Mount Lucas Management LP — Q3 2014 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 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	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	9.26%	—	—
2	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	8.36%	+1.11%	+596.00%
3	AIZ	Assurant INC	Stock-Financials	5.30%	—	+85.26%
4	DAL	Delta Air Lines INC	Stock-Industrials	4.76%	—	+93.72%
5	VLO	Valero Energy CORP	Stock-Energy	4.54%	—	+114.38%
6	BBY	Best Buy Co INC	Stock-Consumer Disc	3.17%	—	-0.12%
7	HPE	Hewlett-Packard Company	Stock-Tech	2.81%	—	-0.04%
8	GME	Gamestop Corp-class A	Stock-Consumer Disc	2.62%	—	-0.19%
9	KSS	Kohls CORP	Stock-Consumer Disc	2.59%	—	—
10	✓		Stock-Other	2.59%	—	+0.38%
11	DOW	Dow Chem Co	Stock-Materials	2.58%	—	+0.10%
12	ALL	Allstate CORP	Stock-Financials	2.58%	—	—
13	GHC	Graham Holdings Co-class B	Stock-Industrials	2.53%	—	+299.14%
14	MPC	Marathon Petroleum CORP	Stock-Energy	2.50%	+0.45%	NEW
15	UNM	Unum Group	Stock-Financials	2.46%	—	+5.01%
16	F	Ford Motor Co	Stock-Consumer Disc	2.30%	+0.46%	NEW
17	RIG	Transocean Ltd.	Stock-Energy	2.29%	—	—
18	NE	Noble Corporation plc	Stock-Energy	2.20%	—	—
19	CTAS	Cintas CORP	Stock-Industrials	1.37%	—	+97.71%
20	✓		Stock-Other	1.35%	—	-0.34%
21	GD	General Dynamics CORP	Stock-Industrials	1.33%	+0.62%	NEW
22	XLV	Ss Health Care Select Sector	ETF-Other	1.31%	—	+6.06%
23	XLK	Ss Technology Select Sector	ETF-Tech	1.30%	—	-71.59%
24	FISV	Fiserv INC	Stock-Other	1.29%	—	+95.60%
25	XLI	Ss Industrial Select Sector	ETF-Other	1.29%	—	+12.96%
26	XLB	Ss Materials Select Sector	ETF-Other	1.29%	—	+9.63%
27	CVS	Cvs Health CORP	Stock-Healthcare	1.28%	—	+96.33%
28	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.28%	—	+11.51%
29	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.27%	—	+7.75%
30	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.22%	—	+12.59%
31	ACWI	iShares MSCI ACWI ETF	ETF-Other	1.22%	—	+7.84%
32	KDP	Keurig Dr Pepper Inc.	Stock-Consumer Staples	0.67%	—	—
33	UNP	Union Pacific CORP	Stock-Industrials	0.65%	—	—
34	MRSH	Marsh & Mclennan Cos	Stock-Financials	0.64%	—	-0.21%
35	MAR	Marriott International -cl A	Stock-Consumer Disc	0.63%	—	—
36	ECL	Ecolab INC	Stock-Materials	0.63%	—	-50.34%
37	LYB	LyondellBasell Industries N.V.	Stock-Materials	0.62%	—	—
38	BALL	Ball CORP	Stock-Consumer Disc	0.62%	—	—
39	APH	Amphenol Corp-cl A	Stock-Tech	0.61%	—	—
40	RTN1USD	Raytheon Company	Stock-Other	0.61%	—	-0.18%
41	BCRUSD	Cr Bard INC	Stock-Other	0.59%	—	-0.65%
42	BDX	Becton Dickinson And Co	Stock-Healthcare	0.59%	—	-0.27%
43	THD	Ishares Msci Thailand ETF	ETF-Other	0.57%	—	+10.31%
44	EPHE	Ishares Msci Philippines ETF	ETF-Other	0.56%	—	+7.07%
45	EPI	Wisdomtree India Earnings	ETF-Other	0.54%	—	+7.04%
46	EWW	Ishares Msci Mexico ETF	ETF-Other	0.54%	—	+4.31%
47	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.53%	-0.39%	EXIT
48	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.53%	-0.37%	EXIT
49	EPU	Ishares Msci Peru And Global	ETF-Other	0.53%	—	+8.81%
50	EWT	iShares MSCI Taiwan ETF	ETF-Other	0.52%	—	+3.81%

1–50 of 91

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SHY	Ishares 1-3 Year Treasury Bo	+7.5%	+596.00%	Add
2	AIZ	Assurant INC	+3.1%	+85.26%	Add
3	VLO	Valero Energy CORP	+2.8%	+114.38%	Add
4	DAL	Delta Air Lines INC	+2.8%	+93.72%	Add
5	GHC	Graham Holdings Co-class B	+2%	+299.14%	Add
6	CTAS	Cintas CORP	+0.9%	+97.71%	Add
7	GD	General Dynamics CORP	+0.9%	+93.19%	Add
8	FISV	Fiserv INC	+0.8%	+95.60%	Add
9	CVS	Cvs Health CORP	+0.8%	+96.33%	Add
10	✓		-0.1%	-0.34%	Trim
11	ECL	Ecolab INC	-0.3%	-50.34%	Trim
12	F	Ford Motor Co	-1.3%	-43.49%	Trim
13	XLK	Ss Technology Select Sector	-2%	-71.59%	Trim
14	✓	Select Sector Spdr Tr	—	EXIT	Sold out
15	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
16	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
17	R	Ryder System INC	—	EXIT	Sold out
18	✓	Safeway INC	—	EXIT	Sold out
19	TSN	Tyson Foods Inc-cl A	—	EXIT	Sold out
20	XRX	Xerox Holdings Corporation	—	EXIT	Sold out
21	KSS	Kohls CORP	—	NEW	New buy
22	✓		—	EXIT	Sold out
23	ALL	Allstate CORP	—	NEW	New buy
24	MPC	Marathon Petroleum CORP	—	NEW	New buy
25	RIG	Transocean Ltd.	—	NEW	New buy
26	JPM	Jpmorgan Chase & Co	—	EXIT	Sold out
27	MUR	Murphy Oil CORP	—	EXIT	Sold out
28	NE	Noble Corporation plc	—	NEW	New buy
29	NAVI	Navient CORP	—	EXIT	Sold out
30	SLM	Slm CORP	—	EXIT	Sold out
31	KR	Kroger Co	—	EXIT	Sold out
32	NOC	Northrop Grumman CORP	—	EXIT	Sold out
33	KDP	Keurig Dr Pepper Inc.	—	NEW	New buy
34	UNP	Union Pacific CORP	—	NEW	New buy
35	MAR	Marriott International -cl A	—	NEW	New buy
36	JNJ	Johnson & Johnson	—	EXIT	Sold out
37	LYB	LyondellBasell Industries N.V.	—	NEW	New buy
38	BALL	Ball CORP	—	NEW	New buy
39	APH	Amphenol Corp-cl A	—	NEW	New buy
40	HRL	Hormel Foods CORP	—	EXIT	Sold out
41	TMK	Torchmark CORP	—	EXIT	Sold out
42	CI	The Cigna Group	—	EXIT	Sold out
43	HON	Honeywell International INC	—	EXIT	Sold out
44	ROK	Rockwell Automation, Inc.	—	EXIT	Sold out
45	GREKUSD	Global X Msci Greece ETF	—	EXIT	Sold out
46	EPOL	Ishares Msci Poland ETF	—	EXIT	Sold out
47	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
48	EWN	Ishares Msci Netherlands ETF	—	EXIT	Sold out
49	EWO	Ishares Msci Austria ETF	—	EXIT	Sold out
50	EWG	Ishares Msci Germany ETF	—	EXIT	Sold out