June 30, 2017 Assets Due from broker $ $ $ $ – – – – Interest and dividends receivable – – – – Subscriptions receivable – – – – Investments, at fair – – – – $ $ $ $ – – – – Liabilities Management fees payable $ $ $ $ – – – – Performance fees payable – – – – Futures contracts – – – – Forward contracts – – – – Accounts payable and accrued liabilities – – – – $ $ $ $ – – – – December 31, 2016 Assets Due from broker $ $ $ 4,598,924 $ 4,598,924 – – Interest and dividends receivable 583,614 583,614 – – Subscriptions receivable 132,307 132,307 – – Investments, at fair 108,049,304 108,049,304 – – $ $ 108,049,304 $ 5,314,845 $ 113,364,149 – Liabilities Management fees payable $ $ $ 366,319 $ 366,319 – – Performance fees payable 761,927 761,927 – – Futures contracts 56,475 56,475 – – Forward contracts 31,387 31,387 – – Accounts payable and accrued liabilities 95,271 95,271 – – $ 87,862 $ $ 1,223,517 $ 1,311,379 – 14. FINANCIAL INSTRUMENTS BY CATEGORY (continued) Barometer Tactical Income Pool Financial instruments Financial at designated instruments at HFT at inception amortized cost Total June 30, 2017 Assets Due from broker $ $ $ $ – – – – Interest and dividends receivable – – – – Subscriptions receivable – – – – Investments, at fair value – – – – $ $ $ $ – – – – Liabilities Redemptions payable $ $ $ $ – – – – Management fees payable – – – – Performance fees payable – – – – Due to broker – – – – Futures contracts – – – –
June 30, 2017 Assets Due from broker $ – $ – $ – $ – Interest and dividends receivable – – – – Subscriptions receivable – – – – Investments, at fair – – – – $ – $ – $ – $ – Liabilities Management fees payable $ – $ – $ – $ – Performance fees payable – – – – Futures contracts – – – – Forward contracts – – – – Accounts payable and accrued liabilities – – – – $ – $ – $ – $ – December 31, 2016 Assets Due from broker $ – $ – $ 4,598,924 $ 4,598,924 Interest and dividends receivable – – 583,614 583,614 Subscriptions receivable – – 132,307 132,307 Investments, at fair – 108,049,304 – 108,049,304 $ – $ 108,049,304 $ 5,314,845 $ 113,364,149 Liabilities Management fees payable $ – $ – $ 366,319 $ 366,319 Performance fees payable – – 761,927 761,927 Futures contracts 56,475 – – 56,475 Forward contracts 31,387 – – 31,387 Accounts payable and accrued liabilities – – 95,271 95,271 $ 87,862 $ – $ 1,223,517 $ 1,311,379 14. FINANCIAL INSTRUMENTS BY CATEGORY (continued) Barometer Tactical Income Pool Financial instruments Financial at designated instruments at HFT at inception amortized cost Total June 30, 2017 Assets Due from broker $ – $ – $ – $ – Interest and dividends receivable – – – – Subscriptions receivable – – – – Investments, at fair value – – – – $ – $ – $ – $ – Liabilities Redemptions payable $ – $ – $ – $ – Management fees payable – – – – Performance fees payable – – – – Due to broker – – – – Futures contracts – – – –
Barometer-Pools-June-30-2017-FS-Shell-Draft-1.docx