MOUNT LUCAS MANAGEMENT LP Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 107
New Positions 17
Increased Positions 69
Decreased Positions 38
Positions with Activity 107
Sold Out Positions 22
Total Mkt Value (in $ millions) 564

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

Sector Weighting

Basic Materials 3.24%
Capital Goods 2.33%
Conglomerates
Consumer Cyclical 2.87%
Consumer/Non-Cyclical 5.77%
Energy 11.28%
Financial 45.08%
Healthcare 1.56%
Services 15.89%
Technology 5.04%
Transportation 6.9%
Utilities 0.04%

107 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR 1-3 YR TR BD ETF 72,076 23,590 48.65 849,753
VALERO ENERGY CORP NEW COM 35,717 605 1.72 577,292
DELTA AIR LINES INC DEL COM NEW 34,524 322 .94 769,251
ASSURANT INC COM 29,857 819 2.82 490,029
GRAHAM HLDGS CO COM 22,238 411 1.88 21,321
BEST BUY INC COM 21,393 423 2.02 555,963
STAPLES INC COM 20,402 438 2.19 1,266,024
ALLSTATE CORP COM 17,357 327 1.92 247,780
MARATHON PETE CORP COM 17,294 280 1.65 173,549
HEWLETT PACKARD CO COM 14,724 276 1.91 467,586
FORD MTR CO DEL COM PAR $0.01 14,621 280 1.96 914,937
UNUM GROUP COM 13,974 271 1.98 421,026
SELECT SECTOR SPDR TR SBI MATERIALS 13,688 6,404 87.92 281,579
SPDR SERIES TRUST S&P RETAIL ETF 11,579 11,579 New 115,513
KOHLS CORP COM 11,256 -7,241 (39.15) 149,464
CVS HEALTH CORP COM 9,732 168 1.76 94,951
CINTAS CORP COM 9,563 329 3.56 116,085
FISERV INC COM 9,209 132 1.46 117,461
SELECT SECTOR SPDR TR SBI CONS DISCR 9,041 810 9.84 120,694
SELECT SECTOR SPDR TR SBI HEALTHCARE 8,875 224 2.59 121,508