Mount Lucas Management LP — Q3 2016 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 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	6.67%	+1.11%	-63.59%
2	UNM	Unum Group	Stock-Financials	4.32%	—	+84.29%
3	GM	General Motors Co	Stock-Consumer Disc	4.19%	-0.53%	-9.96%
4	T	At&t INC	Stock-Comm Services	2.74%	+0.49%	-2.11%
5	NAVI	Navient CORP	Stock-Other	2.50%	—	-2.16%
6	ADM	Archer-daniels-midland Co	Stock-Consumer Staples	2.37%	+0.38%	NEW
7	PRU	Prudential Financial INC	Stock-Financials	2.29%	—	-2.35%
8	PFG	Principal Financial Group	Stock-Financials	2.19%	+0.33%	NEW
9	ACWI	iShares MSCI ACWI ETF	ETF-Other	2.19%	—	—
10	AIZ	Assurant INC	Stock-Financials	2.16%	—	—
11	GLW	Corning INC	Stock-Tech	2.15%	—	—
12	CTLEUR	Centurylink INC	Stock-Other	2.10%	—	—
13	KSS	Kohls CORP	Stock-Consumer Disc	2.09%	—	—
14	BBY	Best Buy Co INC	Stock-Consumer Disc	2.07%	—	-16.05%
15	FITB	Fifth Third Bancorp	Stock-Financials	2.07%	—	—
16	WMT	Walmart INC	Stock-Consumer Staples	2.03%	-0.70%	EXIT
17	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.00%	—	-0.86%
18	XLK	Ss Technology Select Sector	ETF-Tech	1.96%	—	-4.64%
19	HIG	Hartford Insurance Group INC	Stock-Financials	1.96%	—	-53.74%
20	XLI	Ss Industrial Select Sector	ETF-Other	1.92%	—	-5.84%
21	RIG	Transocean Ltd.	Stock-Energy	1.92%	—	-3.31%
22	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.91%	—	+5.21%
23	XLV	Ss Health Care Select Sector	ETF-Other	1.91%	—	+2.03%
24	XLB	Ss Materials Select Sector	ETF-Other	1.90%	—	-4.62%
25	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.89%	—	-4.44%
26	F	Ford Motor Co	Stock-Consumer Disc	1.88%	+0.46%	NEW
27	GME	Gamestop Corp-class A	Stock-Consumer Disc	1.86%	—	-46.37%
28	✓	Spdr Series Trust	Stock-Other	1.84%	—	-2.64%
29	EZA	Ishares Msci South Africa Et	ETF-Other	0.85%	—	—
30	EWT	iShares MSCI Taiwan ETF	ETF-Other	0.83%	—	-12.73%
31	EPU	Ishares Msci Peru And Global	ETF-Other	0.83%	—	-10.87%
32	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.82%	-0.39%	EXIT
33	EWY	Ishares Msci South Korea ETF	ETF-Other	0.82%	—	+21.56%
34	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.82%	-0.37%	EXIT
35	ECH	Ishares Msci Chile ETF	ETF-Other	0.80%	—	-6.96%
36	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.80%	+3.06%	-25.92%
37	EPI	Wisdomtree India Earnings	ETF-Other	0.80%	—	+10.83%
38	EWM	iShares MSCI Malaysia ETF	ETF-Other	0.79%	—	+1899.68%
39	THD	Ishares Msci Thailand ETF	ETF-Other	0.77%	—	-13.35%
40	EPHE	Ishares Msci Philippines ETF	ETF-Other	0.77%	—	-4.78%
41	EWO	Ishares Msci Austria ETF	ETF-Other	0.75%	—	—
42	EWD	Ishares Msci Sweden ETF	ETF-Other	0.73%	—	—
43	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.72%	—	—
44	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.72%	—	—
45	EWG	Ishares Msci Germany ETF	ETF-Other	0.72%	-0.35%	EXIT
46	EWQ	Ishares Msci France ETF	ETF-Other	0.65%	—	—
47	✓	Denbury Resources INC	Stock-Other	0.57%	—	-2.69%
48	RSG	Republic Services INC	Stock-Industrials	0.55%	—	-1.78%
49	MKC	Mccormick & Co-non Vtg Shrs	Stock-Consumer Staples	0.54%	—	-58.17%
50	GIS	General Mills INC	Stock-Consumer Staples	0.54%	—	-2.35%

1–50 of 157

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	UNM	Unum Group	+2.3%	+84.29%	Add
2	EWM	iShares MSCI Malaysia ETF	+0.8%	+1899.68%	Add
3	NAVI	Navient CORP	+0.5%	-2.16%	Trim
4	CLX	Clorox Company	-0.8%	-57.80%	Trim
5	MKC	Mccormick & Co-non Vtg Shrs	-0.8%	-58.17%	Trim
6	PSA	Public Storage	-0.8%	-60.04%	Trim
7	GME	Gamestop Corp-class A	-1.3%	-46.37%	Trim
8	F	Ford Motor Co	-2.1%	-53.25%	Trim
9	HIG	Hartford Insurance Group INC	-2.2%	-53.74%	Trim
10	SHY	Ishares 1-3 Year Treasury Bo	-10.9%	-63.59%	Trim
11	TRV	Travelers Cos Inc/the	—	EXIT	Sold out
12	PSX	Phillips 66	—	EXIT	Sold out
13	PFG	Principal Financial Group	—	NEW	New buy
14	ACWI	iShares MSCI ACWI ETF	—	NEW	New buy
15	AIZ	Assurant INC	—	NEW	New buy
16	GLW	Corning INC	—	NEW	New buy
17	CTLEUR	Centurylink INC	—	NEW	New buy
18	KSS	Kohls CORP	—	NEW	New buy
19	FITB	Fifth Third Bancorp	—	NEW	New buy
20	VLO	Valero Energy CORP	—	EXIT	Sold out
21	WMT	Walmart INC	—	NEW	New buy
22	MPC	Marathon Petroleum CORP	—	EXIT	Sold out
23	✓	Tesoro CORP	—	EXIT	Sold out
24	EZA	Ishares Msci South Africa Et	—	NEW	New buy
25	FXI	Ishares China Large-cap ETF	—	NEW	New buy
26	STZ	Constellation Brands Inc-a	—	EXIT	Sold out
27	REYN	Reynolds Consumer Products Inc.	—	EXIT	Sold out
28	EWO	Ishares Msci Austria ETF	—	NEW	New buy
29	BCRUSD	Cr Bard INC	—	EXIT	Sold out
30	EWD	Ishares Msci Sweden ETF	—	NEW	New buy
31	EWL	Ishares Msci Switzerland ETF	—	NEW	New buy
32	EWN	Ishares Msci Netherlands ETF	—	NEW	New buy
33	EWG	Ishares Msci Germany ETF	—	NEW	New buy
34	PGR	Progressive CORP	—	EXIT	Sold out
35	EWQ	Ishares Msci France ETF	—	NEW	New buy
36	AZO	Autozone INC	—	EXIT	Sold out
37	CVS	Cvs Health CORP	—	EXIT	Sold out
38	ITW	Illinois Tool Works	—	NEW	New buy
39	BDX	Becton Dickinson And Co	—	NEW	New buy
40	MRSH	Marsh & Mclennan Cos	—	NEW	New buy
41	PG	Procter & Gamble Co/the	—	NEW	New buy
42	WM	Waste Management INC	—	NEW	New buy
43	NOC	Northrop Grumman CORP	—	NEW	New buy
44	MMM	3m Co	—	NEW	New buy
45	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
46	RTN1USD	Raytheon Company	—	NEW	New buy
47	PAYX	Paychex INC	—	NEW	New buy
48	SYY	Sysco CORP	—	NEW	New buy
49	COR	Cencora INC	—	EXIT	Sold out
50	XLF	Ss Financial Select Sector	—	NEW	New buy