Mount Lucas Management LP — Q3 2017 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 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	BBY	Best Buy Co INC	Stock-Consumer Disc	4.08%	—	-12.70%
2	UNM	Unum Group	Stock-Financials	3.62%	—	-14.15%
3	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	3.39%	+1.11%	-29.78%
4	EWJ	Ishares Msci Japan ETF	ETF-Other	2.45%	—	+1.82%
5	✓	Andeavor Logistics LP	Stock-Other	2.06%	—	—
6	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.98%	—	-2.88%
7	XLI	Ss Industrial Select Sector	ETF-Other	1.95%	—	-6.53%
8	XLB	Ss Materials Select Sector	ETF-Other	1.94%	—	-8.58%
9	VLO	Valero Energy CORP	Stock-Energy	1.93%	—	-5.69%
10	CCL1EUR	Carnival CORP LTD	Stock-Consumer Disc	1.92%	—	-6.11%
11	AFL	Aflac INC	Stock-Financials	1.92%	—	-6.14%
12	XLV	Ss Health Care Select Sector	ETF-Other	1.89%	—	-11.32%
13	XLK	Ss Technology Select Sector	ETF-Tech	1.88%	—	-8.97%
14	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.88%	—	-3.70%
15	NAVI	Navient CORP	Stock-Other	1.88%	—	—
16	GLW	Corning INC	Stock-Tech	1.87%	—	-54.02%
17	GAP	Gap Inc/the	Stock-Consumer Disc	1.86%	—	—
18	MPC	Marathon Petroleum CORP	Stock-Energy	1.86%	+0.45%	NEW
19	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.86%	—	-2.01%
20	XLRE	Ss Real Estate Select Sector	ETF-Other	1.84%	—	-8.38%
21	M	Macy's INC	Stock-Consumer Disc	1.81%	—	—
22	KSS	Kohls CORP	Stock-Consumer Disc	1.80%	—	+5.85%
23	F	Ford Motor Co	Stock-Consumer Disc	1.80%	+0.46%	NEW
24	LNC	Lincoln National CORP	Stock-Financials	1.79%	—	—
25	EG	Everest Group, Ltd.	Stock-Financials	1.77%	—	—
26	✓	Xl Group LTD Com	Stock-Other	1.75%	—	—
27	PFG	Principal Financial Group	Stock-Financials	1.72%	+0.33%	NEW
28	HPE	Hewlett Packard Enterprise	Stock-Tech	1.10%	—	-6.20%
29	BA	Boeing Co/the	Stock-Industrials	1.04%	—	+61.35%
30	APH	Amphenol Corp-cl A	Stock-Tech	0.95%	—	+77.37%
31	UNH	Unitedhealth Group INC	Stock-Healthcare	0.93%	—	+78.88%
32	RSG	Republic Services INC	Stock-Industrials	0.89%	—	+86.74%
33	EWG	Ishares Msci Germany ETF	ETF-Other	0.84%	-0.35%	EXIT
34	EWQ	Ishares Msci France ETF	ETF-Other	0.83%	—	+2.36%
35	EWI	Ishares Msci Italy ETF	ETF-Other	0.83%	—	-4.90%
36	EWD	Ishares Msci Sweden ETF	ETF-Other	0.83%	—	+0.92%
37	EWU	Ishares Msci United Kingdom	ETF-Other	0.82%	—	+5.29%
38	THD	Ishares Msci Thailand ETF	ETF-Other	0.82%	—	-12.61%
39	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.82%	—	-0.08%
40	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.82%	+3.06%	—
41	EWO	Ishares Msci Austria ETF	ETF-Other	0.82%	—	-4.33%
42	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.82%	—	+4.89%
43	EPU	Ishares Msci Peru And Global	ETF-Other	0.81%	—	-15.16%
44	EPHE	Ishares Msci Philippines ETF	ETF-Other	0.81%	—	+5.58%
45	EWP	Ishares Msci Spain ETF	ETF-Other	0.80%	—	+3.18%
46	EWM	Ishares Msci Malaysia ETF	ETF-Other	0.80%	—	-7.06%
47	ECH	Ishares Msci Chile ETF	ETF-Other	0.79%	—	-17.51%
48	EWY	Ishares Msci South Korea ETF	ETF-Other	0.79%	—	-6.98%
49	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.78%	-0.37%	EXIT
50	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.78%	-0.39%	EXIT

1–50 of 101

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	REM	Ishares Mortgage Real Estate	+0.6%	+437.58%	Add
2	✓	Powershares	+0.6%	+450.23%	Add
3	CWB	Ss Spdr Bb Conv Sec ETF	+0.6%	+426.32%	Add
4	BA	Boeing Co/the	+0.5%	+61.35%	Add
5	VYM	Vanguard High Dvd Yield ETF	+0.5%	+564.34%	Add
6	PBPUSD	Invesco S&p 500 Buywrite ETF	+0.5%	+580.74%	Add
7	DWX	State Street Spdr S&p Intern	+0.5%	+554.86%	Add
8	EMHY	Ishares J.p. Morgan Em High	+0.5%	+569.68%	Add
9	EMB	Ishares Jp Morgan Usd Emergi	+0.5%	+565.98%	Add
10	APH	Amphenol Corp-cl A	+0.5%	+77.37%	Add
11	IEF	Ishares 7-10 Year Treasury B	+0.4%	+654.18%	Add
12	UNH	Unitedhealth Group INC	+0.4%	+78.88%	Add
13	IEI	Ishares 3-7 Year Treasury Bo	+0.4%	+513.07%	Add
14	RSG	Republic Services INC	+0.4%	+86.74%	Add
15	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+0.4%	+444.64%	Add
16	ITW	Illinois Tool Works	-0.5%	-53.30%	Trim
17	BBY	Best Buy Co INC	-0.8%	-12.70%	Trim
18	SHY	Ishares 1-3 Year Treasury Bo	-1.7%	-29.78%	Trim
19	PFG	Principal Financial Group	-2.4%	-56.16%	Trim
20	GLW	Corning INC	-2.4%	-54.02%	Trim
21	✓	Andeavor Logistics LP	—	NEW	New buy
22	FITB	Fifth Third Bancorp	—	EXIT	Sold out
23	✓	Tesoro CORP	—	EXIT	Sold out
24	NAVI	Navient CORP	—	NEW	New buy
25	GAP	Gap Inc/the	—	NEW	New buy
26	AIZ	Assurant INC	—	EXIT	Sold out
27	M	Macy's INC	—	NEW	New buy
28	GM	General Motors Co	—	EXIT	Sold out
29	F	Ford Motor Co	—	NEW	New buy
30	LNC	Lincoln National CORP	—	NEW	New buy
31	EG	Everest Group, Ltd.	—	NEW	New buy
32	✓	Xl Group LTD Com	—	NEW	New buy
33	WMT	Walmart INC	—	EXIT	Sold out
34	CTLEUR	Centurylink INC	—	EXIT	Sold out
35	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
36	✓	United Sts Diesel Heating Oi	—	NEW	New buy
37	NOC	Northrop Grumman CORP	—	EXIT	Sold out
38	MMM	3m Co	—	EXIT	Sold out
39	GLD	Spdr Gold Shares	—	NEW	New buy
40	MRSH	Marsh & Mclennan Cos	—	EXIT	Sold out
41	RTN1USD	Raytheon Company	—	EXIT	Sold out
42	WM	Waste Management INC	—	EXIT	Sold out
43	PGR	Progressive CORP	—	NEW	New buy
44	ALL	Allstate CORP	—	NEW	New buy
45	HRSEUR	L3harris Technologies INC	—	NEW	New buy
46	UGA	United States Gas Fund LP	—	NEW	New buy
47	MA	Mastercard INC - A	—	NEW	New buy
48	BDX	Becton Dickinson And Co	—	EXIT	Sold out
49	ROP	Roper Technologies INC	—	NEW	New buy
50	MCD	Mcdonald's CORP	—	NEW	New buy