SELECT SECTOR SPDR TR

Ticker: XLRE CUSIP: 81369Y860 Class: Exchange Traded Fund

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

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

Q1 2022
Shares 32,349 Value ($000) $1,563 Avg Close — Range —
Q4 2021
Shares 22,706 Value ($000) $1,176 Avg Close — Range —
Q3 2021
Shares 25,161 Value ($000) $1,118 Avg Close — Range —
Q2 2021
Shares 30,100 Value ($000) $1,334 Avg Close — Range —
Q1 2021
Shares 34,605 Value ($000) $1,367 Avg Close — Range —
Q4 2020
Shares 258,124 Value ($000) $9,437 Avg Close — Range —
Q4 2019
Shares 332,609 Value ($000) $12,862 Avg Close — Range —
Q3 2019
Shares 323,333 Value ($000) $12,720 Avg Close — Range —
Q2 2019
Shares 281,420 Value ($000) $10,348 Avg Close — Range —
Q1 2019
Shares 338,978 Value ($000) $12,278 Avg Close — Range —
Q4 2018
Shares 768,491 Value ($000) $23,823 Avg Close — Range —
Q3 2018
Shares 323,150 Value ($000) $10,538 Avg Close — Range —
Q2 2018
Shares 397,242 Value ($000) $12,994 Avg Close — Range —
Q4 2017
Shares 327,570 Value ($000) $10,790 Avg Close — Range —
Q3 2017
Shares 316,867 Value ($000) $10,216 Avg Close — Range —
Q2 2017
Shares 345,852 Value ($000) $11,136 Avg Close — Range —
Q1 2017
Shares 238,539 Value ($000) $7,538 Avg Close — Range —
Q4 2016
Shares 134 Value ($000) $4 Avg Close — Range —
Q3 2016
Shares 15,725 Value ($000) $515 Avg Close — Range —