1,273

[2]

-62,495

[2]

-367,589

[2]

9,865

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

-118,726

[2]

81,091

[2]

-16,358

[2]

79,806

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

1,128,135

[2]

-15,297,097

[2]

458,454

[2]

-1,309,564

[2]

12,489

[2]

-2,108,322

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

[1],[2]

-849,817

[2]

3,852,251

[2]

-75,950

[2]

99,526

[2]

-144,815

[2]

1,732,960

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

-2,179

[2]

-76,900

[2]

8,300

[2]

-1,703

[2]

-57,925

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

-5,397,548

[2]

-7,712,906

[2]

-171,384

[2]

-1,111,581

[2]

-757,163

[2]

-3,453,452

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

-8,129

[2]

59,128

[2]

[1],[2]

[2]

[1],[2]

11,513

[2]

684

[2]

[1],[2]

-32,829

[2]

7,109

[2]

[2],[4]

[2]

[1],[2]

-5,213,763

[2]

-17,231,857

[2]

7,694

[2]

-12,732,745

[2]

-1,304,955

[2]

-3,618,842

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

[2]

-591,175

[2]

[2],[4]

[2]

[1],[2]

[2]

[2],[4]

[2]

[1],[2]

[2]

-1,182,720

[2]

-923,841

[2]

-669,526

[2]

-3,500,831

[2]

-1,400,082

[2]

-1,446,060

[2]

-1,477,983

[2]

-618,510

[2]

-467,953

[2]

-165,363

[2]

-467,791

[2]

-165,363

[2]

[2],[5]

[2],[4]

[2]

[1],[2]

-49,615

[2]

-447,693

[2]

-29,302

[2]

-328,380

[2]

[2],[4]

[2]

[1],[2]

-215,530

[2]

-540,330

[2]

-1,443,890

[2]

-445,060

[2]

[2],[4]

[2]

[1],[2]

-247,325

[2]

-1,340,750

[2]

-155,250

[2]

[1],[2]

[2]

[2],[4]

-606,485

[2]

-261,172

[2]

[2],[4]

[2]

[1],[2]

[2]

[1],[2]

[2]

[1],[2]

-1,586,908

[2]

-4,199,198

[2]

-29,302

[2]

-928,690

[2]

-467,791

[2]

-165,363

[2]

[2],[5]

[2],[4]

[2]

[2],[4]

Investment Owned, at Cost

$38,016,039

$3,702,643

[3]

$2,126,554

[3]

$2,295,332

[3]

$5,719,381

[3]

$924,044

[3],[5]

$1,737,971

[3]

$745,788

[1],[3]

Frontier XXXIV Balanced select swap (U.S.)

0.00%

[1],[2]

2.09%

[2]

2.35%

[2]

0.00%

[2]

0.00%

[2]

-1.33%

[2]

3.46%

3.35%

[3]

4.30%

[3]

3.89%

[3]

2.97%

[3]

3.79%

[3],[4]

4.42%

[3]

3.74%

[1],[3]

0.00%

[2]

-0.26%

[2]

-0.14%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.06%

[2]

0.00%

[2]

-0.32%

[2]

-0.20%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.02%

[2]

0.04%

[2]

0.00%

[2]

0.00%

[2]

0.02%

[2]

-0.01%

[2]

0.05%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.05%

[2]

0.68%

[2]

0.00%

[2]

0.00%

[2]

0.14%

[2]

-0.08%

[2]

0.45%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.20%

[2]

-0.34%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.05%

[2]

-0.19%

[2]

-0.50%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.01%

[2]

0.05%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.10%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.14%

[2]

-0.43%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.43%

[2]

-1.58%

[2]

0.06%

[2]

-0.36%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.01%

[2]

-0.03%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.01%

[2]

-0.05%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.02%

[2]

-0.15%

[2]

0.30%

[2]

-0.12%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.62%

[2]

0.03%

[2]

0.35%

[2]

-0.12%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.03%

[2]

0.06%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

0.04%

[2]

0.12%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.17%

[2]

-0.08%

[2]

0.00%

[2]

0.00%

[2]

-0.01%

[2]

0.09%

[2]

-0.06%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.31%

[2]

0.50%

[2]

0.00%

[2]

0.00%

[2]

0.06%

[2]

0.32%

[2]

0.51%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.02%

[2]

-0.02%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

0.03%

[2]

-0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

-0.34%

[2]

2.53%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-1.45%

[2]

1.40%

[2]

-0.12%

[2]

0.25%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.54%

[2]

-0.41%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.13%

[2]

-0.05%

[2]

0.17%

[2]

-0.82%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

-0.04%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

2.13%

[2]

0.67%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

1.45%

[2]

0.04%

[2]

0.44%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

2.48%

[2]

2.83%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-1.33%

[2]

14.70%

[2]

0.38%

[2]

1.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.13%

[2]

-0.58%

[2]

-0.01%

[2]

0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.01%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

2.53%

[2]

0.00%

[2]

0.00%

[2]

-1.31%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.94%

[2]

0.00%

[2]

0.00%

[2]

1.19%

[2]

0.00%

[2]

0.00%

[2]

3.00%

[2]

0.00%

[2]

0.00%

[2]

2.91%

[2]

0.00%

[2]

0.00%

[2]

2.65%

[2]

0.00%

[2]

0.00%

[2]

1.03%

[2]

0.00%

[2]

0.00%

[2]

1.18%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.16%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

0.19%

[2]

0.08%

[2]

0.47%

[2]

0.18%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.12%

[2]

0.25%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.95%

[2]

1.58%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.05%

[2]

0.01%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.21%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.01%

[2]

2.31%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.56%

[2]

0.00%

[2]

0.00%

[2]

0.84%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2],[4]

0.60%

[2]

0.44%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.14%

[2]

0.00%

[2]

0.00%

[1],[2]

0.97%

[2]

2.68%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.71%

[2]

4.73%

[2]

0.47%

[2]

0.18%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

1.65%

[2]

0.00%

[1],[2]

0.13%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.13%

[2]

-0.15%

[2]

0.00%

[2],[5]

0.24%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2]

0.00%

[1],[2]

0.24%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

-0.59%

[2]

-0.27%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

3.42%

[6]

7.26%

[7]

0.00%

[4],[7]

0.52%

[6]

0.35%

[6]

5.23%

[7]

4.29%

[6]

3.55%

[7]

0.00%

[7]

8.41%

[7]

5.73%

[7]

9.10%

[7]

0.00%

[5],[7]

0.00%

[4],[7]

2.26%

[7]

5.73%

[7]

0.00%

[5],[7]

1.37%

[7]

0.74%

[7]

3.55%

[7]

0.00%

[7]

0.00%

[7]

0.86%

[7]

0.00%

[7]

0.00%

[7]

8.41%

[7]

1.84%

[7]

0.00%

[4],[7]

0.00%

[1],[2]

-0.01%

[2]

0.07%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.01%

[2]

-0.14%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[1],[2]

0.01%

[2]

0.12%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.26%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.04%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.42%

[2]

0.47%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.85%

[2]

1.15%

[2]

0.03%

[2]

0.46%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.03%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

0.05%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.06%

[2]

0.09%

[2]

0.03%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[1],[2]

-0.25%

[2]

0.07%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.05%

[2]

0.02%

[2]

-0.08%

[2]

-0.15%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.04%

[2]

0.04%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.43%

[2]

0.04%

[2]

0.07%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.19%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.19%

[2]

0.00%

[2]

-0.28%

[2]

0.00%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.04%

[2]

0.02%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.01%

[2]

0.03%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.34%

[2]

2.94%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

1.37%

[2]

-2.13%

[2]

0.01%

[2]

-0.86%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.26%

[2]

0.74%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.23%

[2]

0.16%

[2]

-0.11%

[2]

0.71%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.01%

[2]

0.00%

[2]

0.00%

[2]

0.01%

[2]

0.00%

[2]

-0.02%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-1.64%

[2]

1.48%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.51%

[2]

-1.81%

[2]

-0.59%

[2]

-1.41%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.02%

[2]

0.10%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-0.01%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[1],[2]

-1.60%

[2]

3.29%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.03%

[2]

-20.76%

[2]

-1.00%

[2]

-1.95%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

-1.76%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2]

-1.93%

[2]

0.00%

[2]

0.00%

[2]

-1.51%

[2]

0.00%

[2]

0.00%

[2]

-1.09%

[2]

0.00%

[2]

0.00%

[2]

-5.71%

[2]

0.00%

[2]

0.00%

[2]

-2.28%

[2]

0.00%

[2]

0.00%

[2]

-2.36%

[2]

0.00%

[2]

0.00%

[2]

-2.41%

[2]

0.00%

[2]

0.00%

[2]

-1.01%

[2]

-0.14%

[2]

0.03%

[2]

-0.36%

[2]

-0.07%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.02%

[2]

0.09%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.09%

[2]

-0.54%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.07%

[2]

0.10%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.28%

[2]

0.00%

[2]

0.00%

[2]

-0.73%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

-0.08%

[2]

0.26%

[2]

0.00%

[2]

0.00%

[2]

-0.25%

[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[2],[4]

-0.18%

[2]

0.05%

[2]

0.00%

[2]

0.00%

[2],[4]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[1],[2]

0.00%

[2]

0.00%

[1],[2]

-0.49%

[2]

0.81%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

0.00%

[2]

-0.09%

[2]

-1.52%

[2]

-0.36%

[2]

-0.07%

[2]

0.00%

[2],[5]

0.00%

[2],[4]

0.00%

[2]

0.00%

[2],[4]

[1]

Formerly the Winton/Graham Series.

[2]

Except for those items disclosed, no individual futures, forwards and option on futures contract position constituted greater than 1 percent of Net Asset Value. Accordingly, the number of contracts and expiration dates are not presented.

[3]

Assets have been allocated to each Series based upon ownership in the cash management pool. See Note 2.

[4]

Formerly the Tiverton/Graham/Tiverton Series.

[5]

Formerly the Tiverton/Graham/Transtrend Series.

[6]

See Notes to the Consolidated Financial Statements, Note 4.

[7]

See Note 4 to the Financial Statements.

[8]

Values are for both the Managing Owner and Limited Owners.

Condensed_Schedules_of_Investm1

Condensed Schedules of Investments (Parenthetical) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Maximum [Member]