SPDR S&P 500 ETF TR

Ticker: SPY CUSIP: 78462F103 Class: TR UNIT

Rafferty Asset Management, LLC's Holding History (CIK: 0001389426)

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

Q4 2016
Shares 253,462 Value ($000) $56,656 Avg Close — Range —
Q3 2016
Shares 421,317 Value ($000) $91,131 Avg Close — Range —
Q2 2016
Shares 110,796 Value ($000) $23,215 Avg Close — Range —
Q1 2016
Shares 83,637 Value ($000) $17,192 Avg Close — Range —
Q4 2015
Shares 127,909 Value ($000) $26,340 Avg Close — Range —
Q3 2015
Shares 374,744 Value ($000) $71,812 Avg Close — Range —
Q2 2015
Shares 167,931 Value ($000) $34,569 Avg Close — Range —
Q1 2015
Shares 118,924 Value ($000) $24,549 Avg Close — Range —
Q4 2014
Shares 28,149 Value ($000) $5,785 Avg Close — Range —
Q3 2014
Shares 586,131 Value ($000) $115,480 Avg Close — Range —
Q2 2014
Shares 80,624 Value ($000) $15,780 Avg Close — Range —
Q1 2014
Shares 56,889 Value ($000) $10,641 Avg Close — Range —
Q4 2013
Shares 199,637 Value ($000) $36,867 Avg Close — Range —
Q3 2013
Shares 10,554 Value ($000) $1,774 Avg Close — Range —
Q2 2013
Shares 199,691 Value ($000) $31,953 Avg Close — Range —