424B3 1 d424b3.htm JULY 2010 PERFORMANCE UPDATE - CLASS 2 ORIGINAL July 2010 Performance Update - Class 2 Original

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

 

LOGO    LOGO

July 2010 Performance Update

The Frontier Fund Supplement Dated July 31, 2010 to Prospectus Dated April 30, 2010

The Frontier Fund Class 2 Original

T H E    F RO N T I E R    F U N D ’ S    G O A L : To provide you – the investor – with a managed futures product that, over the long term, provides attractive returns, reduces volatility, and improves the overall performance of your investment portfolio.

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

 

The Frontier Fund Class 2 Original    July 31, 2010   July 31, 2010   NAV / Unit
   MTD   YTD  

Balanced Series-2

   -3.06%    0.35%   $139.50

Balanced Series-2a

   -3.14%   -0.12%   $117.46

Campbell/Graham/Tiverton Series-2

   -1.77%   -3.99%   $116.27

Currency Series-2

    0.99%    5.16%   $96.05

Long/Short Commodity Series-2

    0.59%   -3.76%   $122.70

Winton/Graham Series-2

   -2.93%   -0.90%   $127.24

Winton Series-2

   -3.95%    5.20%   $136.88

Long Only Commodity Series-2

    6.50%   -3.23%   $87.38

Managed Futures Index Series-2

   -4.92%   -1.86%   $119.02

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 July 31, 2010. Actual gross trading performance (gross realized and unrealized gain/loss before deduction for trading commissions and fees, management fees, any other expense, and before addition of interest income) is adjusted for the trading expenses, management fees, initial service fees, on-going service fees, and interest income of the applicable Series.

THIS INSERT MUST BE ACCOMPANIED OR PRECEDED BY THE CURRENT PROSPECTUS OF THE FRONTIER FUND

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS


THE FRONTIER FUND BALANCED SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (2,372,668.60

Unrealized trading gain/(loss)

         379,517.49   

Less: commissions

         (91,712.11

Less: FCM fees

         (24,873.98

Foreign currency gain/(loss)

         27,121.01   

Interest income

         4,900.12   
            
Total Income        (2,077,716.07

EXPENSES

      

Management fees

         59,789.06   

Incentive fees

         165,200.70   
            
Total Expenses        224,989.76   
Net Income (Loss)      $ (2,302,705.83
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   523,780.76406      $ 75,371,434.69        143.90   

Current month additions

   26.35793        3,686.75     

Current month redemptions

   (5,158.03057     (721,197.66  

Net Income (loss) for current month

       (2,302,705.83  
                

Net Asset Value, end of current month

   518,649.09142      $ 72,351,217.95        139.50   
                      
   Monthly rate of return        -3.06

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Balanced Series 2


THE FRONTIER FUND BALANCED SERIES - 2a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (103,852.88

Unrealized trading gain/(loss)

          17,142.00   

Less: commissions

          (4,008.47

Less: FCM fees

          (1,086.52

Foreign currency gain/(loss)

          1,184.08   

Interest income

          3,327.03   
             
Total Income        (87,294.76

EXPENSES

       

Trading Fee

          5,775.81   

Management fees

          2,611.56   

Incentive fees

          7,230.73   
             
Total Expenses        15,618.10   
Net Income (Loss)      $ (102,912.86
             

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units    Dollars     $’s per unit  

Net Asset Value, end of prior month

   27,044.16933    $ 3,279,409.25        121.26   

Current month additions

   —        —       

Current month redemptions

   —        —       

Net Income (loss) for current month

        (102,912.86  
               

Net Asset Value, end of current month

   27,044.16933    $ 3,176,496.39        117.46   
                     
   Monthly rate of return        -3.14

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Balanced Series 2a


THE FRONTIER FUND CAMPBELL/GRAHAM/TIVERTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (162,160.04

Unrealized trading gain/(loss)

         37,597.55   

Less: commissions

         (4,050.66

Less: FCM fees

         (3,314.34

Foreign currency gain/(loss)

         4,205.13   

Interest income

         46.77   
            
Total Income        (127,675.59

EXPENSES

      

Management fees

         22,498.93   

Incentive fees

         —     
            
Total Expenses        22,498.93   
Net Income (Loss)      $ (150,174.52
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   70,952.67267      $ 8,398,631.08        118.37   

Current month additions

   —          —       

Current month redemptions

   (1,119.74954     (129,051.72  

Net Income (loss) for current month

       (150,174.52  
                

Net Asset Value, end of current month

   69,832.92313      $ 8,119,404.84        116.27   
                      
   Monthly rate of return        -1.77

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Campbell/Graham/Tiverton Series 2


THE FRONTIER FUND CURRENCY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

               Current
Period
 

INCOME

        

Realized trading gain/(loss)

         $ (4,432.20

Unrealized trading gain/(loss)

           148,007.75   

Net change in inter-series payables

           (126,442.65

Less: FCM fees

           (5,504.50

Interest income

           5,129.21   
              
Total Income      16,757.61   

EXPENSES

        

Management fees

           8,925.68   

Incentive fees

           —     
              
Total Expenses      8,925.68   
Net Income (Loss)    $ 7,831.93   
              

STATEMENT OF CHANGES IN NET ASSET VALUE

        
     Units    Dollars    $’s per unit  

Net Asset Value, end of prior month

   8,318.91035    $ 791,205.18      95.11   

Current month additions

   —        —     

Current month redemptions

   —        —     

Net Income (loss) for current month

        7,831.93   
              

Net Asset Value, end of current month

   8,318.91035    $ 799,037.11      96.05   
                    
   Monthly rate of return      0.99

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

   /s/    S. Brent Bales   

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Currency Series 2


THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (71,898.47

Unrealized trading gain/(loss)

         237,259.85   

Less: commissions

         (28,179.50

Less: FCM fees

         (5,339.61

Foreign currency gain/(loss)

         897.60   

Interest income

         19,892.09   
            
Total Income        152,631.96   

EXPENSES

      

Management fees

         57,953.39   

Incentive fees

         17,019.20   
            
Total Expenses        74,972.59   
Net Income (Loss)      $ 77,659.37   
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   108,619.84423      $ 13,249,373.19        121.98   

Current month additions

   —          —       

Current month redemptions

   (595.35903     (72,450.60  

Net Income (loss) for current month

       77,659.37     
                

Net Asset Value, end of current month

   108,024.48520      $ 13,254,581.96        122.70   
                      
   Monthly rate of return        0.59

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Long/Short Commodity Series 2


THE FRONTIER FUND WINTON/GRAHAM SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (519,991.24

Unrealized trading gain/(loss)

         205,914.41   

Less: commissions

         (5,662.93

Less: FCM fees

         (4,714.10

Foreign currency gain/(loss)

         188.72   

Interest income

         5,387.57   
            
Total Income        (318,877.57

EXPENSES

      

Management fees

         32,688.39   

Incentive fees

         —     
            
Total Expenses        32,688.39   
Net Income (Loss)      $ (351,565.96
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   91,815.68200      $ 12,034,242.24        131.07   

Current month additions

   —          —       

Current month redemptions

   (703.20311     (89,966.34  

Net Income (loss) for current month

       (351,565.96  
                

Net Asset Value, end of current month

   91,112.47889      $ 11,592,709.94        127.24   
                      
   Monthly rate of return        -2.93

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Winton/Graham Series 2


THE FRONTIER FUND WINTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (339,298.85

Unrealized trading gain/(loss)

         (62,350.04

Less: commissions

         (667.73

Less: FCM fees

         (4,193.20

Foreign currency gain/(loss)

         26.27   

Interest income

         5,094.32   
            
Total Income        (401,389.23

EXPENSES

      

Management fees

         23,097.38   

Incentive fees

         —     
            
Total Expenses        23,097.38   
Net Income (Loss)      $ (424,486.61
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   75,563.09841      $ 10,768,047.10        142.50   

Current month additions

   —          —       

Current month redemptions

   (749.46240     (103,422.57  

Net Income (loss) for current month

       (424,486.61  
                

Net Asset Value, end of current month

   74,813.63601      $ 10,240,137.92        136.88   
                      
   Monthly rate of return        -3.95

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Winton Series 2


THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 45,063.32   

Unrealized trading gain/(loss)

         439.13   

Less: commissions

         —     

Less: FCM fees

         (288.78

Foreign currency gain/(loss)

         —     

Interest income

         1,215.29   
            
Total Income        46,428.96   

EXPENSES

      

Management fees

         763.72   

Incentive fees

         —     

 

Total Expenses

  

       
    763.72   
Net Income (Loss)      $ 45,665.24   
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   8,782.53763      $ 720,621.49        82.05   

Current month additions

   —          —       

Current month redemptions

   (167.07487     (13,455.80  

Net Income (loss) for current month

       45,665.24     
                

Net Asset Value, end of current month

   8,615.46276      $ 752,830.93        87.38   
                      
   Monthly rate of return        6.50

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Long Only Commodity Series 2


THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2010

(Unaudited)

 

                Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (152,408.94

Unrealized trading gain/(loss)

          (35,280.54

Less: commissions

          (1,155.02

Less: FCM fees

          (1,559.17

Foreign currency gain/(loss)

          1,962.97   

Interest income

          135.10   
             
Total Income        (188,305.60

EXPENSES

       

Management fees

          7,003.42   

Incentive fees

          —     
             
Total Expenses        7,003.42   
Net Income (Loss)      $ (195,309.02
             

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units    Dollars     $’s per unit  

Net Asset Value, end of prior month

   31,712.09529    $ 3,969,601.03        125.18   

Current month additions

   —        —       

Current month redemptions

   —        —       

Net Income (loss) for current month

        (195,309.02  
               

Net Asset Value, end of current month

   31,712.09529    $ 3,774,292.01        119.02   
                     
   Monthly rate of return        -4.92

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

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Managed Futures Index Series 2