Mount Lucas Management LP — Q2 2015 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q2 2015
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	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	11.45%	+1.11%	-4.15%
2	✓	Ishares China Large-cap ETF	ETF-Emerging Markets	4.40%	—	—
3	GHC	Graham Holdings Co-class B	Stock-Industrials	4.29%	—	+0.03%
4	VLO	Valero Energy CORP	Stock-Energy	3.69%	—	+0.45%
5	MPC	Marathon Petroleum CORP	Stock-Energy	3.43%	+0.45%	NEW
6	TRV	Travelers Cos Inc/the	Stock-Financials	3.32%	—	+0.45%
7	MET	Metlife INC	Stock-Financials	3.19%	—	+0.58%
8	KSS	Kohls CORP	Stock-Consumer Disc	2.96%	—	+0.50%
9	DAL	Delta Air Lines INC	Stock-Industrials	2.92%	—	-0.02%
10	✓	Tesoro CORP	Stock-Other	2.85%	—	+0.37%
11	UNM	Unum Group	Stock-Financials	2.83%	—	+0.30%
12	DOEUR	Diamond Offshore Drilling	Stock-Other	2.76%	—	+0.31%
13	TGNA	Tegna INC	Stock-Other	2.70%	—	—
14	DNREUR	Denbury Inc-pre Bankruptcy	Stock-Other	2.43%	—	+0.74%
15	XRX	Xerox Holdings Corporation	Stock-Industrials	2.41%	—	+0.51%
16	BBY	Best Buy Co INC	Stock-Consumer Disc	2.40%	—	+0.59%
17	CHKEUR	Chesapeake Energy CORP	Stock-Other	2.32%	—	+0.49%
18	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.90%	—	+11.61%
19	XLV	Ss Health Care Select Sector	ETF-Other	1.88%	—	+8.15%
20	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.85%	—	+14.90%
21	XLK	Ss Technology Select Sector	ETF-Tech	1.81%	—	+11.43%
22	XLI	Ss Industrial Select Sector	ETF-Other	1.78%	—	+11.74%
23	NE	Noble Corporation plc	Stock-Energy	1.76%	—	+1.75%
24	XLB	Ss Materials Select Sector	ETF-Other	1.75%	—	+10.41%
25	CVS	Cvs Health CORP	Stock-Healthcare	1.67%	—	+0.16%
26	ACWI	iShares MSCI ACWI ETF	ETF-Other	1.42%	—	-0.76%
27	ALL	Allstate CORP	Stock-Financials	0.95%	—	-85.11%
28	CTAS	Cintas CORP	Stock-Industrials	0.91%	—	-0.09%
29	FISV	Fiserv INC	Stock-Other	0.89%	—	-0.15%
30	RIG	Transocean Ltd.	Stock-Energy	0.84%	—	+318.70%
31	KDP	Keurig Dr Pepper Inc.	Stock-Consumer Staples	0.84%	—	+0.46%
32	GD	General Dynamics CORP	Stock-Industrials	0.80%	+0.62%	NEW
33	APH	Amphenol Corp-cl A	Stock-Tech	0.78%	—	-0.02%
34	BALL	Ball CORP	Stock-Consumer Disc	0.75%	—	-0.27%
35	MAR	Marriott International -cl A	Stock-Consumer Disc	0.74%	—	+0.08%
36	KR	Kroger Co	Stock-Consumer Staples	0.70%	—	+0.83%
37	AVB	Avalonbay Communities INC	Stock-Real Estate	0.69%	—	+1.07%
38	ESS	Essex Property Trust INC	Stock-Real Estate	0.69%	—	+1.18%
39	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.67%	-0.37%	EXIT
40	LYB	LyondellBasell Industries N.V.	Stock-Materials	0.66%	—	+1.24%
41	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.65%	—	+0.88%
42	MO	Altria Group INC	Stock-Consumer Staples	0.65%	—	+1.52%
43	XLF	Ss Financial Select Sector	ETF-Other	0.65%	—	-0.19%
44	✓	General Growth Pptys INC New	Stock-Other	0.64%	—	+1.12%
45	UNP	Union Pacific CORP	Stock-Industrials	0.63%	—	+0.25%
46	WM	Waste Management INC	Stock-Industrials	0.63%	—	+1.26%
47	GCI1EUR	Gannett Co INC	Stock-Other	0.59%	—	—
48	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-Other	0.54%	—	+21.95%
49	FAF	First American Financial	Stock-Financials	0.49%	—	+115.60%
50	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.47%	—	+1.67%

1–50 of 105

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q2 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	RIG	Transocean Ltd.	+0.7%	+318.70%	Add
2	MET	Metlife INC	+0.5%	+0.58%	Add
3	EWD	Ishares Msci Sweden ETF	+0.4%	+672.59%	Add
4	SHY	Ishares 1-3 Year Treasury Bo	+0.4%	-4.15%	Trim
5	UNM	Unum Group	+0.4%	+0.30%	Add
6	XLY	Ss Consumer Disc Select Sect	+0.4%	+11.61%	Add
7	XLP	Ss Consumer Staples Sel Sect	+0.3%	+14.90%	Add
8	XLV	Ss Health Care Select Sector	+0.3%	+8.15%	Add
9	XLK	Ss Technology Select Sector	+0.3%	+11.43%	Add
10	FAF	First American Financial	+0.3%	+115.60%	Add
11	CALM	Cal-maine Foods INC	+0.3%	+590.92%	Add
12	GPRE	Green Plains INC	+0.2%	+137.32%	Add
13	DK	Delek US Holdings, Inc.	+0.2%	+99.68%	Add
14	WDC	Western Digital Corporation	+0.2%	+111.17%	Add
15	✓	Tesoro CORP	0%	+0.37%	Add
16	DAL	Delta Air Lines INC	0%	-0.02%	Trim
17	TRV	Travelers Cos Inc/the	-0.1%	+0.45%	Add
18	DNREUR	Denbury Inc-pre Bankruptcy	-0.1%	+0.74%	Add
19	EWG	Ishares Msci Germany ETF	-0.2%	-49.22%	Trim
20	BBY	Best Buy Co INC	-0.2%	+0.59%	Add
21	CNO	Cno Financial Group INC	-0.2%	-54.66%	Trim
22	XRX	Xerox Holdings Corporation	-0.3%	+0.51%	Add
23	EWT	iShares MSCI Taiwan ETF	-0.3%	-56.96%	Trim
24	CHKEUR	Chesapeake Energy CORP	-0.4%	+0.49%	Add
25	KSS	Kohls CORP	-0.5%	+0.50%	Add
26	AIZ	Assurant INC	-2.1%	-85.26%	Trim
27	ALL	Allstate CORP	-5.5%	-85.11%	Trim
28	✓	Ishares China Large-cap ETF	—	NEW	New buy
29	✓		—	EXIT	Sold out
30	TGNA	Tegna INC	—	NEW	New buy
31	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
32	EPHE	Ishares Msci Philippines ETF	—	EXIT	Sold out
33	EPI	Wisdomtree India Earnings	—	EXIT	Sold out
34	GCI1EUR	Gannett Co INC	—	NEW	New buy
35	✓	Amtrust Financial Services	—	EXIT	Sold out
36	EWI	iShares MSCI Italy ETF	—	NEW	New buy
37	EWQ	Ishares Msci France ETF	—	NEW	New buy
38	EWL	Ishares Msci Switzerland ETF	—	NEW	New buy
39	AELUSD	American Equity Invt Life Hl	—	EXIT	Sold out
40	GPI	Group 1 Automotive INC	—	EXIT	Sold out
41	THD	Ishares Msci Thailand ETF	—	EXIT	Sold out
42	UPBD	Upbound Group INC	—	NEW	New buy
43	KALU	Kaiser Aluminum CORP	—	EXIT	Sold out
44	EWO	Ishares Msci Austria ETF	—	NEW	New buy
45	CMC	Commercial Metals Co	—	NEW	New buy
46	SF9	Sanderson Farms INC	—	EXIT	Sold out
47	MDC1USD	Mdc Holdings INC	—	EXIT	Sold out
48	APO	Apollo Global Management, Inc.	—	EXIT	Sold out
49	AIEUR	Arlington Asset Investment-a	—	EXIT	Sold out
50	UVV	Universal Corp/va	—	EXIT	Sold out