Statement of Financial Position* June 30, 2017 (Unaudited) June 30, 2017 December 31, 2016 ASSETS Current assets Due from broker (Note 9) $ $ 2,770,988 – Interest and dividends receivable 1,126,991 – Subscriptions receivable 37,165 – Futures contracts – – Investments, at fair value (Cost: $xxx; 2016: $384,121,958) 432,817,226 – 436,752,370 – LIABILITIES Current liabilities Redemptions payable 119,213 – Management fees payable (Note 6) 1,575,641 – Performance fees payable (Note 6) 17,885 – Due to broker (Note 9) 39,368,648 – Futures contracts 1,362,178 – Forward contracts 243,936 – Accounts payable and accrued liabilities 566,554 – 43,254,055 – Net assets attributable to holders of redeemable units 393,498,315 $ $ – Number of redeemable outstanding (Note 5) Class A 27,900,414 – Class F 5,098,362 – Class O 6,623,904 – Net assets attributable to holders of redeemable units per class Class A $ $ 281,056,085 – Class F 51,628,164 – O 60,814,066 – Net assets attributable to holders of redeemable per unit Class A $ $ 10.07 – Class F 10.13 – Class O 9.18 – Approved on behalf of the Manager, ""Roy Scaini"Roy Scaini" Roy Scaini Director, Barometer Capital Management Inc.
Statement of Financial Position* June 30, 2017 (Unaudited) June 30, 2017 December 31, 2016 ASSETS Current assets Due from broker (Note 9) $ – $ 2,770,988 Interest and dividends receivable – 1,126,991 Subscriptions receivable – 37,165 Futures contracts – – Investments, at fair value (Cost: $xxx; 2016: $384,121,958) – 432,817,226 – 436,752,370 LIABILITIES Current liabilities Redemptions payable – 119,213 Management fees payable (Note 6) – 1,575,641 Performance fees payable (Note 6) – 17,885 Due to broker (Note 9) – 39,368,648 Futures contracts – 1,362,178 Forward contracts – 243,936 Accounts payable and accrued liabilities – 566,554 – 43,254,055 Net assets attributable to holders of redeemable units $ – $ 393,498,315 Number of redeemable outstanding (Note 5) Class A – 27,900,414 Class F – 5,098,362 Class O – 6,623,904 Net assets attributable to holders of redeemable units per class Class A $ – $ 281,056,085 Class F – 51,628,164 O – 60,814,066 Net assets attributable to holders of redeemable per unit Class A $ – $ 10.07 Class F – 10.13 Class O – 9.18 Approved on behalf of the Manager, ""Roy Scaini"Roy Scaini" Roy Scaini Director, Barometer Capital Management Inc.
Barometer-Pools-June-30-2017-FS-Shell-Draft-1.docx