Mount Lucas Management LP — Q1 2020 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q1 2020
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	62.70%	+1.11%	+1317.38%
2	XLK	Ss Technology Select Sector	ETF-Tech	4.56%	—	+91.39%
3	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	4.49%	—	+58.22%
4	XRX	Xerox Holdings CORP	Stock-Industrials	2.02%	—	+35.36%
5	DAL	Delta Air Lines INC	Stock-Industrials	1.74%	—	+35.26%
6	CAH	Cardinal Health INC	Stock-Healthcare	1.74%	—	+35.67%
7	SYF	Synchrony Financial	Stock-Financials	1.63%	—	+35.26%
8	STX	Seagate Technology Holdings plc	Stock-Tech	1.54%	—	+35.27%
9	WDC	Western Digital CORP	Stock-Tech	1.48%	—	+35.36%
10	WBA	Walgreens Boots Alliance INC	Stock-Other	1.20%	—	+35.47%
11	C	Citigroup INC	Stock-Financials	1.11%	—	+35.19%
12	MET	Metlife INC	Stock-Financials	1.10%	—	+35.57%
13	NUE	Nucor CORP	Stock-Materials	1.02%	—	+35.94%
14	PRU	Prudential Financial INC	Stock-Financials	0.99%	—	+35.92%
15	CVX	Chevron CORP	Stock-Energy	0.97%	—	+35.90%
16	WHR	Whirlpool CORP	Stock-Consumer Disc	0.94%	—	+35.52%
17	GM	General Motors Co	Stock-Consumer Disc	0.93%	-0.53%	+35.95%
18	PSX	Phillips 66	Stock-Energy	0.87%	—	+35.72%
19	AMT	American Tower CORP	Stock-Real Estate	0.86%	—	+34.21%
20	LNC	Lincoln National CORP	Stock-Financials	0.74%	—	+35.27%
21	MUB	Ishares National Muni Bond E	ETF-Other	0.59%	—	+123.18%
22	SBAC	Sba Communications CORP	Stock-Real Estate	0.46%	—	+34.38%
23	GAP	Gap Inc/the	Stock-Consumer Disc	0.45%	—	+36.15%
24	LLY	Eli Lilly & Co	Stock-Healthcare	0.44%	—	+34.92%
25	CCI	Crown Castle INC	Stock-Real Estate	0.43%	—	+35.25%
26	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.43%	—	+34.96%
27	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.38%	—	+34.99%
28	MRK	Merck & Co. INC.	Stock-Healthcare	0.38%	—	+35.19%
29	HSY	Hershey Co/the	Stock-Consumer Staples	0.36%	—	+34.84%
30	EXR	Extra Space Storage INC	Stock-Real Estate	0.35%	—	+35.46%
31	MAA	Mid-america Apartment Comm	Stock-Real Estate	0.33%	—	+35.15%
32	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.33%	—	+35.02%
33	UDR	Udr INC	Stock-Real Estate	0.33%	—	+35.19%
34	PAYX	Paychex INC	Stock-Tech	0.32%	—	+35.09%
35	DOC	Healthpeak Properties INC	Stock-Real Estate	0.31%	—	+35.50%
36	EQR	Equity Residential	Stock-Real Estate	0.30%	—	+35.63%
37	AVB	Avalonbay Communities INC	Stock-Real Estate	0.30%	—	+35.54%
38	O	Realty Income CORP	Stock-Real Estate	0.28%	—	+35.60%
39	CINF	Cincinnati Financial CORP	Stock-Financials	0.27%	—	+35.17%
40	GPC	Genuine Parts Co	Stock-Consumer Disc	0.25%	—	+35.47%
41	SCHP	Schwab U.s. Tips ETF	ETF-Other	0.07%	—	—

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q1 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SHY	Ishares 1-3 Year Treasury Bo	+58.5%	+1317.38%	Add
2	XLK	Ss Technology Select Sector	+1.9%	+91.39%	Add
3	XLU	St Sr Utl Sl Se Spdr Etf-usd	+1.3%	+58.22%	Add
4	CAH	Cardinal Health INC	+0.4%	+35.67%	Add
5	GAP	Gap Inc/the	-0.4%	+36.15%	Add
6	C	Citigroup INC	-0.4%	+35.19%	Add
7	PSX	Phillips 66	-0.4%	+35.72%	Add
8	LNC	Lincoln National CORP	-0.5%	+35.27%	Add
9	XRX	Xerox Holdings CORP	-0.8%	+35.36%	Add
10	DAL	Delta Air Lines INC	-0.8%	+35.26%	Add
11	SYF	Synchrony Financial	-1%	+35.26%	Add
12	IEI	Ishares 3-7 Year Treasury Bo	—	EXIT	Sold out
13	IEF	Ishares 7-10 Year Treasury B	—	EXIT	Sold out
14	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
15	XLY	Ss Consumer Disc Select Sect	—	EXIT	Sold out
16	XLF	Ss Financial Select Sector	—	EXIT	Sold out
17	XLB	Ss Materials Select Sector	—	EXIT	Sold out
18	XLC	Ss Comm Select Sector Spdr	—	EXIT	Sold out
19	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
20	XLRE	Ss Real Estate Select Sector	—	EXIT	Sold out
21	XLI	Ss Industrial Select Sector	—	EXIT	Sold out
22	EWJ	Ishares Msci Japan ETF	—	EXIT	Sold out
23	REM	Ishares Mortgage Real Estate	—	EXIT	Sold out
24	BKLN	Invesco Senior Loan ETF	—	EXIT	Sold out
25	CWB	Ss Spdr Bb Conv Sec ETF	—	EXIT	Sold out
26	EMHY	Ishares J.p. Morgan Em High	—	EXIT	Sold out
27	VYM	Vanguard High Dvd Yield ETF	—	EXIT	Sold out
28	EMB	Ishares Jp Morgan Usd Emergi	—	EXIT	Sold out
29	DWX	State Street Spdr S&p Intern	—	EXIT	Sold out
30	PBP	Invesco S&p 500 Buywrite ETF	—	EXIT	Sold out
31	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	Sold out
32	GHYG	Ishares Us&intl High Yield C	—	EXIT	Sold out
33	SHYG	Ishares 0-5 Yr Hy CORP Bond	—	EXIT	Sold out
34	EWU	Ishares Msci United Kingdom	—	EXIT	Sold out
35	EWD	Ishares Msci Sweden ETF	—	EXIT	Sold out
36	EWL	Ishares Msci Switzerland ETF	—	EXIT	Sold out
37	EWN	Ishares Msci Netherlands ETF	—	EXIT	Sold out
38	EWQ	Ishares Msci France ETF	—	EXIT	Sold out
39	EWI	Ishares Msci Italy ETF	—	EXIT	Sold out
40	EWG	Ishares Msci Germany ETF	—	EXIT	Sold out
41	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
42	VNQI	Vanguard Glbl Ex-us Real Est	—	EXIT	Sold out
43	EWT	Ishares Msci Taiwan ETF	—	EXIT	Sold out
44	GREKUSD	Global X Msci Greece ETF	—	EXIT	Sold out
45	PFF	Ishares Preferred & Income S	—	EXIT	Sold out
46	TUR	Ishares Msci Turkey ETF	—	EXIT	Sold out
47	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
48	EWP	Ishares Msci Spain ETF	—	EXIT	Sold out
49	EWW	Ishares Msci Mexico ETF	—	EXIT	Sold out
50	EWO	Ishares Msci Austria ETF	—	EXIT	Sold out