For the six-months ended June 30, 2017 (Unaudited) 2017 2016 Income Interest for distribution purposes $ $ 197,465 – Dividend income 779,794 – Net realized gain (loss) on sale of investments (Note 13) 185,362 – Net realized gain (loss) on futures and forward contracts (Note 13) 3,544,167 – Net change in unrealized appreciation (depreciation) in value of investments (Note 13) 537,416 – Foreign exchange gain (loss) on cash 607,949 – income – – 5,852,153 – Expenses Management fees (Note 6) 857,728 – Performance fees (Note 6) 27,200 – Operating expenses (Note 8) 207,709 – Commissions and other portfolio transaction costs (Note 3) 589,449 – Audit fees 7,724 – Legal fees – – 1,689,810 – Comprehensive income (loss) before taxes $ $ 4,162,343 – Withholding tax 72,897 – Increase (decrease) in net assets attributable to holders of redeemable $ $ 4,089,446 – Increase (decrease) in net assets attributable to holders of redeemable per class Class A $ $ 1,934,277 – Class F 153,739 – Class O 2,001,430 – Weighted average of redeemable units outstanding during the period A 5,989,152 – F 339,311 – Class O 4,124,934 – Increase (decrease) in net assets attributable to holders of redeemable per unit A $ $ 0.32 – Class F 0.45 – Class O 0.49 –
For the six-months ended June 30, 2017 (Unaudited) 2017 2016 Income Interest for distribution purposes $ – $ 197,465 Dividend income – 779,794 Net realized gain (loss) on sale of investments (Note 13) – 185,362 Net realized gain (loss) on futures and forward contracts (Note 13) – 3,544,167 Net change in unrealized appreciation (depreciation) in value of investments (Note 13) – 537,416 Foreign exchange gain (loss) on cash – 607,949 income – – – 5,852,153 Expenses Management fees (Note 6) – 857,728 Performance fees (Note 6) – 27,200 Operating expenses (Note 8) – 207,709 Commissions and other portfolio transaction costs (Note 3) – 589,449 Audit fees – 7,724 Legal fees – – – 1,689,810 Comprehensive income (loss) before taxes $ – $ 4,162,343 Withholding tax – 72,897 Increase (decrease) in net assets attributable to holders of redeemable $ – $ 4,089,446 Increase (decrease) in net assets attributable to holders of redeemable per class Class A $ – $ 1,934,277 Class F – 153,739 Class O – 2,001,430 Weighted average of redeemable units outstanding during the period A – 5,989,152 F – 339,311 Class O – 4,124,934 Increase (decrease) in net assets attributable to holders of redeemable per unit A $ – $ 0.32 Class F – 0.45 Class O – 0.49
Barometer-Pools-June-30-2017-FS-Shell-Draft-1.docx