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

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

LOGO

July 2011 Performance Update

The Frontier Fund Supplement Dated July 31, 2011 to Prospectus Dated April 30, 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.

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

 

The Frontier Fund Class 2 Original    July 31, 2011   July 31, 2011   NAV /Unit  
   MTD   YTD  

Balanced Series-2

   -1.17%   -0.82%     $158.15   

Balanced Series-2a

   -1.27%   -1.50%     $131.65   

Berkeley/Graham/Tiverton Series-2

     0.75%   -6.67%     $122.94   

Currency Series-2

   -1.03%   -5.07%     $90.59   

Long/Short Commodity Series-2

     5.60%   13.47%     $173.91   

Winton/Graham Series-2

     4.77%     1.03%     $145.52   

Winton Series-2

     5.85%     5.12%     $161.87   

Long Only Commodity Series-2

     1.74%     2.49%     $106.30   

Managed Futures Index Series-2

     2.25%   -9.00%     $118.02   

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, 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

July 31, 2011

(Unaudited)

 

                Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ (1,196,843.28

Unrealized trading gain/(loss)

        657,055.91   

Less: commissions

        (76,884.56

Less: FCM fees

        (23,412.79

Foreign currency gain/(loss)

        16,316.09   

Interest income

        14,173.91   
     

 

 

 
Total Income        (609,594.72

EXPENSES

     

Management fees

        40,372.02   

Incentive fees

        138,782.19   
     

 

 

 
Total Expenses        179,154.21   
Net Income (Loss)      $ (788,748.93
     

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

     
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    422,273.54518      $ 67,571,265.59        160.02   

Current month additions

    26.92002        4,261.68     

Current month redemptions

    (1,044.62765     (165,300.52  

Net Income (loss) for current month

      (788,748.93  
 

 

 

   

 

 

   

Net Asset Value, end of current month

    421,255.83755      $ 66,621,477.82        158.15   
 

 

 

   

 

 

   

 

 

 
    Monthly rate of return        -1.17

 

  

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 - Balanced Series 2

  


THE FRONTIER FUND BALANCED SERIES - 2a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2011

(Unaudited)

 

                Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ (57,385.03

Unrealized trading gain/(loss)

        31,404.01   

Less: commissions

        (3,701.23

Less: FCM fees

        (1,126.85

Foreign currency gain/(loss)

        771.87   

Interest income

        4,139.58   
     

 

 

 
Total Income        (25,897.65

EXPENSES

     

Trading Fee

        6,937.23   

Management fees

        1,947.07   

Incentive fees

        6,660.51   
     

 

 

 
Total Expenses        15,544.81   
Net Income (Loss)      $ (41,442.46
     

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

     
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    24,520.09355      $ 3,269,787.25        133.35   

Current month additions

    —          —       

Current month redemptions

    (225.87765     (29,962.82  

Net Income (loss) for current month

      (41,442.46  
 

 

 

   

 

 

   

Net Asset Value, end of current month

    24,294.21590      $ 3,198,381.97        131.65   
 

 

 

   

 

 

   

 

 

 
    Monthly rate of return        -1.27

 

  

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

July 31, 2011

(Unaudited)

 

                Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ (74,554.34

Unrealized trading gain/(loss)

        134,297.44   

Less: commissions

        (4,612.58

Less: FCM fees

        (2,054.01

Foreign currency gain/(loss)

        (441.24

Interest income

        2,313.17   
     

 

 

 
Total Income        54,948.44   

EXPENSES

     

Management fees

        15,865.37   

Incentive fees

        —     
     

 

 

 
Total Expenses        15,865.37   
Net Income (Loss)      $ 39,083.07   
     

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

     
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    42,729.95534      $ 5,214,054.79        122.02   

Current month additions

    —          —       

Current month redemptions

    (356.81837     (43,718.91  

Net Income (loss) for current month

      39,083.07     
 

 

 

   

 

 

   

Net Asset Value, end of current month

    42,373.13697      $ 5,209,418.95        122.94   
 

 

 

   

 

 

   

 

 

 
    Monthly rate of return        0.75

 

  

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

July 31, 2011

(Unaudited)

 

                Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ 9,733.12   

Unrealized trading gain/(loss)

        (67,384.56

Net change in inter-series payables

        58,176.69   

Less: FCM fees

        (1,597.85

Interest income

        869.93   
     

 

 

 
Total Income        (202.67

EXPENSES

     

Management fees

        1,057.12   

Incentive fees

        —     
     

 

 

 
Total Expenses        1,057.12   
Net Income (Loss)      $ (1,259.79
     

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

     
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    1,338.56941      $ 122,526.38        91.54   

Current month additions

    —          —       

Current month redemptions

    (18.38863     (1,670.62  

Net Income (loss) for current month

      (1,259.79  
 

 

 

   

 

 

   

Net Asset Value, end of current month

    1,320.18078      $ 119,595.97        90.59   
 

 

 

   

 

 

   

 

 

 
    Monthly rate of return        -1.03

 

  

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

July 31, 2011

(Unaudited)

 

                Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ 198,838.31   

Unrealized trading gain/(loss)

        556,932.70   

Less: commissions

        (4,865.83

Less: FCM fees

        (4,448.68

Foreign currency gain/(loss)

        156.34   

Interest income

        19,718.06   
     

 

 

 
Total Income        766,330.90   

EXPENSES

     

Management fees

        53,014.24   

Incentive fees

        98,735.01   
     

 

 

 
Total Expenses        151,749.25   
Net Income (Loss)      $ 614,581.65   
     

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

     
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    67,162.97528      $ 11,061,057.30        164.69   

Current month additions

    —          —       

Current month redemptions

    (699.71443     (116,875.32  

Net Income (loss) for current month

      614,581.65     
 

 

 

   

 

 

   

Net Asset Value, end of current month

    66,463.26085      $ 11,558,763.63        173.91   
 

 

 

   

 

 

   

 

 

 
    Monthly rate of return        5.60

 

  

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 - Long/Short Commodity Series 2

  


THE FRONTIER FUND WINTON/GRAHAM SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

July 31, 2011

(Unaudited)

 

                Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ (7,910.91

Unrealized trading gain/(loss)

        387,725.23   

Less: commissions

        (5,808.61

Less: FCM fees

        (2,785.79

Foreign currency gain/(loss)

        34.71   

Interest income

        3,831.09   
     

 

 

 
Total Income        375,085.72   

EXPENSES

     

Management fees

        17,310.19   

Incentive fees

        27,541.06   
     

 

 

 
Total Expenses        44,851.25   
Net Income (Loss)      $ 330,234.47   
     

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

     
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    49,929.68329      $ 6,934,998.14        138.90   

Current month additions

    —          —       

Current month redemptions

    (325.34909     (46,680.13  

Net Income (loss) for current month

      330,234.47     
 

 

 

   

 

 

   

Net Asset Value, end of current month

    49,604.33420      $ 7,218,552.48        145.52   
 

 

 

   

 

 

   

 

 

 
    Monthly rate of return        4.77

 

  

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

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

July 31, 2011

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (11,245.58

Unrealized trading gain/(loss)

          735,069.87   

Less: commissions

          (624.35

Less: FCM fees

          (4,377.44

Foreign currency gain/(loss)

          (154.03

Interest income

          7,887.95   
       

 

 

 
Total Income         726,556.42   

EXPENSES

       

Management fees

          21,645.80   

Incentive fees

          69,651.49   
       

 

 

 
Total Expenses         91,297.29   
Net Income (Loss)       $ 635,259.13   
       

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
    Units      Dollars      $’s per unit  

Net Asset Value, end of prior month

    70,984.32176       $ 10,855,179.07         152.92   

Current month additions

    —           —        

Current month redemptions

    —           —        

Net Income (loss) for current month

       635,259.13      
 

 

 

    

 

 

    

Net Asset Value, end of current month

    70,984.32176       $ 11,490,438.20         161.87   
 

 

 

    

 

 

    

 

 

 
    Monthly rate of return         5.85

 

  

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

July 31, 2011

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ 4,612.25   

Unrealized trading gain/(loss)

          353.34   

Less: commissions

          —     

Less: FCM fees

          (117.09

Foreign currency gain/(loss)

          —     

Interest income

          545.64   
       

 

 

 
Total Income         5,394.14   

EXPENSES

       

Management fees

          315.72   

Incentive fees

          —     
       

 

 

 
Total Expenses         315.72   
Net Income (Loss)       $ 5,078.42   
       

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
    Units      Dollars      $’s per unit  

Net Asset Value, end of prior month

    2,794.93534       $ 292,009.66         104.48   

Current month additions

    —           —        

Current month redemptions

    —           —        

Net Income (loss) for current month

       5,078.42      
 

 

 

    

 

 

    

Net Asset Value, end of current month

    2,794.93534       $ 297,088.08         106.30   
 

 

 

    

 

 

    

 

 

 
    Monthly rate of return         1.74

 

  

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

July 31, 2011

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (94,995.87

Unrealized trading gain/(loss)

          160,990.14   

Less: commissions

          (626.63

Less: FCM fees

          (1,111.99

Foreign currency gain/(loss)

          402.09   

Interest income

          4,748.21   
       

 

 

 
Total Income         69,405.95   

EXPENSES

       

Management fees

          5,996.02   

Incentive fees

       
       

 

 

 
Total Expenses         5,996.02   
Net Income (Loss)       $ 63,409.93   
       

 

 

 

STATEMENT OF CHANGES IN NET ASSET VALUE

       
    Units      Dollars      $’s per unit  

Net Asset Value, end of prior month

    24,437.89489       $ 2,820,775.79         115.43   

Current month additions

    —           —        

Current month redemptions

    —           —        

Net Income (loss) for current month

       63,409.93      
 

 

 

    

 

 

    

Net Asset Value, end of current month

    24,437.89489       $ 2,884,185.72         118.02   
 

 

 

    

 

 

    

 

 

 
    Monthly rate of return         2.25

 

  

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