MOUNT LUCAS MANAGEMENT LP Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 110
New Positions 24
Increased Positions 38
Decreased Positions 71
Positions with Activity 109
Sold Out Positions 1
Total Mkt Value (in $ millions) 549

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

Sector Weighting

Basic Materials 5.08%
Capital Goods 3.06%
Conglomerates
Consumer Cyclical 4.98%
Consumer/Non-Cyclical 8.57%
Energy 4.41%
Financial 43.35%
Healthcare 1.98%
Services 16.15%
Technology 7.57%
Transportation 2.79%
Utilities 0.05%

110 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SELECT SECTOR SPDR TR TECHNOLOGY 26,696 23,137 650.26 661,437
FORD MTR CO DEL COM PAR $0.01 26,250 -3,753 (12.51) 1,588,017
RYDER SYS INC COM 19,335 -2,726 (12.36) 208,081
BEST BUY INC COM 18,835 -2,631 (12.26) 545,637
HEWLETT PACKARD CO COM 16,832 -2,413 (12.54) 459,025
ASSURANT INC COM 16,799 -2,366 (12.35) 257,259
XEROX CORP COM 16,765 -2,327 (12.19) 1,206,084
WELLPOINT INC COM 16,720 -2,380 (12.46) 139,081
GAMESTOP CORP NEW CL A 16,219 -2,154 (11.73) 368,436
STAPLES INC COM 16,094 -2,187 (11.97) 1,234,190
SAFEWAY INC COM NEW 15,970 -2,241 (12.31) 464,521
TYSON FOODS INC CL A 15,690 -2,184 (12.22) 408,275
DOW CHEM CO COM 15,397 -2,163 (12.32) 284,344
DELTA AIR LINES INC DEL COM NEW 15,319 -2,247 (12.79) 393,405
UNUM GROUP COM 14,162 -2,034 (12.56) 393,165
JPMORGAN CHASE & CO COM 13,825 -1,926 (12.23) 229,237
VALERO ENERGY CORP NEW COM 12,763 -1,766 (12.16) 264,730
MURPHY OIL CORP COM 11,455 -1,613 (12.34) 196,590
CLIFFS NAT RES INC COM 11,405 -1,515 (11.73) 755,302
NAVIENT CORP COM 8,844 -1,221 (12.13) 496,304