MOUNT LUCAS MANAGEMENT LP Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 120
New Positions 11
Increased Positions 68
Decreased Positions 52
Positions with Activity 120
Sold Out Positions 30
Total Mkt Value (in $ millions) 526

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

Sector Weighting

Basic Materials 4.62%
Capital Goods 2.55%
Conglomerates
Consumer Cyclical 2.61%
Consumer/Non-Cyclical 6.2%
Energy 10.69%
Financial 42.2%
Healthcare 1.56%
Services 16.61%
Technology 5.61%
Transportation 7.31%
Utilities 0.04%

120 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR 1-3 YR TR BD ETF 48,389 41,436 596.00 571,635
DELTA AIR LINES INC DEL COM NEW 34,583 16,731 93.72 762,086
ASSURANT INC COM 31,012 14,272 85.26 476,592
VALERO ENERGY CORP NEW COM 26,690 14,240 114.38 567,518
STAPLES INC COM 21,370 81 .38 1,238,866
BEST BUY INC COM 19,494 -24 (0.12) 544,976
GRAHAM HLDGS CO COM 18,579 13,924 299.14 20,927
HEWLETT PACKARD CO COM 17,124 -7 (0.04) 458,832
ALLSTATE CORP COM 16,340 16,340 New 243,119
KOHLS CORP COM 14,044 14,044 New 245,607
MARATHON PETE CORP COM 14,035 14,035 New 170,737
UNUM GROUP COM 13,493 644 5.01 412,868
FORD MTR CO DEL COM PAR $0.01 12,644 -9,731 (43.49) 897,388
DOW CHEM CO COM 12,156 12 .10 284,616
GAMESTOP CORP NEW CL A 11,739 -22 (0.19) 367,752
CVS HEALTH CORP COM 8,613 4,226 96.33 93,309
NOBLE CORP PLC SHS USD 8,567 8,567 New 571,530
GENERAL DYNAMICS CORP COM 8,265 3,987 93.19 60,591
CINTAS CORP COM 8,018 3,963 97.71 112,091
SELECT SECTOR SPDR TR SBI INT-UTILS 7,991 825 11.51 175,701