DIREXION SHS ETF TR

CUSIP: 25459Y371 Class: DLY S&P 500 BEAR

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

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

Q2 2016
Shares 3,000 Value ($000) $42 Avg Close — Range —
Q1 2016
Shares 5,000 Value ($000) $77 Avg Close — Range —