13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2018-06-30, filed 2018-08-14, with 74 holding rows worth $660,047,000.
- Accession
- 0001567619-18-000878
- Filer
- CIK 1185072
- Filed
- 2018-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2018
A holdings report, 109 entries on the cover page, a total value of $660,047,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $660,047,000 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 | 2,696,836 | $224,835,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 750,433 | $28,089,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 345,062 | $25,155,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 1,652,907 | $18,298,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 253,210 | $14,663,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 120,248 | $13,143,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 397,242 | $12,994,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 154,507 | $12,895,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 219,088 | $12,722,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 182,129 | $12,653,000 | thousands by filing date | |
| ANDEAVOR | 03349M105 | COM | 96,200 | $12,620,000 | thousands by filing date | |
| XL GROUP LTD | G98294104 | COM | 212,778 | $11,905,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 106,123 | $11,762,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 157,378 | $11,737,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 163,828 | $11,735,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 618,277 | $11,525,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 101,893 | $11,444,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 305,163 | $9,884,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 134,231 | $9,417,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 95,297 | $8,911,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 153,806 | $8,770,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 37,195 | $8,572,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 614,260 | $8,004,000 | thousands by filing date | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 173,907 | $7,556,000 | thousands by filing date | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 324,844 | $7,439,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 139,896 | $7,417,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 116,428 | $7,248,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 168,943 | $6,249,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 63,160 | $5,245,000 | thousands by filing date | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 242,203 | $5,239,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 84,591 | $5,004,000 | thousands by filing date | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 106,359 | $4,958,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 58,112 | $4,944,000 | thousands by filing date | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 142,151 | $4,944,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 17,196 | $4,744,000 | thousands by filing date | |
| ISHARES TR | 464288687 | COM | 99,898 | $3,767,000 | thousands by filing date | |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 221,557 | $3,337,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 38,184 | $3,110,000 | thousands by filing date | |
| UNITED STS GASOLINE FD LP | 91201T102 | UNITS | 86,942 | $3,000,000 | thousands by filing date | |
| UNITED STS DIESEL HEATING OI | 911783108 | UNIT | 143,025 | $2,998,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 14,723 | $2,893,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 20,587 | $2,829,000 | thousands by filing date | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 71,540 | $2,808,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 8,224 | $2,759,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 20,621 | $2,731,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 10,740 | $2,635,000 | thousands by filing date | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 85,613 | $2,613,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 44,716 | $2,597,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 15,191 | $2,591,000 | thousands by filing date | |
| VERISK ANALYTICS INC COM | 92345Y106 | Stock | 23,788 | $2,561,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 11,101 | $2,430,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 32,261 | $2,328,000 | thousands by filing date | |
| HARRIS CORP INC | 413875105 | COM | 16,037 | $2,318,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 28,926 | $2,263,000 | thousands by filing date | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 32,049 | $2,191,000 | thousands by filing date | |
| AMPHENOL CORP NEW | 032095101 | COM | 25,133 | $2,190,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 31,778 | $2,142,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 23,192 | $2,116,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 13,300 | $2,084,000 | thousands by filing date | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 55,515 | $1,694,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 18,837 | $1,430,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 27,136 | $1,384,000 | thousands by filing date | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 12,669 | $1,381,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 2,000 | $1,342,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 25,817 | $1,109,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 37,609 | $1,000,000 | thousands by filing date | |
| TEUCRIUM COMMODITY TR | 88166A508 | WHEAT FD | 145,860 | $931,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 7,608 | $859,000 | thousands by filing date | |
| ISHARES INC | 46434G814 | MSCI MLY ETF NEW | 23,624 | $737,000 | thousands by filing date | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 18,713 | $674,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 8,178 | $673,000 | thousands by filing date | |
| UNITED STS COMMODITY INDEX F | 911718104 | CM REP COPP FD | 21,943 | $411,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 3,167 | $214,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 1,900 | $197,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-18-000878 | this filing | 2018-08-14 | acceptance time not in the bulk data set |