424B3 1 d424b3.htm FEBRUARY CLASS 2 ORIGINAL February Class 2 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 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.

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

 

The Frontier Fund Class 2 Original    February 28, 2011   February 28, 2011   NAV /Unit  
   MTD   YTD  

Balanced Series-2

     0.44%     4.85%     $167.20   

Balanced Series-2a

     0.33%     4.67%     $139.89   

Campbell/Graham/Tiverton Series-2

     2.58%     3.79%     $136.72   

Currency Series-2

   -1.73%   -2.77%     $92.79   

Long/Short Commodity Series-2

     3.59%     11.22%     $170.46   

Winton/Graham Series-2

     2.41%     2.21%     $147.22   

Winton Series-2

     1.91%     2.00%     $157.07   

Long Only Commodity Series-2

     2.12%     3.80%     $107.65   

Managed Futures Index Series-2

     1.60%     0.30%     $130.08   

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 - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 2,618,478.86   

Unrealized trading gain/(loss)

         (2,020,148.51

Less: commissions

         (82,125.48

Less: FCM fees

         (27,261.47

Foreign currency gain/(loss)

         (28,962.07

Interest income

         (467.12
            

Total Income

  

    459,514.21   

EXPENSES

      

Management fees

         40,568.84   

Incentive fees

         69,780.90   
            
Total Expenses        110,349.74   
Net Income (Loss)      $ 349,164.47   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     477,034.36624      $ 79,410,521.64        166.47   

Current month additions

     —          —       

Current month redemptions

     (6,408.65443     (1,072,955.48  

Net Income (loss) for current month

       349,164.47     
                  

Net Asset Value, end of current month

     470,625.71181      $ 78,686,730.63        167.20   
                        
     Monthly rate of return        0.44

 

   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 2   


THE FRONTIER FUND BALANCED SERIES - 2a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                   Current
Period
 

INCOME

        

Realized trading gain/(loss)

         $ 123,668.95   

Unrealized trading gain/(loss)

           (95,746.76

Less: commissions

           (3,858.97

Less: FCM fees

           (1,282.06

Foreign currency gain/(loss)

           (1,355.26

Interest income

           1,909.76   
              
Total Income         23,335.66   

EXPENSES

        

Trading Fee

           5,889.21   

Management fees

           1,908.20   

Incentive fees

           3,222.44   
              
Total Expenses         11,019.85   
Net Income (Loss)       $ 12,315.81   
              

STATEMENT OF CHANGES IN NET ASSET VALUE

        
     Units      Dollars      $’s per unit  

Net Asset Value, end of prior month

     26,653.39027       $ 3,716,315.58         139.43   

Current month additions

     —           —        

Current month redemptions

     —           —        

Net Income (loss) for current month

        12,315.81      
                    

Net Asset Value, end of current month

     26,653.39027       $ 3,728,631.39         139.89   
                          
     Monthly rate of return         0.33

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 2a   


THE FRONTIER FUND BERKELEY/GRAHAM/TIVERTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 284,063.19   

Unrealized trading gain/(loss)

         (22,331.64

Less: commissions

         (9,943.34

Less: FCM fees

         (3,202.75

Foreign currency gain/(loss)

         1,172.06   

Interest income

         (82.27
            

Total Income

  

    249,675.25   

EXPENSES

      

Management fees

         24,775.82   

Incentive fees

         11,119.17   
            

Total Expenses

  

    35,894.99   

Net Income (Loss)

  

  $ 213,780.26   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     62,458.20062      $ 8,324,489.69        133.28   

Current month additions

     —          —       

Current month redemptions

     (791.48628     (107,291.17  

Net Income (loss) for current month

       213,780.26     
                  

Net Asset Value, end of current month

     61,666.71434      $ 8,430,978.78        136.72   
                        
     Monthly rate of return          2.58

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 2  


THE FRONTIER FUND CURRENCY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

          (57,909.55

Unrealized trading gain/(loss)

          (166,710.03

Net change in inter-series payables

          219598.87   

Less: FCM fees

          (5,022.34

Interest income

          5,764.74   
             

Total Income

  

    (4,278.31

EXPENSES

       

Management fees

          8,524.18   

Incentive fees

          —     
             

Total Expenses

  

    8,524.18   

Net Income (Loss)

  

  $ (12,802.49
             
STATEMENT OF CHANGES IN NET ASSET VALUE        
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

     7,829.86035       $ 739,310.47        94.42   

Current month additions

     —           —       

Current month redemptions

     —           —       

Net Income (loss) for current month

        (12,802.49  
                   

Net Asset Value, end of current month

     7,829.86035       $ 726,507.98        92.79   
                         
     Monthly rate of return        -1.73

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 2   


THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 780,222.05   

Unrealized trading gain/(loss)

         (25,958.95

Less: commissions

         (11,537.07

Less: FCM fees

         (6,510.72

Foreign currency gain/(loss)

         (371.25

Interest income

         20,454.59   
            

Total Income

  

    756,298.65   

EXPENSES

      

Management fees

         63,779.12   

Incentive fees

         96,866.77   
            

Total Expenses

  

    160,645.89   

Net Income (Loss)

  

  $ 595,652.76   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     100,900.42212      $ 16,603,237.71        164.55   

Current month additions

     —          —       

Current month redemptions

     (435.78251     (73,692.01  

Net Income (loss) for current month

       595,652.76     
                  

Net Asset Value, end of current month

     100,464.63961      $ 17,125,198.46        170.46   
                        
     Monthly rate of return        3.59

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   
   1775 Sherman Street, Suite 2500   
   Denver, Colorado 80203   
   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

February 28, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 164,464.15   

Unrealized trading gain/(loss)

         206,070.78   

Less: commissions

         (9,007.29

Less: FCM fees

         (4,475.78

Foreign currency gain/(loss)

         45.67   

Interest income

         2,985.19   
            

Total Income

  

    360,082.72   

EXPENSES

      

Management fees

         28,597.14   

Incentive fees

         53,245.14   
            

Total Expenses

  

    81,842.28   

Net Income (Loss)

  

  $ 278,240.44   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     80,462.95805      $ 11,567,031.13        143.76   

Current month additions

     —          —       

Current month redemptions

     (5,489.02177     (807,861.10  

Net Income (loss) for current month

       278,240.44     
                  

Net Asset Value, end of current month

     74,973.93628      $ 11,037,410.47        147.22   
                        
  

 

Monthly rate of return

  

    2.41

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 2   


THE FRONTIER FUND WINTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                   Current
Period
 

INCOME

        

Realized trading gain/(loss)

         $ 235,167.88   

Unrealized trading gain/(loss)

           31,969.87   

Less: commissions

           (723.18

Less: FCM fees

           (4,377.58

Foreign currency gain/(loss)

           30.93   

Interest income

           5,491.80   
              
Total Income         267,559.72   

EXPENSES

        

Management fees

           19,691.42   

Incentive fees

           30,910.50   
              
Total Expenses         50,601.92   
Net Income (Loss)       $ 216,957.80   
              

STATEMENT OF CHANGES IN NET ASSET VALUE

        
     Units      Dollars      $’s per unit  

Net Asset Value, end of prior month

     73,826.92782       $ 11,378,718.42         154.13   

Current month additions

     —           —        

Current month redemptions

     —           —        

Net Income (loss) for current month

        216,957.80      
                    

Net Asset Value, end of current month

     73,826.92782       $ 11,595,676.22         157.07   
                          
     Monthly rate of return         1.91

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 2   


THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                   Current
Period
 

INCOME

        

Realized trading gain/(loss)

         $ 17,549.48   

Unrealized trading gain/(loss)

           (505.48

Less: commissions

           —     

Less: FCM fees

           (305.34

Foreign currency gain/(loss)

           —     

Interest income

           1,322.51   
              
Total Income         18,061.17   

EXPENSES

        

Management fees

           793.09   

Incentive fees

           —     
              
Total Expenses         793.09   
Net Income (Loss)       $ 17,268.08   
              

STATEMENT OF CHANGES IN NET ASSET VALUE

        
     Units      Dollars      $’s per unit  

Net Asset Value, end of prior month

     7,711.22856       $ 812,882.15         105.42   

Current month additions

     —           —        

Current month redemptions

     —           —        

Net Income (loss) for current month

        17,268.08      
                    

Net Asset Value, end of current month

     7,711.22856       $ 830,150.23         107.65   
                          
  

 

Monthly rate of return

  

     2.12

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 2   


THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                   Current
Period
 

INCOME

        

Realized trading gain/(loss)

         $ 159,650.14   

Unrealized trading gain/(loss)

           (98,740.37

Less: commissions

           (910.97

Less: FCM fees

           (1,416.29

Foreign currency gain/(loss)

           485.38   

Interest income

           5,331.96   
              

Total Income

  

     64,399.85   

EXPENSES

        

Management fees

           5,944.01   

Incentive fees

           —     
              

Total Expenses

  

     5,944.01   

Net Income (Loss)

  

   $ 58,455.84   
              

STATEMENT OF CHANGES IN NET ASSET VALUE

        
     Units      Dollars      $’s per unit  

Net Asset Value, end of prior month

     28,481.64664       $ 3,646,338.25         128.02   

Current month additions

     —           —        

Current month redemptions

     —           —        

Net Income (loss) for current month

        58,455.84      
                    

Net Asset Value, end of current month

     28,481.64664       $ 3,704,794.09         130.08   
                          
  

 

Monthly rate of return

  

     1.60

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 2