Date

Mark-to-Market
NAV

Daily Liquid
Assets

Weekly Liquid
Assets

Daily Net
Shareholder Flow

07/24/2017 0.9999 58.13% 70.74% ($4,250,006)
07/25/2017 0.9999 58.57% 70.59% $10,212,037
07/26/2017 0.9999 51.32% 65.45% ($72,000,000)
07/27/2017 0.9999 52.85% 66.53% $13,377,299
07/28/2017 0.9999 55.76% 68.35% $37,033,346
07/31/2017 0.9999 57.27% 68.63% $4,058,758
08/01/2017 1.0000 69.90% 76.88% $166,831,648
08/02/2017 1.0000 67.09% 73.77% ($74,989,327)
08/03/2017 1.0000 67.79% 78.69% $12,007,655
08/04/2017 1.0000 69.37% 79.95% $29,447,346
08/07/2017 1.0000 69.67% 80.13% $5,250,000
08/08/2017 1.0000 71.99% 80.55% $13,034,384
08/09/2017 1.0000 67.15% 77.19% ($91,028,950)
08/10/2017 1.0000 71.55% 80.25% $81,590,935
08/11/2017 1.0000 73.25% 81.43% $38,703,009
08/14/2017 1.0000 73.03% 85.94% ($5,500,000)
08/15/2017 1.0000 63.40% 80.92% ($168,718,541)
08/16/2017 1.0000 66.55% 82.56% $44,500,000
08/17/2017 1.0000 68.14% 86.12% $4,500,000
08/18/2017 1.0000 70.08% 86.96% $33,870,104
08/21/2017 1.0000 70.17% 87.01% $1,750,000
08/22/2017 1.0000 66.59% 83.14% $9,413,228
08/23/2017 1.0000 61.64% 81.38% ($53,615,271)
08/24/2017 1.0000 58.84% 80.02% ($34,956,716)
08/25/2017 1.0000 56.79% 78.89% ($76,567)
08/28/2017 1.0000 57.33% 79.98% $5,999,519
08/29/2017 1.0000 58.84% 79.31% $36,442,361
08/30/2017 1.0000 58.43% 78.73% ($4,963,800)
08/31/2017 1.0000 61.16% 79.94% $31,683,049
09/01/2017 1.0000 59.04% 78.76% $5,089,150
09/05/2017 1.0000 61.21% 83.25% $30,000,000
09/06/2017 1.0000 60.51% 82.95% ($10,402,099)
09/07/2017 1.0000 60.24% 85.01% ($3,869,153)
09/08/2017 1.0000 61.32% 84.99% $26,456,070
09/11/2017 1.0000 62.45% 85.43% $17,923,682
09/12/2017 1.0000 62.77% 84.54% $11,612,769
09/13/2017 1.0000 58.63% 82.82% ($62,500,053)
09/14/2017 1.0000 58.70% 82.46% ($2,989,194)
09/15/2017 1.0000 59.37% 82.74% $8,743,465
09/18/2017 1.0000 59.39% 82.75% ($1,000,000)
09/19/2017 1.0000 59.79% 82.92% $5,734,650
09/20/2017 1.0000 57.94% 82.03% ($23,000,000)
09/21/2017 1.0000 57.74% 81.95% ($970,672)
09/22/2017 1.0000 57.21% 81.36% $1,543,255
09/25/2017 1.0000 57.41% 81.44% $2,500,000
09/26/2017 1.0000 58.34% 81.85% ($10,173,470)
09/27/2017 1.0000 55.87% 80.58% ($27,500,000)
09/28/2017 1.0000 55.67% 80.49% $20,000,000
09/29/2017 1.0000 71.44% 87.88% $208,114,521
10/02/2017 1.0000 68.33% 87.68% ($11,806,396)
10/03/2017 1.0000 68.36% 88.26% $18,258,486
10/04/2017 1.0000 60.06% 84.78% ($83,000,010)
10/05/2017 1.0000 63.46% 86.22% $81,750,904
10/06/2017 1.0000 61.23% 84.08% ($3,221,133)
10/10/2017 1.0000 63.64% 85.08% $49,282,431
10/11/2017 1.0000 61.24% 81.08% ($87,402,259)
10/12/2017 1.0000 62.14% 81.52% $16,681,891
10/13/2017 1.0000 63.65% 80.55% $975,723
10/16/2017 1.0000 62.79% 80.46% ($16,764,849)
10/17/2017 1.0000 62.68% 79.83% ($22,250,000)
10/18/2017 1.0000 54.16% 75.89% ($112,500,000)
10/19/2017 1.0000 55.50% 75.92% $1,241,592
10/20/2017 1.0000 53.02% 75.43% ($10,216,437)
10/23/2017 1.0000 52.15% 74.98% ($10,229,733)
10/24/2017 1.0000 55.93% 75.02% $750,000
10/25/2017 1.0000 55.20% 74.60% ($9,093,106)
10/26/2017 1.0000 56.47% 74.46% ($3,101,666)
10/27/2017 1.0000 56.50% 74.47% $420,568
10/30/2017 1.0000 60.77% 76.98% $59,048,523
10/31/2017 1.0000 65.77% 77.72% $20,111,684
11/01/2017 1.0000 62.23% 74.29% ($4,753,420)
11/02/2017 1.0000 62.46% 74.45% $3,754,203
11/03/2017 1.0000 63.85% 74.03% $17,125,914
11/06/2017 1.0000 64.93% 79.07% $19,509,210
11/07/2017 1.0000 65.68% 79.08% $23,275,746
11/08/2017 0.9999 61.21% 76.01% ($65,858,096)
11/09/2017 0.9999 63.68% 76.94% $74,937,194
11/10/2017 0.9999 64.17% 77.25% $20,762,506
11/13/2017 0.9999 64.42% 81.11% $4,011,438
11/14/2017 0.9999 65.75% 81.29% $7,000,000
11/15/2017 0.9999 57.23% 76.64% ($144,000,000)
11/16/2017 0.9999 57.37% 76.72% $2,849,327
11/17/2017 0.9999 59.37% 77.81% $28,488,322
11/20/2017 0.9999 59.21% 77.73% ($2,350,255)
11/21/2017 0.9999 59.88% 78.09% $10,065,861
11/22/2017 0.9999 60.15% 76.57% ($40,082,031)
11/24/2017 0.9999 60.14% 78.02% $0
11/27/2017 0.9999 62.42% 77.90% ($3,263,255)
11/28/2017 0.9999 63.94% 77.75% ($3,734,547)
11/29/2017 0.9999 64.82% 78.30% $14,271,801
11/30/2017 0.9999 63.86% 77.70% ($15,506,117)
12/01/2017 0.9999 64.75% 78.14% $11,864,375
12/04/2017 0.9999 65.14% 83.34% $6,500,000
12/05/2017 0.9999 68.10% 84.75% $54,249,487
12/06/2017 0.9998 60.69% 81.05% ($95,965,888)
12/07/2017 0.9999 65.25% 83.25% $71,489,449
12/08/2017 0.9999 65.82% 83.52% $10,304,326
12/11/2017 0.9999 65.50% 84.25% ($5,989,157)
12/12/2017 0.9999 67.95% 85.37% $47,447,663
12/13/2017 0.9999 59.86% 81.67% ($134,541,603)
12/14/2017 0.9999 61.95% 81.62% ($1,663,800)
12/15/2017 0.9999 63.90% 82.56% $28,743,768
12/18/2017 0.9999 66.64% 84.49% $46,000,000
12/19/2017 0.9999 64.17% 82.47% ($14,984,235)
12/20/2017 0.9999 63.21% 81.83% ($10,373,151)
12/21/2017 0.9999 62.63% 81.55% ($9,000,000)
12/22/2017 0.9999 62.12% 81.30% ($7,523,775)
12/26/2017 0.9999 62.13% 82.26% $0
12/27/2017 0.9999 62.61% 82.49% $7,300,965
12/28/2017 0.9999 65.45% 83.82% $46,953,070
12/29/2017 0.9999 70.20% 85.84% $89,017,013
01/02/2018 0.9999 73.51% 88.09% $35,413,907
01/03/2018 0.9999 71.64% 87.25% $15,498,695
01/04/2018 0.9999 73.02% 86.67% $6,284,555
01/05/2018 0.9999 73.66% 86.99% $18,739,626
01/08/2018 0.9999 73.75% 87.74% $2,536,667
01/09/2018 0.9999 71.19% 86.55% ($69,849,691)
01/10/2018 0.9999 71.76% 86.82% $14,570,242
01/11/2018 0.9999 75.81% 87.04% $12,680,049
01/12/2018 0.9999 71.87% 86.82% ($74,924,025)
01/16/2018 0.9999 71.99% 86.88% $2,786,585
01/17/2018 0.9999 66.16% 84.16% ($115,716,420)
01/18/2018 0.9999 65.17% 83.35% ($65)
01/19/2018 0.9999 66.42% 83.49% ($4,322,505)