Mount Lucas Management LP — Q1 2014 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q1 2014
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	✓	Select Sector Spdr Tr	Stock-Other	27.36%	—	—
2	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	6.98%	—	—
3	F	Ford Motor Co	Stock-Consumer Disc	3.88%	+0.46%	NEW
4	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	2.81%	—	-1.89%
5	✓	Safeway INC	Stock-Other	2.68%	—	-47.94%
6	AIZ	Assurant INC	Stock-Financials	2.61%	—	—
7	R	Ryder System INC	Stock-Industrials	2.60%	—	-1.58%
8	✓		Stock-Other	2.40%	—	—
9	GME	Gamestop Corp-class A	Stock-Consumer Disc	2.35%	—	—
10	HPE	Hewlett-Packard Company	Stock-Tech	2.33%	—	—
11	BBY	Best Buy Co INC	Stock-Consumer Disc	2.25%	—	—
12	VLO	Valero Energy CORP	Stock-Energy	2.19%	—	+23.31%
13	✓		Stock-Other	2.18%	—	—
14	UNM	Unum Group	Stock-Financials	2.18%	—	-1.59%
15	JPM	Jpmorgan Chase & Co	Stock-Financials	2.17%	—	-1.40%
16	✓		Stock-Other	2.17%	—	-1.09%
17	DOW	Dow Chem Co	Stock-Materials	2.16%	—	—
18	DAL	Delta Air Lines INC	Stock-Industrials	2.14%	—	—
19	XRX	Xerox Holdings Corporation	Stock-Industrials	2.13%	—	-1.48%
20	MUR	Murphy Oil CORP	Stock-Energy	1.93%	—	-46.56%
21	SLM	Slm CORP	Stock-Financials	1.90%	—	-1.45%
22	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.23%	-0.37%	EXIT
23	ECL	Ecolab INC	Stock-Materials	1.08%	—	+95.79%
24	NOC	Northrop Grumman CORP	Stock-Industrials	0.63%	—	-83.19%
25	GHC	Graham Holdings Co-class B	Stock-Industrials	0.58%	—	-1.51%
26	BCRUSD	Cr Bard INC	Stock-Other	0.56%	—	—
27	CVS	Cvs Health CORP	Stock-Healthcare	0.56%	—	—
28	KR	Kroger Co	Stock-Consumer Staples	0.56%	—	-1.47%
29	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.55%	—	-1.45%
30	BDX	Becton Dickinson And Co	Stock-Healthcare	0.55%	—	—
31	MRSH	Marsh & Mclennan Cos	Stock-Financials	0.54%	—	—
32	JNJ	Johnson & Johnson	Stock-Healthcare	0.53%	+0.77%	NEW
33	GD	General Dynamics CORP	Stock-Industrials	0.53%	+0.62%	NEW
34	RTN1USD	Raytheon Company	Stock-Other	0.53%	—	—
35	CTAS	Cintas CORP	Stock-Industrials	0.53%	—	—
36	ROK	Rockwell Automation, Inc.	Stock-Industrials	0.53%	—	-1.05%
37	FISV	Fiserv INC	Stock-Other	0.53%	—	—
38	HON	Honeywell International INC	Stock-Industrials	0.53%	—	-1.41%
39	TMK	Torchmark CORP	Stock-Other	0.52%	—	-1.75%
40	CI	The Cigna Group	Stock-Healthcare	0.49%	—	-1.97%
41	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.45%	—	-8.07%
42	XLF	Ss Financial Select Sector	ETF-Other	0.45%	—	-3.63%
43	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.45%	—	-1.29%
44	XLE	Ss Energy Select Sector	ETF-Other	0.45%	—	-6.83%
45	XLI	Ss Industrial Select Sector	ETF-Other	0.44%	—	-5.68%
46	XLB	Ss Materials Select Sector	ETF-Other	0.44%	—	-8.28%
47	XLK	Ss Technology Select Sector	ETF-Tech	0.44%	—	-7.03%
48	XLV	Ss Health Care Select Sector	ETF-Other	0.43%	—	-9.51%
49	EDD	Morgan Stanley Emrg Mrk Dom	Stock-Other	0.43%	—	—
50	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.42%	—	-6.23%

1–50 of 86

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q1 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	F	Ford Motor Co	+1.2%	+126.40%	Add
2	FXI	Ishares China Large-cap ETF	+0.8%	+406.00%	Add
3	ECL	Ecolab INC	+0.2%	+95.79%	Add
4	EWM	iShares MSCI Malaysia ETF	-0.4%	-71.10%	Trim
5	VLO	Valero Energy CORP	-0.5%	+23.31%	Add
6	TSN	Tyson Foods Inc-cl A	-0.7%	-1.89%	Trim
7	XRX	Xerox Holdings Corporation	-1.6%	-1.48%	Trim
8	MUR	Murphy Oil CORP	-4%	-46.56%	Trim
9	✓	Safeway INC	-4.6%	-47.94%	Trim
10	NOC	Northrop Grumman CORP	-4.9%	-83.19%	Trim
11	✓	Select Sector Spdr Tr	—	NEW	New buy
12	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
13	STX	Seagate Technology Holdings plc	—	EXIT	Sold out
14	WDC	Western Digital CORP	—	EXIT	Sold out
15	LNC	Lincoln National CORP	—	EXIT	Sold out
16	AIZ	Assurant INC	—	NEW	New buy
17	✓		—	NEW	New buy
18	GME	Gamestop Corp-class A	—	NEW	New buy
19	HPE	Hewlett-Packard Company	—	NEW	New buy
20	BBY	Best Buy Co INC	—	NEW	New buy
21	✓		—	NEW	New buy
22	DOW	Dow Chem Co	—	NEW	New buy
23	LYB	LyondellBasell Industries N.V.	—	EXIT	Sold out
24	DAL	Delta Air Lines INC	—	NEW	New buy
25	MPC	Marathon Petroleum CORP	—	EXIT	Sold out
26	✓	Tesoro CORP	—	EXIT	Sold out
27	MCK	Mckesson CORP	—	EXIT	Sold out
28	COR	Cencora INC	—	EXIT	Sold out
29	BCRUSD	Cr Bard INC	—	NEW	New buy
30	CVS	Cvs Health CORP	—	NEW	New buy
31	BDX	Becton Dickinson And Co	—	NEW	New buy
32	MRSH	Marsh & Mclennan Cos	—	NEW	New buy
33	GD	General Dynamics CORP	—	NEW	New buy
34	RTN1USD	Raytheon Company	—	NEW	New buy
35	CTAS	Cintas CORP	—	NEW	New buy
36	FISV	Fiserv INC	—	NEW	New buy
37	TWXCHF	Time Warner INC	—	EXIT	Sold out
38	CINF	Cincinnati Financial CORP	—	EXIT	Sold out
39	HSY	Hershey Co/the	—	EXIT	Sold out
40	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	Sold out
41	CLX	Clorox Company	—	EXIT	Sold out
42	PFE	Pfizer INC	—	EXIT	Sold out
43	EDD	Morgan Stanley Emrg Mrk Dom	—	NEW	New buy
44	MKC	Mccormick & Co-non Vtg Shrs	—	EXIT	Sold out
45	CAG	Conagra Brands INC	—	EXIT	Sold out
46	MUSA	Murphy USA INC	—	EXIT	Sold out
47	EZA	Ishares Msci South Africa Et	—	NEW	New buy
48	EPI	Wisdomtree India Earnings	—	NEW	New buy
49	GREKUSD	Global X Msci Greece ETF	—	NEW	New buy
50	EPOL	Ishares Msci Poland ETF	—	NEW	New buy