0001567619-19-016847.txt : 20190814 0001567619-19-016847.hdr.sgml : 20190814 20190814135648 ACCESSION NUMBER: 0001567619-19-016847 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190814 DATE AS OF CHANGE: 20190814 EFFECTIVENESS DATE: 20190814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mount Lucas Management LP CENTRAL INDEX KEY: 0001185072 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11021 FILM NUMBER: 191025166 BUSINESS ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 BUSINESS PHONE: 267-759-3500 MAIL ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT LP DATE OF NAME CHANGE: 20111130 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT CORP DATE OF NAME CHANGE: 20020903 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001185072 XXXXXXXX 06-30-2019 06-30-2019 Mount Lucas Management LP

405 SOUTH STATE STREET NEWTOWN PA 18940

13F HOLDINGS REPORT 028-11021 N Timothy J. Rudderow 267-759-3500 /s/ Timothy J. Rudderow Newtown PA 08-14-2019 0 132 590966 false INFORMATION TABLE 2 form13fInfoTable.xml AMERICAN TOWER CORP REIT 03027X100 35 172 SH OTR 0 172 0 AVALONBAY COMMUNITIES INC REIT 053484101 34 166 SH OTR 0 166 0 BROADRIDGE FINANCIAL SOLUTIO Common Stock 11133T103 40 310 SH OTR 0 310 0 CITIGROUP INC Common Stock 172967424 153 2188 SH OTR 0 2188 0 COSTCO WHOLESALE CORP Common Stock 22160K105 45 172 SH OTR 0 172 0 CINTAS CORP Common Stock 172908105 46 193 SH OTR 0 193 0 CENTURYLINK INC Common Stock 156700106 89 7526 SH OTR 0 7526 0 CITRIX SYSTEMS INC Common Stock 177376100 36 368 SH OTR 0 368 0 CHEVRON CORP Common Stock 166764100 138 1110 SH OTR 0 1110 0 DELTA AIR LINES INC Common Stock 247361702 151 2669 SH OTR 0 2669 0 FISERV INC Common Stock 337738108 45 492 SH OTR 0 492 0 GENERAL MOTORS CO Common Stock 37045V100 141 3660 SH OTR 0 3660 0 GENUINE PARTS CO Common Stock 372460105 31 303 SH OTR 0 303 0 GAP INC/THE Common Stock 364760108 93 5199 SH OTR 0 5199 0 HCP INC REIT 40414L109 34 1064 SH OTR 0 1064 0 HOLLYFRONTIER CORP Common Stock 436106108 115 2486 SH OTR 0 2486 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 145 9710 SH OTR 0 9710 0 KROGER CO Common Stock 501044101 120 5514 SH OTR 0 5514 0 KOHLS CORP Common Stock 500255104 105 2205 SH OTR 0 2205 0 ELI LILLY & CO Common Stock 532457108 29 261 SH OTR 0 261 0 MACY'S INC Common Stock 55616P104 102 4750 SH OTR 0 4750 0 MASTERCARD INC - A Common Stock 57636Q104 48 183 SH OTR 0 183 0 MARATHON PETROLEUM CORP Common Stock 56585A102 113 2020 SH OTR 0 2020 0 MERCK & CO. INC. Common Stock 58933Y105 34 405 SH OTR 0 405 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 53 315 SH OTR 0 315 0 NUCOR CORP Common Stock 670346105 129 2346 SH OTR 0 2346 0 REALTY INCOME CORP REIT 756109104 32 460 SH OTR 0 460 0 PAYCHEX INC Common Stock 704326107 35 422 SH OTR 0 422 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 36 325 SH OTR 0 325 0 PROGRESSIVE CORP Common Stock 743315103 47 593 SH OTR 0 593 0 PHILLIPS 66 Common Stock 718546104 140 1500 SH OTR 0 1500 0 SYNCHRONY FINANCIAL Common Stock 87165B103 148 4261 SH OTR 0 4261 0 AT&T INC Common Stock 00206R102 167 4998 SH OTR 0 4998 0 TJX COMPANIES INC Common Stock 872540109 39 740 SH OTR 0 740 0 UDR INC REIT 902653104 33 741 SH OTR 0 741 0 VALERO ENERGY CORP Common Stock 91913Y100 128 1495 SH OTR 0 1495 0 VERISK ANALYTICS INC Common Stock 92345Y106 49 336 SH OTR 0 336 0 WALGREENS BOOTS ALLIANCE INC Common Stock 931427108 118 2155 SH OTR 0 2155 0 WESTERN DIGITAL CORP Common Stock 958102105 138 2894 SH OTR 0 2894 0 XEROX CORP Common Stock 984121608 150 4250 SH OTR 0 4250 0 AMERICAN TOWER CORP REIT 03027X100 2223 10873 SH SOLE 10873 0 0 AVALONBAY COMMUNITIES INC REIT 053484101 2140 10534 SH SOLE 10534 0 0 INVESCO SENIOR LOAN ETF ETP 46138G508 7100 313315 SH SOLE 313315 0 0 BROADRIDGE FINANCIAL SOLUTIO Common Stock 11133T103 2467 19318 SH SOLE 19318 0 0 CITIGROUP INC Common Stock 172967424 9530 136084 SH SOLE 136084 0 0 TEUCRIUM CORN FUND ETP 88166A102 3337 202989 SH SOLE 202989 0 0 COSTCO WHOLESALE CORP Common Stock 22160K105 2865 10843 SH SOLE 10843 0 0 CINTAS CORP Common Stock 172908105 2867 12083 SH SOLE 12083 0 0 CENTURYLINK INC Common Stock 156700106 5570 473616 SH SOLE 473616 0 0 CITRIX SYSTEMS INC Common Stock 177376100 2271 23140 SH SOLE 23140 0 0 CHEVRON CORP Common Stock 166764100 8558 68774 SH SOLE 68774 0 0 SPDR BBG BARC CONVERTIBLE ETP 78464A359 7400 139957 SH SOLE 139957 0 0 DELTA AIR LINES INC Common Stock 247361702 9512 167620 SH SOLE 167620 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 5315 135047 SH SOLE 135047 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 4801 184743 SH SOLE 184743 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 5241 46264 SH SOLE 46264 0 0 ISHARES EMERGING MARKETS HIG ETP 464286285 5270 110284 SH SOLE 110284 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 4750 133398 SH SOLE 133398 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 4599 176487 SH SOLE 176487 0 0 ISHARES MSCI POLAND ETF ETP 46429B606 1181 49736 SH SOLE 49736 0 0 ISHARES MSCI SWEDEN ETF ETP 464286756 2305 74732 SH SOLE 74732 0 0 ISHARES MSCI ITALY ETF ETP 46434G830 2316 84066 SH SOLE 84066 0 0 ISHARES MSCI SWITZERLAND ETF ETP 464286749 5425 144447 SH SOLE 144447 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 5425 175893 SH SOLE 175893 0 0 ISHARES MSCI SPAIN ETF ETP 464286764 2240 77494 SH SOLE 77494 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 3841 125320 SH SOLE 125320 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 2224 68813 SH SOLE 68813 0 0 ISHARES MSCI BRAZIL ETF ETP 464286400 4942 113029 SH SOLE 113029 0 0 ISHARES MSCI SOUTH AFRICA ET ETP 464286780 1149 21011 SH SOLE 21011 0 0 FISERV INC Common Stock 337738108 2828 31026 SH SOLE 31026 0 0 ISHARES FLOATING RATE BOND E ETP 46429B655 1332 26157 SH SOLE 26157 0 0 ISHARES US&INTL HIGH YIELD C ETP 464286178 4850 98314 SH SOLE 98314 0 0 SPDR GOLD SHARES ETP 78463V107 3663 27503 SH SOLE 27503 0 0 GENERAL MOTORS CO Common Stock 37045V100 8808 228597 SH SOLE 228597 0 0 GENUINE PARTS CO Common Stock 372460105 1975 19069 SH SOLE 19069 0 0 GAP INC/THE Common Stock 364760108 5822 323985 SH SOLE 323985 0 0 GLOBAL X MSCI GREECE ETF ETP 37950E366 4900 512589 SH SOLE 512589 0 0 HCP INC REIT 40414L109 2146 67093 SH SOLE 67093 0 0 HOLLYFRONTIER CORP Common Stock 436106108 7104 153494 SH SOLE 153494 0 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 9063 606215 SH SOLE 606215 0 0 ISHARES IBOXX HIGH YLD CORP ETP 464288513 4857 55716 SH SOLE 55716 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 45592 414398 SH SOLE 414398 0 0 ISHARES 3-7 YEAR TREASURY BO ETP 464288661 45432 361263 SH SOLE 361263 0 0 ISHARES SHORT-TERM CORPORATE ETP 464288646 1339 25052 SH SOLE 25052 0 0 KROGER CO Common Stock 501044101 7428 342137 SH SOLE 342137 0 0 KOHLS CORP Common Stock 500255104 6565 138066 SH SOLE 138066 0 0 ELI LILLY & CO Common Stock 532457108 1815 16386 SH SOLE 16386 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 1372 11035 SH SOLE 11035 0 0 MACY'S INC Common Stock 55616P104 6380 297296 SH SOLE 297296 0 0 MASTERCARD INC - A Common Stock 57636Q104 3038 11486 SH SOLE 11486 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 6933 124075 SH SOLE 124075 0 0 MERCK & CO. INC. Common Stock 58933Y105 2147 25602 SH SOLE 25602 0 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 3321 19920 SH SOLE 19920 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 1332 11777 SH SOLE 11777 0 0 NUCOR CORP Common Stock 670346105 8075 146555 SH SOLE 146555 0 0 REALTY INCOME CORP REIT 756109104 1983 28750 SH SOLE 28750 0 0 PAYCHEX INC Common Stock 704326107 2204 26781 SH SOLE 26781 0 0 INVESCO S&P 500 BUYWRITE ETF ETP 46137V399 3275 150980 SH SOLE 150980 0 0 ISHARES PREFERRED & INCOME S ETP 464288687 3578 97104 SH SOLE 97104 0 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 2240 20433 SH SOLE 20433 0 0 PROGRESSIVE CORP Common Stock 743315103 2986 37355 SH SOLE 37355 0 0 PHILLIPS 66 Common Stock 718546104 8675 92743 SH SOLE 92743 0 0 ISHARES MORTGAGE REAL ESTATE ETP 46435G342 5999 142214 SH SOLE 142214 0 0 VANECK RUSSIA ETF ETP 92189F403 927 39216 SH SOLE 39216 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 45130 532317 SH SOLE 532317 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 4803 102841 SH SOLE 102841 0 0 SYNCHRONY FINANCIAL Common Stock 87165B103 9167 264394 SH SOLE 264394 0 0 AT&T INC Common Stock 00206R102 10491 313070 SH SOLE 313070 0 0 ISHARES MSCI THAILAND ETF ETP 464286624 5004 52353 SH SOLE 52353 0 0 ISHARES TIPS BOND ETF ETP 464287176 1339 11597 SH SOLE 11597 0 0 TJX COMPANIES INC Common Stock 872540109 2466 46631 SH SOLE 46631 0 0 UDR INC REIT 902653104 2088 46520 SH SOLE 46520 0 0 VALERO ENERGY CORP Common Stock 91913Y100 7939 92740 SH SOLE 92740 0 0 VANGUARD REAL ESTATE ETF ETP 922908553 3552 40641 SH SOLE 40641 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 3651 61886 SH SOLE 61886 0 0 VERISK ANALYTICS INC Common Stock 92345Y106 3097 21146 SH SOLE 21146 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 4370 50011 SH SOLE 50011 0 0 WALGREENS BOOTS ALLIANCE INC Common Stock 931427108 7390 135180 SH SOLE 135180 0 0 WESTERN DIGITAL CORP Common Stock 958102105 8798 185027 SH SOLE 185027 0 0 TEUCRIUM WHEAT FUND ETP 88166A508 1150 200627 SH SOLE 200627 0 0 SPDR FTSE INTERNATIONAL GOVE ETP 78464A490 1371 24676 SH SOLE 24676 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 11030 188544 SH SOLE 188544 0 0 COMM SERV SELECT SECTOR SPDR ETP 81369Y852 10259 208441 SH SOLE 208441 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 779 28229 SH SOLE 28229 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 10673 137853 SH SOLE 137853 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 11092 142135 SH SOLE 142135 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 10714 184500 SH SOLE 184500 0 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 10348 281420 SH SOLE 281420 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 13407 224836 SH SOLE 224836 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 10437 112662 SH SOLE 112662 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 10873 91213 SH SOLE 91213 0 0 XEROX HOLDINGS CORP Common Stock 984121608 9336 263642 SH SOLE 263642 0 0