SELECT SECTOR SPDR TR

Ticker: XLF CUSIP: 81369Y605 Class: FINANCIAL

Connor, Clark & Lunn Investment Management Ltd.'s Holding History (CIK: 0001596800)

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

Q3 2017
Shares 310,300 Value ($000) $8,024 Avg Close — Range —
Q2 2017
Shares 328,200 Value ($000) $8,097 Avg Close — Range —
Q1 2017
Shares 328,200 Value ($000) $7,788 Avg Close — Range —
Q4 2016
Shares 332,200 Value ($000) $7,724 Avg Close — Range —
Q3 2016
Shares 262,200 Value ($000) $5,060 Avg Close — Range —
Q2 2016
Shares 333,800 Value ($000) $7,627 Avg Close — Range —
Q1 2016
Shares 401,300 Value ($000) $9,029 Avg Close — Range —
Q4 2015
Shares 509,500 Value ($000) $12,141 Avg Close — Range —
Q3 2015
Shares 552,500 Value ($000) $12,520 Avg Close — Range —
Q1 2015
Shares 819,800 Value ($000) $19,765 Avg Close — Range —
Q4 2014
Shares 731,200 Value ($000) $18,083 Avg Close — Range —
Q3 2014
Shares 794,100 Value ($000) $18,399 Avg Close — Range —
Q2 2014
Shares 932,500 Value ($000) $22,587 Avg Close — Range —
Q1 2014
Shares 960,700 Value ($000) $23,689 Avg Close — Range —