Mount Lucas Management’s iShares S&P 100 ETF OEF Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2023 Q4	–	Sell	-500,000	Closed	-$13.3M	–	171
2023 Q3	$13.3M	Buy	+500,000	New	+$104M	4.68%	3
2023 Q2	–	Sell	-1,300,000	Closed	-$51.3M	–	158
2023 Q1	$51.3M	Buy	+1,300,000	New	+$233M	13.54%	1
2019 Q1	–	Sell	-2,500,000	Closed	-$97.7M	–	88
2018 Q4	$97.7M	Buy	+2,500,000	New	+$301M	12.39%	4
2015 Q4	–	Sell	-5,982,500	Closed	-$196M	–	119
2015 Q3	$196M	Buy	5,982,500 +5,485,100	+1,103%	+$492M	24.75%	1
2015 Q2	$22.9M	Buy	+497,400	New	+$46M	4.4%	2
2014 Q3	–	Sell	-1,551,600	Closed	-$67.1M	–	110
2014 Q2	$67.1M	Buy	1,551,600 +245,600	+19%	+$20.7M	8.81%	2
2014 Q1	$50.9M	Buy	+1,306,000	New	+$106M	6.98%	2