Mount Lucas Management LP — Q3 2013 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 2013
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

Total reported value

$270.8M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	✓	Safeway INC	Stock-Other	7.36%	—	-5.37%
2	MUR	Murphy Oil CORP	Stock-Energy	5.72%	—	+131.20%
3	NOC	Northrop Grumman CORP	Stock-Industrials	4.73%	—	-29.69%
4	STX	Seagate Technology Holdings plc	Stock-Tech	3.63%	—	-46.41%
5	LNC	Lincoln National CORP	Stock-Financials	3.61%	—	+6.51%
6	WDC	Western Digital CORP	Stock-Tech	3.49%	—	+7.07%
7	R	Ryder System INC	Stock-Industrials	3.25%	—	—
8	XRX	Xerox Holdings Corporation	Stock-Industrials	3.24%	—	—
9	SLM	Slm CORP	Stock-Financials	3.22%	—	—
10	LYB	LyondellBasell Industries N.V.	Stock-Materials	3.22%	—	+6.88%
11	UNM	Unum Group	Stock-Financials	3.14%	—	—
12	JPM	Jpmorgan Chase & Co	Stock-Financials	3.08%	—	—
13	F	Ford Motor Co	Stock-Consumer Disc	3.08%	+0.46%	NEW
14	✓		Stock-Other	3.05%	—	—
15	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	3.03%	—	—
16	✓	Tesoro CORP	Stock-Other	2.00%	—	+6.75%
17	MPC	Marathon Petroleum CORP	Stock-Energy	1.93%	+0.45%	NEW
18	VLO	Valero Energy CORP	Stock-Energy	1.88%	—	-54.20%
19	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.62%	-0.37%	EXIT
20	EWY	Ishares Msci South Korea ETF	ETF-Other	1.61%	—	—
21	EWT	iShares MSCI Taiwan ETF	ETF-Other	1.54%	—	+655.00%
22	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	1.13%	—	—
23	EZA	Ishares Msci South Africa Et	ETF-Other	1.04%	—	—
24	EPOL	Ishares Msci Poland ETF	ETF-Other	1.04%	—	—
25	KR	Kroger Co	Stock-Consumer Staples	0.86%	—	—
26	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.85%	+3.06%	—
27	COR	Cencora INC	Stock-Healthcare	0.84%	—	+7.45%
28	✓	Washington Post Co	Stock-Other	0.84%	—	—
29	ECL	Ecolab INC	Stock-Materials	0.83%	—	—
30	TMK	Torchmark CORP	Stock-Other	0.80%	—	—
31	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.79%	—	—
32	TWXCHF	Time Warner INC	Stock-Other	0.79%	—	+7.57%
33	HON	Honeywell International INC	Stock-Industrials	0.79%	—	—
34	JNJ	Johnson & Johnson	Stock-Healthcare	0.78%	+0.77%	NEW
35	MCK	Mckesson CORP	Stock-Healthcare	0.78%	—	+7.29%
36	ROK	Rockwell Automation, Inc.	Stock-Industrials	0.75%	—	—
37	CI	The Cigna Group	Stock-Healthcare	0.75%	—	—
38	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.73%	—	+7.11%
39	HSY	Hershey Co/the	Stock-Consumer Staples	0.72%	—	+7.70%
40	XLI	Ss Industrial Select Sector	ETF-Other	0.70%	—	+3.20%
41	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.70%	—	+1.61%
42	XLB	Ss Materials Select Sector	ETF-Other	0.70%	—	+3.86%
43	CINF	Cincinnati Financial CORP	Stock-Financials	0.69%	—	+8.20%
44	XLV	Ss Health Care Select Sector	ETF-Other	0.69%	—	+2.06%
45	XLF	Ss Financial Select Sector	ETF-Other	0.68%	—	+6.60%
46	PFE	Pfizer INC	Stock-Healthcare	0.68%	—	+8.02%
47	XLK	Ss Technology Select Sector	ETF-Tech	0.68%	—	+5.31%
48	XLE	Ss Energy Select Sector	ETF-Other	0.68%	—	+3.08%
49	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.68%	—	+5.87%
50	ECH	Ishares Msci Chile ETF	ETF-Other	0.67%	—	—

1–50 of 79

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2013, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MUR	Murphy Oil CORP	+3.1%	+131.20%	Add
2	✓	Safeway INC	+1.4%	-5.37%	Trim
3	EWT	iShares MSCI Taiwan ETF	+1.3%	+655.00%	Add
4	LNC	Lincoln National CORP	+0.6%	+6.51%	Add
5	LYB	LyondellBasell Industries N.V.	+0.4%	+6.88%	Add
6	NOC	Northrop Grumman CORP	-1.3%	-29.69%	Trim
7	VLO	Valero Energy CORP	-2.5%	-54.20%	Trim
8	MPC	Marathon Petroleum CORP	-3.2%	-56.87%	Trim
9	STX	Seagate Technology Holdings plc	-3.6%	-46.41%	Trim
10	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
11	WHR	Whirlpool CORP	—	EXIT	Sold out
12	R	Ryder System INC	—	NEW	New buy
13	XRX	Xerox Holdings Corporation	—	NEW	New buy
14	SLM	Slm CORP	—	NEW	New buy
15	UNM	Unum Group	—	NEW	New buy
16	JPM	Jpmorgan Chase & Co	—	NEW	New buy
17	F	Ford Motor Co	—	NEW	New buy
18	✓		—	NEW	New buy
19	TSN	Tyson Foods Inc-cl A	—	NEW	New buy
20	PRU	Prudential Financial INC	—	EXIT	Sold out
21	ALL	Allstate CORP	—	EXIT	Sold out
22	TRV	Travelers Cos Inc/the	—	EXIT	Sold out
23	RTN1USD	Raytheon Company	—	EXIT	Sold out
24	GS	Goldman Sachs Group INC	—	EXIT	Sold out
25	FXI	Ishares China Large-cap ETF	—	NEW	New buy
26	EWY	Ishares Msci South Korea ETF	—	NEW	New buy
27	SMHC	VanEck China Semiconductor ETF	—	NEW	New buy
28	EZA	Ishares Msci South Africa Et	—	NEW	New buy
29	EPOL	Ishares Msci Poland ETF	—	NEW	New buy
30	KR	Kroger Co	—	NEW	New buy
31	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
32	✓	Washington Post Co	—	NEW	New buy
33	ECL	Ecolab INC	—	NEW	New buy
34	TMK	Torchmark CORP	—	NEW	New buy
35	HRL	Hormel Foods CORP	—	NEW	New buy
36	HON	Honeywell International INC	—	NEW	New buy
37	JNJ	Johnson & Johnson	—	NEW	New buy
38	ROK	Rockwell Automation, Inc.	—	NEW	New buy
39	CI	The Cigna Group	—	NEW	New buy
40	PHM	Pultegroup INC	—	EXIT	Sold out
41	HD	Home Depot INC	—	EXIT	Sold out
42	ECH	Ishares Msci Chile ETF	—	NEW	New buy
43	SHW	Sherwin-williams Co/the	—	EXIT	Sold out
44	GAP	Gap Inc/the	—	EXIT	Sold out
45	EPU	Ishares Msci Peru And Global	—	NEW	New buy
46	DHI	Dr Horton INC	—	EXIT	Sold out
47	LEN	Lennar Corp-a	—	EXIT	Sold out
48	ROST	Ross Stores INC	—	EXIT	Sold out
49	EPI	Wisdomtree India Earnings	—	NEW	New buy
50	MUSA	Murphy USA INC	—	NEW	New buy