Mount Lucas Management LP — Q1 2016 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q1 2016
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	19.69%	+1.11%	-26.13%
2	GM	General Motors Co	Stock-Consumer Disc	4.53%	-0.53%	+51.45%
3	HIG	Hartford Insurance Group INC	Stock-Financials	4.51%	—	+55.17%
4	F	Ford Motor Co	Stock-Consumer Disc	4.43%	+0.46%	NEW
5	GME	Gamestop Corp-class A	Stock-Consumer Disc	3.92%	—	+82.37%
6	TRV	Travelers Cos Inc/the	Stock-Financials	2.80%	—	-61.05%
7	SJNK	Ss Spdr Bb St Hi Yield ETF	ETF-Other	2.66%	—	-1.03%
8	PSX	Phillips 66	Stock-Energy	2.65%	—	-17.01%
9	T	At&t INC	Stock-Comm Services	2.64%	+0.49%	—
10	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.62%	—	—
11	XLK	Ss Technology Select Sector	ETF-Tech	2.58%	—	-20.82%
12	VLO	Valero Energy CORP	Stock-Energy	2.55%	—	-17.00%
13	XLP	Ss Consumer Staples Sel Sect	ETF-Other	2.49%	—	-28.10%
14	XLI	Ss Industrial Select Sector	ETF-Other	2.47%	—	—
15	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.36%	—	-27.21%
16	✓	Tesoro CORP	Stock-Other	2.21%	—	-59.32%
17	BBY	Best Buy Co INC	Stock-Consumer Disc	2.08%	—	-57.50%
18	NAVI	Navient CORP	Stock-Other	2.08%	—	—
19	ADM	Archer-daniels-midland Co	Stock-Consumer Staples	2.06%	+0.38%	NEW
20	PRU	Prudential Financial INC	Stock-Financials	2.04%	—	—
21	UNM	Unum Group	Stock-Financials	2.03%	—	—
22	MPC	Marathon Petroleum CORP	Stock-Energy	1.92%	+0.45%	NEW
23	RIG	Transocean Ltd.	Stock-Energy	1.69%	—	—
24	✓	Spdr Series Trust	Stock-Other	1.55%	—	-1.54%
25	PSA	Public Storage	Stock-Real Estate	1.38%	—	+38.81%
26	MKC	Mccormick & Co-non Vtg Shrs	Stock-Consumer Staples	1.28%	—	+43.49%
27	CLX	Clorox Company	Stock-Consumer Staples	1.20%	—	+45.12%
28	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.77%	-0.39%	EXIT
29	PGR	Progressive CORP	Stock-Financials	0.71%	-0.48%	-15.63%
30	STZ	Constellation Brands Inc-a	Stock-Consumer Staples	0.70%	—	-17.85%
31	REYN	Reynolds Consumer Products Inc.	Stock-Other	0.70%	—	-17.68%
32	✓	Denbury Resources INC	Stock-Other	0.67%	—	-1.55%
33	AZO	Autozone INC	Stock-Consumer Disc	0.65%	—	-18.04%
34	BCRUSD	Cr Bard INC	Stock-Other	0.63%	—	-17.88%
35	CVS	Cvs Health CORP	Stock-Healthcare	0.62%	—	-59.06%
36	GIS	General Mills INC	Stock-Consumer Staples	0.54%	—	—
37	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.54%	—	—
38	FAF	First American Financial	Stock-Financials	0.53%	—	+11.07%
39	KEL	Kellanova	Stock-Other	0.53%	—	—
40	RSG	Republic Services INC	Stock-Industrials	0.53%	—	—
41	KMB	Kimberly-clark CORP	Stock-Consumer Staples	0.52%	—	—
42	CPB	THE Campbell's Company	Stock-Consumer Staples	0.52%	—	—
43	COR	Cencora INC	Stock-Healthcare	0.49%	—	-17.70%
44	CMC	Commercial Metals Co	Stock-Industrials	0.45%	—	+11.33%
45	CTB	Cooper Tire & Rubber	Stock-Other	0.41%	—	+10.61%
46	CANE	Teucrium Sugar Fund	ETF-Other	0.37%	—	-2.16%
47	GLD	Spdr Gold Shares	ETF-Commodities	0.36%	—	—
48	CALM	Cal-maine Foods INC	Stock-Consumer Staples	0.30%	—	+12.04%
49	IEI	Ishares 3-7 Year Treasury Bo	ETF-Gov Bonds	0.28%	+1.10%	—
50	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	0.28%	+1.09%	—

1–50 of 123

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q1 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	GME	Gamestop Corp-class A	+2.3%	+82.37%	Add
2	HIG	Hartford Insurance Group INC	+2.2%	+55.17%	Add
3	F	Ford Motor Co	+2%	+60.26%	Add
4	GM	General Motors Co	+1.8%	+51.45%	Add
5	XLK	Ss Technology Select Sector	-0.1%	-20.82%	Trim
6	XLP	Ss Consumer Staples Sel Sect	-0.3%	-28.10%	Trim
7	VLO	Valero Energy CORP	-0.3%	-17.00%	Trim
8	XLY	Ss Consumer Disc Select Sect	-0.4%	-27.21%	Trim
9	CVS	Cvs Health CORP	-0.6%	-59.06%	Trim
10	MPC	Marathon Petroleum CORP	-0.8%	-17.13%	Trim
11	BBY	Best Buy Co INC	-1.8%	-57.50%	Trim
12	SHY	Ishares 1-3 Year Treasury Bo	-2.9%	-26.13%	Trim
13	TRV	Travelers Cos Inc/the	-3.1%	-61.05%	Trim
14	✓	Tesoro CORP	-3.5%	-59.32%	Trim
15	ALL	Allstate CORP	—	EXIT	Sold out
16	MET	Metlife INC	—	EXIT	Sold out
17	T	At&t INC	—	NEW	New buy
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
19	XRX	Xerox Holdings Corporation	—	EXIT	Sold out
20	XLI	Ss Industrial Select Sector	—	NEW	New buy
21	DOEUR	Diamond Offshore Drilling	—	EXIT	Sold out
22	TGNA	Tegna INC	—	EXIT	Sold out
23	NAVI	Navient CORP	—	NEW	New buy
24	ADM	Archer-daniels-midland Co	—	NEW	New buy
25	PRU	Prudential Financial INC	—	NEW	New buy
26	UNM	Unum Group	—	NEW	New buy
27	RIG	Transocean Ltd.	—	NEW	New buy
28	KR	Kroger Co	—	EXIT	Sold out
29	AVB	Avalonbay Communities INC	—	EXIT	Sold out
30	MO	Altria Group INC	—	EXIT	Sold out
31	COST	Costco Wholesale CORP	—	EXIT	Sold out
32	ESS	Essex Property Trust INC	—	EXIT	Sold out
33	EIDO	Ishares Msci Indonesia ETF	—	NEW	New buy
34	WM	Waste Management INC	—	EXIT	Sold out
35	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	—	EXIT	Sold out
36	GCI1EUR	Gannett Co INC	—	EXIT	Sold out
37	✓	General Growth Pptys INC New	—	EXIT	Sold out
38	OAK	Oaktree Capital Group LLC	—	EXIT	Sold out
39	KKR	KKR & Co. Inc.	—	EXIT	Sold out
40	APO	Apollo Global Management, Inc.	—	EXIT	Sold out
41	CG	The Carlyle Group Inc.	—	EXIT	Sold out
42	BXUSD	Blackstone Group Lp/the	—	EXIT	Sold out
43	CHKEUR	Chesapeake Energy CORP	—	EXIT	Sold out
44	GIS	General Mills INC	—	NEW	New buy
45	MCD	Mcdonald's CORP	—	NEW	New buy
46	KEL	Kellanova	—	NEW	New buy
47	RSG	Republic Services INC	—	NEW	New buy
48	KMB	Kimberly-clark CORP	—	NEW	New buy
49	CPB	THE Campbell's Company	—	NEW	New buy
50	DNREUR	Denbury Inc-pre Bankruptcy	—	EXIT	Sold out