Mount Lucas Management LP — Q1 2018 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q1 2018
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	17.07%	+1.11%	+273.89%
2	KSS	Kohls CORP	Stock-Consumer Disc	3.70%	—	+67.01%
3	M	Macy's INC	Stock-Consumer Disc	3.67%	—	+71.88%
4	F	Ford Motor Co	Stock-Consumer Disc	2.97%	+0.46%	NEW
5	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.65%	—	+44.74%
6	XLI	Ss Industrial Select Sector	ETF-Other	2.64%	—	+51.36%
7	XLK	Ss Technology Select Sector	ETF-Tech	2.62%	—	+45.93%
8	XLV	Ss Health Care Select Sector	ETF-Other	2.62%	—	+53.28%
9	XLB	Ss Materials Select Sector	ETF-Other	2.56%	—	+52.92%
10	EWJ	Ishares Msci Japan ETF	ETF-Other	2.46%	—	+6.41%
11	✓	Xl Group LTD Com	Stock-Other	1.93%	—	-7.64%
12	BBY	Best Buy Co INC	Stock-Consumer Disc	1.80%	—	-57.69%
13	CTLEUR	Centurylink INC	Stock-Other	1.62%	—	—
14	VLO	Valero Energy CORP	Stock-Energy	1.61%	—	-18.62%
15	MPC	Marathon Petroleum CORP	Stock-Energy	1.61%	+0.45%	NEW
16	WRKUSD	Westrock Co	Stock-Other	1.60%	—	—
17	PRU	Prudential Financial INC	Stock-Financials	1.60%	—	—
18	PSX	Phillips 66	Stock-Energy	1.59%	—	—
19	✓	Andeavor Logistics LP	Stock-Other	1.59%	—	-7.00%
20	EG	Everest Group, Ltd.	Stock-Financials	1.57%	—	-7.62%
21	GAP	Gap Inc/the	Stock-Consumer Disc	1.56%	—	-7.88%
22	LNC	Lincoln National CORP	Stock-Financials	1.40%	—	-8.13%
23	UNM	Unum Group	Stock-Financials	1.32%	—	-54.01%
24	NAVI	Navient CORP	Stock-Other	1.31%	—	-6.80%
25	✓	Powershares	Stock-Other	1.25%	—	+90.11%
26	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.25%	—	+87.19%
27	VYM	Vanguard High Dvd Yield ETF	ETF-Other	0.85%	—	+73.14%
28	PGR	Progressive CORP	Stock-Financials	0.85%	-0.48%	+77.05%
29	EWI	Ishares Msci Italy ETF	ETF-Other	0.84%	—	+6.19%
30	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	0.83%	—	+91.42%
31	EWO	Ishares Msci Austria ETF	ETF-Other	0.83%	—	+4.12%
32	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.83%	—	+7.61%
33	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	0.83%	—	+91.21%
34	EWU	Ishares Msci United Kingdom	ETF-Other	0.83%	—	+8.24%
35	EWY	Ishares Msci South Korea ETF	ETF-Other	0.83%	—	+9.54%
36	EWT	Ishares Msci Taiwan ETF	ETF-Other	0.83%	—	+6.48%
37	EWQ	Ishares Msci France ETF	ETF-Other	0.82%	—	+7.93%
38	EWM	Ishares Msci Malaysia ETF	ETF-Other	0.82%	—	-3.18%
39	EPU	Ishares Msci Peru And Global	ETF-Other	0.80%	—	+5.75%
40	ROP	Roper Technologies INC	Stock-Tech	0.79%	—	+85.52%
41	PBPUSD	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	0.79%	—	+58.73%
42	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.79%	-0.37%	EXIT
43	THD	Ishares Msci Thailand ETF	ETF-Other	0.78%	—	-4.20%
44	ECH	Ishares Msci Chile ETF	ETF-Other	0.78%	—	+46.05%
45	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.78%	+3.06%	-8.79%
46	EZA	Ishares Msci South Africa Et	ETF-Other	0.76%	—	-3.83%
47	DWX	State Street Spdr S&p Intern	ETF-Other	0.71%	—	+43.17%
48	GREKUSD	Global X Msci Greece ETF	ETF-Other	0.67%	—	-14.81%
49	VNQI	Vanguard Glbl Ex-us Real Est	ETF-Other	0.64%	—	+88.36%
50	EWG	Ishares Msci Germany ETF	ETF-Other	0.58%	-0.35%	EXIT

1–50 of 87

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q1 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SHY	Ishares 1-3 Year Treasury Bo	+12.2%	+273.89%	Add
2	KSS	Kohls CORP	+1.7%	+67.01%	Add
3	M	Macy's INC	+1.7%	+71.88%	Add
4	F	Ford Motor Co	+1.2%	+107.10%	Add
5	XLV	Ss Health Care Select Sector	+0.8%	+53.28%	Add
6	XLK	Ss Technology Select Sector	+0.7%	+45.93%	Add
7	XLY	Ss Consumer Disc Select Sect	+0.7%	+44.74%	Add
8	XLI	Ss Industrial Select Sector	+0.7%	+51.36%	Add
9	XLB	Ss Materials Select Sector	+0.7%	+52.92%	Add
10	✓	Powershares	+0.6%	+90.11%	Add
11	CWB	Ss Spdr Bb Conv Sec ETF	+0.6%	+87.19%	Add
12	✓	Xl Group LTD Com	+0.5%	-7.64%	Trim
13	GLD	Spdr Gold Shares	+0.4%	+640.42%	Add
14	PGR	Progressive CORP	+0.4%	+77.05%	Add
15	RSG	Republic Services INC	-0.5%	-54.02%	Trim
16	EPOL	Ishares Msci Poland ETF	-0.5%	-53.62%	Trim
17	EIDO	Ishares Msci Indonesia ETF	-0.5%	-56.80%	Trim
18	APH	Amphenol Corp-cl A	-0.5%	-56.50%	Trim
19	EWP	Ishares Msci Spain ETF	-0.5%	-63.38%	Trim
20	UNH	Unitedhealth Group INC	-0.6%	-56.07%	Trim
21	EWD	Ishares Msci Sweden ETF	-0.6%	-73.99%	Trim
22	BA	Boeing Co/the	-0.7%	-61.40%	Trim
23	UNM	Unum Group	-2.2%	-54.01%	Trim
24	BBY	Best Buy Co INC	-2.7%	-57.69%	Trim
25	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
26	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
27	AFL	Aflac INC	—	EXIT	Sold out
28	XLRE	Ss Real Estate Select Sector	—	EXIT	Sold out
29	GLW	Corning INC	—	EXIT	Sold out
30	CCL1EUR	Carnival CORP LTD	—	EXIT	Sold out
31	CTLEUR	Centurylink INC	—	NEW	New buy
32	PFG	Principal Financial Group	—	EXIT	Sold out
33	WRKUSD	Westrock Co	—	NEW	New buy
34	PRU	Prudential Financial INC	—	NEW	New buy
35	PSX	Phillips 66	—	NEW	New buy
36	HPE	Hewlett Packard Enterprise	—	EXIT	Sold out
37	EPHE	Ishares Msci Philippines ETF	—	EXIT	Sold out
38	REM	Ishares Mortgage Real Estate	—	EXIT	Sold out
39	DXC	Dxc Technology Co	—	EXIT	Sold out
40	EMB	Ishares Jp Morgan Usd Emergi	—	EXIT	Sold out
41	EMHY	Ishares J.p. Morgan Em High	—	EXIT	Sold out
42	SOYB	Teucrium Soybean Fund	—	NEW	New buy
43	TXN	Texas Instruments INC	—	EXIT	Sold out
44	ITW	Illinois Tool Works	—	EXIT	Sold out
45	TMK	Torchmark CORP	—	EXIT	Sold out
46	STZ	Constellation Brands Inc-a	—	NEW	New buy
47	VRSK	Verisk Analytics INC	—	NEW	New buy
48	V	Visa Inc-class A Shares	—	NEW	New buy
49	AJG	Arthur J Gallagher & Co	—	EXIT	Sold out
50	YUM	Yum! Brands INC	—	NEW	New buy