Mount Lucas Management LP — Q4 2017 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q4 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	4.92%	+1.11%	+52.73%
2	BBY	Best Buy Co INC	Stock-Consumer Disc	4.48%	—	-4.62%
3	UNM	Unum Group	Stock-Financials	3.55%	—	-4.67%
4	EWJ	Ishares Msci Japan ETF	ETF-Other	2.46%	—	-2.60%
5	VLO	Valero Energy CORP	Stock-Energy	2.11%	—	-4.37%
6	✓	Andeavor Logistics LP	Stock-Other	2.09%	—	-4.64%
7	MPC	Marathon Petroleum CORP	Stock-Energy	2.00%	+0.45%	NEW
8	GAP	Gap Inc/the	Stock-Consumer Disc	1.98%	—	-3.71%
9	KSS	Kohls CORP	Stock-Consumer Disc	1.97%	—	-3.96%
10	M	Macy's INC	Stock-Consumer Disc	1.94%	—	-3.05%
11	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.92%	—	+1.83%
12	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.92%	—	-2.95%
13	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.92%	—	+2.24%
14	XLB	Ss Materials Select Sector	ETF-Other	1.91%	—	-3.30%
15	XLI	Ss Industrial Select Sector	ETF-Other	1.91%	—	-3.78%
16	AFL	Aflac INC	Stock-Financials	1.89%	—	-4.67%
17	XLK	Ss Technology Select Sector	ETF-Tech	1.88%	—	-3.56%
18	XLRE	Ss Real Estate Select Sector	ETF-Other	1.86%	—	+3.38%
19	XLV	Ss Health Care Select Sector	ETF-Other	1.86%	—	+1.94%
20	GLW	Corning INC	Stock-Tech	1.83%	—	-4.70%
21	CCL1EUR	Carnival CORP LTD	Stock-Consumer Disc	1.81%	—	-4.54%
22	F	Ford Motor Co	Stock-Consumer Disc	1.74%	+0.46%	NEW
23	PFG	Principal Financial Group	Stock-Financials	1.73%	+0.33%	NEW
24	LNC	Lincoln National CORP	Stock-Financials	1.72%	—	-4.08%
25	EG	Everest Group, Ltd.	Stock-Financials	1.57%	—	-4.33%
26	NAVI	Navient CORP	Stock-Other	1.54%	—	-3.86%
27	✓	Xl Group LTD Com	Stock-Other	1.43%	—	-4.37%
28	BA	Boeing Co/the	Stock-Industrials	1.11%	—	-4.35%
29	HPE	Hewlett Packard Enterprise	Stock-Tech	0.98%	—	-4.68%
30	UNH	Unitedhealth Group INC	Stock-Healthcare	0.95%	—	-4.48%
31	GREKUSD	Global X Msci Greece ETF	ETF-Other	0.90%	—	+19.77%
32	APH	Amphenol Corp-cl A	Stock-Tech	0.90%	—	-4.59%
33	EZA	Ishares Msci South Africa Et	ETF-Other	0.86%	—	+2.63%
34	EWU	Ishares Msci United Kingdom	ETF-Other	0.85%	—	+4.32%
35	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.84%	—	+5.65%
36	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.84%	-0.39%	EXIT
37	EWO	Ishares Msci Austria ETF	ETF-Other	0.83%	—	+1.10%
38	EPHE	Ishares Msci Philippines ETF	ETF-Other	0.83%	—	+1.80%
39	RSG	Republic Services INC	Stock-Industrials	0.83%	—	-4.73%
40	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.83%	+3.06%	+8.63%
41	EWM	Ishares Msci Malaysia ETF	ETF-Other	0.83%	—	+6.25%
42	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.82%	—	+3.54%
43	EPI	Wisdomtree India Earnings	ETF-Other	0.82%	—	+2.10%
44	THD	Ishares Msci Thailand ETF	ETF-Other	0.81%	—	-3.25%
45	EWD	Ishares Msci Sweden ETF	ETF-Other	0.81%	—	+8.39%
46	EWQ	Ishares Msci France ETF	ETF-Other	0.81%	—	+0.65%
47	EWG	Ishares Msci Germany ETF	ETF-Other	0.81%	-0.35%	EXIT
48	EPOL	Ishares Msci Poland ETF	ETF-Other	0.81%	—	+8.38%
49	EWP	Ishares Msci Spain ETF	ETF-Other	0.81%	—	+8.05%
50	EWY	Ishares Msci South Korea ETF	ETF-Other	0.80%	—	-2.32%

1–50 of 101

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q4 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SHY	Ishares 1-3 Year Treasury Bo	+1.5%	+52.73%	Add
2	BBY	Best Buy Co INC	+0.4%	-4.62%	Trim
3	VLO	Valero Energy CORP	+0.2%	-4.37%	Trim
4	GREKUSD	Global X Msci Greece ETF	+0.2%	+19.77%	Add
5	KSS	Kohls CORP	+0.2%	-3.96%	Trim
6	MPC	Marathon Petroleum CORP	+0.1%	-4.56%	Trim
7	M	Macy's INC	+0.1%	-3.05%	Trim
8	GAP	Gap Inc/the	+0.1%	-3.71%	Trim
9	EZA	Ishares Msci South Africa Et	+0.1%	+2.63%	Add
10	BA	Boeing Co/the	+0.1%	-4.35%	Trim
11	EPI	Wisdomtree India Earnings	+0.1%	+2.10%	Add
12	XLP	Ss Consumer Staples Sel Sect	+0.1%	+2.24%	Add
13	EIDO	Ishares Msci Indonesia ETF	+0.1%	+5.02%	Add
14	CPER	United States Copper Index	+0.1%	+6.71%	Add
15	UGA	United States Gas Fund LP	+0.1%	+4.02%	Add
16	EPOL	Ishares Msci Poland ETF	+0.1%	+8.38%	Add
17	XLY	Ss Consumer Disc Select Sect	0%	-2.95%	Trim
18	✓	Andeavor Logistics LP	0%	-4.64%	Trim
19	EWT	Ishares Msci Taiwan ETF	0%	+8.20%	Add
20	EWU	Ishares Msci United Kingdom	0%	+4.32%	Add
21	TXN	Texas Instruments INC	0%	-4.53%	Trim
22	✓	United Sts Diesel Heating Oi	0%	-3.62%	Trim
23	PGR	Progressive CORP	0%	-4.45%	Trim
24	XLRE	Ss Real Estate Select Sector	0%	+3.38%	Add
25	UNH	Unitedhealth Group INC	0%	-4.48%	Trim
26	EWM	Ishares Msci Malaysia ETF	0%	+6.25%	Add
27	EWL	Ishares Msci Switzerland ETF	0%	+5.65%	Add
28	EPHE	Ishares Msci Philippines ETF	0%	+1.80%	Add
29	FXI	Ishares China Large-cap ETF	0%	+1.73%	Add
30	EWJ	Ishares Msci Japan ETF	0%	-2.60%	Trim
31	PFG	Principal Financial Group	0%	-4.51%	Trim
32	EWO	Ishares Msci Austria ETF	0%	+1.10%	Add
33	XLK	Ss Technology Select Sector	—	-3.56%	Trim
34	XLB	Ss Materials Select Sector	0%	-3.30%	Trim
35	XLV	Ss Health Care Select Sector	0%	+1.94%	Add
36	AFL	Aflac INC	0%	-4.67%	Trim
37	XLI	Ss Industrial Select Sector	0%	-3.78%	Trim
38	UNM	Unum Group	-0.1%	-4.67%	Trim
39	HPE	Hewlett Packard Enterprise	-0.1%	-4.68%	Trim
40	IEF	Ishares 7-10 Year Treasury B	-0.2%	-36.19%	Trim
41	EG	Everest Group, Ltd.	-0.2%	-4.33%	Trim
42	ECH	Ishares Msci Chile ETF	-0.2%	-30.85%	Trim
43	✓	Xl Group LTD Com	-0.3%	-4.37%	Trim
44	NAVI	Navient CORP	-0.3%	-3.86%	Trim
45	GLD	Spdr Gold Shares	-0.4%	-84.27%	Trim
46	IEI	Ishares 3-7 Year Treasury Bo	-0.4%	-75.46%	Trim
47	EWW	Ishares Msci Mexico ETF	—	EXIT	Sold out
48	UPS	United Parcel Service, Inc.	—	NEW	New buy
49	XLE	Ss Energy Select Sector	—	NEW	New buy
50	AZO	Autozone INC	—	EXIT	Sold out