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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 (2016Q4)
Portfolio Summary: 143 holdings with a total value of $527,149,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 UNITED STS DIESEL HEATING OI 153,691 2,578,000 0.49%
52 iShares MSCI Spain Capped ETF 97,201 2,577,000 0.49%
53 PAYCHEX INC 42,021 2,558,000 0.49%
54 SELECT SECTOR SPDR TR 33,792 2,545,000 0.48%
55 RAYTHEON CO 17,920 2,544,000 0.48%
56 UNITED STATES 216,968 2,543,000 0.48%
57 ISHARES INC 103,976 2,511,000 0.48%
58 MARSH & MCLENNAN COS INC 37,024 2,502,000 0.47%
59 ISHARES MSCI UNITED KINGDOM ETF 81,389 2,498,000 0.47%
60 3M CO 13,952 2,492,000 0.47%
61 GENERAL MLS INC 40,012 2,472,000 0.47%
62 ISHARES TR 135,569 2,456,000 0.47%
63 MCDONALDS CORP 20,121 2,449,000 0.46%
64 MCCORMICK & CO INC 25,866 2,414,000 0.46%
65 KELLOGG CO 32,345 2,384,000 0.45%
66 PROCTER AND GAMBLE CO 27,790 2,336,000 0.44%
67 CLOROX CO DEL 19,268 2,312,000 0.44%
68 BECTON DICKINSON & CO 13,927 2,306,000 0.44%
69 CAMPBELL SOUP CO 38,027 2,299,000 0.44%
70 UNITED STS COMMODITY IDX FDT 140,406 2,296,000 0.44%
71 TEUCRIUM COMMODITY TR 120,135 2,294,000 0.44%
72 PUBLIC STORAGE 9,584 2,142,000 0.41%
73 KIMBERLY CLARK CORP 18,325 2,092,000 0.40%
74 STEELCASE INC 112,218 2,009,000 0.38%
75 ISHARES INC 37,887 1,984,000 0.38%
76 BANC OF CALIFORNIA INC COM 104,393 1,811,000 0.34%
77 CNO FINL GROUP INC 94,447 1,809,000 0.34%
78 VANECK VECTORS ETF TR 76,277 1,619,000 0.31%
79 AMERICAN EAGLE OUTFITTERS IN 97,851 1,484,000 0.28%
80 OLD NATL BANCORP IND COM 70,204 1,274,000 0.24%
81 ISHARES TR 28,300 1,190,000 0.23%
82 GATX CORP 16,919 1,042,000 0.20%
83 OFFICE DEPOT INC 219,593 993,000 0.19%
84 DEAN FOODS CO NEW 44,893 978,000 0.19%
85 SHIP FINANCE INTERNATIONAL L 63,082 937,000 0.18%
86 TRINSEO S A 13,383 794,000 0.15%
87 SANDERSON FARMS INC COM 7,840 739,000 0.14%
88 CAL MAINE FOODS INC 15,918 703,000 0.13%
89 CYS INVTS INC COM 90,115 697,000 0.13%
90 SCORPIO TANKERS INC SHS 150,753 683,000 0.13%
91 ISHARES TR 27,213 657,000 0.12%
92 TEUCRIUM COMMODITY TR 43,703 568,000 0.11%
93 NORDIC AMERICAN TANKERS LIMI 61,573 517,000 0.10%
94 ISHARES US & INTL HIGH YIELD CORPORATE BOND ETF 9,974 484,000 0.09%
95 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 5,564 482,000 0.09%
96 ISHARES TR 10,159 481,000 0.09%
97 SPDR INDEX SHS FDS 12,684 457,000 0.09%
98 VANGUARD WHITEHALL FDS 6,025 457,000 0.09%
99 ISHARES 9,254 450,000 0.09%
100 POWERSHARES GLOBAL ETF FD 20,703 440,000 0.08%
Page 2 of 3

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-17-006644, filed 2017.02.14).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.