This is a bit complex, but probably not as bad as TP. 😉
1801_tornadotoobject.c4d.zip
Probably more complex than it needs to be actually, but here’s what’s going on:
I have a matrix object with about the number of particles as the final object has polygons (a few more);
I have another matrix object that’s cloned onto the torus;
The second matrix object has an animated inheritance effector that makes the particles go from the torus object to the first matrix object. Along the way it passes through a twist deformer, which forms the tornado;
Finally I have the torus object modified by a polyfx object, which has an inheritance effector assigned that causes the polygons to follow the second matrix object.
Also some random effectors to, uh, add randomness.
As I think about it now I probably could have used just one matrix object with a plane effector and random effectors to make the tornado, and then inherited that.