Date

Mark-to-Market
NAV

Daily Liquid
Assets

Weekly Liquid
Assets

Daily Net
Shareholder Flow

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)
06/22/2017 0.9998 53.38% 69.10% ($8,766,928)
06/23/2017 0.9998 52.19% 68.31% ($10,170,858)
06/26/2017 0.9998 52.19% 68.31% $0
06/27/2017 0.9999 54.14% 69.60% $17,000,000
06/28/2017 0.9999 56.08% 68.93% ($9,000,000)
06/29/2017 0.9999 56.09% 69.69% $0
06/30/2017 0.9999 63.00% 74.46% $76,472,089
07/03/2017 0.9999 62.96% 74.93% ($226,760)
07/05/2017 0.9999 63.16% 75.06% $2,500,000
07/06/2017 0.9999 61.93% 74.23% ($15,744,399)
07/07/2017 0.9999 70.80% 80.54% $153,301,769
07/10/2017 0.9999 71.35% 81.49% $11,911,096
07/11/2017 0.9999 72.03% 81.93% $15,455,033
07/12/2017 0.9999 67.84% 79.22% ($85,036,527)
07/13/2017 0.9999 68.61% 79.72% $13,988,964
07/14/2017 0.9999 68.72% 79.79% $2,026,820
07/17/2017 0.9999 68.22% 80.87% ($9,250,000)
07/18/2017 0.9999 71.19% 81.33% $14,250,000
07/19/2017 0.9999 62.91% 75.68% ($121,500,000)
07/20/2017 0.9999 62.91% 75.68% $0
07/21/2017 0.9999 58.50% 71.00% $10,379,519
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)