Mount Lucas Management LP — Q2 2016 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q2 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	17.54%	+1.11%	-9.18%
2	HIG	Hartford Insurance Group INC	Stock-Financials	4.19%	—	-1.23%
3	F	Ford Motor Co	Stock-Consumer Disc	3.99%	+0.46%	NEW
4	GM	General Motors Co	Stock-Consumer Disc	3.96%	-0.53%	-0.57%
5	GME	Gamestop Corp-class A	Stock-Consumer Disc	3.20%	—	-0.45%
6	T	At&t INC	Stock-Comm Services	2.84%	+0.49%	-0.32%
7	TRV	Travelers Cos Inc/the	Stock-Financials	2.74%	—	-1.68%
8	ADM	Archer-daniels-midland Co	Stock-Consumer Staples	2.36%	+0.38%	NEW
9	PSX	Phillips 66	Stock-Energy	2.34%	—	-1.42%
10	RIG	Transocean Ltd.	Stock-Energy	2.11%	—	-1.48%
11	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.06%	—	-23.84%
12	NAVI	Navient CORP	Stock-Other	2.02%	—	-0.39%
13	UNM	Unum Group	Stock-Financials	2.02%	—	-0.97%
14	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.96%	—	-22.63%
15	PRU	Prudential Financial INC	Stock-Financials	1.96%	—	-0.64%
16	VLO	Valero Energy CORP	Stock-Energy	1.95%	—	-1.50%
17	BBY	Best Buy Co INC	Stock-Consumer Disc	1.89%	—	-1.34%
18	MPC	Marathon Petroleum CORP	Stock-Energy	1.88%	+0.45%	NEW
19	XLI	Ss Industrial Select Sector	ETF-Other	1.87%	—	-23.26%
20	✓	Tesoro CORP	Stock-Other	1.85%	—	-1.65%
21	XLB	Ss Materials Select Sector	ETF-Other	1.84%	—	—
22	XLK	Ss Technology Select Sector	ETF-Tech	1.78%	—	-27.86%
23	XLV	Ss Health Care Select Sector	ETF-Other	1.78%	—	—
24	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.69%	—	-25.48%
25	✓	Spdr Series Trust	Stock-Other	1.63%	—	-6.25%
26	MKC	Mccormick & Co-non Vtg Shrs	Stock-Consumer Staples	1.32%	—	-1.45%
27	CLX	Clorox Company	Stock-Consumer Staples	1.27%	—	-1.32%
28	PSA	Public Storage	Stock-Real Estate	1.23%	—	-1.03%
29	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.92%	+3.06%	—
30	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.85%	-0.39%	EXIT
31	EPU	Ishares Msci Peru And Global	ETF-Other	0.82%	—	+237.45%
32	ECH	Ishares Msci Chile ETF	ETF-Other	0.82%	—	—
33	EWT	iShares MSCI Taiwan ETF	ETF-Other	0.81%	—	—
34	EPHE	Ishares Msci Philippines ETF	ETF-Other	0.81%	—	—
35	THD	Ishares Msci Thailand ETF	ETF-Other	0.80%	—	—
36	STZ	Constellation Brands Inc-a	Stock-Consumer Staples	0.74%	—	-1.84%
37	REYN	Reynolds Consumer Products Inc.	Stock-Other	0.73%	—	-1.36%
38	BCRUSD	Cr Bard INC	Stock-Other	0.70%	—	-1.96%
39	PGR	Progressive CORP	Stock-Financials	0.64%	-0.48%	-2.05%
40	EPI	Wisdomtree India Earnings	ETF-Other	0.64%	—	—
41	AZO	Autozone INC	Stock-Consumer Disc	0.62%	—	-2.00%
42	✓	Denbury Resources INC	Stock-Other	0.62%	—	-41.74%
43	GIS	General Mills INC	Stock-Consumer Staples	0.59%	—	-0.77%
44	EWY	Ishares Msci South Korea ETF	ETF-Other	0.58%	—	—
45	RSG	Republic Services INC	Stock-Industrials	0.54%	—	-1.45%
46	CVS	Cvs Health CORP	Stock-Healthcare	0.54%	—	-1.91%
47	KEL	Kellanova	Stock-Other	0.54%	—	-0.83%
48	CPB	THE Campbell's Company	Stock-Consumer Staples	0.52%	—	-1.01%
49	KMB	Kimberly-clark CORP	Stock-Consumer Staples	0.52%	—	-0.82%
50	XLE	Ss Energy Select Sector	ETF-Other	0.51%	—	—

1–50 of 143

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q2 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EPU	Ishares Msci Peru And Global	+0.6%	+237.45%	Add
2	RIG	Transocean Ltd.	+0.4%	-1.48%	Trim
3	ADM	Archer-daniels-midland Co	+0.3%	-0.74%	Trim
4	T	At&t INC	+0.2%	-0.32%	Trim
5	UPBD	Upbound Group INC	-0.2%	-55.75%	Trim
6	IEF	Ishares 7-10 Year Treasury B	-0.2%	-61.80%	Trim
7	IEI	Ishares 3-7 Year Treasury Bo	-0.2%	-61.91%	Trim
8	CALM	Cal-maine Foods INC	-0.2%	-49.76%	Trim
9	BBY	Best Buy Co INC	-0.2%	-1.34%	Trim
10	CMC	Commercial Metals Co	-0.3%	-56.88%	Trim
11	CTB	Cooper Tire & Rubber	-0.3%	-61.29%	Trim
12	FAF	First American Financial	-0.3%	-59.67%	Trim
13	PSX	Phillips 66	-0.3%	-1.42%	Trim
14	HIG	Hartford Insurance Group INC	-0.3%	-1.23%	Trim
15	✓	Tesoro CORP	-0.4%	-1.65%	Trim
16	F	Ford Motor Co	-0.4%	-0.79%	Trim
17	XLP	Ss Consumer Staples Sel Sect	-0.5%	-22.63%	Trim
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.6%	-23.84%	Trim
19	GM	General Motors Co	-0.6%	-0.57%	Trim
20	XLI	Ss Industrial Select Sector	-0.6%	-23.26%	Trim
21	VLO	Valero Energy CORP	-0.6%	-1.50%	Trim
22	XLY	Ss Consumer Disc Select Sect	-0.7%	-25.48%	Trim
23	GME	Gamestop Corp-class A	-0.7%	-0.45%	Trim
24	XLK	Ss Technology Select Sector	-0.8%	-27.86%	Trim
25	SHY	Ishares 1-3 Year Treasury Bo	-2.2%	-9.18%	Trim
26	SJNK	Ss Spdr Bb St Hi Yield ETF	—	EXIT	Sold out
27	XLB	Ss Materials Select Sector	—	NEW	New buy
28	XLV	Ss Health Care Select Sector	—	NEW	New buy
29	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
30	ECH	Ishares Msci Chile ETF	—	NEW	New buy
31	EWT	iShares MSCI Taiwan ETF	—	NEW	New buy
32	EPHE	Ishares Msci Philippines ETF	—	NEW	New buy
33	THD	Ishares Msci Thailand ETF	—	NEW	New buy
34	EPI	Wisdomtree India Earnings	—	NEW	New buy
35	EWY	Ishares Msci South Korea ETF	—	NEW	New buy
36	XLE	Ss Energy Select Sector	—	NEW	New buy
37	SOYB	Teucrium Soybean Fund	—	NEW	New buy
38	RSX1USD	Vaneck Vectors Russia ETF	—	NEW	New buy
39	CORN	Teucrium Corn Fund	—	NEW	New buy
40	BANC	Banc Of California INC	—	NEW	New buy
41	✓	Amtrust Financial Services	—	EXIT	Sold out
42	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
43	✓	SFL Corporation Ltd.	—	NEW	New buy
44	ONB	Old National Bancorp	—	NEW	New buy
45	AEO	American Eagle Outfitters	—	NEW	New buy
46	VNQI	Vanguard Glbl Ex-us Real Est	—	NEW	New buy
47	CNO	Cno Financial Group INC	—	NEW	New buy
48	NAT	Nordic American Tankers Limited	—	NEW	New buy
49	WDC	Western Digital Corporation	—	EXIT	Sold out
50	GJB	Steelcase Inc-cl A	—	NEW	New buy