424B3 1 d424b3.htm FEBRUARY CLASS 1 ORIGINAL February Class 1 Original

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

LOGO

February 2011 Performance Update

The Frontier Fund Supplement Dated February 28, 2011 to the Prospectus Dated April 30, 2010 and the Supplement to the Prospectus Dated January 28, 2011.

The Frontier Fund Class 1 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.

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

 

The Frontier Fund Class 1 Original    February 28, 2011   February 28, 2011   NAV /Unit  
     MTD   YTD      

Balanced Series-1

    0.21%   4.35%     $137.68   

Balanced Series-1a

    0.10%   4.16%     $121.20   

Campbell/Graham/Tiverton Series-1

    2.34%   3.29%     $114.09   

Currency Series-1

    -1.96%   -3.23%     $76.53   

Long/Short Commodity Series-1

    3.35%   10.68%     $146.91   

Winton/Graham Series-1

    2.17%   1.71%     $121.88   

Winton Series-1

    1.67%   1.50%     $137.07   

Long Only Commodity Series-1

    1.97%   3.47%     $97.37   

Managed Futures Index Series-1

    1.45%   -0.03%     $117.93   

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 February 28, 2011. 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 - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                Current
Period		  
INCOME      

Realized trading gain/(loss)

       $ 9,762,775.22   

Unrealized trading gain/(loss)

         (7,490,003.76 ) 

Less: commissions

         (308,190.71 ) 

Less: FCM fees

         (102,310.65 ) 

Foreign currency gain/(loss)

         (109,132.10 ) 

Interest income

         (1,753.64 ) 
           
Total Income        1,751,384.36   

EXPENSES

      

Management fees

         152,334.88   

Incentive fees

         267,064.92   

Broker service fees

         689,767.61   
           
Total Expenses        1,109,167.41   
Net Income (Loss)      $ 642,216.95   
           
STATEMENT OF CHANGES IN NET ASSET VALUE                  
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     2,169,758.99763      $ 298,122,884.54        137.40   

Current month additions

     517.69900        72,008.44     

Current month redemptions

     (21,967.35180 )      (3,050,539.60 )   

Net Income (loss) for current month

       642,216.95     
                 

Net Asset Value, end of current month

     2,148,309.34483      $ 295,786,570.33        137.68   
                       
    Monthly rate of return        0.21 % 

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Balanced Series 1  

THE FRONTIER FUND BALANCED SERIES - 1a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period		  
INCOME      

Realized trading gain/(loss)

       $ 164,211.88   

Unrealized trading gain/(loss)

         (121,906.07 ) 

Less: commissions

         (5,315.07 ) 

Less: FCM fees

         (1,760.47 ) 

Foreign currency gain/(loss)

         (1,879.83 ) 

Interest income

         2,646.05   
           
Total Income        35,996.49   

EXPENSES

      

Trading Fee

         8,087.23   

Management fees

         2,627.08   

Incentive fees

         5,347.18   

Broker service fees

         11,869.04   
           
Total Expenses        27,930.53   
Net Income (Loss)      $ 8,065.96   
           
STATEMENT OF CHANGES IN NET ASSET VALUE      
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     43,510.11318      $ 5,268,183.31        121.08   

Current month additions

     6.04818        741.08     

Current month redemptions

     (1,796.64071 )      (220,524.35 )   

Net Income (loss) for current month

       8,065.96     
                 

Net Asset Value, end of current month

     41,719.52065      $ 5,056,466.00        121.20   
                       
    Monthly rate of return        0.10 % 

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

 

/s/    S. Brent Bales

  
 

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

  
 

Equinox Fund Management LLC

  
 

1775 Sherman Street, Suite 2500

  
 

Denver, Colorado 80203

  
 

On Behalf of the Frontier Fund - Balanced Series 1a

  

THE FRONTIER FUND BERKELEY/GRAHAM/TIVERTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period		  

INCOME

      

Realized trading gain/(loss)

       $ 2,110,072.65   

Unrealized trading gain/(loss)

         (160,812.90 ) 

Less: commissions

         (73,825.70 ) 

Less: FCM fees

         (23,784.49 ) 

Foreign currency gain/(loss)

         8,705.86   

Interest income

         (607.01 ) 
           
Total Income        1,859,748.41   

EXPENSES

      

Management fees

         184,122.16   

Incentive fees

         83,407.28   

Broker service fees

         144,029.77   
           
Total Expenses        411,559.21   
Net Income (Loss)      $ 1,448,189.20   
           
STATEMENT OF CHANGES IN NET ASSET VALUE                  
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     555,702.45271      $ 61,950,311.07        111.48   

Current month additions

     84.42952        9,532.51     

Current month redemptions

     (5,172.25558 )      (586,550.30 )   

Net Income (loss) for current month

       1,448,189.20     
                 

Net Asset Value, end of current month

     550,614.62665      $ 62,821,482.48        114.09   
                       
    Monthly rate of return        2.34 % 

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Berkeley/Graham/Tiverton Series 1  

THE FRONTIER FUND CURRENCY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period		  

INCOME

       

Realized trading gain/(loss)

        $ (26,416.90 ) 

Unrealized trading gain/(loss)

          (76,173.46 ) 

Less: FCM fees

          (2,293.49 ) 

Interest income

          2,632.18   
            
Total Income        (102,251.67 ) 

EXPENSES

       

Management fees

          3,892.53   

Incentive fees

          —     

Broker service fees

          13,995.62   
            
Total Expenses        17,888.15   
Net Income (Loss)      $ (120,139.82 ) 
            

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      79,371.05819      $ 6,195,578.42        78.06   

Current month additions

      67.40769        5,220.36     

Current month redemptions

      (1,575.71888 )      (121,814.01 )   

Net Income (loss) for current month

        (120,139.82 )   
                  

Net Asset Value, end of current month

      77,862.74700      $ 5,958,844.95        76.53   
                        
     Monthly rate of return        -1.96 % 

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Currency Series 1  

THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period		  
INCOME       

Realized trading gain/(loss)

        $ 1,445,280.27   

Unrealized trading gain/(loss)

          42,592.27   

Less: commissions

          (22,390.23 ) 

Less: FCM fees

          (12,576.79 ) 

Foreign currency gain/(loss)

          (729.62 ) 

Interest income

          39,516.05   
            
Total Income        1,491,691.95   

EXPENSES

       

Management fees

          123,305.09   

Incentive fees

          194,353.47   

Broker service fees

          76,123.03   
            
Total Expenses        393,781.59   
Net Income (Loss)      $ 1,097,910.36   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

  

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      231,362.34072      $ 32,886,482.57        142.14   

Current month additions

      64.97774        9,548.60     

Current month redemptions

      (11,846.78429 )      (1,735,837.82 )   

Net Income (loss) for current month

        1,097,910.36     
                  

Net Asset Value, end of current month

      219,580.53417      $ 32,258,103.71        146.91   
                        
     Monthly rate of return        3.35 % 

 

 

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

  
 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
 

On Behalf of the Frontier Fund - Long/Short Commodity Series 1

  

THE FRONTIER FUND WINTON/GRAHAM SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                Current
Period		  

INCOME

      

Realized trading gain/(loss)

       $ 643,605.14   

Unrealized trading gain/(loss)

         805,219.71   

Less: commissions

         (35,339.20 ) 

Less: FCM fees

         (17,554.94 ) 

Foreign currency gain/(loss)

         173.94   

Interest income

         11,706.93   
           
Total Income        1,407,811.58   

EXPENSES

      

Management fees

         112,263.51   

Incentive fees

         208,157.24   

Broker service fees

         106,129.43   
           
Total Expenses        426,550.18   
Net Income (Loss)      $ 981,261.40   
           

STATEMENT OF CHANGES IN NET ASSET VALUE

      
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     380,264.70758      $ 45,362,071.48        119.29   

Current month additions

     102.11239        12,382.22     

Current month redemptions

     (2,504.44755 )      (301,297.04 )   

Net Income (loss) for current month

       981,261.40     
                 

Net Asset Value, end of current month

     377,862.37242      $ 46,054,418.06        121.88   
                       
    Monthly rate of return        2.17 % 

 

    

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

     
 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Winton/Graham Series 1  

THE FRONTIER FUND WINTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period		  
INCOME       

Realized trading gain/(loss)

        $ 1,012,287.55   

Unrealized trading gain/(loss)

          138,444.91   

Less: commissions

          (3,112.64 ) 

Less: FCM fees

          (18,839.64 ) 

Foreign currency gain/(loss)

          133.00   

Interest income

          23,635.72   
            
Total Income        1,152,548.90   

EXPENSES

       

Management fees

          84,830.29   

Incentive fees

          133,197.87   

Broker service fees

          114,387.82   
            
Total Expenses        332,415.98   
Net Income (Loss)      $ 820,132.92   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

  

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      363,782.25996      $ 49,044,733.56        134.82   

Current month additions

      187.35571        25,558.72     

Current month redemptions

      (738.23880 )      (101,049.49 )   

Net Income (loss) for current month

        820,132.92     
                  

Net Asset Value, end of current month

      363,231.37687      $ 49,789,375.71        137.07   
                        
     Monthly rate of return        1.67 % 

 

  To the best of my knowledge and belief, the information  
  contained in this statement is accurate and complete  
 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Winton Series 1  

THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                  Current
Period		  

INCOME

       

Realized trading gain/(loss)

        $ 69,979.60   

Unrealized trading gain/(loss)

          (2,154.48 ) 

Less: commissions

          —     

Less: FCM fees

          (1,256.34 ) 

Foreign currency gain/(loss)

          —     

Interest income

          5,441.27   
            
Total Income        72,010.05   

EXPENSES

       

Management fees

          3,263.15   

Incentive fees

          —     

Broker service fees

          5,100.00   
            
Total Expenses        8,363.15   
Net Income (Loss)      $ 63,646.90   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      35,435.22150      $ 3,383,730.30        95.49   

Current month additions

      0.99626        92.68     

Current month redemptions

      (772.07124 )      (72,232.01 )   

Net Income (loss) for current month

        63,646.90     
                  

Net Asset Value, end of current month

      34,664.14652      $ 3,375,237.87        97.37   
                        
     Monthly rate of return        1.97 % 

 

  To the best of my knowledge and belief, the information  
  contained in this statement is accurate and complete  
 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Long Only Commodity Series 1  

THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period		  

INCOME

       

Realized trading gain/(loss)

        $ 42,095.97   

Unrealized trading gain/(loss)

          (25,602.54 ) 

Less: commissions

          (239.63 ) 

Less: FCM fees

          (370.91 ) 

Foreign currency gain/(loss)

          126.02   

Interest income

          1,396.53   
            
Total Income        17,405.44   

EXPENSES

       

Management fees

          1,557.92   

Incentive fees

          —     

Broker service fees

          1,489.38   
            
Total Expenses        3,047.30   
Net Income (Loss)      $ 14,358.14   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

      8,366.77295      $ 972,609.70        116.25   

Current month additions

      —          —       

Current month redemptions

      (322.59997 )      (38,326.07 )   

Net Income (loss) for current month

        14,358.14     
                  

Net Asset Value, end of current month

      8,044.17298      $ 948,641.77        117.93   
                        
     Monthly rate of return        1.45 % 

 

  To the best of my knowledge and belief, the information  
  contained in this statement is accurate and complete  
 

/s/    S. Brent Bales

  
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Managed Futures Index Series 1