Mount Lucas Management LP — Q4 2013 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q4 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	7.24%	—	-2.75%
2	MUR	Murphy Oil CORP	Stock-Energy	5.95%	—	-2.67%
3	NOC	Northrop Grumman CORP	Stock-Industrials	5.50%	—	-2.65%
4	STX	Seagate Technology Holdings plc	Stock-Tech	4.52%	—	-2.48%
5	WDC	Western Digital CORP	Stock-Tech	4.47%	—	-2.81%
6	LNC	Lincoln National CORP	Stock-Financials	4.28%	—	-2.84%
7	R	Ryder System INC	Stock-Industrials	3.89%	—	-2.65%
8	XRX	Xerox Holdings Corporation	Stock-Industrials	3.71%	—	-2.69%
9	UNM	Unum Group	Stock-Financials	3.50%	—	-2.69%
10	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	3.46%	—	-2.88%
11	LYB	LyondellBasell Industries N.V.	Stock-Materials	3.42%	—	-2.44%
12	JPM	Jpmorgan Chase & Co	Stock-Financials	3.38%	—	-2.46%
13	SLM	Slm CORP	Stock-Financials	3.29%	—	-2.60%
14	✓		Stock-Other	3.24%	—	-3.19%
15	F	Ford Motor Co	Stock-Consumer Disc	2.70%	+0.46%	NEW
16	VLO	Valero Energy CORP	Stock-Energy	2.69%	—	-2.67%
17	MPC	Marathon Petroleum CORP	Stock-Energy	2.64%	+0.45%	NEW
18	✓	Tesoro CORP	Stock-Other	2.55%	—	-3.54%
19	MCK	Mckesson CORP	Stock-Healthcare	0.95%	—	-2.96%
20	COR	Cencora INC	Stock-Healthcare	0.94%	—	-2.89%
21	GHC	Graham Holdings Co-class B	Stock-Industrials	0.88%	—	—
22	ECL	Ecolab INC	Stock-Materials	0.85%	—	-2.86%
23	HON	Honeywell International INC	Stock-Industrials	0.84%	—	-2.67%
24	TMK	Torchmark CORP	Stock-Other	0.84%	—	-2.85%
25	CI	The Cigna Group	Stock-Healthcare	0.82%	—	-3.11%
26	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.82%	—	-2.76%
27	KR	Kroger Co	Stock-Consumer Staples	0.81%	—	-2.76%
28	TWXCHF	Time Warner INC	Stock-Other	0.81%	—	-2.75%
29	JNJ	Johnson & Johnson	Stock-Healthcare	0.80%	+0.77%	NEW
30	ROK	Rockwell Automation, Inc.	Stock-Industrials	0.79%	—	-3.20%
31	XLE	Ss Energy Select Sector	ETF-Other	0.76%	—	+5.21%
32	XLB	Ss Materials Select Sector	ETF-Other	0.75%	—	-1.50%
33	CINF	Cincinnati Financial CORP	Stock-Financials	0.75%	—	-2.39%
34	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.75%	—	-3.07%
35	XLI	Ss Industrial Select Sector	ETF-Other	0.74%	—	-5.57%
36	XLK	Ss Technology Select Sector	ETF-Tech	0.74%	—	-2.21%
37	HSY	Hershey Co/the	Stock-Consumer Staples	0.73%	—	-2.72%
38	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.73%	—	-3.09%
39	XLF	Ss Financial Select Sector	ETF-Other	0.73%	—	-2.13%
40	XLV	Ss Health Care Select Sector	ETF-Other	0.72%	—	-3.70%
41	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.72%	—	-0.60%
42	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.72%	—	+16.57%
43	CLX	Clorox Company	Stock-Consumer Staples	0.71%	—	-2.40%
44	PFE	Pfizer INC	Stock-Healthcare	0.71%	—	-2.44%
45	MKC	Mccormick & Co-non Vtg Shrs	Stock-Consumer Staples	0.63%	—	-2.72%
46	CAG	Conagra Brands INC	Stock-Consumer Staples	0.62%	—	-3.14%
47	CNO	Cno Financial Group INC	Stock-Financials	0.50%	—	-14.76%
48	EWT	iShares MSCI Taiwan ETF	ETF-Other	0.44%	—	-72.29%
49	EWM	iShares MSCI Malaysia ETF	ETF-Other	0.44%	—	+76.20%
50	MUSA	Murphy USA INC	Stock-Consumer Disc	0.44%	—	-3.10%

1–50 of 88

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q4 2013, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	WDC	Western Digital CORP	+1%	-2.81%	Trim
2	STX	Seagate Technology Holdings plc	+0.9%	-2.48%	Trim
3	VLO	Valero Energy CORP	+0.8%	-2.67%	Trim
4	NOC	Northrop Grumman CORP	+0.8%	-2.65%	Trim
5	MPC	Marathon Petroleum CORP	+0.7%	-3.61%	Trim
6	LNC	Lincoln National CORP	+0.7%	-2.84%	Trim
7	R	Ryder System INC	+0.6%	-2.65%	Trim
8	✓	Tesoro CORP	+0.6%	-3.54%	Trim
9	XRX	Xerox Holdings Corporation	+0.5%	-2.69%	Trim
10	TSN	Tyson Foods Inc-cl A	+0.4%	-2.88%	Trim
11	UNM	Unum Group	+0.4%	-2.69%	Trim
12	JPM	Jpmorgan Chase & Co	+0.3%	-2.46%	Trim
13	MUR	Murphy Oil CORP	+0.2%	-2.67%	Trim
14	LYB	LyondellBasell Industries N.V.	+0.2%	-2.44%	Trim
15	EWM	iShares MSCI Malaysia ETF	+0.2%	+76.20%	Add
16	✓		+0.2%	-3.19%	Trim
17	MCK	Mckesson CORP	+0.2%	-2.96%	Trim
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.1%	+16.57%	Add
19	COR	Cencora INC	+0.1%	-2.89%	Trim
20	WDC	Western Digital Corporation	-0.1%	-53.30%	Trim
21	OLN	Olin CORP	-0.2%	-53.21%	Trim
22	✓	SFL Corporation Ltd.	-0.2%	-52.51%	Trim
23	FAF	First American Financial	-0.2%	-53.40%	Trim
24	WOR	Worthington Enterprises INC	-0.2%	-53.44%	Trim
25	GJB	Steelcase Inc-cl A	-0.2%	-53.31%	Trim
26	KALU	Kaiser Aluminum CORP	-0.2%	-53.40%	Trim
27	✓	Platinum Underwriter Hldgs L	-0.3%	-53.55%	Trim
28	F	Ford Motor Co	-0.4%	-3.48%	Trim
29	SMHC	VanEck China Semiconductor ETF	-0.9%	-83.58%	Trim
30	EWT	iShares MSCI Taiwan ETF	-1.1%	-72.29%	Trim
31	EWY	Ishares Msci South Korea ETF	-1.2%	-74.11%	Trim
32	FXI	Ishares China Large-cap ETF	-1.2%	-75.14%	Trim
33	EZA	Ishares Msci South Africa Et	—	EXIT	Sold out
34	EPOL	Ishares Msci Poland ETF	—	EXIT	Sold out
35	GHC	Graham Holdings Co-class B	—	NEW	New buy
36	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
37	✓	Washington Post Co	—	EXIT	Sold out
38	ECH	Ishares Msci Chile ETF	—	EXIT	Sold out
39	EPU	Ishares Msci Peru And Global	—	EXIT	Sold out
40	THD	Ishares Msci Thailand ETF	—	EXIT	Sold out
41	EPI	Wisdomtree India Earnings	—	EXIT	Sold out
42	ANDE	Andersons Inc/the	—	NEW	New buy
43	AELUSD	American Equity Invt Life Hl	—	NEW	New buy
44	TAL	TAL Education Group	—	NEW	New buy
45	✓	Valassis Communications INC Com	—	NEW	New buy
46	MDC1USD	Mdc Holdings INC	—	NEW	New buy
47	UVV	Universal Corp/va	—	NEW	New buy
48	UPBD	Upbound Group INC	—	NEW	New buy
49	DAN	Dana INC	—	NEW	New buy
50	✓	Amtrust Financial Services	—	NEW	New buy