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We investigate the behaviour of Fourier coefficients with respect to the system of ultraspherical polynomials. This leads us to the study of the “boundary” Lorentz space ${ℒ}_{\lambda }$ corresponding to the left endpoint of the mean convergence interval. The ultraspherical coefficients $c{ₙ}^{\left(\lambda \right)}\left(f\right)$ of ${ℒ}_{\lambda }$-functions turn out to behave like the Fourier coefficients of functions in the real Hardy space ReH¹. Namely, we prove that for any $f\in {ℒ}_{\lambda }$ the series ${\sum }_{n=1}^{\infty }c{ₙ}^{\left(\lambda \right)}\left(f\right)cosn\theta$ is the Fourier series of some function φ ∈ ReH¹ with ${\left|\right|\phi \left|\right|}_{ReH¹}{\le c\left|\right|f\left|\right|}_{{ℒ}_{\lambda }}$.