13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2018-12-31, filed 2019-02-14, with 55 holding rows worth $788,149,000.
- Accession
- 0001567619-19-004351
- Filer
- CIK 1185072
- Filed
- 2019-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2018
A holdings report, 93 entries on the cover page, a total value of $788,149,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $788,149,000 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 | 1,884,686 | $157,597,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 966,003 | $100,658,000 | thousands by filing date | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 821,442 | $99,723,000 | thousands by filing date | |
| ISHARES TR | 464287904 | CALL | 2,500,000 | $97,650,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 583,192 | $33,446,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 529,936 | $28,044,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 768,491 | $23,823,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 455,824 | $23,147,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 265,658 | $22,982,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 308,866 | $20,490,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 682,947 | $20,338,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 1,162,087 | $17,606,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 356,339 | $9,799,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 360,000 | $9,371,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 318,073 | $9,078,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 103,272 | $8,421,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 624,654 | $8,252,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 995,468 | $7,615,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 80,932 | $6,973,000 | thousands by filing date | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 216,778 | $6,512,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 107,785 | $6,360,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 83,364 | $6,250,000 | thousands by filing date | |
| VERISK ANALYTICS INC COM | 92345Y106 | Stock | 44,218 | $4,821,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 74,930 | $4,521,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 76,074 | $3,843,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 61,472 | $3,142,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 19,091 | $2,831,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 67,813 | $2,560,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 19,183 | $2,531,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 27,065 | $2,487,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 24,148 | $2,474,000 | thousands by filing date | |
| UNITED STS NAT GAS FD LP | 912318300 | UNIT PAR | 99,461 | $2,458,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 32,530 | $2,391,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 20,769 | $2,389,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 11,287 | $2,299,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 12,030 | $2,270,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 8,119 | $2,164,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 48,352 | $2,163,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 12,635 | $2,122,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 29,982 | $2,030,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 14,134 | $1,979,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 29,565 | $1,972,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 20,025 | $1,927,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 10,332 | $1,661,000 | thousands by filing date | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 12,061 | $1,315,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 25,427 | $1,313,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 23,357 | $1,176,000 | thousands by filing date | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 26,918 | $1,075,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 10,680 | $796,000 | thousands by filing date | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 15,697 | $699,000 | thousands by filing date | |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 5,414 | $223,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 1,787 | $177,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 1,850 | $115,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 3,014 | $71,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 291 | $19,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-19-004351 | this filing | 2019-02-14 | acceptance time not in the bulk data set |