Date

Mark-to-Market
NAV

Daily Liquid
Assets

Weekly Liquid
Assets

Daily Net
Shareholder Flow

08/11/2016 1.0000 99.97% 99.97% $0
08/12/2016 1.0000 99.97% 99.97% $0
08/15/2016 1.0000 99.97% 99.97% $2,000,000
08/16/2016 1.0000 99.97% 99.97% $0
08/17/2016 1.0000 99.97% 99.97% $0
08/18/2016 1.0000 99.97% 99.97% $0
08/19/2016 1.0000 99.97% 99.97% $2,429,707
08/22/2016 1.0000 99.98% 99.98% $0
08/23/2016 1.0000 99.98% 99.98% $0
08/24/2016 1.0000 99.98% 99.98% $0
08/25/2016 1.0000 99.98% 99.98% $0
08/26/2016 1.0000 99.98% 99.98% $0
08/29/2016 1.0000 99.98% 99.98% $0
08/30/2016 1.0000 99.98% 99.98% $7,000,000
08/31/2016 1.0000 99.98% 99.98% $6,259,095
09/01/2016 1.0000 99.99% 99.99% $30,005,117
09/02/2016 1.0000 99.99% 99.99% $21,775,000
09/06/2016 1.0000 99.99% 99.99% ($1,000,891)
09/07/2016 1.0000 99.99% 99.99% ($1,500,000)
09/08/2016 1.0000 99.99% 99.99% $0
09/09/2016 1.0000 99.99% 99.99% $384,153
09/12/2016 1.0000 99.99% 99.99% $17,121
09/13/2016 1.0000 99.99% 99.99% ($199,296)
09/14/2016 1.0000 99.99% 99.99% ($4,000,000)
09/15/2016 1.0000 99.99% 99.99% ($1,000,000)
09/16/2016 1.0000 99.99% 99.99% $1,417,907
09/19/2016 1.0000 99.99% 99.99% $0
09/20/2016 1.0000 99.99% 99.99% $0
09/21/2016 1.0000 99.99% 99.99% ($5,000,000)
09/22/2016 1.0000 99.99% 99.99% ($1,499,999)
09/23/2016 1.0000 99.99% 99.99% $14,624,999
09/26/2016 1.0000 99.99% 99.99% $0
09/27/2016 1.0000 99.99% 99.99% ($6,600,000)
09/28/2016 1.0000 99.99% 99.99% $0
09/29/2016 1.0000 99.99% 99.99% $1,500,000
09/30/2016 1.0000 99.99% 99.99% $8,232,954
10/03/2016 1.0000 99.99% 99.99% $20,016,125
10/04/2016 1.0000 99.99% 99.99% ($5,000,000)
10/05/2016 1.0000 99.99% 99.99% $0
10/06/2016 1.0000 99.99% 99.99% $500,000
10/07/2016 1.0000 99.99% 99.99% $92,001,513
10/11/2016 1.0000 100.00% 100.00% $10,079,589
10/12/2016 1.0000 100.00% 100.00% ($1,494,733)
10/13/2016 1.0000 100.00% 100.00% $40,424,453
10/14/2016 1.0000 100.00% 100.00% $35,319,228
10/17/2016 1.0000 100.00% 100.00% ($103)
10/18/2016 1.0000 100.00% 100.00% ($3,500,000)
10/19/2016 1.0000 100.00% 100.00% ($1,000,000)
10/20/2016 1.0000 100.00% 100.00% $4,000,000
10/21/2016 1.0000 100.00% 100.00% ($5,385,054)
10/24/2016 1.0000 100.00% 100.00% ($3,721)
10/25/2016 1.0000 100.00% 100.00% ($15,173,470)
10/26/2016 1.0000 100.00% 100.00% $500,000
10/27/2016 1.0000 100.00% 100.00% ($9,857,380)
10/28/2016 1.0000 100.00% 100.00% $24,241,963
10/31/2016 1.0000 100.00% 100.00% $11,202,846
11/01/2016 1.0000 100.00% 100.00% $37,038,303
11/02/2016 1.0000 100.00% 100.00% ($8,182,110)
11/03/2016 1.0000 100.00% 100.00% ($11,004,099)
11/04/2016 1.0000 100.00% 100.00% $1,078,706
11/07/2016 1.0000 100.00% 100.00% $10,516,225
11/08/2016 1.0000 100.00% 100.00% ($5,391,826)
11/09/2016 1.0000 98.38% 98.38% ($6,400,000)
11/10/2016 1.0000 98.44% 98.44% $12,764,867
11/14/2016 1.0000 98.62% 98.62% $41,738,647
11/15/2016 1.0000 98.72% 98.72% $29,602,217
11/16/2016 1.0000 87.67% 87.67% ($14,500,000)
11/17/2016 1.0000 87.06% 87.06% ($14,821,671)
11/18/2016 1.0000 85.74% 85.74% $3,957,033
11/21/2016 1.0000 86.04% 93.98% $7,962,071
11/22/2016 1.0000 86.70% 94.26% $18,962,753
11/23/2016 1.0000 86.80% 94.30% $3,150,631
11/25/2016 1.0000 86.36% 94.11% ($13,000,000)
11/28/2016 1.0000 86.47% 93.73% $32,605,451
11/29/2016 1.0000 76.45% 84.01% ($16,957,224)
11/30/2016 1.0000 75.12% 83.11% ($21,807,607)
12/01/2016 1.0000 75.12% 83.11% $55,033
12/02/2016 1.0000 72.08% 82.88% ($5,080,274)
12/05/2016 1.0000 71.63% 82.32% $3,817,662
12/06/2016 1.0000 71.30% 82.11% ($4,471,019)
12/07/2016 1.0000 70.72% 81.75% ($7,481,042)
12/08/2016 1.0000 70.08% 81.35% ($8,000,000)
12/09/2016 1.0000 70.86% 81.84% $9,854,811
12/12/2016 1.0000 69.84% 86.82% $30,300,567
12/13/2016 1.0000 68.95% 86.43% ($11,580,947)
12/14/2016 1.0000 66.70% 86.24% ($5,580,015)
12/15/2016 1.0000 63.37% 86.14% ($2,187,435)
12/16/2016 1.0000 63.65% 86.25% $3,037,465
12/19/2016 1.0000 62.25% 87.17% ($14,500,000)
12/20/2016 1.0000 61.58% 86.95% ($6,506,522)
12/21/2016 1.0000 63.45% 87.58% $18,869,792
12/22/2016 1.0000 62.27% 87.18% ($12,163,083)
12/23/2016 1.0000 49.86% 86.97% ($6,000,000)
12/27/2016 1.0001 41.62% 83.86% ($35,037,683)
12/28/2016 1.0001 41.18% 83.74% ($2,500,000)
12/29/2016 1.0001 45.80% 88.37% $28,121,849
12/30/2016 1.0001 51.53% 90.59% $42,495,293
01/03/2017 1.0001 51.50% 90.58% ($148,532)
01/04/2017 1.0001 49.33% 90.16% ($17,226,526)
01/05/2017 1.0001 46.77% 89.31% ($15,480,686)
01/05/2017 1.0001 46.77% 89.31% ($15,480,686)
01/06/2017 1.0001 47.34% 89.43% $3,993,273
01/09/2017 1.0001 47.33% 89.43% ($44,824)
01/10/2017 1.0001 49.18% 89.80% $7,406,641
01/11/2017 1.0001 48.65% 89.69% ($4,503,332)
01/12/2017 1.0001 48.65% 89.69% ($237,493)
01/13/2017 1.0001 54.07% 90.78% $52,060,473
01/17/2017 1.0001 55.93% 91.15% $18,015,466
01/18/2017 1.0001 58.31% 87.03% ($5,144,090)
01/19/2017 1.0001 57.67% 86.83% ($6,730,764)
01/20/2017 1.0001 58.01% 86.94% $3,545,052
01/23/2017 1.0001 57.62% 86.82% ($3,992,917)
01/24/2017 1.0001 57.20% 86.66% ($5,250,000)
01/25/2017 1.0001 56.90% 86.56% ($3,000,000)
01/26/2017 1.0001 57.86% 86.08% ($14,804,450)
01/27/2017 1.0001 56.56% 85.65% ($12,253,831)
01/30/2017 1.0001 59.40% 86.59% $27,853,461
01/31/2017 1.0001 61.34% 87.23% $21,298,258
02/01/2017 1.0001 56.08% 81.91% $1,221,484
02/02/2017 1.0001 55.21% 81.55% ($8,750,000)
02/03/2017 1.0001 44.99% 70.40% ($11,329,073)
02/06/2017 1.0001 44.67% 70.23% ($2,497,999)
02/07/2017 1.0001 44.64% 69.55% ($9,471,608)
02/08/2017 1.0001 46.73% 68.13% ($18,491,864)
02/09/2017 1.0001 52.95% 75.84% $44,168,041
02/10/2017 1.0001 56.68% 76.38% $10,085,468
02/13/2017 1.0001 63.54% 76.35% ($500,015)
02/14/2017 1.0001 58.54% 71.36% $0
02/15/2017 1.0001 56.50% 69.95% ($21,180,000)
02/16/2017 1.0001 61.31% 72.47% $39,454,597
02/17/2017 1.0001 62.08% 73.01% $9,509,038
02/21/2017 1.0001 61.54% 74.21% ($6,750,000)
02/22/2017 1.0001 62.13% 74.02% ($3,490,989)
02/23/2017 1.0001 60.05% 72.60% ($24,405,019)
02/24/2017 1.0001 62.32% 72.28% ($4,968,762)
02/27/2017 1.0001 65.14% 73.72% $24,011,677
02/28/2017 1.0001 63.45% 72.03% $620,427
03/01/2017 1.0000 62.72% 71.62% ($2,604,602)
03/02/2017 1.0000 62.68% 75.92% ($500,000)
03/03/2017 0.9999 64.37% 76.74% $32,648,788
03/06/2017 0.9999 64.38% 81.60% $0
03/07/2017 0.9999 64.28% 81.41% ($4,951,990)
03/08/2017 0.9999 61.17% 78.94% ($21,989,375)
03/09/2017 0.9999 61.52% 79.13% $4,287,073
03/10/2017 0.9999 62.11% 79.45% $7,424,321
03/13/2017 0.9999 61.46% 79.09% ($8,200,012)
03/14/2017 0.9999 60.71% 78.69% ($9,013,446)
03/15/2017 0.9999 59.26% 77.90% ($16,574,170)
03/16/2017 0.9999 54.40% 75.26% $7,116
03/17/2017 0.9999 54.75% 75.45% $8,214,432
03/20/2017 0.9999 53.98% 78.29% ($7,564,500)
03/21/2017 0.9999 53.61% 78.12% ($3,553,192)
03/22/2017 0.9999 52.36% 76.37% ($32,596,698)
03/23/2017 0.9999 49.90% 76.37% ($85,702)
03/24/2017 0.9999 49.71% 76.10% ($4,590,487)
03/27/2017 0.9999 52.00% 77.19% $19,282,840
03/28/2017 0.9999 56.16% 79.17% $40,244,379
03/29/2017 0.9999 59.87% 79.94% $18,000,000
03/30/2017 0.9999 61.70% 80.86% $23,024,351
03/31/2017 0.9999 63.74% 81.87% $28,405,728
04/03/2017 0.9999 62.05% 81.03% ($23,564,000)
04/04/2017 0.9999 60.21% 79.26% ($6,997,785)
04/05/2017 0.9999 59.05% 78.66% ($9,314,708)
04/06/2017 0.9999 61.54% 78.66% ($26,545)
04/07/2017 0.9999 71.45% 82.29% $101,362,393
04/10/2017 0.9999 72.09% 82.68% $13,508,596
04/11/2017 0.9999 67.27% 79.69% ($89,672,991)
04/12/2017 0.9999 68.23% 80.29% $15,727,001
04/13/2017 0.9999 66.04% 78.93% ($34,385,597)
04/17/2017 0.9999 66.41% 79.16% $5,507,019
04/18/2017 0.9999 67.34% 78.80% ($8,681,076)
04/19/2017 0.9999 64.71% 77.09% ($37,000,000)
04/20/2017 0.9999 62.98% 75.97% ($21,562,083)
04/21/2017 0.9999 64.58% 77.01% $19,909,278
04/24/2017 0.9999 63.92% 76.58% ($8,441,876)
04/25/2017 0.9999 63.82% 76.51% ($1,180,488)
04/26/2017 0.9999 63.67% 76.42% ($1,750,000)
04/27/2017 0.9999 62.82% 75.62% ($2,149,133)
04/28/2017 0.9999 69.72% 77.42% $35,459,292
05/01/2017 0.9999 69.74% 77.43% $484,424
05/02/2017 0.9999 74.49% 77.22% ($4,500,000)
05/03/2017 0.9999 73.64% 76.46% ($15,351,241)
05/04/2017 0.9999 73.61% 76.43% ($497,940)
05/05/2017 0.9999 73.19% 76.06% ($7,134,693)
05/08/2017 0.9999 73.74% 76.55% $9,353,645
05/09/2017 0.9999 73.61% 76.44% ($2,216,174)
05/10/2017 0.9999 63.82% 66.64% $519,335
05/11/2017 0.9999 64.31% 67.09% $6,331,601
05/12/2017 0.9999 70.33% 72.64% $94,951,654
05/15/2017 0.9999 69.07% 71.41% ($9,136,395)
05/16/2017 0.9999 71.22% 71.22% ($3,500,000)
05/17/2017 0.9999 61.78% 61.78% ($126,510,678)
05/18/2017 0.9999 60.95% 60.95% $5,124,081
05/19/2017 0.9999 57.73% 57.73% ($11,111,775)
05/22/2017 0.9999 56.53% 59.65% $17,500
05/23/2017 0.9999 53.07% 56.37% ($24,107,950)
05/24/2017 0.9999 53.13% 56.42% $500,000
05/25/2017 0.9999 48.97% 52.29% ($2,633,276)
05/26/2017 0.9999 50.70% 53.91% $13,729,133
05/30/2017 0.9999 52.60% 55.69% $16,204,378
05/31/2017 0.9999 53.43% 56.80% $10,842,531
06/01/2017 0.9999 61.94% 64.69% $96,835,680
06/02/2017 0.9999 61.22% 67.02% ($2,713,936)
06/05/2017 0.9999 61.79% 70.45% $7,862,713
06/06/2017 0.9999 62.96% 71.16% $30,000,000
06/07/2017 0.9999 58.72% 67.86% ($57,866,168)
06/08/2017 0.9999 65.25% 71.86% $72,000,000
06/09/2017 0.9999 66.76% 72.97% $33,723,082
06/12/2017 0.9999 66.24% 79.38% $10,114,224
06/13/2017 0.9999 66.12% 79.31% ($2,213,389)
06/14/2017 0.9999 52.21% 68.56% ($129,627,389)
06/15/2017 0.9999 49.15% 66.55% $7,145,606
06/16/2017 0.9999 49.69% 66.90% $5,534,243
06/19/2017 0.9999 56.11% 68.91% $11,463,477
06/20/2017 0.9999 55.01% 68.13% $929,992
06/21/2017 0.9998 44.84% 60.92% ($95,000,240)