Statement of Financial Position* June 30, 2017 (Unaudited) June 30, 2017 December 31, 2016 ASSETS Current assets Due from broker (Note 9) $ $ 564,202 – Interest and dividends receivable 114,219 – Subscriptions receivable 76,377 – Futures contracts – – Investments, at fair value (Cost: $xxx; 2016: $140,308,048) 157,401,835 – 158,156,633 – LIABILITIES Current liabilities Redemptions payable 6,207 – Management fees payable (Note 6) 455,463 – Performance fees payable (Note 6) 75,266 – Due to broker (Note 9) 155,346 – Futures contracts 56,475 – Forward contracts 76,956 – Accounts payable and accrued liabilities 115,769 – 941,482 – Net assets attributable to holders of redeemable units 157,215,151 $ $ – Number of redeemable units outstanding (Note 5) A 6,509,718 – Class F 325,026 – Class O 3,878,714 – Net assets attributable to holders of redeemable units per class Class A $ $ 94,194,768 – Class F 5,073,012 – Class O 57,947,371 – Net assets attributable to holders of redeemable units per unit Class A $ $ 14.47 – Class F 15.61 – Class O 14.94 – Approved on behalf of the Manager, "Roy Scaini""Roy Scaini" Roy Scaini Director, Barometer Capital Management Inc. Statement of Comprehensive Income*
Statement of Financial Position* June 30, 2017 (Unaudited) June 30, 2017 December 31, 2016 ASSETS Current assets Due from broker (Note 9) $ – $ 564,202 Interest and dividends receivable – 114,219 Subscriptions receivable – 76,377 Futures contracts – – Investments, at fair value (Cost: $xxx; 2016: $140,308,048) – 157,401,835 – 158,156,633 LIABILITIES Current liabilities Redemptions payable – 6,207 Management fees payable (Note 6) – 455,463 Performance fees payable (Note 6) – 75,266 Due to broker (Note 9) – 155,346 Futures contracts – 56,475 Forward contracts – 76,956 Accounts payable and accrued liabilities – 115,769 – 941,482 Net assets attributable to holders of redeemable units $ – $ 157,215,151 Number of redeemable units outstanding (Note 5) A – 6,509,718 Class F – 325,026 Class O – 3,878,714 Net assets attributable to holders of redeemable units per class Class A $ – $ 94,194,768 Class F – 5,073,012 Class O – 57,947,371 Net assets attributable to holders of redeemable units per unit Class A $ – $ 14.47 Class F – 15.61 Class O – 14.94 Approved on behalf of the Manager, "Roy Scaini""Roy Scaini" Roy Scaini Director, Barometer Capital Management Inc. Statement of Comprehensive Income*