Mount Lucas Management LP — Q2 2014 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q2 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	21.03%	—	-21.17%
2	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	8.81%	—	+18.81%
3	F	Ford Motor Co	Stock-Consumer Disc	3.59%	+0.46%	NEW
4	XLK	Ss Technology Select Sector	ETF-Tech	3.33%	—	+650.26%
5	R	Ryder System INC	Stock-Industrials	2.41%	—	-12.36%
6	BBY	Best Buy Co INC	Stock-Consumer Disc	2.22%	—	-12.26%
7	AIZ	Assurant INC	Stock-Financials	2.21%	—	-12.35%
8	✓	Safeway INC	Stock-Other	2.09%	—	-12.31%
9	HPE	Hewlett-Packard Company	Stock-Tech	2.03%	—	-12.54%
10	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	2.01%	—	-12.22%
11	DAL	Delta Air Lines INC	Stock-Industrials	2.00%	—	-12.79%
12	XRX	Xerox Holdings Corporation	Stock-Industrials	1.97%	—	-12.19%
13	✓		Stock-Other	1.96%	—	-12.46%
14	GME	Gamestop Corp-class A	Stock-Consumer Disc	1.96%	—	-11.73%
15	DOW	Dow Chem Co	Stock-Materials	1.92%	—	-12.32%
16	UNM	Unum Group	Stock-Financials	1.79%	—	-12.56%
17	✓		Stock-Other	1.76%	—	-11.96%
18	VLO	Valero Energy CORP	Stock-Energy	1.74%	—	-12.16%
19	JPM	Jpmorgan Chase & Co	Stock-Financials	1.73%	—	-12.23%
20	MUR	Murphy Oil CORP	Stock-Energy	1.72%	—	-12.34%
21	✓		Stock-Other	1.49%	—	-11.73%
22	NAVI	Navient CORP	Stock-Other	1.15%	—	—
23	ECL	Ecolab INC	Stock-Materials	0.93%	—	-12.71%
24	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.92%	—	+98.14%
25	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	0.91%	+1.11%	—
26	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.89%	—	+112.95%
27	XLV	Ss Health Care Select Sector	ETF-Other	0.89%	—	+107.30%
28	XLB	Ss Materials Select Sector	ETF-Other	0.89%	—	+100.86%
29	XLI	Ss Industrial Select Sector	ETF-Other	0.88%	—	+101.58%
30	ACWI	iShares MSCI ACWI ETF	ETF-Other	0.88%	—	—
31	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.87%	—	+97.09%
32	SLM	Slm CORP	Stock-Financials	0.54%	—	-12.85%
33	KR	Kroger Co	Stock-Consumer Staples	0.53%	—	-12.54%
34	NOC	Northrop Grumman CORP	Stock-Industrials	0.51%	—	-12.16%
35	GHC	Graham Holdings Co-class B	Stock-Industrials	0.49%	—	-12.56%
36	GD	General Dynamics CORP	Stock-Industrials	0.48%	+0.62%	NEW
37	MRSH	Marsh & Mclennan Cos	Stock-Financials	0.48%	—	-12.36%
38	JNJ	Johnson & Johnson	Stock-Healthcare	0.48%	+0.77%	NEW
39	CTAS	Cintas CORP	Stock-Industrials	0.47%	—	-12.75%
40	CVS	Cvs Health CORP	Stock-Healthcare	0.47%	—	-12.41%
41	FISV	Fiserv INC	Stock-Other	0.47%	—	-12.76%
42	BDX	Becton Dickinson And Co	Stock-Healthcare	0.47%	—	-12.49%
43	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.47%	—	-12.43%
44	BCRUSD	Cr Bard INC	Stock-Other	0.46%	—	-12.58%
45	TMK	Torchmark CORP	Stock-Other	0.45%	—	-12.53%
46	CI	The Cigna Group	Stock-Healthcare	0.45%	—	-12.70%
47	HON	Honeywell International INC	Stock-Industrials	0.44%	—	-12.40%
48	ROK	Rockwell Automation, Inc.	Stock-Industrials	0.43%	—	-12.46%
49	RTN1USD	Raytheon Company	Stock-Other	0.42%	—	-11.73%
50	EPI	Wisdomtree India Earnings	ETF-Other	0.40%	—	+48.07%

1–50 of 111

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q2 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLK	Ss Technology Select Sector	+2.9%	+650.26%	Add
2	TLT	iShares 20+ Year Treasury Bond ETF	+1.8%	+18.81%	Add
3	XLY	Ss Consumer Disc Select Sect	+0.5%	+112.95%	Add
4	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.5%	+98.14%	Add
5	XLV	Ss Health Care Select Sector	+0.5%	+107.30%	Add
6	XLB	Ss Materials Select Sector	+0.5%	+100.86%	Add
7	XLI	Ss Industrial Select Sector	+0.4%	+101.58%	Add
8	XLP	Ss Consumer Staples Sel Sect	+0.4%	+97.09%	Add
9	EWM	iShares MSCI Malaysia ETF	+0.3%	+397.11%	Add
10	EWY	Ishares Msci South Korea ETF	+0.2%	+77.92%	Add
11	EPI	Wisdomtree India Earnings	+0.2%	+48.07%	Add
12	EWT	iShares MSCI Taiwan ETF	+0.2%	+58.50%	Add
13	HPE	Hewlett-Packard Company	-0.3%	-12.54%	Trim
14	GME	Gamestop Corp-class A	-0.4%	-11.73%	Trim
15	UNM	Unum Group	-0.4%	-12.56%	Trim
16	AIZ	Assurant INC	-0.4%	-12.35%	Trim
17	✓		-0.4%	-11.96%	Trim
18	JPM	Jpmorgan Chase & Co	-0.4%	-12.23%	Trim
19	VLO	Valero Energy CORP	-0.5%	-12.16%	Trim
20	✓	Safeway INC	-0.6%	-12.31%	Trim
21	TSN	Tyson Foods Inc-cl A	-0.8%	-12.22%	Trim
22	FXI	Ishares China Large-cap ETF	-0.8%	-68.31%	Trim
23	✓		-0.9%	-11.73%	Trim
24	SLM	Slm CORP	-1.4%	-12.85%	Trim
25	✓	Select Sector Spdr Tr	-6.3%	-21.17%	Trim
26	NAVI	Navient CORP	—	NEW	New buy
27	SHY	Ishares 1-3 Year Treasury Bo	—	NEW	New buy
28	ACWI	iShares MSCI ACWI ETF	—	NEW	New buy
29	EDD	Morgan Stanley Emrg Mrk Dom	—	EXIT	Sold out
30	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
31	EWW	Ishares Msci Mexico ETF	—	NEW	New buy
32	EPHE	Ishares Msci Philippines ETF	—	NEW	New buy
33	EPU	Ishares Msci Peru And Global	—	NEW	New buy
34	TUR	Ishares Msci Turkey ETF	—	NEW	New buy
35	EIDO	Ishares Msci Indonesia ETF	—	NEW	New buy
36	THD	Ishares Msci Thailand ETF	—	NEW	New buy
37	EWP	Ishares Msci Spain ETF	—	NEW	New buy
38	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
39	EWN	Ishares Msci Netherlands ETF	—	NEW	New buy
40	EWO	Ishares Msci Austria ETF	—	NEW	New buy
41	EWI	iShares MSCI Italy ETF	—	NEW	New buy
42	EWL	Ishares Msci Switzerland ETF	—	NEW	New buy
43	EWG	Ishares Msci Germany ETF	—	NEW	New buy
44	EWQ	Ishares Msci France ETF	—	NEW	New buy
45	EWD	Ishares Msci Sweden ETF	—	NEW	New buy
46	✓	Blackhawk Network Hldgs INC	—	NEW	New buy
47	UGA	United States Gas Fund LP	—	NEW	New buy
48	UPS	United Parcel Service, Inc.	—	NEW	New buy
49	✓	United States Natl Gas Fund	—	NEW	New buy
50	SOYB	Teucrium Soybean Fund	—	NEW	New buy