Date

Mark-to-Market
NAV

Daily Liquid
Assets

Weekly Liquid
Assets

Daily Net
Shareholder Flow

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)
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