Mount Lucas Management LP — Q2 2017 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q2 2017
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	5.04%	+1.11%	-24.52%
2	BBY	Best Buy Co INC	Stock-Consumer Disc	4.91%	—	-0.47%
3	GLW	Corning INC	Stock-Tech	4.27%	—	+0.30%
4	PFG	Principal Financial Group	Stock-Financials	4.09%	+0.33%	NEW
5	UNM	Unum Group	Stock-Financials	4.02%	—	+0.59%
6	EWJ	Ishares Msci Japan ETF	ETF-Other	2.41%	—	+1.19%
7	CCL1EUR	Carnival CORP LTD	Stock-Consumer Disc	2.17%	—	+0.61%
8	XLV	Ss Health Care Select Sector	ETF-Other	2.15%	—	+11.04%
9	XLRE	Ss Real Estate Select Sector	ETF-Other	2.10%	—	+44.99%
10	XLB	Ss Materials Select Sector	ETF-Other	2.10%	—	+11.02%
11	FITB	Fifth Third Bancorp	Stock-Financials	2.09%	—	-0.06%
12	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.09%	—	+8.01%
13	XLI	Ss Industrial Select Sector	ETF-Other	2.08%	—	+9.86%
14	✓	Tesoro CORP	Stock-Other	2.08%	—	+0.65%
15	AFL	Aflac INC	Stock-Financials	2.04%	—	+1.12%
16	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.03%	—	+6.83%
17	XLP	Ss Consumer Staples Sel Sect	ETF-Other	2.01%	—	+9.81%
18	XLK	Ss Technology Select Sector	ETF-Tech	2.00%	—	+4.30%
19	AIZ	Assurant INC	Stock-Financials	1.93%	—	+0.69%
20	MPC	Marathon Petroleum CORP	Stock-Energy	1.93%	+0.45%	NEW
21	GM	General Motors Co	Stock-Consumer Disc	1.88%	-0.53%	+0.73%
22	VLO	Valero Energy CORP	Stock-Energy	1.87%	—	+1.02%
23	WMT	Walmart INC	Stock-Consumer Staples	1.71%	-0.70%	EXIT
24	CTLEUR	Centurylink INC	Stock-Other	1.53%	—	+1.65%
25	KSS	Kohls CORP	Stock-Consumer Disc	1.50%	—	+0.99%
26	HPE	Hewlett Packard Enterprise	Stock-Tech	1.38%	—	+0.37%
27	ITW	Illinois Tool Works	Stock-Industrials	1.01%	—	+0.46%
28	GREKUSD	Global X Msci Greece ETF	ETF-Other	0.95%	—	-13.35%
29	EWW	Ishares Msci Mexico ETF	ETF-Other	0.92%	—	+555.06%
30	EWT	Ishares Msci Taiwan ETF	ETF-Other	0.91%	—	-2.27%
31	TUR	Ishares Msci Turkey ETF	ETF-Other	0.90%	—	—
32	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.89%	-0.39%	EXIT
33	EPOL	Ishares Msci Poland ETF	ETF-Other	0.89%	—	-8.32%
34	THD	Ishares Msci Thailand ETF	ETF-Other	0.88%	—	+1.24%
35	EWM	Ishares Msci Malaysia ETF	ETF-Other	0.88%	—	—
36	EPU	Ishares Msci Peru And Global	ETF-Other	0.87%	—	+5.17%
37	EWY	Ishares Msci South Korea ETF	ETF-Other	0.87%	—	-10.30%
38	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.87%	-0.37%	EXIT
39	ECH	Ishares Msci Chile ETF	ETF-Other	0.86%	—	-1.04%
40	EPI	Wisdomtree India Earnings	ETF-Other	0.86%	—	-5.77%
41	EZA	Ishares Msci South Africa Et	ETF-Other	0.84%	—	-3.31%
42	EWD	Ishares Msci Sweden ETF	ETF-Other	0.81%	—	-4.81%
43	EWO	Ishares Msci Austria ETF	ETF-Other	0.81%	—	-12.72%
44	EWI	Ishares Msci Italy ETF	ETF-Other	0.81%	—	-9.66%
45	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.80%	—	-5.09%
46	EWQ	Ishares Msci France ETF	ETF-Other	0.79%	—	-9.84%
47	EWG	Ishares Msci Germany ETF	ETF-Other	0.79%	-0.35%	EXIT
48	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.79%	—	-8.53%
49	EWP	Ishares Msci Spain ETF	ETF-Other	0.79%	—	-13.63%
50	EWU	Ishares Msci United Kingdom	ETF-Other	0.78%	—	-1.45%

1–50 of 141

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q2 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EWW	Ishares Msci Mexico ETF	+0.8%	+555.06%	Add
2	XLRE	Ss Real Estate Select Sector	+0.6%	+44.99%	Add
3	BBY	Best Buy Co INC	+0.4%	-0.47%	Trim
4	GLW	Corning INC	+0.2%	+0.30%	Add
5	XLV	Ss Health Care Select Sector	+0.2%	+11.04%	Add
6	✓	Tesoro CORP	+0.2%	+0.65%	Add
7	XLI	Ss Industrial Select Sector	+0.2%	+9.86%	Add
8	XLB	Ss Materials Select Sector	+0.2%	+11.02%	Add
9	ODPEUR	Office Depot INC	+0.2%	+63.25%	Add
10	CCL1EUR	Carnival CORP LTD	+0.1%	+0.61%	Add
11	✓		+0.1%	+75.34%	Add
12	XLP	Ss Consumer Staples Sel Sect	+0.1%	+9.81%	Add
13	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.1%	+8.01%	Add
14	XLY	Ss Consumer Disc Select Sect	+0.1%	+6.83%	Add
15	AIZ	Assurant INC	+0.1%	+0.69%	Add
16	AFL	Aflac INC	+0.1%	+1.12%	Add
17	GREKUSD	Global X Msci Greece ETF	0%	-13.35%	Trim
18	UNH	Unitedhealth Group INC	0%	+0.60%	Add
19	XLK	Ss Technology Select Sector	0%	+4.30%	Add
20	ITW	Illinois Tool Works	0%	+0.46%	Add
21	EWJ	Ishares Msci Japan ETF	—	+1.19%	Add
22	WMT	Walmart INC	0%	+0.23%	Add
23	MPC	Marathon Petroleum CORP	0%	+0.65%	Add
24	PFG	Principal Financial Group	-0.1%	+1.05%	Add
25	AEO	American Eagle Outfitters	-0.2%	-60.55%	Trim
26	GJB	Steelcase Inc-cl A	-0.2%	-55.77%	Trim
27	BANC	Banc Of California INC	-0.2%	-61.59%	Trim
28	HPE	Hewlett Packard Enterprise	-0.7%	+0.37%	Add
29	SHY	Ishares 1-3 Year Treasury Bo	-2%	-24.52%	Trim
30	TUR	Ishares Msci Turkey ETF	—	NEW	New buy
31	EWM	Ishares Msci Malaysia ETF	—	NEW	New buy
32	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
33	EPHE	Ishares Msci Philippines ETF	—	NEW	New buy
34	DXC	Dxc Technology Co	—	NEW	New buy
35	XLE	Ss Energy Select Sector	—	EXIT	Sold out
36	RSX1USD	Vaneck Vectors Russia ETF	—	EXIT	Sold out
37	✓	Ilg Inc	—	NEW	New buy
38	ONB	Old National Bancorp	—	EXIT	Sold out
39	DAN	Dana INC	—	NEW	New buy
40	✓	SFL Corporation Ltd.	—	EXIT	Sold out
41	RITM	Rithm Capital CORP	—	NEW	New buy
42	IVREUR	Invesco Mortgage Capital	—	NEW	New buy
43	GPI	Group 1 Automotive INC	—	NEW	New buy
44	UVV	Universal Corp/va	—	NEW	New buy
45	✓	Dsw INC	—	NEW	New buy
46	STNG	Scorpio Tankers Inc.	—	EXIT	Sold out
47	CALM	Cal-maine Foods INC	—	EXIT	Sold out
48	IEI	Ishares 3-7 Year Treasury Bo	—	NEW	New buy
49	NAT	Nordic American Tankers Limited	—	EXIT	Sold out
50	IEF	Ishares 7-10 Year Treasury B	—	NEW	New buy