MOUNT LUCAS MANAGEMENT LP Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 126
New Positions 19
Increased Positions 84
Decreased Positions 41
Positions with Activity 125
Sold Out Positions 21
Total Mkt Value (in $ millions) 460

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

Sector Weighting

Basic Materials 1.91%
Capital Goods 0.93%
Conglomerates
Consumer Cyclical 0.5%
Consumer/Non-Cyclical 2.41%
Energy 19.32%
Financial 43.68%
Healthcare 0.14%
Services 18.95%
Technology 4.59%
Transportation 5.01%
Utilities 0%

126 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR 1-3 YR TR BD ETF 59,680 -2,586 (4.15) 703,444
VALERO ENERGY CORP NEW COM 18,106 81 .45 307,659
TRAVELERS COMPANIES INC COM 17,889 79 .45 178,891
DELTA AIR LINES INC DEL COM NEW 16,192 -4 (0.02) 370,534
TESORO CORP COM 16,140 60 .37 175,891
MARATHON PETE CORP COM 15,544 37 .24 341,473
METLIFE INC COM 14,481 83 .58 296,810
UNUM GROUP COM 13,562 41 .30 412,845
BEST BUY INC COM 13,514 79 .59 383,368
GRAHAM HLDGS CO COM 13,461 5 .03 20,802
KOHLS CORP COM 12,553 63 .51 246,812
DIAMOND OFFSHORE DRILLING INC COM 12,114 38 .31 557,741
XEROX CORP COM 11,765 60 .51 1,181,265
TEGNA INC COM 10,186 43 .42 438,470
SELECT SECTOR SPDR TR SBI CONS STPLS 9,548 1,238 14.90 202,759
SELECT SECTOR SPDR TR SBI CONS DISCR 9,546 993 11.61 129,296
SELECT SECTOR SPDR TR SBI HEALTHCARE 9,330 703 8.15 131,675
SELECT SECTOR SPDR TR TECHNOLOGY 9,019 925 11.43 227,746
SELECT SECTOR SPDR TR SBI INT-INDS 8,654 909 11.74 171,261
CABLE ONE INC COM 8,610 3 .03 20,802