CITIGROUP INC

Ticker: C CUSIP: 172967424 Class: COM NEW

Mount Lucas Management LP's Holding History (CIK: 0001185072)

Note: Option positions (PUT/CALL) are excluded.

Q1 2020

Shares 127,524 Value ($000) $5,371 Avg Close $54.19 Range $25.90 - $66.82

Q4 2019

Shares 94,330 Value ($000) $7,536 Avg Close $59.26 Range $51.72 - $64.66

Q3 2019

Shares 128,886 Value ($000) $8,903 Avg Close $54.15 Range $48.47 - $57.91

Q2 2019

Shares 138,272 Value ($000) $9,683 Avg Close $52.89 Range $49.08 - $56.64

Q1 2019

Shares 140,443 Value ($000) $8,738 Avg Close $48.78 Range $39.61 - $52.61

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2020	127,524	$5,371	$54.19	$25.90 - $66.82
Q4 2019	94,330	$7,536	$59.26	$51.72 - $64.66
Q3 2019	128,886	$8,903	$54.15	$48.47 - $57.91
Q2 2019	138,272	$9,683	$52.89	$49.08 - $56.64
Q1 2019	140,443	$8,738	$48.78	$39.61 - $52.61