13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2019-09-30, filed 2019-11-14, with 104 holding rows worth $558,206,000.
- Accession
- 0001567619-19-021486
- Filer
- CIK 1185072
- Filed
- 2019-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2019
A holdings report, 140 entries on the cover page, a total value of $558,206,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $558,206,000 with VALUE read as thousands by filing date, 13F file number 028-11021. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR | 464287457 | COM | 381,418 | $32,352,000 | thousands by filing date | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 254,013 | $32,209,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 284,633 | $32,013,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 294,872 | $16,984,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 488,457 | $16,651,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 248,892 | $16,113,000 | thousands by filing date | |
| XEROX HOLDINGS CORP | 98421M106 | COM NEW | 511,327 | $15,294,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 470,127 | $13,164,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 223,252 | $12,993,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 167,092 | $12,971,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 208,627 | $12,814,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 158,835 | $12,791,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 105,659 | $12,753,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 323,333 | $12,720,000 | thousands by filing date | |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 254,844 | $12,620,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 138,571 | $12,489,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 174,216 | $10,391,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 128,886 | $8,903,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 154,390 | $8,760,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 51,767 | $8,198,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 79,769 | $8,169,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 217,053 | $8,135,000 | thousands by filing date | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 171,115 | $8,075,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 89,310 | $8,034,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 170,236 | $8,029,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 132,938 | $8,018,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 149,067 | $8,018,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 65,341 | $7,750,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 128,252 | $7,093,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 138,791 | $7,066,000 | thousands by filing date | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 307,094 | $6,937,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 131,477 | $6,896,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 308,569 | $5,356,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 57,689 | $5,119,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 129,680 | $5,051,000 | thousands by filing date | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 106,368 | $4,945,000 | thousands by filing date | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 227,574 | $4,927,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 43,020 | $4,876,000 | thousands by filing date | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 99,689 | $4,635,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 53,151 | $4,633,000 | thousands by filing date | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 94,485 | $4,610,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 19,257 | $4,258,000 | thousands by filing date | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 126,954 | $3,981,000 | thousands by filing date | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 144,363 | $3,980,000 | thousands by filing date | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 131,733 | $3,970,000 | thousands by filing date | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 103,677 | $3,909,000 | thousands by filing date | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 138,920 | $3,712,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 60,144 | $3,524,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 37,789 | $3,524,000 | thousands by filing date | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 96,049 | $3,492,000 | thousands by filing date | |
| ISHARES TR | 464288687 | COM | 92,881 | $3,486,000 | thousands by filing date | |
| GLOBAL X FTSE GREECE 20 ETF | 37950E366 | COMMON | 364,760 | $3,403,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 37,245 | $3,304,000 | thousands by filing date | |
| ISHARES TR | 46429B408 | CMN | 97,333 | $3,256,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 73,993 | $3,117,000 | thousands by filing date | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 73,892 | $3,113,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 19,302 | $2,401,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 63,709 | $2,269,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 9,956 | $2,144,000 | thousands by filing date | |
| UDR INC COM | 902653104 | REIT | 44,017 | $2,134,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 25,312 | $2,095,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 27,304 | $2,094,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 24,186 | $2,036,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 9,442 | $2,027,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 13,016 | $2,018,000 | thousands by filing date | |
| ISHARES TR | 46429B309 | MSCI INDONIA ETF | 82,375 | $2,016,000 | thousands by filing date | |
| CINCINNATI FINL CORP COM | 172062101 | Stock | 17,207 | $2,007,000 | thousands by filing date | |
| MID AMERICA APARTMENT COMMUNITIES INC. | 59522J103 | Common Stock, par value $0.01 per share | 15,379 | $1,999,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 23,143 | $1,996,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 36,030 | $1,993,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 17,021 | $1,988,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 8,155 | $1,967,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 14,129 | $1,964,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 18,055 | $1,798,000 | thousands by filing date | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 58,793 | $1,731,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 15,461 | $1,729,000 | thousands by filing date | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 63,429 | $1,707,000 | thousands by filing date | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 23,752 | $1,299,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 25,466 | $1,298,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 24,190 | $1,298,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 10,103 | $1,288,000 | thousands by filing date | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 11,285 | $1,288,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 11,030 | $1,283,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 36,063 | $823,000 | thousands by filing date | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 18,297 | $575,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 10,541 | $399,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 20,262 | $307,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 11,417 | $294,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 5,134 | $275,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 3,110 | $265,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 4,163 | $253,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 4,617 | $229,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 16,050 | $200,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 10,023 | $156,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 661 | $113,000 | thousands by filing date | |
| VERISK ANALYTICS INC COM | 92345Y106 | Stock | 700 | $111,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 400 | $107,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 1,026 | $106,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 360 | $104,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 379 | $103,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 1,232 | $95,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 1,549 | $86,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 641 | $80,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 769 | $74,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-19-021486 | this filing | 2019-11-14 | acceptance time not in the bulk data set |