Date

Mark-to-Market
NAV

Daily Liquid
Assets

Weekly Liquid
Assets

Daily Net
Shareholder Flow

08/11/2016 1.0001 60.32% 71.63% $362,243
08/12/2016 1.0000 57.14% 71.35% ($4,148,647)
08/15/2016 1.0001 64.52% 70.61% $30,026,419
08/16/2016 1.0001 51.85% 64.76% ($2,500,000)
08/17/2016 1.0001 46.92% 64.02% ($16,500,000)
08/18/2016 1.0001 38.65% 58.39% ($53,500,000)
08/19/2016 1.0001 38.93% 59.89% $34,601,331
08/22/2016 1.0001 47.46% 59.52% ($3,888,183)
08/23/2016 1.0001 47.19% 59.71% ($3,000,000)
08/24/2016 1.0001 35.78% 51.05% ($87,655,466)
08/25/2016 1.0001 39.36% 52.40% ($500,000)
08/26/2016 1.0001 33.37% 52.23% ($2,314,684)
08/29/2016 1.0001 37.29% 52.24% $4,500,000
08/30/2016 1.0001 35.45% 54.19% ($12,476,766)
08/31/2016 1.0001 41.81% 59.13% $33,389,827
09/01/2016 1.0001 47.11% 64.28% $78,541
09/02/2016 1.0001 39.40% 61.57% ($24,670,191)
09/06/2016 1.0001 40.68% 59.91% ($13,450,636)
09/07/2016 1.0001 37.92% 60.61% ($12,250,772)
09/08/2016 1.0001 49.65% 64.52% $23,000,000
09/09/2016 1.0001 43.51% 68.29% ($13,782,214)
09/12/2016 1.0001 41.82% 66.19% $13,401,775
09/13/2016 1.0001 39.53% 59.61% ($1,000,000)
09/14/2016 1.0001 37.48% 55.97% ($26,500,000)
09/15/2016 1.0001 49.14% 55.94% ($196,619)
09/16/2016 1.0001 48.81% 58.14% $27,394,334
09/19/2016 1.0001 46.45% 62.37% ($1,087,498)
09/20/2016 1.0001 44.37% 63.27% ($3,000,000)
09/21/2016 1.0001 46.34% 63.33% $500,000
09/22/2016 1.0001 49.02% 62.52% ($6,823,408)
09/23/2016 1.0001 48.78% 61.12% ($11,213,636)
09/26/2016 1.0001 49.37% 58.72% ($500,000)
09/27/2016 1.0001 44.95% 58.06% ($9,500,000)
09/28/2016 1.0001 43.82% 57.98% ($500,000)
09/29/2016 1.0001 46.52% 61.68% ($5,973,530)
09/30/2016 1.0001 52.01% 67.43% $40,805,023
10/03/2016 1.0001 55.10% 67.43% $68,769
10/04/2016 1.0001 51.29% 68.98% ($19,204,387)
10/05/2016 1.0001 50.59% 69.34% ($24,155,782)
10/06/2016 1.0001 48.88% 71.56% ($13,313,332)
10/07/2016 1.0001 53.28% 75.82% ($107,035,214)
10/11/2016 1.0001 55.50% 76.97% $8,000,000
10/12/2016 1.0001 58.88% 76.09% $0
10/13/2016 1.0001 57.45% 77.05% ($10,380,424)
10/14/2016 1.0001 58.61% 75.48% ($10,000,000)
10/17/2016 1.0001 57.61% 74.47% $0
10/18/2016 1.0001 55.49% 72.71% ($3,000,000)
10/19/2016 1.0001 55.28% 71.96% ($25,000,000)
10/20/2016 1.0001 52.22% 71.61% $0
10/21/2016 1.0001 50.58% 70.63% ($4,000,000)
10/24/2016 1.0001 50.58% 70.63% $0
10/25/2016 1.0001 58.75% 76.48% $0
10/26/2016 1.0001 53.54% 71.25% ($5,492,591)
10/27/2016 1.0001 47.22% 73.06% $0
10/28/2016 1.0001 46.32% 74.86% $0
10/31/2016 1.0001 59.04% 80.93% $30,000,000
11/01/2016 1.0001 60.62% 80.66% ($1,969,533)
11/02/2016 1.0001 66.39% 80.66% ($3)
11/03/2016 1.0001 59.91% 80.67% $0
11/04/2016 1.0001 67.63% 85.88% $30,000,000
11/07/2016 1.0001 66.65% 86.12% $10,000,000
11/08/2016 1.0001 63.62% 85.47% ($1,100,000)
11/09/2016 1.0001 62.74% 80.85% ($25,000,000)
11/10/2016 1.0001 57.57% 78.92% ($12,100,529)
11/14/2016 1.0001 46.08% 70.76% ($39,226,335)
11/15/2016 1.0001 54.11% 73.15% $9,000,000
11/16/2016 1.0001 50.57% 69.45% ($15,000,000)
11/17/2016 1.0001 43.22% 69.45% $0
11/18/2016 1.0001 48.99% 69.45% $0
11/21/2016 1.0001 48.99% 69.45% $0
11/22/2016 1.0001 49.49% 70.52% ($5,000,000)
11/23/2016 1.0001 48.72% 68.64% ($15,000,000)
11/25/2016 1.0000 46.06% 72.35% $0
11/28/2016 1.0001 48.72% 76.33% $0
11/29/2016 1.0001 66.98% 82.23% $25,000,000
11/30/2016 1.0001 54.57% 81.25% ($18,609,353)
12/01/2016 1.0001 59.21% 81.24% $14,235
12/02/2016 1.0000 57.98% 81.24% ($1)
12/05/2016 1.0001 57.98% 81.24% ($1)
12/06/2016 1.0000 69.65% 83.29% $10,000,000
12/07/2016 1.0000 70.75% 83.29% $0
12/08/2016 1.0000 75.10% 84.92% $0
12/09/2016 1.0000 77.77% 87.62% $20,000,000
12/12/2016 1.0000 75.09% 87.62% $0
12/13/2016 1.0000 74.64% 85.38% $0
12/14/2016 1.0001 58.50% 77.41% ($35,000,000)
12/15/2016 1.0001 58.57% 74.87% $0
12/16/2016 1.0000 58.59% 73.58% $0
12/19/2016 1.0000 57.59% 72.59% $0
12/20/2016 1.0000 57.80% 73.44% $0
12/21/2016 1.0001 29.05% 61.43% ($35,000,000)
12/22/2016 1.0000 38.66% 66.25% $0
12/23/2016 1.0000 41.05% 66.25% $0
12/27/2016 1.0000 48.03% 65.29% ($4,027,912)
12/28/2016 1.0000 59.98% 65.29% $0
12/29/2016 1.0000 59.87% 65.20% ($100,416)
12/30/2016 1.0000 59.87% 65.19% $0
01/03/2017 1.0000 65.18% 65.18% $14,644
01/04/2017 1.0000 63.18% 70.51% $0
01/05/2017 1.0000 62.18% 69.70% ($1,000,000)
01/05/2017 1.0000 62.18% 69.70% ($1,000,000)
01/06/2017 1.0000 75.55% 80.41% $20,000,000
01/09/2017 1.0000 75.55% 83.07% $0
01/10/2017 1.0000 83.36% 85.61% $10,000,000
01/11/2017 0.9999 74.09% 82.37% ($20,000,000)
01/12/2017 0.9999 74.08% 82.36% $0
01/13/2017 0.9999 74.08% 85.58% $0
01/17/2017 0.9999 76.22% 85.58% $0
01/18/2017 0.9999 76.99% 85.58% $0
01/19/2017 0.9999 77.64% 85.58% $0
01/20/2017 0.9999 72.81% 83.98% $0
01/23/2017 0.9999 68.10% 82.33% ($10,000,000)
01/24/2017 0.9999 70.84% 82.33% $0
01/25/2017 0.9999 64.80% 80.15% ($4,000,000)
01/26/2017 0.9999 70.94% 80.15% $0
01/27/2017 0.9999 68.64% 80.15% $0
01/30/2017 0.9999 88.85% 92.94% $59,000,000
01/31/2017 0.9999 89.94% 91.85% $0
02/01/2017 0.9999 84.33% 89.57% ($19,988,580)
02/02/2017 0.9999 82.59% 89.57% $0
02/03/2017 0.9999 81.54% 89.57% $1
02/06/2017 0.9999 83.80% 90.85% $10,000,000
02/07/2017 0.9999 86.01% 90.85% $0
02/08/2017 0.9999 77.84% 82.05% ($39,999,500)
02/09/2017 1.0000 70.01% 76.35% ($10,011,155)
02/10/2017 1.0000 67.63% 76.34% $0
02/13/2017 1.0000 67.63% 76.35% $0
02/14/2017 1.0000 70.80% 76.35% $0
02/15/2017 1.0000 70.80% 76.35% $0
02/16/2017 1.0000 63.62% 76.31% $0
02/17/2017 1.0000 61.24% 76.31% $0
02/21/2017 1.0000 67.59% 79.49% $0
02/22/2017 1.0000 70.76% 82.66% $0
02/23/2017 0.9999 65.07% 82.38% ($13,000,000)
02/24/2017 0.9999 68.87% 82.38% $0
02/27/2017 0.9999 76.99% 85.09% $0
02/28/2017 0.9999 82.39% 85.09% $0
03/01/2017 1.0000 78.53% 84.24% ($992,814)
03/02/2017 1.0000 81.38% 84.24% $0
03/03/2017 1.0000 78.53% 84.24% $0
03/06/2017 1.0000 84.52% 89.97% $10,000,000
03/07/2017 1.0000 86.33% 91.79% $0
03/08/2017 1.0000 84.52% 91.79% $0
03/09/2017 1.0000 86.33% 91.79% $0
03/10/2017 1.0000 88.15% 94.51% $0
03/13/2017 1.0000 89.97% 97.24% $0
03/14/2017 1.0000 91.79% 97.25% $0
03/15/2017 1.0000 89.98% 97.25% $0
03/16/2017 1.0000 89.98% 97.25% $0
03/17/2017 1.0000 89.98% 97.25% $0
03/20/2017 1.0000 87.26% 97.26% $0
03/21/2017 1.0000 83.63% 97.26% $0
03/22/2017 1.0000 77.14% 95.70% ($10,000,000)
03/23/2017 1.0000 81.42% 95.70% $0
03/24/2017 1.0000 80.12% 99.96% ($8,689,233)
03/27/2017 1.0000 99.96% 99.96% ($1,550,446)
03/28/2017 1.0000 99.96% 99.96% $0
03/29/2017 1.0000 99.96% 99.96% $0
03/30/2017 1.0000 99.96% 99.96% $0
03/31/2017 1.0000 99.96% 99.96% $0
04/03/2017 1.0000 99.96% 99.96% $1,329
04/04/2017 1.0000 99.96% 99.96% $0
04/05/2017 1.0000 99.96% 99.96% $0
04/06/2017 1.0000 99.96% 99.96% $0
04/07/2017 1.0000 99.96% 99.96% $0
04/10/2017 1.0000 99.97% 99.97% $0
04/11/2017 1.0000 99.97% 99.97% $0
04/12/2017 1.0000 99.97% 99.97% $0
04/13/2017 1.0000 99.97% 99.97% $0
04/17/2017 1.0000 99.97% 99.97% ($150,000)
04/18/2017 1.0000 99.97% 99.97% $0
04/19/2017 1.0000 99.97% 99.97% $0
04/20/2017 1.0000 99.98% 99.98% $0
04/21/2017 1.0000 99.97% 99.97% $0
04/24/2017 1.0000 99.98% 99.98% $0
04/25/2017 1.0000 99.97% 99.97% $0
04/26/2017 1.0000 99.97% 99.97% $0
04/27/2017 1.0000 99.97% 99.97% $0
04/28/2017 1.0000 99.97% 99.97% $0
05/01/2017 1.0000 99.98% 99.98% $1,844
05/02/2017 1.0000 99.98% 99.98% $0
05/03/2017 1.0000 99.98% 99.98% $0
05/04/2017 1.0000 99.98% 99.98% $0
05/05/2017 1.0000 99.98% 99.98% $0
05/08/2017 1.0000 99.98% 99.98% $0
05/09/2017 1.0000 99.98% 99.98% ($100,551)
05/10/2017 1.0000 99.98% 99.98% $0
05/11/2017 1.0000 99.98% 99.98% $0
05/12/2017 1.0000 99.98% 99.98% $0
05/15/2017 1.0000 99.99% 99.99% $0
05/16/2017 1.0000 99.99% 99.99% $0
05/17/2017 1.0000 99.99% 99.99% $0
05/18/2017 1.0000 99.99% 99.99% $0
05/19/2017 1.0000 99.98% 99.98% $0
05/22/2017 1.0000 99.99% 99.99% $0
05/23/2017 1.0000 99.99% 99.99% ($74,161)
05/24/2017 1.0000 99.99% 99.99% $0
05/25/2017 1.0000 99.99% 99.99% $0
05/26/2017 1.0000 99.98% 99.98% $0
05/30/2017 1.0000 99.99% 99.99% $0
05/31/2017 1.0000 99.99% 99.99% $0
06/01/2017 1.0000 99.99% 99.99% $1,769
06/02/2017 1.0000 99.98% 99.98% $0
06/05/2017 1.0000 99.99% 99.99% $0
06/06/2017 1.0000 99.99% 99.99% $0
06/07/2017 1.0000 99.99% 99.99% $0
06/08/2017 1.0000 99.99% 99.99% $0
06/09/2017 1.0000 99.99% 99.99% $0
06/12/2017 1.0000 99.99% 99.99% $0
06/13/2017 1.0000 99.99% 99.99% ($64)
06/14/2017 1.0000 99.99% 99.99% $0
06/15/2017 1.0000 99.99% 99.99% $0
06/16/2017 1.0000 99.98% 99.98% $0
06/19/2017 1.0000 99.99% 99.99% $0
06/20/2017 1.0000 99.99% 99.99% $0
06/21/2017 1.0000 99.99% 99.99% $0