Mount Lucas Management LP

Holdings History for SELECT SECTOR SPDR TR - RL EST SEL SEC (XLRE)

Symbol: XLRE
Investment type: Equity / RL EST SEL SEC

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2022		-0.46%	$0	0	-32,349	-100%	$43.63	Q2 2022
31 Mar 2022	0.46%	+0.14%	$1,563,000	32,349	+9,643	+42%	$48.32	Q1 2022
31 Dec 2021	0.34%	-0.04%	$1,176,000	22,706	-2,455	-9.8%	$51.79	Q4 2021
30 Sep 2021	0.35%	-0.07%	$1,118,000	25,161	-4,939	-16%	$44.43	Q3 2021
30 Jun 2021	0.39%	-0.06%	$1,334,000	30,100	-4,505	-13%	$44.32	Q2 2021
31 Mar 2021	0.4%	-2.6%	$1,367,000	34,605	-223,519	-87%	$39.50	Q1 2021
31 Dec 2020	2.1%	+2.1%	$9,437,000	258,124	+258,124	NEW	$36.56	Q4 2020
31 Mar 2020		-2.6%	$0	0	-332,609	-100%	$43.63	Q1 2020
31 Dec 2019	2.6%	+0.07%	$12,862,000	332,609	+9,276	+2.9%	$38.67	Q4 2019
30 Sep 2019	2.3%	+0.3%	$12,720,000	323,333	+41,913	+15%	$39.34	Q3 2019
30 Jun 2019	1.8%	-0.36%	$10,348,000	281,420	-57,558	-17%	$36.77	Q2 2019
31 Mar 2019	2%	-2.6%	$12,278,000	338,978	-429,513	-56%	$36.22	Q1 2019
31 Dec 2018	3.5%	+2%	$23,823,000	768,491	+445,341	+138%	$31.00	Q4 2018
30 Sep 2018	1.5%	-0.35%	$10,538,000	323,150	-74,092	-19%	$32.61	Q3 2018
30 Jun 2018	2%	+2%	$12,994,000	397,242	+397,242	NEW	$32.71	Q2 2018
31 Mar 2018		-1.9%	$0	0	-327,570	-100%	$43.63	Q1 2018
31 Dec 2017	1.9%	+0.06%	$10,790,000	327,570	+10,703	+3.4%	$32.94	Q4 2017
30 Sep 2017	1.8%	-0.17%	$10,216,000	316,867	-28,985	-8.4%	$32.24	Q3 2017
30 Jun 2017	2.1%	+0.65%	$11,136,000	345,852	+107,313	+45%	$32.20	Q2 2017
31 Mar 2017	1.5%	+1.5%	$7,538,000	238,539	+238,405	+177914%	$31.60	Q1 2017
31 Dec 2016	0%	-0.09%	$4,000	134	-15,591	-99%	$29.85	Q4 2016
30 Sep 2016	0.09%	+0.09%	$515,000	15,725	+15,725	NEW	$32.75	Q3 2016

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.