A lithographic apparatus includes an illumination system to condition a radiation beam, a patterning device support to support a patterning device in a projection plane, the patterning device to pattern the radiation beam, a substrate table to hold a substrate, a projection system to project the patterned beam onto the substrate, and an exchange device to exchange an exchangeable object with an exchangeable object support that holds the exchangeable object during projection. The exchange device includes a load unit and an unload unit that each have a holding device to hold an exchangeable object. The holding devices are positioned substantially adjacent to each other and configured to hold an exchangeable object in a plane substantially parallel to the plane in which the exchangeable object is held in the exchangeable object support during projection. The exchangeable object support exchanges an exchangeable object with each of the holding devices.