Mount Lucas Management LP — Q3 2018 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 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	35.53%	+1.11%	+8.13%
2	CTLEUR	Centurylink INC	Stock-Other	3.47%	—	+80.69%
3	M	Macy's INC	Stock-Consumer Disc	3.38%	—	-11.63%
4	VLO	Valero Energy CORP	Stock-Energy	3.35%	—	+89.33%
5	KSS	Kohls CORP	Stock-Consumer Disc	3.29%	—	-12.73%
6	PSX	Phillips 66	Stock-Energy	3.26%	—	+93.54%
7	MPC	Marathon Petroleum CORP	Stock-Energy	3.07%	+0.45%	NEW
8	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.02%	—	—
9	XLV	Ss Health Care Select Sector	ETF-Other	1.63%	—	-24.25%
10	XLI	Ss Industrial Select Sector	ETF-Other	1.62%	—	-13.94%
11	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.60%	—	—
12	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.59%	—	-22.86%
13	XLK	Ss Technology Select Sector	ETF-Tech	1.59%	—	-21.18%
14	XLC	Ss Comm Select Sector Spdr	ETF-Other	1.58%	—	—
15	HFCUSD	Hollyfrontier CORP	Stock-Other	1.57%	—	—
16	XLRE	Ss Real Estate Select Sector	ETF-Other	1.55%	—	-18.65%
17	XLB	Ss Materials Select Sector	ETF-Other	1.54%	—	-17.26%
18	T	At&t INC	Stock-Comm Services	1.52%	+0.49%	—
19	PRU	Prudential Financial INC	Stock-Financials	1.49%	—	+5.42%
20	KR	Kroger Co	Stock-Consumer Staples	1.49%	—	—
21	HPE	Hewlett Packard Enterprise	Stock-Tech	1.47%	—	—
22	F	Ford Motor Co	Stock-Consumer Disc	1.30%	+0.46%	NEW
23	WRKUSD	Westrock Co	Stock-Other	1.27%	—	+5.22%
24	BKLN	Invesco Senior Loan ETF	ETF-Other	1.09%	—	-1.58%
25	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.07%	—	-3.21%
26	REM	Ishares Mortgage Real Estate	ETF-Other	1.06%	-0.69%	-4.20%
27	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.85%	—	—
28	PBP	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	0.77%	—	-4.81%
29	VYM	Vanguard High Dvd Yield ETF	ETF-Other	0.77%	—	-4.94%
30	VRSK	Verisk Analytics INC	Stock-Industrials	0.76%	—	+81.20%
31	PGR	Progressive CORP	Stock-Financials	0.76%	-0.48%	-13.73%
32	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	0.72%	—	—
33	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	0.72%	—	-1.55%
34	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.72%	—	-1.97%
35	UPS	United Parcel Service, Inc.	Stock-Industrials	0.60%	—	+18.80%
36	UGA	United States Gas Fund LP	ETF-Other	0.60%	—	+29.99%
37	PFF	Ishares Preferred & Income S	ETF-Other	0.53%	—	-2.65%
38	VNQ	Vanguard Real Estate ETF	ETF-Other	0.52%	—	+16.07%
39	VRSN	Verisign INC	Stock-Tech	0.44%	—	-9.72%
40	V	Visa Inc-class A Shares	Stock-Financials	0.41%	—	-9.59%
41	TJX	Tjx Companies INC	Stock-Consumer Disc	0.39%	+0.65%	NEW
42	MSI	Motorola Solutions INC	Stock-Tech	0.39%	-0.47%	EXIT
43	FISV	Fiserv INC	Stock-Other	0.38%	—	—
44	CTXSEUR	Citrix Systems INC	Stock-Other	0.38%	—	—
45	EWW	Ishares Msci Mexico ETF	ETF-Other	0.38%	—	—
46	MA	Mastercard INC - A	Stock-Financials	0.38%	—	-20.48%
47	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.38%	—	—
48	BR	Broadridge Financial Solutio	Stock-Tech	0.38%	—	—
49	EWT	Ishares Msci Taiwan ETF	ETF-Other	0.38%	—	+262.91%
50	CTAS	Cintas CORP	Stock-Industrials	0.36%	—	—

1–50 of 74

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	CTLEUR	Centurylink INC	+1.7%	+80.69%	Add
2	MPC	Marathon Petroleum CORP	+1.6%	+94.77%	Add
3	VLO	Valero Energy CORP	+1.6%	+89.33%	Add
4	PSX	Phillips 66	+1.5%	+93.54%	Add
5	SHY	Ishares 1-3 Year Treasury Bo	+1.5%	+8.13%	Add
6	VRSK	Verisk Analytics INC	+0.4%	+81.20%	Add
7	ROP	Roper Technologies INC	-0.4%	-54.04%	Trim
8	XLB	Ss Materials Select Sector	-0.4%	-17.26%	Trim
9	EPU	Ishares Msci Peru And Global	-0.4%	-91.21%	Trim
10	XLY	Ss Consumer Disc Select Sect	-0.4%	-22.86%	Trim
11	XLRE	Ss Real Estate Select Sector	-0.4%	-18.65%	Trim
12	KSS	Kohls CORP	-0.5%	-12.73%	Trim
13	M	Macy's INC	-0.9%	-11.63%	Trim
14	F	Ford Motor Co	-1.5%	-41.90%	Trim
15	EWJ	Ishares Msci Japan ETF	—	EXIT	Sold out
16	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
17	✓	Andeavor Logistics LP	—	EXIT	Sold out
18	✓	Xl Group LTD Com	—	EXIT	Sold out
19	BBY	Best Buy Co INC	—	EXIT	Sold out
20	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
21	XLC	Ss Comm Select Sector Spdr	—	NEW	New buy
22	HFCUSD	Hollyfrontier CORP	—	NEW	New buy
23	T	At&t INC	—	NEW	New buy
24	KR	Kroger Co	—	NEW	New buy
25	HPE	Hewlett Packard Enterprise	—	NEW	New buy
26	GAP	Gap Inc/the	—	EXIT	Sold out
27	EG	Everest Group, Ltd.	—	EXIT	Sold out
28	NAVI	Navient CORP	—	EXIT	Sold out
29	LNC	Lincoln National CORP	—	EXIT	Sold out
30	UNM	Unum Group	—	EXIT	Sold out
31	EWL	Ishares Msci Switzerland ETF	—	NEW	New buy
32	EWU	Ishares Msci United Kingdom	—	EXIT	Sold out
33	GHYG	Ishares Us&intl High Yield C	—	NEW	New buy
34	✓	United Sts Diesel Heating Oi	—	EXIT	Sold out
35	BA	Boeing Co/the	—	EXIT	Sold out
36	TJX	Tjx Companies INC	—	NEW	New buy
37	UNH	Unitedhealth Group INC	—	EXIT	Sold out
38	MSI	Motorola Solutions INC	—	NEW	New buy
39	FISV	Fiserv INC	—	NEW	New buy
40	EWQ	Ishares Msci France ETF	—	EXIT	Sold out
41	CTXSEUR	Citrix Systems INC	—	NEW	New buy
42	EWW	Ishares Msci Mexico ETF	—	NEW	New buy
43	VNQI	Vanguard Glbl Ex-us Real Est	—	EXIT	Sold out
44	COST	Costco Wholesale CORP	—	NEW	New buy
45	BR	Broadridge Financial Solutio	—	NEW	New buy
46	CTAS	Cintas CORP	—	NEW	New buy
47	HRSEUR	L3harris Technologies INC	—	EXIT	Sold out
48	RSG	Republic Services INC	—	EXIT	Sold out
49	APH	Amphenol Corp-cl A	—	EXIT	Sold out
50	ALL	Allstate CORP	—	EXIT	Sold out