SEC Info℠  
    Home      Search      My Interests      Help      Sign In      Please Sign In

Global Macro Trust – ‘10-K’ for 12/31/16 – ‘R8’

On:  Wednesday, 3/29/17, at 4:29pm ET   ·   For:  12/31/16   ·   Accession #:  1144204-17-17291   ·   File #:  0-50102

Previous ‘10-K’:  ‘10-K’ on 3/29/16 for 12/31/15   ·   Next:  ‘10-K’ on 3/29/18 for 12/31/17   ·   Latest:  ‘10-K/A’ on 4/2/24 for 12/31/23

Find Words in Filings emoji
 		  in    Show  and   ↓Hints

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 3/29/17  Global Macro Trust                10-K       12/31/16   58:7.8M                                   Toppan Merrill/FA

Annual Report   —   Form 10-K   —   Sect. 13 / 15(d) – SEA’34
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-K        Annual Report                                       HTML    267K 
 2: EX-13.01    Annual or Quarterly Report to Security Holders      HTML    378K 
 3: EX-31.01    Certification -- §302 - SOA'02                      HTML     23K 
 4: EX-31.02    Certification -- §302 - SOA'02                      HTML     23K 
 5: EX-31.03    Certification -- §302 - SOA'02                      HTML     23K 
 6: EX-32.01    Certification -- §906 - SOA'02                      HTML     19K 
 7: EX-32.02    Certification -- §906 - SOA'02                      HTML     19K 
 8: EX-32.03    Certification -- §906 - SOA'02                      HTML     19K 
15: R1          Document And Entity Information                     HTML     45K 
16: R2          Statements Of Financial Condition                   HTML     92K 
17: R3          Statements Of Financial Condition (Parenthetical)   HTML     35K 
18: R4          Condensed Schedule Of Investments (Futures And      HTML     67K 
                Forward Currency Contracts)                                      
19: R5          Condensed Schedule Of Investments (U.S. Treasury    HTML     52K 
                Notes)                                                           
20: R6          Condensed Schedule Of Investments (U.S. Treasury    HTML     46K 
                Notes) (Parenthetical)                                           
21: R7          Statements Of Operations                            HTML     92K 
22: R8          Statements Of Changes In Trust Capital              HTML     91K 
23: R9          Statements of Changes In Trust Capital              HTML     20K 
                (Parenthetical)                                                  
24: R10         Statements Of Financial Highlights                  HTML     78K 
25: R11         Organization                                        HTML     27K 
26: R12         Summary Of Significant Accounting Policies          HTML    201K 
27: R13         Trust Agreement                                     HTML     83K 
28: R14         Due From/To Brokers                                 HTML     22K 
29: R15         Trading Activities                                  HTML     23K 
30: R16         Derivative Instruments                              HTML    620K 
31: R17         Financial Highlights                                HTML     44K 
32: R18         Redemption Payable To Managing Owner                HTML     22K 
33: R19         Subsequent Events                                   HTML     22K 
34: R20         Summary Of Significant Accounting Policies          HTML    226K 
                (Policy)                                                         
35: R21         Summary Of Significant Accounting Policies          HTML    180K 
                (Tables)                                                         
36: R22         Trust Agreement (Tables)                            HTML     71K 
37: R23         Derivative Instruments (Tables)                     HTML    589K 
38: R24         Financial Highlights (Tables)                       HTML     42K 
39: R25         Organization (Narrative) (Details)                  HTML     29K 
40: R26         Summary Of Significant Accounting Policies          HTML     25K 
                (Narrative) (Details)                                            
41: R27         Summary Of Significant Accounting Policies          HTML     81K 
                (Schedule Of Financial Assets And Liabilities At                 
                Fair Value) (Details)                                            
42: R28         Trust Agreement (Narrative) (Details)               HTML     35K 
43: R29         Trust Agreement (Schedule Of Brokerage Rates Based  HTML     37K 
                On Net Capital Investment Levels Or Investments In               
                Asset-based Fee Or Fixed Fee Investment Programs)                
                (Details)                                                        
44: R30         Trust Agreement (Schedule Of Brokerage And          HTML     25K 
                Custodial Fees) (Details)                                        
45: R31         Trust Agreement (Schedule Of Redemption Charges     HTML     44K 
                Based On Redeemed Units' Net Asset Value)                        
                (Details)                                                        
46: R32         Derivative Instruments (Narrative) (Details)        HTML     25K 
47: R33         Derivative Instruments (Schedule Of Net Unrealized  HTML     59K 
                Appreciation (Depreciation) On Futures And Forward               
                Currency Contracts By Settlement Currency Type)                  
                (Details)                                                        
48: R34         Derivative Instruments (Fair Value Of Futures And   HTML     86K 
                Forward Currency Contracts) (Details)                            
49: R35         Derivative Instruments (Schedule Of Trading Gains   HTML     44K 
                (Losses) Of Futures And Forward Currency                         
                Contracts) (Details)                                             
50: R36         Derivative Instruments (Schedule Of Average         HTML     56K 
                Notional Value By Sector Of Futures And Forward                  
                Currency Contracts) (Details)                                    
51: R37         Derivative Instruments (Offsetting Derivative       HTML     66K 
                Assets) (Details)                                                
52: R38         Derivative Instruments (Offsetting Derivative       HTML     47K 
                Liabilities) (Details)                                           
53: R39         Financial Highlights (Schedule Of Weighted Average  HTML     35K 
                Number Of Units For Each Series) (Details)                       
54: R40         Redemption Payable To Managing Owner (Narrative)    HTML     21K 
                (Details)                                                        
55: R41         Subsequent Events (Narrative) (Details)             HTML     27K 
57: XML         IDEA XML File -- Filing Summary                      XML     99K 
56: EXCEL       IDEA Workbook of Financial Reports                  XLSX     66K 
 9: EX-101.INS  XBRL Instance -- millgmt-20161231                    XML   3.25M 
11: EX-101.CAL  XBRL Calculations -- millgmt-20161231_cal            XML    102K 
12: EX-101.DEF  XBRL Definitions -- millgmt-20161231_def             XML    458K 
13: EX-101.LAB  XBRL Labels -- millgmt-20161231_lab                  XML    680K 
14: EX-101.PRE  XBRL Presentations -- millgmt-20161231_pre           XML    615K 
10: EX-101.SCH  XBRL Schema -- millgmt-20161231                      XSD    143K 
58: ZIP         XBRL Zipped Folder -- 0001144204-17-017291-xbrl      Zip    140K

‘R8’   —   Statements Of Changes In Trust Capital

This is an IDEA Financial Report.  [ Alternative Formats ]

 
v3.7.0.1
Statements Of Changes In Trust Capital - USD ($)
 12 Months Ended
Trust capital, Beginning $ 208,845,956 $ 240,589,206 $ 288,237,729
Subscriptions 27,650,352 6,709,837 2,471,290
Redemptions (34,815,738) (44,390,927) (82,020,125)
Addt'l units allocated
Net income after profit share to Managing Owner 20,932,576 5,709,484 31,780,714
Managing Owner's profit share 551,582 228,356 119,598
Transfer Of New Profit Memo Account To Managing Owner
Trust capital, Ending 223,164,728 208,845,956 240,589,206
Series 1 Unitholders [Member]      
Trust capital, Beginning $ 180,146,458 $ 213,611,159 $ 257,057,401
Trust capital, units, Beginning 164,988.926 199,292.051 269,666.902
Subscriptions $ 22,162,866 $ 4,012,715 $ 1,603,650
Subscriptions, units 17,959.432 3,741.139 1,573.989
Redemptions $ (29,744,512) $ (41,449,373) $ (71,899,612)
Redemptions, units (24,785.236) (38,398.137) (72,423.402)
Addt'l units allocated
Addt'l units allocated, units 336.438 353.873 474.562
Net income after profit share to Managing Owner $ 17,018,356 $ 3,971,957 $ 26,849,720
Managing Owner's profit share
Managing Ownder's profit share, units
Transfer Of New Profit Memo Account To Managing Owner
Transfer Of New Profit Memo Account To Managing Owner, units  
Trust capital, Ending $ 189,583,168 $ 180,146,458 $ 213,611,159
Trust capital, units, Ending 158,499.560 164,988.926 199,292.051
Series 2 Unitholders [Member]      
Trust capital, Beginning $ 53,412 $ 50,872 $ 156,016
Trust capital, units, Beginning 39.121 39.121 139.796
Subscriptions $ 10,000
Subscriptions, units 6.799
Redemptions $ (57,537) $ (118,925)
Redemptions, units (39.121) (100.675)
Addt'l units allocated
Addt'l units allocated, units
Net income after profit share to Managing Owner $ 4,475 $ 2,540 $ 13,781
Managing Owner's profit share
Managing Ownder's profit share, units
Transfer Of New Profit Memo Account To Managing Owner
Transfer Of New Profit Memo Account To Managing Owner, units  
Trust capital, Ending $ 10,350 $ 53,412 $ 50,872
Trust capital, units, Ending 6.799 39.121 39.121
Series 3 Unitholders [Member]      
Trust capital, Beginning $ 19,275,026 $ 18,216,525 $ 21,885,706
Trust capital, units, Beginning 13,929.871 13,848.201 19,432.989
Subscriptions $ 4,987,067 $ 2,126,191 $ 387,750
Subscriptions, units 3,290.144 1,580.234 323.377
Redemptions $ (2,560,874) $ (2,017,003) $ (7,176,774)
Redemptions, units (1,688.316) (1,498.564) (5,908.165)
Addt'l units allocated
Addt'l units allocated, units
Net income after profit share to Managing Owner $ 2,298,143 $ 949,313 $ 3,119,843
Managing Owner's profit share
Managing Ownder's profit share, units
Transfer Of New Profit Memo Account To Managing Owner
Transfer Of New Profit Memo Account To Managing Owner, units  
Trust capital, Ending $ 23,999,362 $ 19,275,026 $ 18,216,525
Trust capital, units, Ending 15,531.699 13,929.871 13,848.201
Series 4 Unitholders [Member]      
Trust capital, Beginning $ 4,002,335 $ 3,213,861 $ 2,305,510
Trust capital, units, Beginning 2,541.689 2,216.197 1,906.624
Subscriptions $ 490,419 $ 570,931 $ 479,890
Subscriptions, units 287.045 387.872 392.910
Redemptions $ (95,868) $ (105,216)
Redemptions, units (62.380) (83.337)
Addt'l units allocated
Addt'l units allocated, units
Net income after profit share to Managing Owner $ 709,240 $ 313,411 $ 533,677
Managing Owner's profit share
Managing Ownder's profit share, units
Transfer Of New Profit Memo Account To Managing Owner
Transfer Of New Profit Memo Account To Managing Owner, units  
Trust capital, Ending $ 5,201,994 $ 4,002,335 $ 3,213,861
Trust capital, units, Ending 2,828.734 2,541.689 2,216.197
New Profit Memo Account [Member]      
Trust capital, Beginning
Trust capital, units, Beginning
Subscriptions
Subscriptions, units
Redemptions
Redemptions, units
Addt'l units allocated
Addt'l units allocated, units 1.004 0.282
Net income after profit share to Managing Owner $ 1,233 $ 327
Managing Owner's profit share $ 551,582 $ 228,356 $ 119,598
Managing Ownder's profit share, units 462.177 209.161 113.995
Transfer Of New Profit Memo Account To Managing Owner $ (552,815) $ (228,683) $ (119,598)
Transfer Of New Profit Memo Account To Managing Owner, units (463.181) (209.443) (113.995)
Trust capital, Ending
Trust capital, units, Ending
Managing Owner [Member]      
Trust capital, Beginning $ 5,368,725 $ 5,496,789 $ 6,833,096
Trust capital, units, Beginning 4,917.000 5,128.014 7,168.282
Subscriptions
Subscriptions, units
Redemptions $ (2,452,815) $ (828,683) $ (2,719,598)
Redemptions, units (2,051.664) (758.959) (2,590.292)
Addt'l units allocated
Addt'l units allocated, units 324.871 338.502 436.029
Net income after profit share to Managing Owner $ 901,129 $ 471,936 $ 1,263,693
Managing Owner's profit share
Managing Ownder's profit share, units
Transfer Of New Profit Memo Account To Managing Owner $ 552,815 $ 228,683 $ 119,598
Transfer Of New Profit Memo Account To Managing Owner, units 463.181 209.443 113.995
Trust capital, Ending $ 4,369,854 $ 5,368,725 $ 5,496,789
Trust capital, units, Ending 3,653.388 4,917.000 5,128.014

Dates Referenced Herein   and   Documents Incorporated by Reference

This ‘10-K’ Filing    Date    Other Filings
Filed on:3/29/17
For Period end:12/31/16
12/31/1510-K
12/31/1410-K,  10-K/A,  5
 List all Filings 
↑Top
Filing Submission 0001144204-17-017291   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)
Copyright © 2024 Fran Finnegan & Company LLC – All Rights Reserved.
About — Privacy — Redactions — Help — Mon., May 13, 7:17:31.1pm ET