Mount Lucas Management LP — Q3 2020 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q3 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	30.98%	+1.11%	-26.84%
2	XLB	Ss Materials Select Sector	ETF-Other	3.27%	—	-18.28%
3	XLI	Ss Industrial Select Sector	ETF-Other	3.20%	—	—
4	XLP	Ss Consumer Staples Sel Sect	ETF-Other	3.16%	—	-15.07%
5	XLY	Ss Consumer Disc Select Sect	ETF-Other	3.16%	—	-25.39%
6	XLV	Ss Health Care Select Sector	ETF-Other	3.15%	—	-14.29%
7	XLK	Ss Technology Select Sector	ETF-Tech	3.05%	—	-28.54%
8	XLC	Ss Comm Select Sector Spdr	ETF-Other	3.03%	—	-22.97%
9	JPM	JP Morgan Exchange Traded Fund	Stock-Financials	2.21%	—	+0.12%
10	WHR	Whirlpool CORP	Stock-Consumer Disc	1.85%	—	-6.34%
11	MGM	Mgm Resorts International	Stock-Consumer Disc	1.58%	—	-6.97%
12	CAH	Cardinal Health INC	Stock-Healthcare	1.57%	—	-6.04%
13	STX	Seagate Technology Holdings plc	Stock-Tech	1.46%	—	-5.72%
14	PFG	Principal Financial Group	Stock-Financials	1.37%	+0.33%	NEW
15	ALK	Alaska Air Group INC	Stock-Industrials	1.28%	—	-6.98%
16	MET	Metlife INC	Stock-Financials	1.24%	—	-5.85%
17	IVZ	Invesco Ltd.	Stock-Financials	1.24%	—	-5.70%
18	AIG	American International Group	Stock-Financials	1.22%	—	-6.02%
19	SYF	Synchrony Financial	Stock-Financials	1.21%	—	-6.11%
20	KSS	Kohls CORP	Stock-Consumer Disc	1.16%	—	-6.97%
21	UNM	Unum Group	Stock-Financials	1.15%	—	-5.51%
22	PRU	Prudential Financial INC	Stock-Financials	1.13%	—	-5.49%
23	BKLN	Invesco Senior Loan ETF	ETF-Other	1.05%	—	+534.76%
24	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.03%	—	-25.69%
25	HPE	Hewlett Packard Enterprise	Stock-Tech	1.02%	—	-6.32%
26	XRX	Xerox Holdings CORP	Stock-Industrials	0.99%	—	-5.31%
27	CVS	Cvs Health CORP	Stock-Healthcare	0.94%	—	-6.25%
28	VLO	Valero Energy CORP	Stock-Energy	0.85%	—	-5.35%
29	LNC	Lincoln National CORP	Stock-Financials	0.81%	—	-5.95%
30	DAL	Delta Air Lines INC	Stock-Industrials	0.79%	—	-6.97%
31	PSX	Phillips 66	Stock-Energy	0.78%	—	-5.66%
32	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	0.73%	—	+64.74%
33	EMHY	Ishares J.p. Morgan Em High	ETF-Other	0.72%	—	—
34	EWD	Ishares Msci Sweden ETF	ETF-Other	0.72%	—	-1.22%
35	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.71%	—	-8.15%
36	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.71%	—	-3.22%
37	EWG	Ishares Msci Germany ETF	ETF-Other	0.70%	-0.35%	EXIT
38	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	0.70%	—	—
39	JNK	Ss Spdr Bb High Yield Bond	ETF-High Yield	0.70%	—	+168.94%
40	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	0.69%	—	+42.50%
41	EWY	Ishares Msci South Korea ETF	ETF-Other	0.61%	—	-4.50%
42	EWT	Ishares Msci Taiwan ETF	ETF-Other	0.60%	—	-13.93%
43	INDA	Ishares Msci India ETF	ETF-Other	0.60%	-0.38%	EXIT
44	REM	Ishares Mortgage Real Estate	ETF-Other	0.59%	-0.69%	—
45	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.56%	-0.37%	EXIT
46	PFF	Ishares Preferred & Income S	ETF-Other	0.53%	—	—
47	SBAC	Sba Communications CORP	Stock-Real Estate	0.49%	—	-6.93%
48	IPFFEUR	Ishares International Prefer	ETF-Other	0.47%	—	—
49	CCI	Crown Castle INC	Stock-Real Estate	0.46%	—	-6.54%
50	MCHX	Marchex, Inc.	Stock-Other	0.43%	—	—

1–50 of 77

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q3 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	BKLN	Invesco Senior Loan ETF	+0.9%	+534.76%	Add
2	WHR	Whirlpool CORP	+0.5%	-6.34%	Trim
3	JNK	Ss Spdr Bb High Yield Bond	+0.5%	+168.94%	Add
4	MGM	Mgm Resorts International	+0.3%	-6.97%	Trim
5	EMB	Ishares Jp Morgan Usd Emergi	+0.3%	+64.74%	Add
6	JPM	JP Morgan Exchange Traded Fund	+0.3%	+0.12%	Add
7	GHYG	Ishares Us&intl High Yield C	+0.2%	+42.50%	Add
8	XRX	Xerox Holdings CORP	+0.2%	-5.31%	Trim
9	SYF	Synchrony Financial	+0.2%	-6.11%	Trim
10	FXI	Ishares China Large-cap ETF	+0.2%	+26.53%	Add
11	EWG	Ishares Msci Germany ETF	+0.2%	+11.84%	Add
12	EWD	Ishares Msci Sweden ETF	+0.1%	-1.22%	Trim
13	EWY	Ishares Msci South Korea ETF	+0.1%	-4.50%	Trim
14	MCD	Mcdonald's CORP	+0.1%	-6.58%	Trim
15	STX	Seagate Technology Holdings plc	0%	-5.72%	Trim
16	MET	Metlife INC	0%	-5.85%	Trim
17	UNM	Unum Group	0%	-5.51%	Trim
18	ALK	Alaska Air Group INC	0%	-6.98%	Trim
19	AMT	American Tower CORP	0%	-6.58%	Trim
20	LLY	Eli Lilly & Co	0%	-6.90%	Trim
21	EQR	Equity Residential	0%	-5.94%	Trim
22	HPE	Hewlett Packard Enterprise	-0.1%	-6.32%	Trim
23	PFG	Principal Financial Group	-0.1%	-5.79%	Trim
24	XLP	Ss Consumer Staples Sel Sect	-0.1%	-15.07%	Trim
25	XLB	Ss Materials Select Sector	-0.1%	-18.28%	Trim
26	CWB	Ss Spdr Bb Conv Sec ETF	-0.1%	-25.69%	Trim
27	CVS	Cvs Health CORP	-0.1%	-6.25%	Trim
28	LNC	Lincoln National CORP	-0.2%	-5.95%	Trim
29	XLV	Ss Health Care Select Sector	-0.2%	-14.29%	Trim
30	AIG	American International Group	-0.2%	-6.02%	Trim
31	KSS	Kohls CORP	-0.2%	-6.97%	Trim
32	CAH	Cardinal Health INC	-0.2%	-6.04%	Trim
33	VLO	Valero Energy CORP	-0.3%	-5.35%	Trim
34	PSX	Phillips 66	-0.3%	-5.66%	Trim
35	XLY	Ss Consumer Disc Select Sect	-0.3%	-25.39%	Trim
36	XLC	Ss Comm Select Sector Spdr	-0.4%	-22.97%	Trim
37	XLK	Ss Technology Select Sector	-0.6%	-28.54%	Trim
38	SHY	Ishares 1-3 Year Treasury Bo	-9.3%	-26.84%	Trim
39	XLI	Ss Industrial Select Sector	—	NEW	New buy
40	EMHY	Ishares J.p. Morgan Em High	—	NEW	New buy
41	SHYG	Ishares 0-5 Yr Hy CORP Bond	—	NEW	New buy
42	INDA	Ishares Msci India ETF	—	NEW	New buy
43	REM	Ishares Mortgage Real Estate	—	NEW	New buy
44	PFF	Ishares Preferred & Income S	—	NEW	New buy
45	IPFFEUR	Ishares International Prefer	—	NEW	New buy
46	MCHX	Marchex, Inc.	—	NEW	New buy
47	EWM	Ishares Msci Malaysia ETF	—	NEW	New buy
48	KRE	Ss Spdr S&p Regional Bank	—	NEW	New buy
49	EWQ	Ishares Msci France ETF	—	NEW	New buy
50	WIP	State Street Spdr Ftse Inter	—	NEW	New buy