SELECT SECTOR SPDR TR

Ticker: XLP CUSIP: 81369Y308 Class: Exchange Traded Fund

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

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

Q4 2022
Shares 13,410 Value ($000) $1,000 Avg Close — Range —
Q1 2022
Shares 19,461 Value ($000) $1,477 Avg Close — Range —
Q4 2021
Shares 15,256 Value ($000) $1,176 Avg Close — Range —
Q3 2021
Shares 16,612 Value ($000) $1,144 Avg Close — Range —
Q2 2021
Shares 18,389 Value ($000) $1,287 Avg Close — Range —
Q1 2021
Shares 20,289 Value ($000) $1,386 Avg Close — Range —
Q4 2020
Shares 140,108 Value ($000) $9,450 Avg Close — Range —
Q3 2020
Shares 236,742 Value ($000) $15,175 Avg Close — Range —
Q2 2020
Shares 278,739 Value ($000) $16,345 Avg Close — Range —
Q4 2019
Shares 205,099 Value ($000) $12,917 Avg Close — Range —
Q3 2019
Shares 208,627 Value ($000) $12,814 Avg Close — Range —
Q2 2019
Shares 184,500 Value ($000) $10,714 Avg Close — Range —
Q1 2019
Shares 216,464 Value ($000) $12,146 Avg Close — Range —
Q4 2018
Shares 455,824 Value ($000) $23,147 Avg Close — Range —
Q3 2018
Shares 202,622 Value ($000) $10,927 Avg Close — Range —
Q4 2017
Shares 194,773 Value ($000) $11,081 Avg Close — Range —
Q3 2017
Shares 190,498 Value ($000) $10,283 Avg Close — Range —
Q2 2017
Shares 194,413 Value ($000) $10,681 Avg Close — Range —
Q1 2017
Shares 177,040 Value ($000) $9,663 Avg Close — Range —
Q4 2016
Shares 182,968 Value ($000) $9,461 Avg Close — Range —
Q3 2016
Shares 199,534 Value ($000) $10,617 Avg Close — Range —
Q2 2016
Shares 208,811 Value ($000) $11,516 Avg Close — Range —
Q1 2016
Shares 269,871 Value ($000) $14,319 Avg Close — Range —
Q4 2015
Shares 375,342 Value ($000) $18,951 Avg Close — Range —
Q2 2015
Shares 202,759 Value ($000) $9,651 Avg Close — Range —
Q1 2015
Shares 176,461 Value ($000) $8,601 Avg Close — Range —
Q4 2014
Shares 172,109 Value ($000) $8,346 Avg Close — Range —
Q3 2014
Shares 168,051 Value ($000) $7,073 Avg Close — Range —
Q2 2014
Shares 149,260 Value ($000) $6,660 Avg Close — Range —
Q1 2014
Shares 75,730 Value ($000) $3,261 Avg Close — Range —
Q4 2013
Shares 76,716 Value ($000) $3,297 Avg Close — Range —
Q3 2013
Shares 77,178 Value ($000) $3,072 Avg Close — Range —
Q2 2013
Shares 72,898 Value ($000) $2,892 Avg Close — Range —