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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 (2016Q2)
Original 13F HR (0001140361-16-076406) filed in 2016.08.15
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR SERIES TRUST 276,200 9,615 1.63% Call
2 DENBURY RES INC 1,016,700 3,650 0.62% Call
3 ISHARES TR 1,209,866 103,226 17.54%
4 HARTFORD FINL SVCS GROUP INC 534,412 23,717 4.03%
5 FORD MTR CO DEL 1,800,156 22,628 3.84%
6 GENERAL MTRS CO 792,724 22,434 3.81%
7 GAMESTOP CORP NEW 681,364 18,111 3.08%
8 AT&T INC 373,305 16,131 2.74%
9 TRAVELERS COMPANIES INC 130,556 15,541 2.64%
10 ARCHER DANIELS MIDLAND CO 311,634 13,366 2.27%
11 PHILLIPS 66 166,917 13,243 2.25%
12 SELECT SECTOR SPDR TR 231,650 12,155 2.06%
13 TRANSOCEAN LTD 1,005,897 11,960 2.03%
14 SELECT SECTOR SPDR TR 208,811 11,516 1.96%
15 NAVIENT 956,362 11,429 1.94%
16 UNUM GROUP 359,126 11,417 1.94%
17 PRUDENTIAL FINL INC 155,268 11,077 1.88%
18 VALERO ENERGY CORP NEW 216,725 11,053 1.88%
19 SELECT SECTOR SPDR TR 196,539 11,008 1.87%
20 SELECT SECTOR SPDR TR 234,019 10,844 1.84%
21 BEST BUY INC 349,728 10,702 1.82%
22 MARATHON PETE CORP 280,828 10,660 1.81%
23 SELECT SECTOR SPDR TR 241,662 10,481 1.78%
24 TESORO CORP 139,869 10,479 1.78%
25 SELECT SECTOR SPDR TR 145,819 10,456 1.78%
26 SELECT SECTOR SPDR TR 127,711 9,969 1.69%
27 MCCORMICK & CO INC 70,251 7,494 1.27%
28 CLOROX CO DEL 52,021 7,199 1.22%
29 PUBLIC STORAGE 27,337 6,987 1.19%
30 ISHARES 180,046 5,433 0.92%
31 ISHARES TR 205,453 5,025 0.85%
32 ISHARES TR 156,844 4,845 0.82%
33 ISHARES INC 131,575 4,842 0.82%
34 ISHARES MSCI TAIWAN ETF 340,839 4,789 0.81%
35 ISHARES TR 122,166 4,785 0.81%
36 ISHARES INC 68,281 4,705 0.80%
37 CONSTELLATION BRANDS INC 25,336 4,191 0.71%
38 REYNOLDS AMERICAN INC 76,139 4,106 0.70%
39 BARD C R INC 16,744 3,938 0.67%
40 WISDOMTREE TR 186,653 3,769 0.64%
41 PROGRESSIVE CORP OHIO 108,854 3,647 0.62%
42 AUTOZONE INC 4,433 3,519 0.60%
43 ISHARES INC 65,268 3,399 0.58%
44 GENERAL MLS INC 46,650 3,327 0.57%
45 CVS HEALTH CORP 32,240 3,087 0.52%
46 REPUBLIC SVCS INC 60,163 3,087 0.52%
47 KELLOGG CO 37,721 3,080 0.52%
48 SELECT SECTOR SPDR TR 43,662 2,979 0.51%
49 CAMPBELL SOUP CO 44,444 2,957 0.50%
50 KIMBERLY CLARK CORP 21,382 2,940 0.50%
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