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 3.42%
Capital Goods 2.27%
Conglomerates
Consumer Cyclical 2.82%
Consumer/Non-Cyclical 5.76%
Energy 11.1%
Financial 45.56%
Healthcare 1.55%
Services 15.48%
Technology 5.1%
Transportation 6.89%
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 72,161 23,618 48.65 849,753
DELTA AIR LINES INC DEL COM NEW 34,432 321 .94 769,251
VALERO ENERGY CORP NEW COM 33,229 563 1.72 577,292
ASSURANT INC COM 29,853 819 2.82 490,029
GRAHAM HLDGS CO COM 21,535 398 1.88 21,321
STAPLES INC COM 20,294 435 2.19 1,266,024
BEST BUY INC COM 20,270 401 2.02 555,963
ALLSTATE CORP COM 17,560 330 1.92 247,780
MARATHON PETE CORP COM 17,133 278 1.65 173,549
HEWLETT PACKARD CO COM 15,211 285 1.91 467,586
FORD MTR CO DEL COM PAR $0.01 14,419 277 1.96 914,937
UNUM GROUP COM 14,100 273 1.98 421,026
SELECT SECTOR SPDR TR SBI MATERIALS 13,972 6,537 87.92 281,579
SPDR SERIES TRUST S&P RETAIL ETF 11,410 11,410 New 115,513
KOHLS CORP COM 11,131 -7,160 (39.15) 149,464
CVS HEALTH CORP COM 9,532 165 1.76 94,951
CINTAS CORP COM 9,447 325 3.56 116,085
FISERV INC COM 9,095 131 1.46 117,461
SELECT SECTOR SPDR TR SBI CONS DISCR 9,080 814 9.84 120,694
SELECT SECTOR SPDR TR SBI HEALTHCARE 8,905 225 2.59 121,508