Date

Mark-to-Market
NAV

Daily Liquid
Assets

Weekly Liquid
Assets

Daily Net
Shareholder Flow

07/24/2017 1.0000 100.00% 100.00% $0
07/25/2017 1.0000 100.00% 100.00% $0
07/26/2017 1.0000 100.00% 100.00% $0
07/27/2017 1.0000 100.00% 100.00% $0
07/28/2017 1.0000 99.42% 99.99% $40,000,000
07/31/2017 1.0000 99.42% 100.00% $0
08/01/2017 1.0000 98.46% 100.00% $2,482
08/02/2017 1.0000 98.46% 100.00% $0
08/03/2017 1.0000 99.04% 100.00% $0
08/04/2017 1.0000 99.03% 99.99% $0
08/07/2017 1.0000 100.00% 100.00% $0
08/08/2017 1.0000 99.04% 100.00% $0
08/09/2017 1.0000 98.93% 100.00% ($5,000,000)
08/10/2017 1.0000 98.93% 100.00% $0
08/11/2017 1.0000 98.93% 99.99% $0
08/14/2017 1.0000 100.00% 100.00% $0
08/15/2017 1.0000 98.93% 100.00% $0
08/16/2017 1.0000 93.70% 100.00% ($20,000,000)
08/17/2017 1.0000 94.68% 100.00% $5,000,000
08/18/2017 1.0000 94.68% 99.99% $0
08/21/2017 1.0000 92.84% 98.41% ($559,920)
08/22/2017 1.0000 89.50% 97.67% ($10,000,000)
08/23/2017 1.0000 91.84% 95.34% $0
08/24/2017 1.0000 93.01% 95.34% $0
08/25/2017 1.0000 88.34% 95.34% $0
08/28/2017 1.0000 77.67% 85.83% $0
08/29/2017 1.0000 77.30% 84.51% $9,767,875
08/30/2017 1.0000 70.60% 74.60% $3,383
08/31/2017 1.0000 71.32% 79.46% $8,087,570
09/01/2017 1.0000 74.41% 79.50% $5,050
09/05/2017 1.0000 73.51% 79.44% $6,053,857
09/06/2017 1.0000 69.66% 77.24% $0
09/07/2017 1.0000 71.87% 78.35% $0
09/08/2017 1.0000 66.59% 75.86% ($267)
09/11/2017 1.0000 66.23% 76.26% $0
09/12/2017 1.0000 67.33% 74.61% $0
09/13/2017 1.0000 62.96% 71.89% $0
09/14/2017 1.0000 65.32% 71.62% ($101,205)
09/15/2017 1.0000 53.96% 67.33% $0
09/18/2017 1.0000 45.94% 66.87% $0
09/19/2017 1.0000 40.87% 60.80% $0
09/20/2017 1.0000 31.16% 60.78% ($5,000,000)
09/21/2017 1.0000 41.55% 60.78% $0
09/22/2017 1.0000 43.38% 63.26% $0
09/25/2017 1.0000 41.35% 64.58% $0
09/26/2017 1.0000 42.15% 60.03% $0
09/27/2017 1.0000 39.04% 60.03% $0
09/28/2017 1.0000 44.01% 63.88% $0
09/29/2017 1.0000 45.58% 59.61% ($1,597,000)
10/02/2017 1.0000 44.81% 55.74% $25,334
10/03/2017 1.0000 49.32% 65.42% $0
10/04/2017 1.0000 50.10% 65.42% $0
10/05/2017 1.0000 47.32% 65.42% $0
10/06/2017 1.0000 49.85% 60.84% $0
10/10/2017 1.0000 48.04% 62.14% $0
10/11/2017 1.0000 48.04% 62.14% $0
10/12/2017 1.0000 49.34% 62.14% $0
10/13/2017 1.0000 49.34% 62.14% $0
10/16/2017 1.0000 55.68% 63.50% $0
10/17/2017 1.0000 53.09% 60.92% $0
10/18/2017 1.0000 45.86% 58.85% $0
10/19/2017 1.0000 41.98% 59.26% $0
10/20/2017 1.0000 44.63% 59.26% $0
10/23/2017 1.0000 53.66% 63.34% $4,300,000
10/24/2017 1.0000 51.45% 61.54% ($1,750,000)
10/25/2017 1.0000 49.07% 58.65% $0
10/26/2017 1.0000 47.24% 58.15% $0
10/27/2017 1.0000 44.81% 58.15% $0
10/30/2017 1.0000 49.66% 59.97% $0
10/31/2017 1.0000 45.96% 57.57% $0
11/01/2017 1.0000 46.19% 59.55% $2,577,178
11/02/2017 1.0000 43.91% 59.55% $0
11/03/2017 1.0000 42.43% 58.18% $0
11/06/2017 1.0000 42.66% 60.47% $0
11/07/2017 1.0000 37.86% 56.81% $0
11/08/2017 1.0000 36.04% 52.70% $0
11/09/2017 1.0000 50.75% 62.97% $13,000,000
11/10/2017 1.0000 43.24% 59.26% $0
11/13/2017 1.0000 41.85% 55.22% $0
11/14/2017 1.0000 39.25% 51.74% $0
11/15/2017 1.0000 32.91% 46.99% $0
11/16/2017 1.0000 25.52% 43.12% $0
11/17/2017 1.0000 32.24% 46.23% $3,567,615
11/20/2017 1.0000 26.05% 45.43% $0
11/21/2017 1.0000 28.70% 45.43% $0
11/22/2017 1.0000 27.59% 41.00% $0
11/24/2017 1.0000 25.03% 47.05% $0
11/27/2017 1.0000 27.93% 48.06% $0
11/28/2017 1.0001 29.58% 50.82% $0
11/29/2017 1.0000 21.80% 47.35% $0
11/30/2017 1.0001 30.13% 46.72% $612,500
12/01/2017 1.0000 24.14% 46.07% $2,592,311
12/04/2017 1.0001 30.39% 49.98% ($1,000,000)
12/05/2017 1.0001 33.27% 49.99% $0
12/06/2017 1.0001 29.34% 52.39% $0
12/07/2017 1.0001 31.96% 48.72% $0
12/08/2017 1.0000 35.94% 51.12% $0
12/11/2017 1.0000 34.09% 49.51% ($1,000,000)
12/12/2017 1.0000 40.43% 47.90% $0
12/13/2017 1.0000 35.56% 49.52% $0
12/14/2017 1.0000 37.20% 47.91% $0
12/15/2017 0.9999 33.49% 42.58% $0
12/18/2017 0.9999 34.47% 42.59% $0
12/19/2017 0.9999 37.98% 41.84% ($2,000,000)
12/20/2017 0.9999 30.96% 40.85% ($1,000,000)
12/21/2017 0.9999 33.80% 41.85% $1,000,000
12/22/2017 0.9998 31.78% 44.02% $0
12/26/2017 0.9999 41.51% 44.02% $0
12/27/2017 0.9999 35.22% 44.03% $0
12/28/2017 0.9999 38.85% 46.91% $5,500,000
12/29/2017 0.9998 41.31% 46.91% $0
01/02/2018 0.9999 34.04% 43.48% $61,392
01/03/2018 0.9999 29.95% 43.39% $2,550,006
01/04/2018 0.9999 34.97% 43.39% $0
01/05/2018 0.9999 33.50% 44.28% $0
01/08/2018 0.9999 36.45% 44.28% $0
01/09/2018 0.9999 36.75% 44.28% $0
01/10/2018 0.9999 29.74% 43.18% $0
01/11/2018 0.9999 26.97% 41.06% ($1,000,000)
01/12/2018 0.9998 62.54% 70.72% $100,000,000
01/16/2018 0.9999 50.20% 58.99% $0
01/17/2018 0.9999 41.75% 54.39% ($1,500,000)
01/18/2018 0.9999 35.72% 50.46% $0
01/19/2018 0.9998 26.56% 48.65% $0