0001567619-19-021486.txt : 20191114 0001567619-19-021486.hdr.sgml : 20191114 20191114142255 ACCESSION NUMBER: 0001567619-19-021486 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191114 DATE AS OF CHANGE: 20191114 EFFECTIVENESS DATE: 20191114 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: 191218932 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 09-30-2019 09-30-2019 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 11-14-2019 0 140 558206 false INFORMATION TABLE 2 form13fInfoTable.xml AMERICAN TOWER CORP REIT 03027X100 74 336 SH OTR 0 336 0 AVALONBAY COMMUNITIES INC REIT 053484101 37 170 SH OTR 0 170 0 CITIGROUP INC Common Stock 172967424 151 2187 SH OTR 0 2187 0 CARDINAL HEALTH INC Common Stock 14149Y108 141 2990 SH OTR 0 2990 0 CROWN CASTLE INTL CORP REIT 22822V101 35 249 SH OTR 0 249 0 CINCINNATI FINANCIAL CORP Common Stock 172062101 35 303 SH OTR 0 303 0 CHEVRON CORP Common Stock 166764100 133 1118 SH OTR 0 1118 0 DELTA AIR LINES INC Common Stock 247361702 294 5111 SH OTR 0 5111 0 EQUITY RESIDENTIAL REIT 29476L107 35 408 SH OTR 0 408 0 EXTRA SPACE STORAGE INC REIT 30225T102 35 302 SH OTR 0 302 0 GENERAL MOTORS CO Common Stock 37045V100 140 3726 SH OTR 0 3726 0 GENUINE PARTS CO Common Stock 372460105 30 306 SH OTR 0 306 0 GAP INC/THE Common Stock 364760108 90 5213 SH OTR 0 5213 0 HCP INC REIT 40414L109 38 1080 SH OTR 0 1080 0 HERSHEY CO/THE Common Stock 427866108 36 230 SH OTR 0 230 0 ELI LILLY & CO Common Stock 532457108 29 263 SH OTR 0 263 0 LINCOLN NATIONAL CORP Common Stock 534187109 140 2328 SH OTR 0 2328 0 MID-AMERICA APARTMENT COMM REIT 59522J103 35 270 SH OTR 0 270 0 MCDONALD'S CORP Common Stock 580135101 35 164 SH OTR 0 164 0 MONDELEZ INTERNATIONAL INC-A Common Stock 609207105 35 635 SH OTR 0 635 0 METLIFE INC Common Stock 59156R108 142 3001 SH OTR 0 3001 0 MERCK & CO. INC. Common Stock 58933Y105 35 417 SH OTR 0 417 0 NUCOR CORP Common Stock 670346105 120 2353 SH OTR 0 2353 0 REALTY INCOME CORP REIT 756109104 36 464 SH OTR 0 464 0 PAYCHEX INC Common Stock 704326107 36 432 SH OTR 0 432 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 41 329 SH OTR 0 329 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 142 1574 SH OTR 0 1574 0 PHILLIPS 66 Common Stock 718546104 140 1363 SH OTR 0 1363 0 SBA COMMUNICATIONS CORP REIT 78410G104 35 145 SH OTR 0 145 0 SEAGATE TECHNOLOGY Common Stock G7945M107 142 2640 SH OTR 0 2640 0 SYNCHRONY FINANCIAL Common Stock 87165B103 289 8478 SH OTR 0 8478 0 UDR INC REIT 902653104 36 747 SH OTR 0 747 0 WALGREENS BOOTS ALLIANCE INC Common Stock 931427108 120 2175 SH OTR 0 2175 0 WESTERN DIGITAL CORP Common Stock 958102105 179 2995 SH OTR 0 2995 0 WHIRLPOOL CORP Common Stock 963320106 146 919 SH OTR 0 919 0 XEROX HOLDINGS CORP Common Stock 98421M106 266 8890 SH OTR 0 8890 0 AMERICAN TOWER CORP REIT 03027X100 4184 18921 SH SOLE 18921 0 0 AVALONBAY COMMUNITIES INC REIT 053484101 2107 9786 SH SOLE 9786 0 0 INVESCO SENIOR LOAN ETF ETP 46138G508 6937 307094 SH SOLE 307094 0 0 BROADRIDGE FINANCIAL SOLUTIO Common Stock 11133T103 80 641 SH SOLE 641 0 0 CITIGROUP INC Common Stock 172967424 8752 126699 SH SOLE 126699 0 0 CARDINAL HEALTH INC Common Stock 14149Y108 7934 168125 SH SOLE 168125 0 0 CROWN CASTLE INTL CORP REIT 22822V101 1929 13880 SH SOLE 13880 0 0 CINCINNATI FINANCIAL CORP Common Stock 172062101 1972 16904 SH SOLE 16904 0 0 COSTCO WHOLESALE CORP Common Stock 22160K105 104 360 SH SOLE 360 0 0 CINTAS CORP Common Stock 172908105 107 400 SH SOLE 400 0 0 CENTURYLINK INC Common Stock 156700106 200 16050 SH SOLE 16050 0 0 CITRIX SYSTEMS INC Common Stock 177376100 74 769 SH SOLE 769 0 0 CHEVRON CORP Common Stock 166764100 7617 64223 SH SOLE 64223 0 0 SPDR BBG BARC CONVERTIBLE ETP 78464A359 6896 131477 SH SOLE 131477 0 0 DELTA AIR LINES INC Common Stock 247361702 16690 289761 SH SOLE 289761 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 5051 129680 SH SOLE 129680 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 2016 82375 SH SOLE 82375 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 4876 43020 SH SOLE 43020 0 0 ISHARES EMERGING MARKETS HIG ETP 464286285 4945 106368 SH SOLE 106368 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 3256 97333 SH SOLE 97333 0 0 EQUITY RESIDENTIAL REIT 29476L107 1961 22735 SH SOLE 22735 0 0 ISHARES MSCI SWEDEN ETF ETP 464286756 1731 58793 SH SOLE 58793 0 0 ISHARES MSCI GERMANY ETF ETP 464286806 1707 63429 SH SOLE 63429 0 0 ISHARES MSCI ITALY ETF ETP 46434G830 3980 144363 SH SOLE 144363 0 0 ISHARES MSCI JAPAN ETF ETP 46434G822 8760 154390 SH SOLE 154390 0 0 ISHARES MSCI SWITZERLAND ETF ETP 464286749 3909 103677 SH SOLE 103677 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 3981 126954 SH SOLE 126954 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 3970 131733 SH SOLE 131733 0 0 ISHARES MSCI TAIWAN ETF ETP 46434G772 3492 96049 SH SOLE 96049 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 575 18297 SH SOLE 18297 0 0 ISHARES MSCI BRAZIL ETF ETP 464286400 3117 73993 SH SOLE 73993 0 0 EXTRA SPACE STORAGE INC REIT 30225T102 1953 16719 SH SOLE 16719 0 0 FISERV INC Common Stock 337738108 106 1026 SH SOLE 1026 0 0 ISHARES FLOATING RATE BOND E ETP 46429B655 1298 25466 SH SOLE 25466 0 0 ISHARES US&INTL HIGH YIELD C ETP 464286178 4610 94485 SH SOLE 94485 0 0 GENERAL MOTORS CO Common Stock 37045V100 7995 213327 SH SOLE 213327 0 0 GENUINE PARTS CO Common Stock 372460105 1768 17749 SH SOLE 17749 0 0 GAP INC/THE Common Stock 364760108 5266 303356 SH SOLE 303356 0 0 GLOBAL X MSCI GREECE ETF ETP 37950E366 3403 364760 SH SOLE 364760 0 0 HCP INC REIT 40414L109 2231 62629 SH SOLE 62629 0 0 HOLLYFRONTIER CORP Common Stock 436106108 275 5134 SH SOLE 5134 0 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 307 20262 SH SOLE 20262 0 0 HERSHEY CO/THE Common Stock 427866108 1982 12786 SH SOLE 12786 0 0 ISHARES IBOXX HIGH YLD CORP ETP 464288513 4633 53151 SH SOLE 53151 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 32013 284633 SH SOLE 284633 0 0 ISHARES 3-7 YEAR TREASURY BO ETP 464288661 32209 254013 SH SOLE 254013 0 0 ISHARES SHORT-TERM CORPORATE ETP 464288646 1298 24190 SH SOLE 24190 0 0 KROGER CO Common Stock 501044101 294 11417 SH SOLE 11417 0 0 KOHLS CORP Common Stock 500255104 229 4617 SH SOLE 4617 0 0 ELI LILLY & CO Common Stock 532457108 1700 15198 SH SOLE 15198 0 0 LINCOLN NATIONAL CORP Common Stock 534187109 7878 130610 SH SOLE 130610 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 1288 10103 SH SOLE 10103 0 0 MACY'S INC Common Stock 55616P104 156 10023 SH SOLE 10023 0 0 MASTERCARD INC - A Common Stock 57636Q104 103 379 SH SOLE 379 0 0 MID-AMERICA APARTMENT COMM REIT 59522J103 1964 15109 SH SOLE 15109 0 0 MCDONALD'S CORP Common Stock 580135101 1992 9278 SH SOLE 9278 0 0 MONDELEZ INTERNATIONAL INC-A Common Stock 609207105 1958 35395 SH SOLE 35395 0 0 METLIFE INC Common Stock 59156R108 7887 167235 SH SOLE 167235 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 253 4163 SH SOLE 4163 0 0 MERCK & CO. INC. Common Stock 58933Y105 2001 23769 SH SOLE 23769 0 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 113 661 SH SOLE 661 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 1288 11285 SH SOLE 11285 0 0 NUCOR CORP Common Stock 670346105 6946 136438 SH SOLE 136438 0 0 REALTY INCOME CORP REIT 756109104 2058 26840 SH SOLE 26840 0 0 PAYCHEX INC Common Stock 704326107 2059 24880 SH SOLE 24880 0 0 INVESCO S&P 500 BUYWRITE ETF ETP 46137V399 4927 227574 SH SOLE 227574 0 0 ISHARES PREFERRED & INCOME S ETP 464288687 3486 92881 SH SOLE 92881 0 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 2360 18973 SH SOLE 18973 0 0 PROGRESSIVE CORP Common Stock 743315103 95 1232 SH SOLE 1232 0 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 7892 87736 SH SOLE 87736 0 0 PHILLIPS 66 Common Stock 718546104 8029 78406 SH SOLE 78406 0 0 ISHARES MORTGAGE REAL ESTATE ETP 46435G342 3113 73892 SH SOLE 73892 0 0 VANECK RUSSIA ETF ETP 92189F403 823 36063 SH SOLE 36063 0 0 SBA COMMUNICATIONS CORP REIT 78410G104 1932 8010 SH SOLE 8010 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 32352 381418 SH SOLE 381418 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 4635 99689 SH SOLE 99689 0 0 SEAGATE TECHNOLOGY Common Stock G7945M107 7876 146427 SH SOLE 146427 0 0 SYNCHRONY FINANCIAL Common Stock 87165B103 16362 479979 SH SOLE 479979 0 0 AT&T INC Common Stock 00206R102 399 10541 SH SOLE 10541 0 0 ISHARES MSCI THAILAND ETF ETP 464286624 3304 37245 SH SOLE 37245 0 0 ISHARES TIPS BOND ETF ETP 464287176 1283 11030 SH SOLE 11030 0 0 TJX COMPANIES INC Common Stock 872540109 86 1549 SH SOLE 1549 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 3712 138920 SH SOLE 138920 0 0 UDR INC REIT 902653104 2098 43270 SH SOLE 43270 0 0 VALERO ENERGY CORP Common Stock 91913Y100 265 3110 SH SOLE 3110 0 0 VANGUARD REAL ESTATE ETF ETP 922908553 3524 37789 SH SOLE 37789 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 3524 60144 SH SOLE 60144 0 0 VERISK ANALYTICS INC Common Stock 92345Y106 111 700 SH SOLE 700 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 5119 57689 SH SOLE 57689 0 0 WALGREENS BOOTS ALLIANCE INC Common Stock 931427108 6973 126077 SH SOLE 126077 0 0 WESTERN DIGITAL CORP Common Stock 958102105 10212 171221 SH SOLE 171221 0 0 WHIRLPOOL CORP Common Stock 963320106 8052 50848 SH SOLE 50848 0 0 SPDR FTSE INTERNATIONAL GOVE ETP 78464A490 1299 23752 SH SOLE 23752 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 12993 223252 SH SOLE 223252 0 0 COMM SERV SELECT SECTOR SPDR ETP 81369Y852 12620 254844 SH SOLE 254844 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 13164 470127 SH SOLE 470127 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 12971 167092 SH SOLE 167092 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 12791 158835 SH SOLE 158835 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 12814 208627 SH SOLE 208627 0 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 12720 323333 SH SOLE 323333 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 16113 248892 SH SOLE 248892 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 12489 138571 SH SOLE 138571 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 12753 105659 SH SOLE 105659 0 0 XEROX HOLDINGS CORP Common Stock 98421M106 15028 502437 SH SOLE 502437 0 0