Mount Lucas Management LP — Q4 2018 13F保有銘柄

Name: Mount Lucas Management LP — 13F Holdings, Q4 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

申告総資産額

$2.7億

← 最新の四半期に戻る

今四半期の全保有銘柄

#	ティッカー	発行体	資産子分類	比率	比率変動	持株数変化
1	SHY	Ishares 1-3 Year Treasury Bo	ETF-政府公債	20.00%	+1.11%	-35.37%
2	IEF	Ishares 7-10 Year Treasury B	ETF-政府公債	12.77%	+1.09%	—
3	IEI	Ishares 3-7 Year Treasury Bo	ETF-政府公債	12.65%	+1.10%	—
4	TLT	iShares 20+ Year Treasury Bond ETF	ETF-政府公債	12.39%	—	—
5	XLE	Ss Energy Select Sector	ETF-その他	4.24%	—	+3191.52%
6	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-その他	3.56%	—	+102.46%
7	XLRE	Ss Real Estate Select Sector	ETF-その他	3.02%	—	+137.81%
8	XLP	Ss Consumer Staples Sel Sect	ETF-その他	2.94%	—	+124.96%
9	XLV	Ss Health Care Select Sector	ETF-その他	2.92%	—	+126.98%
10	KSS	Kohls CORP	株式-一般消費財	2.60%	—	+2.57%
11	M	Macy's INC	株式-一般消費財	2.58%	—	+2.98%
12	CTLEUR	Centurylink INC	株式-その他	2.23%	—	+4.02%
13	KR	Kroger Co	株式-生活必需品	1.24%	—	+2.39%
14	SJNK	Ss Spdr Bb St Hi Yield ETF	ETF-その他	1.19%	—	—
15	T	At&t INC	株式-通信サービス	1.15%	+0.49%	+3.07%
16	PRU	Prudential Financial INC	株式-金融	1.07%	—	+2.80%
17	HPE	Hewlett Packard Enterprise	株式-IT	1.05%	—	+1.97%
18	F	Ford Motor Co	株式-一般消費財	0.97%	+0.46%	NEW
19	PSX	Phillips 66	株式-エネルギー	0.88%	—	-58.96%
20	ITB	Ishares U.s. Home Constructi	ETF-その他	0.83%	—	—
21	MPC	Marathon Petroleum CORP	株式-エネルギー	0.81%	+0.45%	NEW
22	VLO	Valero Energy CORP	株式-エネルギー	0.79%	—	-58.51%
23	VRSK	Verisk Analytics INC	株式-資本財	0.61%	—	+2.59%
24	PGR	Progressive CORP	株式-金融	0.57%	-0.48%	+2.67%
25	XLB	Ss Materials Select Sector	ETF-その他	0.49%	—	-58.03%
26	HFCUSD	Hollyfrontier CORP	株式-その他	0.40%	—	-59.90%
27	VRSN	Verisign INC	株式-IT	0.36%	—	+2.72%
28	WRKUSD	Westrock Co	株式-その他	0.32%	—	-58.10%
29	V	Visa Inc-class A Shares	株式-金融	0.32%	—	+2.89%
30	YUM	Yum! Brands INC	株式-一般消費財	0.32%	—	+3.09%
31	CTXSEUR	Citrix Systems INC	株式-その他	0.31%	—	+2.77%
32	UNGUSD	US Natural Gas Fund LP	ETF-その他	0.31%	—	—
33	FISV	Fiserv INC	株式-その他	0.30%	—	+2.22%
34	MSI	Motorola Solutions INC	株式-IT	0.30%	-0.47%	EXIT
35	COST	Costco Wholesale CORP	株式-生活必需品	0.29%	—	+2.28%
36	MA	Mastercard INC - A	株式-金融	0.29%	—	+2.75%
37	ROP	Roper Technologies INC	株式-IT	0.27%	—	+2.73%
38	TJX	Tjx Companies INC	株式-一般消費財	0.27%	+0.65%	NEW
39	CTAS	Cintas CORP	株式-資本財	0.27%	—	+3.09%
40	AME	Ametek INC	株式-資本財	0.26%	—	+2.69%
41	MCO	Moody's CORP	株式-金融	0.25%	—	+2.69%
42	XYL	Xylem INC	株式-資本財	0.25%	—	+2.74%
43	BR	Broadridge Financial Solutio	株式-IT	0.24%	—	+2.40%
44	STZ	Constellation Brands Inc-a	株式-生活必需品	0.21%	—	+2.67%
45	MUB	Ishares National Muni Bond E	ETF-その他	0.17%	—	+1835.96%
46	IGSB	Ishares 1-5y Inv Grade CORP	ETF-その他	0.17%	—	-3.58%
47	FLOT	Ishares Floating Rate Bond E	ETF-その他	0.15%	—	-13.01%
48	REM	Ishares Mortgage Real Estate	ETF-その他	0.14%	-0.69%	-83.84%
49	VNQ	Vanguard Real Estate ETF	ETF-その他	0.10%	—	-75.90%
50	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-投資適格社債	0.09%	—	-85.01%

1–50 of 55

今四半期の持株変動

Mount Lucas Management LPがQ4 2018時点の四半期で開示したポジション変更（銘柄コード、発行体、ウェイト変化、株数変化、アクションを含む）
#	ティッカー	発行体	比率変動	持株数変化	アクション
1	XLE	Ss Energy Select Sector	+4%	+3191.52%	増加
2	XLU	St Sr Utl Sl Se Spdr Etf-usd	+1.5%	+102.46%	増加
3	XLRE	Ss Real Estate Select Sector	+1.5%	+137.81%	増加
4	XLP	Ss Consumer Staples Sel Sect	+1.3%	+124.96%	増加
5	XLV	Ss Health Care Select Sector	+1.3%	+126.98%	増加
6	MUB	Ishares National Muni Bond E	+0.2%	+1835.96%	増加
7	XLF	Ss Financial Select Sector	-0.2%	-93.51%	減少
8	PGR	Progressive CORP	-0.2%	+2.67%	増加
9	F	Ford Motor Co	-0.3%	+3.66%	増加
10	T	At&t INC	-0.4%	+3.07%	増加
11	VNQ	Vanguard Real Estate ETF	-0.4%	-75.90%	減少
12	PRU	Prudential Financial INC	-0.4%	+2.80%	増加
13	HPE	Hewlett Packard Enterprise	-0.4%	+1.97%	増加
14	SHYG	Ishares 0-5 Yr Hy CORP Bond	-0.6%	-85.01%	減少
15	KSS	Kohls CORP	-0.7%	+2.57%	増加
16	M	Macy's INC	-0.8%	+2.98%	増加
17	REM	Ishares Mortgage Real Estate	-0.9%	-83.84%	減少
18	WRKUSD	Westrock Co	-1%	-58.10%	減少
19	XLB	Ss Materials Select Sector	-1.1%	-58.03%	減少
20	HFCUSD	Hollyfrontier CORP	-1.2%	-59.90%	減少
21	CTLEUR	Centurylink INC	-1.2%	+4.02%	増加
22	XLC	Ss Comm Select Sector Spdr	-1.6%	-97.54%	減少
23	XLY	Ss Consumer Disc Select Sect	-1.6%	-98.07%	減少
24	XLK	Ss Technology Select Sector	-1.6%	-98.71%	減少
25	XLI	Ss Industrial Select Sector	-1.6%	-99.79%	減少
26	MPC	Marathon Petroleum CORP	-2.3%	-58.77%	減少
27	PSX	Phillips 66	-2.4%	-58.96%	減少
28	VLO	Valero Energy CORP	-2.6%	-58.51%	減少
29	SHY	Ishares 1-3 Year Treasury Bo	-15.5%	-35.37%	減少
30	IEF	Ishares 7-10 Year Treasury B	—	NEW	新規購入
31	IEI	Ishares 3-7 Year Treasury Bo	—	NEW	新規購入
32	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	新規購入
33	SJNK	Ss Spdr Bb St Hi Yield ETF	—	NEW	新規購入
34	BKLN	Invesco Senior Loan ETF	—	EXIT	全売却
35	CWB	Ss Spdr Bb Conv Sec ETF	—	EXIT	全売却
36	ITB	Ishares U.s. Home Constructi	—	NEW	新規購入
37	EWL	Ishares Msci Switzerland ETF	—	EXIT	全売却
38	PBP	Invesco S&p 500 Buywrite ETF	—	EXIT	全売却
39	VYM	Vanguard High Dvd Yield ETF	—	EXIT	全売却
40	GHYG	Ishares Us&intl High Yield C	—	EXIT	全売却
41	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	全売却
42	UPS	United Parcel Service, Inc.	—	EXIT	全売却
43	UGA	United States Gas Fund LP	—	EXIT	全売却
44	PFF	Ishares Preferred & Income S	—	EXIT	全売却
45	EWW	Ishares Msci Mexico ETF	—	EXIT	全売却
46	EWT	Ishares Msci Taiwan ETF	—	EXIT	全売却
47	UNGUSD	US Natural Gas Fund LP	—	NEW	新規購入
48	THD	Ishares Msci Thailand ETF	—	EXIT	全売却
49	MCK	Mckesson CORP	—	EXIT	全売却
50	WEATUSD	Teucrium Wheat Fund	—	EXIT	全売却