Mount Lucas Management LP — Q3 2019 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 2019
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

Total reported value

$270.8M

← Back to latest quarter

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	5.80%	+1.11%	-28.35%
2	IEI	Ishares 3-7 Year Treasury Bo	ETF-Gov Bonds	5.77%	+1.10%	-29.69%
3	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	5.73%	+1.09%	-31.31%
4	DAL	Delta Air Lines INC	Stock-Industrials	3.04%	—	+73.16%
5	SYF	Synchrony Financial	Stock-Financials	2.98%	—	+81.82%
6	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.89%	—	+10.70%
7	XRX	Xerox Holdings CORP	Stock-Industrials	2.74%	—	—
8	XLF	Ss Financial Select Sector	ETF-Other	2.36%	—	+1565.40%
9	XLB	Ss Materials Select Sector	ETF-Other	2.33%	—	+18.41%
10	XLI	Ss Industrial Select Sector	ETF-Other	2.32%	—	+21.21%
11	XLP	Ss Consumer Staples Sel Sect	ETF-Other	2.30%	—	+13.08%
12	XLK	Ss Technology Select Sector	ETF-Tech	2.29%	—	+11.75%
13	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.28%	—	+15.84%
14	XLRE	Ss Real Estate Select Sector	ETF-Other	2.28%	—	+14.89%
15	XLC	Ss Comm Select Sector Spdr	ETF-Other	2.26%	—	+22.26%
16	XLV	Ss Health Care Select Sector	ETF-Other	2.24%	—	+23.00%
17	WDC	Western Digital CORP	Stock-Tech	1.86%	—	-7.29%
18	C	Citigroup INC	Stock-Financials	1.59%	—	-6.79%
19	EWJ	Ishares Msci Japan ETF	ETF-Other	1.57%	—	—
20	WHR	Whirlpool CORP	Stock-Consumer Disc	1.47%	—	—
21	PSX	Phillips 66	Stock-Energy	1.46%	—	-15.36%
22	GM	General Motors Co	Stock-Consumer Disc	1.46%	-0.53%	-6.55%
23	CAH	Cardinal Health INC	Stock-Healthcare	1.45%	—	—
24	PRU	Prudential Financial INC	Stock-Financials	1.44%	—	—
25	MET	Metlife INC	Stock-Financials	1.44%	—	—
26	STX	Seagate Technology Holdings plc	Stock-Tech	1.44%	—	—
27	LNC	Lincoln National CORP	Stock-Financials	1.44%	—	—
28	CVX	Chevron CORP	Stock-Energy	1.39%	—	-6.50%
29	WBA	Walgreens Boots Alliance INC	Stock-Other	1.27%	—	-6.61%
30	NUE	Nucor CORP	Stock-Materials	1.27%	—	-6.79%
31	BKLN	Invesco Senior Loan ETF	ETF-Other	1.24%	—	-1.99%
32	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.24%	—	-6.06%
33	GAP	Gap Inc/the	Stock-Consumer Disc	0.96%	—	-6.26%
34	VYM	Vanguard High Dvd Yield ETF	ETF-Other	0.92%	—	+15.35%
35	DWX	State Street Spdr S&p Intern	ETF-Other	0.90%	—	-3.97%
36	EMHY	Ishares J.p. Morgan Em High	ETF-Other	0.89%	—	-3.55%
37	PBP	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	0.88%	—	+50.73%
38	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	0.87%	—	-7.01%
39	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	0.83%	—	-3.06%
40	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.83%	—	-4.60%
41	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	0.83%	—	-3.89%
42	AMT	American Tower CORP	Stock-Real Estate	0.76%	—	+74.35%
43	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.71%	—	-27.82%
44	EWI	Ishares Msci Italy ETF	ETF-Other	0.71%	—	+71.73%
45	EWQ	Ishares Msci France ETF	ETF-Other	0.71%	—	+5.12%
46	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.70%	—	-28.22%
47	TUR	Ishares Msci Turkey ETF	ETF-Other	0.66%	—	—
48	VNQI	Vanguard Glbl Ex-us Real Est	ETF-Other	0.63%	—	-2.81%
49	VNQ	Vanguard Real Estate ETF	ETF-Other	0.63%	—	-7.02%
50	EWT	Ishares Msci Taiwan ETF	ETF-Other	0.63%	—	—

1–50 of 104

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLF	Ss Financial Select Sector	+2.2%	+1565.40%	Add
2	SYF	Synchrony Financial	+1.4%	+81.82%	Add
3	DAL	Delta Air Lines INC	+1.4%	+73.16%	Add
4	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.6%	+10.70%	Add
5	XLRE	Ss Real Estate Select Sector	+0.5%	+14.89%	Add
6	XLC	Ss Comm Select Sector Spdr	+0.5%	+22.26%	Add
7	XLI	Ss Industrial Select Sector	+0.5%	+21.21%	Add
8	XLP	Ss Consumer Staples Sel Sect	+0.5%	+13.08%	Add
9	XLV	Ss Health Care Select Sector	+0.5%	+23.00%	Add
10	CTXSEUR	Citrix Systems INC	-0.4%	-96.73%	Trim
11	TJX	Tjx Companies INC	-0.4%	-96.73%	Trim
12	BR	Broadridge Financial Solutio	-0.4%	-96.73%	Trim
13	EIDO	Ishares Msci Indonesia ETF	-0.5%	-55.41%	Trim
14	REM	Ishares Mortgage Real Estate	-0.5%	-48.04%	Trim
15	CTAS	Cintas CORP	-0.5%	-96.74%	Trim
16	COST	Costco Wholesale CORP	-0.5%	-96.73%	Trim
17	FISV	Fiserv INC	-0.5%	-96.74%	Trim
18	PGR	Progressive CORP	-0.5%	-96.75%	Trim
19	MA	Mastercard INC - A	-0.5%	-96.75%	Trim
20	VRSK	Verisk Analytics INC	-0.5%	-96.74%	Trim
21	MSI	Motorola Solutions INC	-0.6%	-96.73%	Trim
22	CTLEUR	Centurylink INC	-0.9%	-96.66%	Trim
23	M	Macy's INC	-1.1%	-96.68%	Trim
24	KSS	Kohls CORP	-1.1%	-96.71%	Trim
25	MPC	Marathon Petroleum CORP	-1.1%	-96.70%	Trim
26	HFCUSD	Hollyfrontier CORP	-1.2%	-96.71%	Trim
27	KR	Kroger Co	-1.2%	-96.72%	Trim
28	VLO	Valero Energy CORP	-1.3%	-96.70%	Trim
29	HPE	Hewlett Packard Enterprise	-1.5%	-96.71%	Trim
30	T	At&t INC	-1.7%	-96.69%	Trim
31	SHY	Ishares 1-3 Year Treasury Bo	-1.8%	-28.35%	Trim
32	IEI	Ishares 3-7 Year Treasury Bo	-1.9%	-29.69%	Trim
33	IEF	Ishares 7-10 Year Treasury B	-2%	-31.31%	Trim
34	XRX	Xerox Holdings CORP	—	NEW	New buy
35	XRXCHF	Xerox CORP	—	EXIT	Sold out
36	EWJ	Ishares Msci Japan ETF	—	NEW	New buy
37	WHR	Whirlpool CORP	—	NEW	New buy
38	CAH	Cardinal Health INC	—	NEW	New buy
39	PRU	Prudential Financial INC	—	NEW	New buy
40	MET	Metlife INC	—	NEW	New buy
41	LNC	Lincoln National CORP	—	NEW	New buy
42	STX	Seagate Technology Holdings plc	—	NEW	New buy
43	EPI	Wisdomtree India Earnings	—	EXIT	Sold out
44	TUR	Ishares Msci Turkey ETF	—	NEW	New buy
45	GLD	Spdr Gold Shares	—	EXIT	Sold out
46	EWT	Ishares Msci Taiwan ETF	—	NEW	New buy
47	CORN	Teucrium Corn Fund	—	EXIT	Sold out
48	EWP	Ishares Msci Spain ETF	—	EXIT	Sold out
49	MCD	Mcdonald's CORP	—	NEW	New buy
50	HSY	Hershey Co/the	—	NEW	New buy