MOUNT LUCAS MANAGEMENT LP Information

405 SOUTH STATE STREET, NEWTOWN, Pennsylvania, 18940, (267) 759-3500

Report Date: 12/31/2015

Position Statistics

Total Positions 131
New Positions 41
Increased Positions 91
Decreased Positions 35
Positions with Activity 126
Sold Out Positions 19
Total Mkt Value (in $ millions) 653

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 0.54%
Capital Goods 0.02%
Conglomerates 0.02%
Consumer Cyclical 6.17%
Consumer/Non-Cyclical 3.98%
Energy 16.19%
Financial 53.38%
Healthcare 1.33%
Services 14.41%
Technology 2.14%
Transportation 0.98%
Utilities

131 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR 1-3 YR TR BD ETF 153,314 11,979 8.48 1,803,482
TRAVELERS COMPANIES INC COM 38,933 -413 (1.05) 354,259
TESORO CORP COM 28,954 -235 (0.81) 363,337
BEST BUY INC COM 27,785 638 2.35 866,123
ALLSTATE CORP COM 20,053 299 1.51 308,263
SELECT SECTOR SPDR TR SBI CONS STPLS 19,630 19,630 New 375,342
SELECT SECTOR SPDR TR SBI CONS DISCR 18,646 3,517 23.25 235,425
SELECT SECTOR SPDR TR TECHNOLOGY 17,824 17,824 New 423,081
PHILLIPS 66 COM 17,408 370 2.17 212,003
GENERAL MTRS CO COM 17,396 530 3.14 547,047
VALERO ENERGY CORP NEW COM 16,216 321 2.02 275,448
HARTFORD FINL SVCS GROUP INC COM 16,085 304 1.93 362,443
FORD MTR CO DEL COM PAR $0.01 15,955 383 2.46 1,176,644
SPDR SER TR SHT TRM HGH YLD 15,909 15,909 New 598,085
DIAMOND OFFSHORE DRILLING INC COM 15,251 242 1.61 628,658
METLIFE INC COM 15,151 266 1.79 335,936
MARATHON PETE CORP COM 13,986 268 1.96 357,876
XEROX CORP COM 12,832 224 1.78 1,336,694
GAMESTOP CORP NEW CL A 12,788 253 2.01 389,889
TEGNA INC COM 11,557 178 1.56 494,748


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