Mount Lucas Management LP — Q3 2015 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 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	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	24.75%	—	—
2	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	17.83%	+1.11%	+136.35%
3	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	Stock-Other	4.85%	—	—
4	TRV	Travelers Cos Inc/the	Stock-Financials	4.50%	—	+100.13%
5	✓	Tesoro CORP	Stock-Other	4.49%	—	+108.25%
6	BBY	Best Buy Co INC	Stock-Consumer Disc	3.96%	—	+120.73%
7	ALL	Allstate CORP	Stock-Financials	2.23%	—	+298.99%
8	HIG	Hartford Insurance Group INC	Stock-Financials	2.05%	—	—
9	MPC	Marathon Petroleum CORP	Stock-Energy	2.05%	+0.45%	NEW
10	VLO	Valero Energy CORP	Stock-Energy	2.05%	—	-12.24%
11	PSX	Phillips 66	Stock-Energy	2.01%	—	—
12	GM	General Motors Co	Stock-Consumer Disc	2.01%	-0.53%	—
13	GME	Gamestop Corp-class A	Stock-Consumer Disc	1.99%	—	—
14	F	Ford Motor Co	Stock-Consumer Disc	1.97%	+0.46%	NEW
15	MET	Metlife INC	Stock-Financials	1.96%	—	+11.20%
16	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.79%	—	+47.74%
17	XRX	Xerox Holdings Corporation	Stock-Industrials	1.61%	—	+11.18%
18	TGNA	Tegna INC	Stock-Other	1.38%	—	+11.10%
19	DOEUR	Diamond Offshore Drilling	Stock-Other	1.35%	—	+10.92%
20	CHKEUR	Chesapeake Energy CORP	Stock-Other	1.11%	—	+10.38%
21	CVS	Cvs Health CORP	Stock-Healthcare	0.99%	—	-1.40%
22	DNREUR	Denbury Inc-pre Bankruptcy	Stock-Other	0.69%	—	+12.33%
23	AVB	Avalonbay Communities INC	Stock-Real Estate	0.56%	—	+11.27%
24	PSA	Public Storage	Stock-Real Estate	0.54%	—	—
25	CLX	Clorox Company	Stock-Consumer Staples	0.54%	—	—
26	MO	Altria Group INC	Stock-Consumer Staples	0.53%	—	+11.82%
27	✓	Denbury Resources INC	Stock-Other	0.53%	—	—
28	REYN	Reynolds Consumer Products Inc.	Stock-Other	0.53%	—	—
29	ESS	Essex Property Trust INC	Stock-Real Estate	0.53%	—	+11.15%
30	MKC	Mccormick & Co-non Vtg Shrs	Stock-Consumer Staples	0.52%	—	—
31	PGR	Progressive CORP	Stock-Financials	0.52%	-0.48%	—
32	AZO	Autozone INC	Stock-Consumer Disc	0.51%	—	—
33	KR	Kroger Co	Stock-Consumer Staples	0.51%	—	+121.82%
34	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.51%	—	+10.59%
35	STZ	Constellation Brands Inc-a	Stock-Consumer Staples	0.50%	—	—
36	BCRUSD	Cr Bard INC	Stock-Other	0.50%	—	—
37	WM	Waste Management INC	Stock-Industrials	0.50%	—	+11.31%
38	✓	General Growth Pptys INC New	Stock-Other	0.47%	—	+10.96%
39	COR	Cencora INC	Stock-Healthcare	0.47%	—	—
40	GCI1EUR	Gannett Co INC	Stock-Other	0.46%	—	+11.68%
41	FAF	First American Financial	Stock-Financials	0.34%	—	-0.29%
42	✓	Amtrust Financial Services	Stock-Other	0.31%	—	—
43	CTB	Cooper Tire & Rubber	Stock-Other	0.30%	—	-0.67%
44	WDC	Western Digital Corporation	Stock-Tech	0.25%	—	-0.22%
45	CALM	Cal-maine Foods INC	Stock-Consumer Staples	0.21%	—	-0.36%
46	DK	Delek US Holdings, Inc.	Stock-Other	0.19%	—	-0.50%
47	GPRE	Green Plains INC	Stock-Other	0.15%	—	-0.26%
48	DFODQ	Dean Foods Co	Stock-Other	0.14%	—	-0.54%
49	CNO	Cno Financial Group INC	Stock-Financials	0.12%	—	-0.55%
50	UPBD	Upbound Group INC	Stock-Other	0.12%	—	+0.06%

1–50 of 93

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SHY	Ishares 1-3 Year Treasury Bo	+6.4%	+136.35%	Add
2	✓	Tesoro CORP	+1.7%	+108.25%	Add
3	BBY	Best Buy Co INC	+1.6%	+120.73%	Add
4	ALL	Allstate CORP	+1.3%	+298.99%	Add
5	TRV	Travelers Cos Inc/the	+1.2%	+100.13%	Add
6	XLY	Ss Consumer Disc Select Sect	-0.1%	+47.74%	Add
7	CHKEUR	Chesapeake Energy CORP	-1.2%	+10.38%	Add
8	DOEUR	Diamond Offshore Drilling	-1.4%	+10.92%	Add
9	DNREUR	Denbury Inc-pre Bankruptcy	-1.7%	+12.33%	Add
10	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
11	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	—	NEW	New buy
12	✓	Ishares China Large-cap ETF	—	EXIT	Sold out
13	GHC	Graham Holdings Co-class B	—	EXIT	Sold out
14	HIG	Hartford Insurance Group INC	—	NEW	New buy
15	PSX	Phillips 66	—	NEW	New buy
16	GM	General Motors Co	—	NEW	New buy
17	GME	Gamestop Corp-class A	—	NEW	New buy
18	F	Ford Motor Co	—	NEW	New buy
19	KSS	Kohls CORP	—	EXIT	Sold out
20	DAL	Delta Air Lines INC	—	EXIT	Sold out
21	UNM	Unum Group	—	EXIT	Sold out
22	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
23	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
24	XLK	Ss Technology Select Sector	—	EXIT	Sold out
25	XLI	Ss Industrial Select Sector	—	EXIT	Sold out
26	NE	Noble Corporation plc	—	EXIT	Sold out
27	XLB	Ss Materials Select Sector	—	EXIT	Sold out
28	ACWI	iShares MSCI ACWI ETF	—	EXIT	Sold out
29	CTAS	Cintas CORP	—	EXIT	Sold out
30	FISV	Fiserv INC	—	EXIT	Sold out
31	RIG	Transocean Ltd.	—	EXIT	Sold out
32	KDP	Keurig Dr Pepper Inc.	—	EXIT	Sold out
33	PSA	Public Storage	—	NEW	New buy
34	CLX	Clorox Company	—	NEW	New buy
35	✓	Denbury Resources INC	—	NEW	New buy
36	REYN	Reynolds Consumer Products Inc.	—	NEW	New buy
37	GD	General Dynamics CORP	—	EXIT	Sold out
38	MKC	Mccormick & Co-non Vtg Shrs	—	NEW	New buy
39	PGR	Progressive CORP	—	NEW	New buy
40	APH	Amphenol Corp-cl A	—	EXIT	Sold out
41	AZO	Autozone INC	—	NEW	New buy
42	STZ	Constellation Brands Inc-a	—	NEW	New buy
43	BCRUSD	Cr Bard INC	—	NEW	New buy
44	BALL	Ball CORP	—	EXIT	Sold out
45	MAR	Marriott International -cl A	—	EXIT	Sold out
46	COR	Cencora INC	—	NEW	New buy
47	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
48	LYB	LyondellBasell Industries N.V.	—	EXIT	Sold out
49	XLF	Ss Financial Select Sector	—	EXIT	Sold out
50	UNP	Union Pacific CORP	—	EXIT	Sold out