Nope
The Fantom Fury does NOT have a prefilter of any kind. Therefore, all the fine dust is passed through the motor and into the HEPA filter. I know that for a fact because I used to own a Fury very similar to yours. When I used mine as a daily driver, the motor got thrown off balance due to the aforementioned design flaw. I had to mail the motor off to the seller here on Vacuumland to have it serviced. When it was mailed back to me, the motor sounded normal again. From that point on, I preserved my Fury as a collector's item and eventually sold it.
Anyway, congratulations on the find; the Fantom Fury is an excellent piece of vacuum cleaner history!