RLI CORP

Ticker: RLI CUSIP: 749607107 Class: COM

Blueshift Asset Management, LLC's Holding History (CIK: 0001727827)

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

Q3 2021

Shares 2,626 Value ($000) $263 Avg Close $44.44 Range $41.92 - $46.85

Q1 2021

Shares 4,842 Value ($000) $540 Avg Close $44.15 Range $39.69 - $49.07

Q2 2020

Shares 11,088 Value ($000) $910 Avg Close $32.22 Range $27.06 - $36.84

Q4 2019

Shares 32,298 Value ($000) $2,907 Avg Close $37.93 Range $35.69 - $40.40

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2021	2,626	$263	$44.44	$41.92 - $46.85
Q1 2021	4,842	$540	$44.15	$39.69 - $49.07
Q2 2020	11,088	$910	$32.22	$27.06 - $36.84
Q4 2019	32,298	$2,907	$37.93	$35.69 - $40.40