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Institutional Investment Manager
Mount Lucas Management LP
Mount Lucas Management LP (CIK: 0001185072) incorporated in Delaware, located at 405 South State Street, Newtown, PA. Institutional holdings reported to the SEC.

Institutional Holdings (2015Q2)
Original 13F HR (0001140361-15-032025) filed in 2015.08.14
#
Name
Shares
Value ($)
%
Options
Notes
1 ISHARES TR 703,444 59,694 11.45%
2 ISHARES CHINA LARGE-CAP ETF 497,400 22,930 4.40% Call
3 GRAHAM HLDGS CO COM 17,738 19,069 3.66%
4 VALERO ENERGY CORP NEW 262,481 16,431 3.15%
5 MARATHON PETE CORP 291,258 15,236 2.92%
6 TRAVELERS COMPANIES INC 152,490 14,740 2.83%
7 METLIFE INC 253,053 14,168 2.72%
8 KOHLS 210,578 13,184 2.53%
9 DELTA AIRLINES INC DEL 315,956 12,979 2.49%
10 TESORO CORP 149,891 12,652 2.43%
11 UNUM GROUP 352,135 12,589 2.41%
12 DIAMOND OFFSHORE DRILLING IN 475,150 12,264 2.35%
13 TEGNA INC 373,733 11,986 2.30%
14 DENBURY RES INC 1,698,115 10,800 2.07%
15 XEROX CORP 1,007,721 10,722 2.06%
16 BEST BUY 327,948 10,694 2.05%
17 CHESAPEAKE ENERGY CORP 922,872 10,308 1.98%
18 SELECT SECTOR SPDR TR 129,296 9,889 1.90%
19 SELECT SECTOR SPDR TR 131,675 9,795 1.88%
20 SELECT SECTOR SPDR TR 202,759 9,651 1.85%
21 SELECT SECTOR SPDR TR 227,746 9,429 1.81%
22 SELECT SECTOR SPDR TR 171,261 9,258 1.78%
23 SELECT SECTOR SPDR TR 188,788 9,135 1.75%
24 NOBLE CORP PLC 510,329 7,854 1.51%
25 iShares MSCI Japan ETF 578,748 7,414 1.42%
26 CVS HEALTH CORP 70,663 7,411 1.42%
27 ALLSTATE CORP 76,109 4,937 0.95%
28 CINTAS 48,050 4,065 0.78%
29 FISERV INC 47,953 3,972 0.76%
30 DR PEPPER SNAPPLE GROUP INC 51,240 3,735 0.72%
31 GENERAL DYNAMICS CORP 25,097 3,556 0.68%
32 ISHARES TR 75,784 3,494 0.67%
33 AMPHENOL CORP NEW CL A 60,140 3,486 0.67%
34 SELECT SECTOR SPDR TR 138,639 3,380 0.65%
35 BALL CORP 47,577 3,338 0.64%
36 TRANSOCEAN LTD 206,812 3,334 0.64%
37 MARRIOTT INTL 44,465 3,308 0.63%
38 GRAHAM HLDGS CO COM 3,064 3,294 0.63%
39 KROGER CO 43,011 3,119 0.60%
40 AVALONBAY COMM 19,305 3,086 0.59%
41 ESSEX PPTY TR INC 14,380 3,056 0.59%
42 LYONDELLBASELL INDUSTRIES N 28,524 2,953 0.57%
43 COSTCO WHSL CORP NEW 21,487 2,902 0.56%
44 ALTRIA GROUP INC 59,133 2,892 0.55%
45 GENERAL GROWTH PPTYS INC NEW 110,839 2,844 0.55%
46 SPDR FTSE SP OILGAS EXP ETF 60,655 2,830 0.54%
47 VALERO ENERGY CORP NEW 45,178 2,828 0.54%
48 UNION PAC CORP 29,528 2,816 0.54%
49 WASTE MGMT INC DEL 60,480 2,803 0.54%
50 MARATHON PETE CORP 50,215 2,627 0.50%
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