Mount Lucas Management’s Essex Property Trust ESS Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2016 Q1	–	Sell	-19,171	Closed	-$4.59M	–	131
2015 Q4	$4.59M	Buy	19,171 +442	+2%	+$106K	0.68%	29
2015 Q3	$4.19M	Buy	18,729 +1,879	+11%	+$420K	0.53%	26
2015 Q2	$3.58M	Buy	16,850 +197	+1%	+$41.9K	0.69%	37
2015 Q1	$3.83M	Buy	+16,653	New	+$3.83M	0.65%	39