Mount Lucas Management LP — Q2 2019 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q2 2019
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	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	7.71%	+1.09%	-18.65%
2	IEI	Ishares 3-7 Year Treasury Bo	ETF-Gov Bonds	7.69%	+1.10%	-17.21%
3	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	7.64%	+1.11%	-15.93%
4	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.27%	—	-11.76%
5	XLK	Ss Technology Select Sector	ETF-Tech	1.88%	—	-13.85%
6	XLB	Ss Materials Select Sector	ETF-Other	1.87%	—	—
7	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.84%	—	-14.34%
8	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.81%	—	-14.77%
9	XLI	Ss Industrial Select Sector	ETF-Other	1.81%	—	-10.56%
10	T	At&t INC	Stock-Comm Services	1.80%	+0.49%	-1.38%
11	XLV	Ss Health Care Select Sector	ETF-Other	1.77%	—	-12.05%
12	XLRE	Ss Real Estate Select Sector	ETF-Other	1.75%	—	-16.98%
13	XLC	Ss Comm Select Sector Spdr	ETF-Other	1.74%	—	-14.11%
14	C	Citigroup INC	Stock-Financials	1.64%	—	-1.55%
15	DAL	Delta Air Lines INC	Stock-Industrials	1.64%	—	-1.54%
16	XRXCHF	Xerox CORP	Stock-Other	1.61%	—	-1.49%
17	SYF	Synchrony Financial	Stock-Financials	1.58%	—	-1.76%
18	HPE	Hewlett Packard Enterprise	Stock-Tech	1.56%	—	-2.21%
19	GM	General Motors Co	Stock-Consumer Disc	1.51%	-0.53%	-1.12%
20	WDC	Western Digital CORP	Stock-Tech	1.51%	—	-1.19%
21	PSX	Phillips 66	Stock-Energy	1.49%	—	-2.04%
22	CVX	Chevron CORP	Stock-Energy	1.47%	—	-1.25%
23	NUE	Nucor CORP	Stock-Materials	1.39%	—	-1.43%
24	VLO	Valero Energy CORP	Stock-Energy	1.37%	—	-1.90%
25	KR	Kroger Co	Stock-Consumer Staples	1.28%	—	-2.33%
26	WBA	Walgreens Boots Alliance INC	Stock-Other	1.27%	—	-1.36%
27	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.25%	—	+12.10%
28	HFCUSD	Hollyfrontier CORP	Stock-Other	1.22%	—	-2.35%
29	BKLN	Invesco Senior Loan ETF	ETF-Other	1.20%	—	+9.29%
30	MPC	Marathon Petroleum CORP	Stock-Energy	1.19%	+0.45%	NEW
31	KSS	Kohls CORP	Stock-Consumer Disc	1.13%	—	-1.40%
32	M	Macy's INC	Stock-Consumer Disc	1.10%	—	-0.98%
33	REM	Ishares Mortgage Real Estate	ETF-Other	1.02%	-0.69%	-7.12%
34	GAP	Gap Inc/the	Stock-Consumer Disc	1.00%	—	-1.26%
35	CTLEUR	Centurylink INC	Stock-Other	0.96%	—	-0.65%
36	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.92%	—	—
37	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.92%	—	-5.26%
38	DWX	State Street Spdr S&p Intern	ETF-Other	0.90%	—	+10.05%
39	EMHY	Ishares J.p. Morgan Em High	ETF-Other	0.89%	—	+11.73%
40	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	0.89%	—	+8.71%
41	THD	Ishares Msci Thailand ETF	ETF-Other	0.85%	—	—
42	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.84%	+3.06%	-20.00%
43	GREKUSD	Global X Msci Greece ETF	ETF-Other	0.83%	—	—
44	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.82%	—	+9.56%
45	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	0.82%	—	+9.81%
46	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	0.81%	—	+9.91%
47	EIDO	Ishares Msci Indonesia ETF	ETF-Other	0.81%	-0.39%	EXIT
48	EPHE	Ishares Msci Philippines ETF	ETF-Other	0.80%	—	-26.35%
49	EPI	Wisdomtree India Earnings	ETF-Other	0.78%	—	+62.28%
50	VYM	Vanguard High Dvd Yield ETF	ETF-Other	0.74%	—	-7.64%

1–50 of 92

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q2 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EPI	Wisdomtree India Earnings	+0.3%	+62.28%	Add
2	C	Citigroup INC	+0.2%	-1.55%	Trim
3	CWB	Ss Spdr Bb Conv Sec ETF	+0.2%	+12.10%	Add
4	XRXCHF	Xerox CORP	+0.2%	-1.49%	Trim
5	DAL	Delta Air Lines INC	+0.2%	-1.54%	Trim
6	EMHY	Ishares J.p. Morgan Em High	+0.1%	+11.73%	Add
7	DWX	State Street Spdr S&p Intern	+0.1%	+10.05%	Add
8	MPC	Marathon Petroleum CORP	-0.1%	-2.02%	Trim
9	HFCUSD	Hollyfrontier CORP	-0.1%	-2.35%	Trim
10	REM	Ishares Mortgage Real Estate	-0.1%	-7.12%	Trim
11	XLI	Ss Industrial Select Sector	-0.1%	-10.56%	Trim
12	M	Macy's INC	-0.1%	-0.98%	Trim
13	EWZ	Ishares Msci Brazil ETF	-0.1%	-20.00%	Trim
14	XLK	Ss Technology Select Sector	-0.1%	-13.85%	Trim
15	XLC	Ss Comm Select Sector Spdr	-0.1%	-14.11%	Trim
16	XLV	Ss Health Care Select Sector	-0.2%	-12.05%	Trim
17	XLY	Ss Consumer Disc Select Sect	-0.2%	-14.34%	Trim
18	KR	Kroger Co	-0.2%	-2.33%	Trim
19	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.2%	-11.76%	Trim
20	WBA	Walgreens Boots Alliance INC	-0.2%	-1.36%	Trim
21	EIDO	Ishares Msci Indonesia ETF	-0.2%	-21.76%	Trim
22	RSX1USD	Vaneck Vectors Russia ETF	-0.2%	-62.26%	Trim
23	XLP	Ss Consumer Staples Sel Sect	-0.2%	-14.77%	Trim
24	EPHE	Ishares Msci Philippines ETF	-0.2%	-26.35%	Trim
25	XLRE	Ss Real Estate Select Sector	-0.3%	-16.98%	Trim
26	GAP	Gap Inc/the	-0.4%	-1.26%	Trim
27	KSS	Kohls CORP	-0.5%	-1.40%	Trim
28	SHY	Ishares 1-3 Year Treasury Bo	-1.2%	-15.93%	Trim
29	IEI	Ishares 3-7 Year Treasury Bo	-1.2%	-17.21%	Trim
30	IEF	Ishares 7-10 Year Treasury B	-1.3%	-18.65%	Trim
31	XLB	Ss Materials Select Sector	—	NEW	New buy
32	ITB	Ishares U.s. Home Constructi	—	EXIT	Sold out
33	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
34	EWN	Ishares Msci Netherlands ETF	—	NEW	New buy
35	THD	Ishares Msci Thailand ETF	—	NEW	New buy
36	GREKUSD	Global X Msci Greece ETF	—	NEW	New buy
37	EPU	Ishares Msci Peru And Global	—	EXIT	Sold out
38	EWQ	Ishares Msci France ETF	—	NEW	New buy
39	CORN	Teucrium Corn Fund	—	NEW	New buy
40	PBP	Invesco S&p 500 Buywrite ETF	—	NEW	New buy
41	EWI	Ishares Msci Italy ETF	—	NEW	New buy
42	EWD	Ishares Msci Sweden ETF	—	NEW	New buy
43	EWP	Ishares Msci Spain ETF	—	NEW	New buy
44	CPER	United States Copper Index	—	EXIT	Sold out
45	EPOL	Ishares Msci Poland ETF	—	NEW	New buy
46	USX1	United States Steel CORP	—	EXIT	Sold out
47	WEATUSD	Teucrium Wheat Fund	—	NEW	New buy
48	EZA	Ishares Msci South Africa Et	—	NEW	New buy
49	STLD	Steel Dynamics INC	—	EXIT	Sold out
50	XLF	Ss Financial Select Sector	—	NEW	New buy