Legal Name: MOUNT LUCAS MANAGEMENT LP
報告期間:
Jun 30, 2019
有効日:
Aug 14, 2019
| セキュリティ |
保有株式/元本 |
市場価格 |
オプション |
|
ISHARES TR BARCLAYS 7 10 YR (464287440)
|
414,398 |
$45,592k |
|
|
ISHARES TR 3 7 YR TREAS BD (464288661)
|
361,263 |
$45,432k |
|
|
ISHARES TR (464287457)
|
532,317 |
$45,130k |
|
|
SELECT SECTOR SPDR TR SBI INT-UTILS (81369Y886)
|
224,836 |
$13,407k |
|
|
SELECT SECTOR SPDR (81369Y803)
|
142,135 |
$11,092k |
|
|
SELECT SECTOR SPDR (81369Y100)
|
188,544 |
$11,030k |
|
|
SELECT SECTOR SPDR (81369Y407)
|
91,213 |
$10,873k |
|
|
SELECT SECTOR SPDR TR SBI CONS STPLS (81369Y308)
|
184,500 |
$10,714k |
|
|
SELECT SECTOR SPDR (81369Y704)
|
137,853 |
$10,673k |
|
|
AT&T INC (00206R102)
|
313,070 |
$10,491k |
|
|
SELECT SECTOR SPDR TR SBI HEALTHCARE (81369Y209)
|
112,662 |
$10,437k |
|
|
SELECT SECTOR SPDR TR (81369Y860)
|
281,420 |
$10,348k |
|
|
SELECT SECTOR SPDR TR (81369Y852)
|
208,441 |
$10,259k |
|
|
CITIGROUP INC (172967424)
|
136,084 |
$9,530k |
|
|
DELTA AIR LINES (247361702)
|
167,620 |
$9,512k |
|
|
XEROX CORP (984121608)
|
263,642 |
$9,336k |
|
|
SYNCHRONY FINL (87165B103)
|
264,394 |
$9,167k |
|
|
HEWLETT PACKARD ENTR (42824C109)
|
606,215 |
$9,063k |
|
|
General Motors Co (37045V100)
|
228,597 |
$8,808k |
|
|
WESTERN DIGITAL CORP (958102105)
|
185,027 |
$8,798k |
|
|
Phillips 66 (718546104)
|
92,743 |
$8,675k |
|
|
Chevron Corp (166764100)
|
68,774 |
$8,558k |
|
|
Nucor Corp (670346105)
|
146,555 |
$8,075k |
|
|
Valero Energy Corp (91913Y100)
|
92,740 |
$7,939k |
|
|
KROGER CO (501044101)
|
342,137 |
$7,428k |
|
|
SPDR SERIES TRUST (78464A359)
|
139,957 |
$7,400k |
|
|
WALGREENS BOOTS ALLI (931427108)
|
135,180 |
$7,390k |
|
|
HOLLYFRONTIER CORP (436106108)
|
153,494 |
$7,104k |
|
|
INVESCO EXCHNG TRADED FD TR SR LN ETF (46138G508)
|
313,315 |
$7,100k |
|
|
Marathon Petroleum Corp (56585A102)
|
124,075 |
$6,933k |
|
|
KOHLS CORP (500255104)
|
138,066 |
$6,565k |
|
|
MACYS INC (55616P104)
|
297,296 |
$6,380k |
|
|
ISHARES TR (46435G342)
|
142,214 |
$5,999k |
|
|
GAP INC (364760108)
|
323,985 |
$5,822k |
|
|
CENTURYLINK INC (156700106)
|
473,616 |
$5,570k |
|
|
ISHARES INC (464286749)
|
144,447 |
$5,425k |
|
|
ISHARES INC (464286814)
|
175,893 |
$5,425k |
|
|
SPDR INDEX SHS FDS (78463X772)
|
135,047 |
$5,315k |
|
|
ISHARES EMERGING MARKETS HIG (464286285)
|
110,284 |
$5,270k |
|
|
ISHARES TR JPMORGAN USD EMG (464288281)
|
46,264 |
$5,241k |
|
|
iShares MSCI Thailand ETF (464286624)
|
52,353 |
$5,004k |
|
|
ISHARES INC (464286400)
|
113,029 |
$4,942k |
|
|
Global X MSCI Greece ETF (37950E366)
|
512,589 |
$4,900k |
|
|
ISHARES TR IBOXX HI YD ETF (464288513)
|
55,716 |
$4,857k |
|
|
ISHARES US&INTL HIGH YIELD C (464286178)
|
98,314 |
$4,850k |
|
|
ISHARES TR (46434V407)
|
102,841 |
$4,803k |
|
|
ISHARES TR (46429B309)
|
184,743 |
$4,801k |
|
|
ISHARES TR (46429B408)
|
133,398 |
$4,750k |
|
|
WISDOMTREE TR (97717W422)
|
176,487 |
$4,599k |
|
|
VANGUARD WHITEHALL FDS INC (921946406)
|
50,011 |
$4,370k |
|
|
ISHARES MSCI FRANCE ETF (464286707)
|
125,320 |
$3,841k |
|
|
SPDR GOLD TR GOLD (78463V107)
|
27,503 |
$3,663k |
|
|
VANGUARD INTL EQUITY INDEX FD (922042676)
|
61,886 |
$3,651k |
|
|
ISHARES TR (464288687)
|
97,104 |
$3,578k |
|
|
VANGUARD INDEX FDS REAL ESTATE ETF (922908553)
|
40,641 |
$3,552k |
|
|
TEUCRIUM CORN FUND (88166A102)
|
202,989 |
$3,337k |
|
|
MOTOROLA SOLUTIONS (620076307)
|
19,920 |
$3,321k |
|
|
INVESCO EXCHANGE TRADED FD T (46137V399)
|
150,980 |
$3,275k |
|
|
Verisk Analytics Inc (92345Y106)
|
21,146 |
$3,097k |
|
|
MASTERCARD INC (57636Q104)
|
11,486 |
$3,038k |
|
|
PROGRESSIVE CORP (743315103)
|
37,355 |
$2,986k |
|
|
CINTAS CORP (172908105)
|
12,083 |
$2,867k |
|
|
COSTCO WHSL CORP (22160K105)
|
10,843 |
$2,865k |
|
|
FISERV INC (337738108)
|
31,026 |
$2,828k |
|
|
BROADRIDGE FINL SOLN (11133T103)
|
19,318 |
$2,467k |
|
|
TJX COMPANIES INC (872540109)
|
46,631 |
$2,466k |
|
|
ISHARES MSCI ITALY CAPPED ET (46434G830)
|
84,066 |
$2,316k |
|
|
ISHARES MSCI SWEDEN ETF (464286756)
|
74,732 |
$2,305k |
|
|
CITRIX SYS INC (177376100)
|
23,140 |
$2,271k |
|
|
PROCTER & GAMBLE CO (742718109)
|
20,433 |
$2,240k |
|
|
ISHARES INC (464286764)
|
77,494 |
$2,240k |
|
|
ISHARES TR (46435G334)
|
68,813 |
$2,224k |
|
|
AMERICAN TOWER CORP NEW (03027X100)
|
10,873 |
$2,223k |
|
|
PAYCHEX INC (704326107)
|
26,781 |
$2,204k |
|
|
MERCK & CO INC (58933Y105)
|
25,602 |
$2,147k |
|
|
HCP INC (40414L109)
|
67,093 |
$2,146k |
|
|
AVALONBAY COMMUNTIES (053484101)
|
10,534 |
$2,140k |
|
|
UDR INC (902653104)
|
46,520 |
$2,088k |
|
|
REALTY INCOME CORP (756109104)
|
28,750 |
$1,983k |
|
|
GENUINE PARTS CO (372460105)
|
19,069 |
$1,975k |
|
|
LILLY ELI & CO (532457108)
|
16,386 |
$1,815k |
|
|
ISHARES (464287242)
|
11,035 |
$1,372k |
|
|
SPDR SERIES TRUST (78464A490)
|
24,676 |
$1,371k |
|
|
ISHARES (464288646)
|
25,052 |
$1,339k |
|
|
ISHARES TR (464287176)
|
11,597 |
$1,339k |
|
|
ISHARES FLT (46429B655)
|
26,157 |
$1,332k |
|
|
ISHARES TR NATIONAL MUN ETF (464288414)
|
11,777 |
$1,332k |
|
|
ISHARES TR (46429B606)
|
49,736 |
$1,181k |
|
|
TEUCRIUM COMMODITY TR (88166A508)
|
200,627 |
$1,150k |
|
|
ISHARES MSCI SOUTH AFRICA ET (464286780)
|
21,011 |
$1,149k |
|
|
VanEck Vectors Russia ETF (92189F403)
|
39,216 |
$927k |
|
|
SELECT SECTOR SPDR TR SBI INT-FINL (81369Y605)
|
28,229 |
$779k |
|
