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Reported Holdings Of The
Mount Lucas Management LP

Legal Name: MOUNT LUCAS MANAGEMENT LP

Period of report: Jun 30, 2019
Effectiveness Date: Aug 14, 2019

Security Shares Held / Principal Amount Market Value Option
ISHARES TR BARCLAYS 7 10 YR (464287440) 414,398 $45,592k
ISHARES TR 3 7 YR TREAS BD (464288661) 361,263 $45,432k
ISHARES TR (464287457) 532,317 $45,130k
SELECT SECTOR SPDR TR SBI INT-UTILS (81369Y886) 224,836 $13,407k
SELECT SECTOR SPDR (81369Y803) 142,135 $11,092k
SELECT SECTOR SPDR (81369Y100) 188,544 $11,030k
SELECT SECTOR SPDR (81369Y407) 91,213 $10,873k
SELECT SECTOR SPDR TR SBI CONS STPLS (81369Y308) 184,500 $10,714k
SELECT SECTOR SPDR (81369Y704) 137,853 $10,673k
AT&T INC (00206R102) 313,070 $10,491k
SELECT SECTOR SPDR TR SBI HEALTHCARE (81369Y209) 112,662 $10,437k
SELECT SECTOR SPDR TR (81369Y860) 281,420 $10,348k
SELECT SECTOR SPDR TR (81369Y852) 208,441 $10,259k
CITIGROUP INC (172967424) 136,084 $9,530k
DELTA AIR LINES (247361702) 167,620 $9,512k
XEROX CORP (984121608) 263,642 $9,336k
SYNCHRONY FINL (87165B103) 264,394 $9,167k
HEWLETT PACKARD ENTR (42824C109) 606,215 $9,063k
General Motors Co (37045V100) 228,597 $8,808k
WESTERN DIGITAL CORP (958102105) 185,027 $8,798k
Phillips 66 (718546104) 92,743 $8,675k
Chevron Corp (166764100) 68,774 $8,558k
Nucor Corp (670346105) 146,555 $8,075k
Valero Energy Corp (91913Y100) 92,740 $7,939k
KROGER CO (501044101) 342,137 $7,428k
SPDR SERIES TRUST (78464A359) 139,957 $7,400k
WALGREENS BOOTS ALLI (931427108) 135,180 $7,390k
HOLLYFRONTIER CORP (436106108) 153,494 $7,104k
INVESCO EXCHNG TRADED FD TR SR LN ETF (46138G508) 313,315 $7,100k
Marathon Petroleum Corp (56585A102) 124,075 $6,933k
KOHLS CORP (500255104) 138,066 $6,565k
MACYS INC (55616P104) 297,296 $6,380k
ISHARES TR (46435G342) 142,214 $5,999k
GAP INC (364760108) 323,985 $5,822k
CENTURYLINK INC (156700106) 473,616 $5,570k
ISHARES INC (464286749) 144,447 $5,425k
ISHARES INC (464286814) 175,893 $5,425k
SPDR INDEX SHS FDS (78463X772) 135,047 $5,315k
ISHARES EMERGING MARKETS HIG (464286285) 110,284 $5,270k
ISHARES TR JPMORGAN USD EMG (464288281) 46,264 $5,241k
iShares MSCI Thailand ETF (464286624) 52,353 $5,004k
ISHARES INC (464286400) 113,029 $4,942k
Global X MSCI Greece ETF (37950E366) 512,589 $4,900k
ISHARES TR IBOXX HI YD ETF (464288513) 55,716 $4,857k
ISHARES US&INTL HIGH YIELD C (464286178) 98,314 $4,850k
ISHARES TR (46434V407) 102,841 $4,803k
ISHARES TR (46429B309) 184,743 $4,801k
ISHARES TR (46429B408) 133,398 $4,750k
WISDOMTREE TR (97717W422) 176,487 $4,599k
VANGUARD WHITEHALL FDS INC (921946406) 50,011 $4,370k
ISHARES MSCI FRANCE ETF (464286707) 125,320 $3,841k
SPDR GOLD TR GOLD (78463V107) 27,503 $3,663k
VANGUARD INTL EQUITY INDEX FD (922042676) 61,886 $3,651k
ISHARES TR (464288687) 97,104 $3,578k
VANGUARD INDEX FDS REAL ESTATE ETF (922908553) 40,641 $3,552k
TEUCRIUM CORN FUND (88166A102) 202,989 $3,337k
MOTOROLA SOLUTIONS (620076307) 19,920 $3,321k
INVESCO EXCHANGE TRADED FD T (46137V399) 150,980 $3,275k
Verisk Analytics Inc (92345Y106) 21,146 $3,097k
MASTERCARD INC (57636Q104) 11,486 $3,038k
PROGRESSIVE CORP (743315103) 37,355 $2,986k
CINTAS CORP (172908105) 12,083 $2,867k
COSTCO WHSL CORP (22160K105) 10,843 $2,865k
FISERV INC (337738108) 31,026 $2,828k
BROADRIDGE FINL SOLN (11133T103) 19,318 $2,467k
TJX COMPANIES INC (872540109) 46,631 $2,466k
ISHARES MSCI ITALY CAPPED ET (46434G830) 84,066 $2,316k
ISHARES MSCI SWEDEN ETF (464286756) 74,732 $2,305k
CITRIX SYS INC (177376100) 23,140 $2,271k
PROCTER & GAMBLE CO (742718109) 20,433 $2,240k
ISHARES INC (464286764) 77,494 $2,240k
ISHARES TR (46435G334) 68,813 $2,224k
AMERICAN TOWER CORP NEW (03027X100) 10,873 $2,223k
PAYCHEX INC (704326107) 26,781 $2,204k
MERCK & CO INC (58933Y105) 25,602 $2,147k
HCP INC (40414L109) 67,093 $2,146k
AVALONBAY COMMUNTIES (053484101) 10,534 $2,140k
UDR INC (902653104) 46,520 $2,088k
REALTY INCOME CORP (756109104) 28,750 $1,983k
GENUINE PARTS CO (372460105) 19,069 $1,975k
LILLY ELI & CO (532457108) 16,386 $1,815k
ISHARES (464287242) 11,035 $1,372k
SPDR SERIES TRUST (78464A490) 24,676 $1,371k
ISHARES (464288646) 25,052 $1,339k
ISHARES TR (464287176) 11,597 $1,339k
ISHARES FLT (46429B655) 26,157 $1,332k
ISHARES TR NATIONAL MUN ETF (464288414) 11,777 $1,332k
ISHARES TR (46429B606) 49,736 $1,181k
TEUCRIUM COMMODITY TR (88166A508) 200,627 $1,150k
ISHARES MSCI SOUTH AFRICA ET (464286780) 21,011 $1,149k
VanEck Vectors Russia ETF (92189F403) 39,216 $927k
SELECT SECTOR SPDR TR SBI INT-FINL (81369Y605) 28,229 $779k

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