Mount Lucas Management LP — Q4 2014 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q4 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	✓		Stock-Other	31.50%	—	—
2	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	7.95%	+1.11%	+48.65%
3	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	6.41%	—	-0.51%
4	DAL	Delta Air Lines INC	Stock-Industrials	4.19%	—	+0.94%
5	AIZ	Assurant INC	Stock-Financials	3.71%	—	+2.82%
6	VLO	Valero Energy CORP	Stock-Energy	3.16%	—	+1.72%
7	✓		Stock-Other	2.54%	—	+2.19%
8	BBY	Best Buy Co INC	Stock-Consumer Disc	2.40%	—	+2.02%
9	HPE	Hewlett-Packard Company	Stock-Tech	2.08%	—	+1.91%
10	GHC	Graham Holdings Co-class B	Stock-Industrials	2.04%	—	+1.88%
11	ALL	Allstate CORP	Stock-Financials	1.93%	—	+1.92%
12	MPC	Marathon Petroleum CORP	Stock-Energy	1.73%	+0.45%	NEW
13	UNM	Unum Group	Stock-Financials	1.63%	—	+1.98%
14	F	Ford Motor Co	Stock-Consumer Disc	1.57%	+0.46%	NEW
15	XLB	Ss Materials Select Sector	ETF-Other	1.52%	—	+87.92%
16	XRT	Ss Spdr S&p Retail ETF	ETF-Other	1.23%	—	—
17	CVS	Cvs Health CORP	Stock-Healthcare	1.01%	—	+1.76%
18	KSS	Kohls CORP	Stock-Consumer Disc	1.01%	—	-39.15%
19	CTAS	Cintas CORP	Stock-Industrials	1.01%	—	+3.56%
20	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.97%	—	+5.14%
21	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.96%	—	+9.84%
22	GD	General Dynamics CORP	Stock-Industrials	0.94%	+0.62%	NEW
23	XLI	Ss Industrial Select Sector	ETF-Other	0.93%	—	+5.68%
24	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.92%	—	+2.41%
25	FISV	Fiserv INC	Stock-Other	0.92%	—	+1.46%
26	XLV	Ss Health Care Select Sector	ETF-Other	0.92%	—	+2.59%
27	XLK	Ss Technology Select Sector	ETF-Tech	0.91%	—	+5.58%
28	DOW	Dow Chem Co	Stock-Materials	0.87%	—	-39.30%
29	GME	Gamestop Corp-class A	Stock-Consumer Disc	0.84%	—	-39.33%
30	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-Other	0.79%	—	—
31	NE	Noble Corporation plc	Stock-Energy	0.64%	—	-39.04%
32	RIG	Transocean Ltd.	Stock-Energy	0.52%	—	-38.63%
33	KDP	Keurig Dr Pepper Inc.	Stock-Consumer Staples	0.48%	—	+1.92%
34	BDX	Becton Dickinson And Co	Stock-Healthcare	0.47%	—	+1.92%
35	UNP	Union Pacific CORP	Stock-Industrials	0.47%	—	+1.82%
36	MAR	Marriott International -cl A	Stock-Consumer Disc	0.46%	—	+1.65%
37	MRSH	Marsh & Mclennan Cos	Stock-Financials	0.45%	—	+1.94%
38	BCRUSD	Cr Bard INC	Stock-Other	0.45%	—	+1.55%
39	BALL	Ball CORP	Stock-Consumer Disc	0.43%	—	+1.67%
40	APH	Amphenol Corp-cl A	Stock-Tech	0.43%	—	+103.31%
41	RTN1USD	Raytheon Company	Stock-Other	0.42%	—	+1.48%
42	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.39%	-0.37%	EXIT
43	EPHE	Ishares Msci Philippines ETF	ETF-Other	0.38%	—	+4.22%
44	ECL	Ecolab INC	Stock-Materials	0.37%	—	+1.50%
45	✓		Stock-Other	0.36%	—	-39.09%
46	XLF	Ss Financial Select Sector	ETF-Other	0.36%	—	+8.13%
47	EPI	Wisdomtree India Earnings	ETF-Other	0.36%	—	+2.76%
48	TUR	Ishares Msci Turkey ETF	ETF-Other	0.29%	—	+145.59%
49	THD	Ishares Msci Thailand ETF	ETF-Other	0.29%	—	-14.65%
50	✓	Amtrust Financial Services	Stock-Other	0.27%	—	+2.81%

1–50 of 87

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q4 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLB	Ss Materials Select Sector	+0.2%	+87.92%	Add
2	TUR	Ishares Msci Turkey ETF	+0.1%	+145.59%	Add
3	✓		-0.1%	+2.19%	Add
4	CVS	Cvs Health CORP	-0.3%	+1.76%	Add
5	ANDE	Andersons Inc/the	-0.3%	-54.76%	Trim
6	XLP	Ss Consumer Staples Sel Sect	-0.3%	+2.41%	Add
7	EIDO	Ishares Msci Indonesia ETF	-0.3%	-31.98%	Trim
8	XLY	Ss Consumer Disc Select Sect	-0.3%	+9.84%	Add
9	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.3%	+5.14%	Add
10	EWT	iShares MSCI Taiwan ETF	-0.3%	-41.55%	Trim
11	CTAS	Cintas CORP	-0.4%	+3.56%	Add
12	XLI	Ss Industrial Select Sector	-0.4%	+5.68%	Add
13	FISV	Fiserv INC	-0.4%	+1.46%	Add
14	SHY	Ishares 1-3 Year Treasury Bo	-0.4%	+48.65%	Add
15	XLE	Ss Energy Select Sector	-0.4%	-88.82%	Trim
16	LYB	LyondellBasell Industries N.V.	-0.4%	-39.54%	Trim
17	GHC	Graham Holdings Co-class B	-0.5%	+1.88%	Add
18	DAL	Delta Air Lines INC	-0.6%	+0.94%	Add
19	ALL	Allstate CORP	-0.7%	+1.92%	Add
20	F	Ford Motor Co	-0.7%	+1.96%	Add
21	HPE	Hewlett-Packard Company	-0.7%	+1.91%	Add
22	BBY	Best Buy Co INC	-0.8%	+2.02%	Add
23	MPC	Marathon Petroleum CORP	-0.8%	+1.65%	Add
24	✓		-1%	-39.09%	Trim
25	VLO	Valero Energy CORP	-1.4%	+1.72%	Add
26	NE	Noble Corporation plc	-1.6%	-39.04%	Trim
27	KSS	Kohls CORP	-1.6%	-39.15%	Trim
28	AIZ	Assurant INC	-1.6%	+2.82%	Add
29	DOW	Dow Chem Co	-1.7%	-39.30%	Trim
30	RIG	Transocean Ltd.	-1.8%	-38.63%	Trim
31	GME	Gamestop Corp-class A	-1.8%	-39.33%	Trim
32	TLT	iShares 20+ Year Treasury Bond ETF	-2.9%	-0.51%	Trim
33	✓		—	NEW	New buy
34	XRT	Ss Spdr S&p Retail ETF	—	NEW	New buy
35	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	—	NEW	New buy
36	ACWI	iShares MSCI ACWI ETF	—	EXIT	Sold out
37	EWW	Ishares Msci Mexico ETF	—	EXIT	Sold out
38	EPU	Ishares Msci Peru And Global	—	EXIT	Sold out
39	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
40	EZA	Ishares Msci South Africa Et	—	EXIT	Sold out
41	XME	Ss Spdr S&p Metals Mining	—	NEW	New buy
42	EWP	Ishares Msci Spain ETF	—	EXIT	Sold out
43	EWM	iShares MSCI Malaysia ETF	—	EXIT	Sold out
44	EWL	Ishares Msci Switzerland ETF	—	EXIT	Sold out
45	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
46	EWY	Ishares Msci South Korea ETF	—	EXIT	Sold out
47	DFODQ	Dean Foods Co	—	NEW	New buy
48	FAF	First American Financial	—	NEW	New buy
49	CTB	Cooper Tire & Rubber	—	NEW	New buy
50	AIEUR	Arlington Asset Investment-a	—	NEW	New buy