0001567619-19-011029.txt : 20190515 0001567619-19-011029.hdr.sgml : 20190515 20190515113706 ACCESSION NUMBER: 0001567619-19-011029 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190515 DATE AS OF CHANGE: 20190515 EFFECTIVENESS DATE: 20190515 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: 19826211 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 03-31-2019 03-31-2019 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 05-15-2019 0 124 604349 false INFORMATION TABLE 2 form13fInfoTable.xml AMERICAN TOWER CORP Common Stock 03027X100 44 221 SH OTR 0 221 0 AVALONBAY COMMUNITIES INC Common Stock 053484101 43 213 SH OTR 0 213 0 BROADRIDGE FINANCIAL SOLUTIO Common Stock 11133T103 41 397 SH OTR 0 397 0 CITIGROUP INC Common Stock 172967424 174 2804 SH OTR 0 2804 0 COSTCO WHOLESALE CORP Common Stock 22160K105 54 221 SH OTR 0 221 0 CINTAS CORP Common Stock 172908105 50 248 SH OTR 0 248 0 CENTURYLINK INC Common Stock 156700106 116 9645 SH OTR 0 9645 0 CITRIX SYSTEMS INC Common Stock 177376100 47 472 SH OTR 0 472 0 CHEVRON CORP Common Stock 166764100 175 1422 SH OTR 0 1422 0 DELTA AIR LINES INC Common Stock 247361702 177 3421 SH OTR 0 3421 0 FISERV INC Common Stock 337738108 56 631 SH OTR 0 631 0 GENERAL MOTORS CO Common Stock 37045V100 174 4690 SH OTR 0 4690 0 GENUINE PARTS CO Common Stock 372460105 43 388 SH OTR 0 388 0 GAP INC/THE Common Stock 364760108 174 6663 SH OTR 0 6663 0 HCP INC Common Stock 40414L109 43 1364 SH OTR 0 1364 0 HOLLYFRONTIER CORP Common Stock 436106108 157 3186 SH OTR 0 3186 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 192 12446 SH OTR 0 12446 0 KROGER CO Common Stock 501044101 174 7066 SH OTR 0 7066 0 KOHLS CORP Common Stock 500255104 194 2826 SH OTR 0 2826 0 ELI LILLY & CO Common Stock 532457108 43 334 SH OTR 0 334 0 MACY'S INC Common Stock 55616P104 146 6087 SH OTR 0 6087 0 MASTERCARD INC - A Common Stock 57636Q104 55 235 SH OTR 0 235 0 MARATHON PETROLEUM CORP Common Stock 56585A102 155 2588 SH OTR 0 2588 0 MERCK & CO. INC. Common Stock 58933Y105 43 519 SH OTR 0 519 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 57 404 SH OTR 0 404 0 NUCOR CORP Common Stock 670346105 175 3006 SH OTR 0 3006 0 REALTY INCOME CORP Common Stock 756109104 43 589 SH OTR 0 589 0 PAYCHEX INC Common Stock 704326107 43 541 SH OTR 0 541 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 43 417 SH OTR 0 417 0 PROGRESSIVE CORP Common Stock 743315103 55 760 SH OTR 0 760 0 PHILLIPS 66 Common Stock 718546104 183 1922 SH OTR 0 1922 0 SYNCHRONY FINANCIAL Common Stock 87165B103 174 5461 SH OTR 0 5461 0 AT&T INC Common Stock 00206R102 201 6405 SH OTR 0 6405 0 TJX COMPANIES INC Common Stock 872540109 50 948 SH OTR 0 948 0 UDR INC Common Stock 902653104 43 949 SH OTR 0 949 0 VALERO ENERGY CORP Common Stock 91913Y100 162 1915 SH OTR 0 1915 0 VERISK ANALYTICS INC Common Stock 92345Y106 57 431 SH OTR 0 431 0 WALGREENS BOOTS ALLIANCE INC Common Stock 931427108 175 2762 SH OTR 0 2762 0 WESTERN DIGITAL CORP Common Stock 958102105 178 3710 SH OTR 0 3710 0 XEROX CORP Common Stock 984121608 174 5446 SH OTR 0 5446 0 AMERICAN TOWER CORP Common Stock 03027X100 2159 10958 SH SOLE 10958 0 0 AVALONBAY COMMUNITIES INC Common Stock 053484101 2134 10631 SH SOLE 10631 0 0 INVESCO SENIOR LOAN ETF ETP 46138G508 6491 286690 SH SOLE 286690 0 0 BROADRIDGE FINANCIAL SOLUTIO Common Stock 11133T103 2046 19732 SH SOLE 19732 0 0 CITIGROUP INC Common Stock 172967424 8564 137639 SH SOLE 137639 0 0 COSTCO WHOLESALE CORP Common Stock 22160K105 2684 11084 SH SOLE 11084 0 0 UNITED STATES COPPER INDEX ETP 911718104 1832 99985 SH SOLE 99985 0 0 CINTAS CORP Common Stock 172908105 2502 12379 SH SOLE 12379 0 0 CENTURYLINK INC Common Stock 156700106 5691 474668 SH SOLE 474668 0 0 CITRIX SYSTEMS INC Common Stock 177376100 2356 23643 SH SOLE 23643 0 0 CHEVRON CORP Common Stock 166764100 8542 69344 SH SOLE 69344 0 0 SPDR BBG BARC CONVERTIBLE ETP 78464A359 6524 124854 SH SOLE 124854 0 0 DELTA AIR LINES INC Common Stock 247361702 8756 169535 SH SOLE 169535 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 4667 122719 SH SOLE 122719 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 6063 236110 SH SOLE 236110 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 4684 42559 SH SOLE 42559 0 0 ISHARES EMERGING MARKETS HIG ETP 464286285 4618 98704 SH SOLE 98704 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 6213 181133 SH SOLE 181133 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 2863 108753 SH SOLE 108753 0 0 ISHARES MSCI PERU ETF ETP 464289842 4406 112131 SH SOLE 112131 0 0 ISHARES MSCI SWITZERLAND ETF ETP 464286749 5393 152469 SH SOLE 152469 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 1780 53938 SH SOLE 53938 0 0 ISHARES MSCI BRAZIL ETF ETP 464286400 5791 141282 SH SOLE 141282 0 0 FISERV INC Common Stock 337738108 2807 31798 SH SOLE 31798 0 0 ISHARES FLOATING RATE BOND E ETP 46429B655 1217 23905 SH SOLE 23905 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 5577 125985 SH SOLE 125985 0 0 ISHARES US&INTL HIGH YIELD C ETP 464286178 4374 89527 SH SOLE 89527 0 0 SPDR GOLD SHARES ETP 78463V107 3458 28340 SH SOLE 28340 0 0 GENERAL MOTORS CO Common Stock 37045V100 8540 230190 SH SOLE 230190 0 0 GENUINE PARTS CO Common Stock 372460105 2156 19245 SH SOLE 19245 0 0 GAP INC/THE Common Stock 364760108 8554 326729 SH SOLE 326729 0 0 HCP INC Common Stock 40414L109 2109 67396 SH SOLE 67396 0 0 HOLLYFRONTIER CORP Common Stock 436106108 7713 156542 SH SOLE 156542 0 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 9527 617415 SH SOLE 617415 0 0 ISHARES IBOXX HIGH YLD CORP ETP 464288513 4397 50855 SH SOLE 50855 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 54339 509409 SH SOLE 509409 0 0 ISHARES 3-7 YEAR TREASURY BO ETP 464288661 53756 436335 SH SOLE 436335 0 0 ISHARES SHORT-TERM CORPORATE ETP 464288646 1226 23220 SH SOLE 23220 0 0 ISHARES U.S. HOME CONSTRUCTI ETP 464288752 7343 208363 SH SOLE 208363 0 0 KROGER CO Common Stock 501044101 8582 348870 SH SOLE 348870 0 0 KOHLS CORP Common Stock 500255104 9589 139442 SH SOLE 139442 0 0 ELI LILLY & CO Common Stock 532457108 2150 16566 SH SOLE 16566 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 1248 10485 SH SOLE 10485 0 0 MACY'S INC Common Stock 55616P104 7184 298939 SH SOLE 298939 0 0 MASTERCARD INC - A Common Stock 57636Q104 2764 11740 SH SOLE 11740 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 7547 126106 SH SOLE 126106 0 0 MERCK & CO. INC. Common Stock 58933Y105 2150 25851 SH SOLE 25851 0 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 2858 20351 SH SOLE 20351 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 1231 11068 SH SOLE 11068 0 0 NUCOR CORP Common Stock 670346105 8639 148055 SH SOLE 148055 0 0 REALTY INCOME CORP Common Stock 756109104 2129 28941 SH SOLE 28941 0 0 PAYCHEX INC Common Stock 704326107 2167 27021 SH SOLE 27021 0 0 ISHARES PREFERRED & INCOME S ETP 464288687 3287 89945 SH SOLE 89945 0 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 2146 20629 SH SOLE 20629 0 0 PROGRESSIVE CORP Common Stock 743315103 2751 38160 SH SOLE 38160 0 0 PHILLIPS 66 Common Stock 718546104 8973 94286 SH SOLE 94286 0 0 ISHARES MORTGAGE REAL ESTATE ETP 46435G342 6636 153120 SH SOLE 153120 0 0 VANECK VECTORS RUSSIA ETF ETP 92189F403 2141 103919 SH SOLE 103919 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 53266 633210 SH SOLE 633210 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 4371 93569 SH SOLE 93569 0 0 STEEL DYNAMICS INC Common Stock 858119100 882 25000 SH SOLE 25000 0 0 SYNCHRONY FINANCIAL Common Stock 87165B103 8550 268011 SH SOLE 268011 0 0 AT&T INC Common Stock 00206R102 9914 316123 SH SOLE 316123 0 0 ISHARES TIPS BOND ETF ETP 464287176 1237 10940 SH SOLE 10940 0 0 TJX COMPANIES INC Common Stock 872540109 2532 47577 SH SOLE 47577 0 0 UDR INC Common Stock 902653104 2134 46941 SH SOLE 46941 0 0 VALERO ENERGY CORP Common Stock 91913Y100 7986 94145 SH SOLE 94145 0 0 VANGUARD REAL ESTATE ETF ETP 922908553 3393 39042 SH SOLE 39042 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 3406 57184 SH SOLE 57184 0 0 VERISK ANALYTICS INC Common Stock 92345Y106 2878 21636 SH SOLE 21636 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 4638 54150 SH SOLE 54150 0 0 WALGREENS BOOTS ALLIANCE INC Common Stock 931427108 8635 136471 SH SOLE 136471 0 0 WESTERN DIGITAL CORP Common Stock 958102105 8962 186466 SH SOLE 186466 0 0 SPDR FTSE INTERNATIONAL GOVE ETP 78464A490 1220 22567 SH SOLE 22567 0 0 UNITED STATES STEEL CORP Common Stock 912909108 1169 60000 SH SOLE 60000 0 0 COMM SERV SELECT SECTOR SPDR ETP 81369Y852 11350 242681 SH SOLE 242681 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 11565 154133 SH SOLE 154133 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 12210 164994 SH SOLE 164994 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 12146 216464 SH SOLE 216464 0 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 12278 338978 SH SOLE 338978 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 14821 254795 SH SOLE 254795 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 11753 128094 SH SOLE 128094 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 12123 106485 SH SOLE 106485 0 0 XEROX CORP Common Stock 984121608 8523 266504 SH SOLE 266504 0 0