Mount Lucas Management LP — Q4 2016 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q4 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	8.50%	+1.11%	+20.43%
2	UNM	Unum Group	Stock-Financials	4.81%	—	-16.02%
3	GM	General Motors Co	Stock-Consumer Disc	4.14%	-0.53%	-15.53%
4	PRU	Prudential Financial INC	Stock-Financials	2.62%	—	-15.63%
5	T	At&t INC	Stock-Comm Services	2.60%	+0.49%	-14.97%
6	NAVI	Navient CORP	Stock-Other	2.56%	—	-15.35%
7	FITB	Fifth Third Bancorp	Stock-Financials	2.45%	—	-15.68%
8	RIG	Transocean Ltd.	Stock-Energy	2.37%	—	-16.18%
9	ADM	Archer-daniels-midland Co	Stock-Consumer Staples	2.30%	+0.38%	NEW
10	EWJ	Ishares Msci Japan ETF	ETF-Other	2.23%	—	—
11	PFG	Principal Financial Group	Stock-Financials	2.22%	+0.33%	NEW
12	XLK	Ss Technology Select Sector	ETF-Tech	2.21%	—	+4.69%
13	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.17%	—	+4.81%
14	XLI	Ss Industrial Select Sector	ETF-Other	2.17%	—	-0.57%
15	XLB	Ss Materials Select Sector	ETF-Other	2.17%	—	+3.08%
16	KSS	Kohls CORP	Stock-Consumer Disc	2.13%	—	-15.35%
17	✓	Spdr Series Trust	Stock-Other	2.09%	—	-1.04%
18	BBY	Best Buy Co INC	Stock-Consumer Disc	2.08%	—	-15.62%
19	GLW	Corning INC	Stock-Tech	1.99%	—	-15.56%
20	HIG	Hartford Insurance Group INC	Stock-Financials	1.96%	—	-15.80%
21	AIZ	Assurant INC	Stock-Financials	1.95%	—	-15.59%
22	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.95%	—	-8.03%
23	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.79%	—	-8.30%
24	WMT	Walmart INC	Stock-Consumer Staples	1.76%	-0.70%	EXIT
25	F	Ford Motor Co	Stock-Consumer Disc	1.70%	+0.46%	NEW
26	CTLEUR	Centurylink INC	Stock-Other	1.65%	—	-14.65%
27	GME	Gamestop Corp-class A	Stock-Consumer Disc	1.54%	—	-15.29%
28	EPU	Ishares Msci Peru And Global	ETF-Other	0.86%	—	-1.05%
29	THD	Ishares Msci Thailand ETF	ETF-Other	0.85%	—	+5.48%
30	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.85%	+3.06%	+0.58%
31	EWY	Ishares Msci South Korea ETF	ETF-Other	0.85%	—	+5.67%
32	GREKUSD	Global X Msci Greece ETF	ETF-Other	0.84%	—	—
33	ECH	Ishares Msci Chile ETF	ETF-Other	0.84%	—	-3.25%
34	EWT	Ishares Msci Taiwan ETF	ETF-Other	0.82%	—	—
35	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.79%	-0.37%	EXIT
36	EWO	Ishares Msci Austria ETF	ETF-Other	0.77%	—	-4.36%
37	EWQ	Ishares Msci France ETF	ETF-Other	0.71%	—	+0.49%
38	✓	Denbury Resources INC	Stock-Other	0.68%	—	-0.96%
39	EWG	Ishares Msci Germany ETF	ETF-Other	0.57%	-0.35%	EXIT
40	RSG	Republic Services INC	Stock-Industrials	0.56%	—	-15.67%
41	EWD	Ishares Msci Sweden ETF	ETF-Other	0.56%	—	-26.87%
42	WM	Waste Management INC	Stock-Industrials	0.52%	—	-15.56%
43	EPI	Wisdomtree India Earnings	ETF-Other	0.52%	—	-34.24%
44	SYY	Sysco CORP	Stock-Consumer Staples	0.52%	—	-15.50%
45	EWI	Ishares Msci Italy ETF	ETF-Other	0.52%	—	—
46	NOC	Northrop Grumman CORP	Stock-Industrials	0.51%	—	-15.77%
47	UGA	United States Gas Fund LP	ETF-Other	0.50%	—	—
48	✓	United States Natl Gas Fund	Stock-Other	0.50%	—	+196.38%
49	XLF	Ss Financial Select Sector	ETF-Other	0.49%	—	-1.22%
50	ITW	Illinois Tool Works	Stock-Industrials	0.49%	—	-15.23%

1–50 of 143

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q4 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SHY	Ishares 1-3 Year Treasury Bo	+1.8%	+20.43%	Add
2	UNM	Unum Group	+0.5%	-16.02%	Trim
3	RIG	Transocean Ltd.	+0.5%	-16.18%	Trim
4	✓	United Sts Diesel Heating Oi	+0.4%	+289.67%	Add
5	FITB	Fifth Third Bancorp	+0.4%	-15.68%	Trim
6	✓	United States Natl Gas Fund	+0.4%	+196.38%	Add
7	GJB	Steelcase Inc-cl A	+0.2%	+94.78%	Add
8	CNO	Cno Financial Group INC	+0.2%	+96.21%	Add
9	GM	General Motors Co	-0.1%	-15.53%	Trim
10	ADM	Archer-daniels-midland Co	-0.1%	-15.65%	Trim
11	XLP	Ss Consumer Staples Sel Sect	-0.1%	-8.30%	Trim
12	T	At&t INC	-0.1%	-14.97%	Trim
13	EWG	Ishares Msci Germany ETF	-0.2%	-25.69%	Trim
14	GLW	Corning INC	-0.2%	-15.56%	Trim
15	EWD	Ishares Msci Sweden ETF	-0.2%	-26.87%	Trim
16	F	Ford Motor Co	-0.2%	-15.36%	Trim
17	AIZ	Assurant INC	-0.2%	-15.59%	Trim
18	EWN	Ishares Msci Netherlands ETF	-0.2%	-35.60%	Trim
19	WMT	Walmart INC	-0.3%	-15.51%	Trim
20	EPI	Wisdomtree India Earnings	-0.3%	-34.24%	Trim
21	GME	Gamestop Corp-class A	-0.3%	-15.29%	Trim
22	CANE	Teucrium Sugar Fund	-0.4%	-75.85%	Trim
23	CTLEUR	Centurylink INC	-0.5%	-14.65%	Trim
24	EZA	Ishares Msci South Africa Et	-0.5%	-55.48%	Trim
25	EIDO	Ishares Msci Indonesia ETF	-0.7%	-84.47%	Trim
26	ACWI	iShares MSCI ACWI ETF	—	EXIT	Sold out
27	EWJ	Ishares Msci Japan ETF	—	NEW	New buy
28	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
29	EWT	iShares MSCI Taiwan ETF	—	EXIT	Sold out
30	GREKUSD	Global X Msci Greece ETF	—	NEW	New buy
31	EWM	iShares MSCI Malaysia ETF	—	EXIT	Sold out
32	EWT	Ishares Msci Taiwan ETF	—	NEW	New buy
33	EPHE	Ishares Msci Philippines ETF	—	EXIT	Sold out
34	EWL	Ishares Msci Switzerland ETF	—	EXIT	Sold out
35	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
36	EWI	Ishares Msci Italy ETF	—	NEW	New buy
37	UGA	United States Gas Fund LP	—	NEW	New buy
38	EWP	Ishares Msci Spain ETF	—	NEW	New buy
39	UPS	United Parcel Service, Inc.	—	NEW	New buy
40	EWU	Ishares Msci United Kingdom	—	NEW	New buy
41	EPOL	Ishares Msci Poland ETF	—	NEW	New buy
42	GLD	Spdr Gold Shares	—	EXIT	Sold out
43	CPER	United States Copper Index	—	NEW	New buy
44	FAF	First American Financial	—	EXIT	Sold out
45	REM	Ishares Mortgage Real Estate	—	NEW	New buy
46	VNQI	Vanguard Glbl Ex-us Real Est	—	EXIT	Sold out
47	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
48	PFF	Ishares Preferred & Income S	—	EXIT	Sold out
49	CMC	Commercial Metals Co	—	EXIT	Sold out
50	GATX	Gatx CORP	—	NEW	New buy