$622 Million is the total value of Mount Lucas Management LP's 122 reported holdings in Q1 2018. The portfolio turnover from Q4 2017 to Q1 2018 was 39.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $106,155,000 | +272.6% | 1,270,399 | +273.9% | 17.08% | +246.8% |
| KSS | Buy | KOHLS CORP | $22,987,000 | +101.7% | 350,896 | +67.0% | 3.70% | +87.8% |
| M | Buy | MACY'S INC | $22,832,000 | +102.9% | 767,718 | +71.9% | 3.67% | +88.9% |
| F | Buy | FORD MOTOR CO | $18,459,000 | +83.7% | 1,665,930 | +107.1% | 2.97% | +71.0% |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $16,494,000 | +48.6% | 162,844 | +44.7% | 2.65% | +38.2% |
| XLI | Buy | INDUSTRIAL SELECT SECT SPDRetp | $16,443,000 | +48.6% | 221,338 | +51.4% | 2.64% | +38.3% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $16,265,000 | +50.9% | 199,813 | +53.3% | 2.62% | +40.4% |
| XLK | Buy | TECHNOLOGY SELECT SECT SPDRetp | $16,266,000 | +49.3% | 248,647 | +45.9% | 2.62% | +38.9% |
| XLB | Buy | MATERIALS SELECT SECTOR SPDRetp | $15,921,000 | +43.9% | 279,606 | +52.9% | 2.56% | +33.9% |
| EWJ | Buy | ISHARES MSCI JAPAN ETFetp | $15,312,000 | +7.7% | 252,336 | +6.4% | 2.46% | +0.3% |
| XL | Sell | XL GROUP LTD | $12,007,000 | +45.2% | 217,274 | -7.6% | 1.93% | +35.0% |
| BBY | Sell | BEST BUY CO INC | $11,212,000 | -56.7% | 160,194 | -57.7% | 1.80% | -59.8% |
| LUMN | New | CENTURYLINK INC | $10,044,000 | – | 611,335 | +100.0% | 1.62% | – |
| VLO | Sell | VALERO ENERGY CORP | $10,023,000 | -17.9% | 108,047 | -18.6% | 1.61% | -23.6% |
| MPC | Sell | MARATHON PETROLEUM CORP | $10,000,000 | -13.7% | 136,777 | -22.1% | 1.61% | -19.7% |
| WRK | New | WESTROCK CO | $9,974,000 | – | 155,437 | +100.0% | 1.60% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $9,959,000 | – | 96,171 | +100.0% | 1.60% | – |
| PSX | New | PHILLIPS 66 | $9,883,000 | – | 103,037 | +100.0% | 1.59% | – |
| ANDV | Sell | ANDEAVOR | $9,876,000 | -18.2% | 98,203 | -7.0% | 1.59% | -23.9% |
| RE | Sell | EVEREST RE GROUP LTD | $9,736,000 | +7.2% | 37,909 | -7.6% | 1.57% | -0.2% |
| GPS | Sell | GAP INC/THE | $9,684,000 | -15.6% | 310,400 | -7.9% | 1.56% | -21.4% |
| LNC | Sell | LINCOLN NATIONAL CORP | $8,679,000 | -12.7% | 118,800 | -8.1% | 1.40% | -18.7% |
| UNM | Sell | UNUM GROUP | $8,199,000 | -60.1% | 172,211 | -54.0% | 1.32% | -62.9% |
| NAVI | Sell | NAVIENT CORP | $8,169,000 | -8.2% | 622,654 | -6.8% | 1.31% | -14.6% |
| BKLN | Buy | POWERSHARES SENIOR LOANetp | $7,784,000 | +90.8% | 336,545 | +90.1% | 1.25% | +77.6% |
| CWB | Buy | SPDR BBG BARC CONVERTIBLEetp | $7,745,000 | +91.1% | 149,931 | +87.2% | 1.25% | +78.0% |
| VYM | Buy | VANGUARD HIGH DVD YIELD ETFetp | $5,307,000 | +66.8% | 64,341 | +73.1% | 0.85% | +55.3% |
| PGR | Buy | PROGRESSIVE CORP | $5,274,000 | +91.6% | 86,568 | +77.1% | 0.85% | +78.2% |
| EWI | Buy | ISHARES MSCI ITALY ETFetp | $5,208,000 | +12.1% | 161,991 | +6.2% | 0.84% | +4.4% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $5,176,000 | +90.0% | 110,629 | +91.4% | 0.83% | +76.9% |
| EWO | Buy | ISHARES MSCI AUSTRIA ETFetp | $5,169,000 | +7.2% | 203,838 | +4.1% | 0.83% | -0.4% |
| EWN | Buy | ISHARES MSCI NETHERLANDS ETFetp | $5,163,000 | +8.4% | 161,481 | +7.6% | 0.83% | +0.9% |
| GHYG | Buy | ISHARES US&INTL HIGH YIELD Cetp | $5,162,000 | +90.1% | 102,942 | +91.2% | 0.83% | +77.0% |
| EWU | Buy | ISHARES MSCI UNITED KINGDOMetp | $5,149,000 | +5.0% | 148,160 | +8.2% | 0.83% | -2.2% |
| EWY | Buy | ISHARES MSCI SOUTH KOREA ETFetp | $5,133,000 | +10.3% | 68,028 | +9.5% | 0.83% | +2.7% |
| EWT | Buy | ISHARES MSCI TAIWAN ETFetp | $5,130,000 | +12.7% | 133,811 | +6.5% | 0.82% | +4.8% |
| EWQ | Buy | ISHARES MSCI FRANCE ETFetp | $5,099,000 | +8.5% | 162,400 | +7.9% | 0.82% | +1.0% |
| EWM | Sell | ISHARES MSCI MALAYSIA ETFetp | $5,067,000 | +6.1% | 140,200 | -3.2% | 0.82% | -1.2% |
| EPU | Buy | ISHARES MSCI PERU ETFetp | $4,980,000 | +9.8% | 116,989 | +5.7% | 0.80% | +2.2% |
| ROP | Buy | ROPER TECHNOLOGIES INC | $4,932,000 | +101.1% | 17,569 | +85.5% | 0.79% | +87.0% |
| PBP | Buy | POWERSHARES S&P 500 BUYWRITEetp | $4,910,000 | +56.0% | 232,922 | +58.7% | 0.79% | +45.2% |
| FXI | Buy | ISHARES CHINA LARGE-CAP ETFetp | $4,906,000 | +6.2% | 103,859 | +3.8% | 0.79% | -1.3% |
| THD | Sell | ISHARES MSCI THAILAND ETFetp | $4,863,000 | +3.2% | 48,779 | -4.2% | 0.78% | -3.9% |
| ECH | Buy | ISHARES MSCI CHILE ETFetp | $4,841,000 | +48.5% | 91,308 | +46.1% | 0.78% | +38.1% |
| EWZ | Sell | ISHARES MSCI BRAZIL ETFetp | $4,839,000 | +1.2% | 107,831 | -8.8% | 0.78% | -5.8% |
| EZA | Sell | ISHARES MSCI SOUTH AFRICA ETetp | $4,721,000 | -5.6% | 68,724 | -3.8% | 0.76% | -12.2% |
| DWX | Buy | SPDR S&P INTER DVD ETFetp | $4,428,000 | +39.2% | 110,495 | +43.2% | 0.71% | +29.5% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $4,195,000 | -19.6% | 432,485 | -14.8% | 0.68% | -25.2% |
| VNQI | Buy | VANGUARD GLBL EX-US REAL ESTetp | $3,979,000 | +89.7% | 65,312 | +88.4% | 0.64% | +76.3% |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $3,625,000 | -22.6% | 113,141 | -20.3% | 0.58% | -28.0% |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $3,332,000 | -10.4% | 78,543 | -8.2% | 0.54% | -16.6% |
| UHN | Buy | UNITED STATES DIESEL-HEATINGetp | $3,283,000 | +7.2% | 171,510 | +8.3% | 0.53% | -0.2% |
| USO | Buy | UNITED STATES OIL FUND LPetp | $3,261,000 | +10.3% | 249,154 | +1.2% | 0.52% | +2.7% |
| UGA | Buy | UNITED STATES GAS FUND LPetp | $3,223,000 | +11.9% | 99,774 | +10.4% | 0.52% | +4.0% |
| GLD | Buy | SPDR GOLD SHARESetp | $3,101,000 | +652.7% | 24,656 | +640.4% | 0.50% | +602.8% |
| SOYB | New | TEUCRIUM SOYBEAN FUNDetp | $3,071,000 | – | 161,194 | +100.0% | 0.49% | – |
| BA | Sell | BOEING CO/THE | $2,757,000 | -57.1% | 8,408 | -61.4% | 0.44% | -60.1% |
| CPER | Sell | UNITED STATES COPPER INDEXetp | $2,682,000 | -11.3% | 139,711 | -2.7% | 0.43% | -17.6% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $2,648,000 | -45.6% | 77,051 | -43.6% | 0.43% | -49.3% |
| HRS | Sell | HARRIS CORP | $2,646,000 | +4.6% | 16,406 | -8.2% | 0.43% | -2.5% |
| MA | Sell | MASTERCARD INC - A | $2,644,000 | +6.1% | 15,092 | -8.4% | 0.42% | -1.4% |
| STZ | New | CONSTELLATION BRANDS INC-A | $2,572,000 | – | 11,285 | +100.0% | 0.41% | – |
| VRSK | New | VERISK ANALYTICS INC | $2,522,000 | – | 24,254 | +100.0% | 0.41% | – |
| V | New | VISA INC-CLASS A SHARES | $2,512,000 | – | 20,998 | +100.0% | 0.40% | – |
| EPI | Sell | WISDOMTREE INDIA EARNINGSetp | $2,508,000 | -46.9% | 95,639 | -43.6% | 0.40% | -50.6% |
| YUM | New | YUM! BRANDS INC | $2,501,000 | – | 29,383 | +100.0% | 0.40% | – |
| AME | New | AMETEK INC | $2,494,000 | – | 32,837 | +100.0% | 0.40% | – |
| MCO | New | MOODY'S CORP | $2,493,000 | – | 15,454 | +100.0% | 0.40% | – |
| XYL | New | XYLEM INC | $2,484,000 | – | 32,301 | +100.0% | 0.40% | – |
| VRSN | New | VERISIGN INC | $2,488,000 | – | 20,986 | +100.0% | 0.40% | – |
| IPFF | Buy | ISHARES INTERNATIONAL PREFERetp | $2,362,000 | +15.3% | 130,641 | +18.9% | 0.38% | +7.3% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $2,353,000 | -57.4% | 10,993 | -56.1% | 0.38% | -60.3% |
| ALL | Sell | ALLSTATE CORP | $2,247,000 | -16.8% | 23,698 | -8.1% | 0.36% | -22.7% |
| APH | Sell | AMPHENOL CORP-CL A | $2,218,000 | -57.3% | 25,749 | -56.5% | 0.36% | -60.2% |
| RSG | Sell | REPUBLIC SERVICES INC | $2,158,000 | -55.0% | 32,578 | -54.0% | 0.35% | -58.1% |
| MCD | Sell | MCDONALD'S CORP | $2,124,000 | -16.3% | 13,580 | -7.9% | 0.34% | -22.1% |
| EPOL | Sell | ISHARES MSCI POLAND ETFetp | $2,007,000 | -57.0% | 79,951 | -53.6% | 0.32% | -60.0% |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $1,981,000 | -59.0% | 73,467 | -56.8% | 0.32% | -61.8% |
| HYG | Sell | ISHARES IBOXX USD HIGH YIELDetp | $1,716,000 | -36.8% | 20,033 | -35.7% | 0.28% | -41.3% |
| EWP | Sell | ISHARES MSCI SPAIN ETFetp | $1,694,000 | -63.7% | 52,117 | -63.4% | 0.27% | -66.3% |
| WIP | Buy | SPDR CITI INTERNATIONAL GOVEetp | $1,459,000 | +75.6% | 24,508 | +69.6% | 0.24% | +63.2% |
| FLOT | Buy | ISHARES FLOATING RATE BOND Eetp | $1,433,000 | +76.5% | 28,128 | +75.9% | 0.23% | +64.3% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $1,426,000 | -10.8% | 51,731 | -9.6% | 0.23% | -17.0% |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $1,207,000 | -74.3% | 36,057 | -74.0% | 0.19% | -76.1% |
| RSX | Sell | VANECK VECTORS RUSSIA ETFetp | $1,033,000 | +0.8% | 45,408 | -6.0% | 0.17% | -6.2% |
| PFF | Sell | ISHARES US PREFERRED STOCK Eetp | $923,000 | -54.4% | 24,578 | -53.7% | 0.15% | -57.7% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $787,000 | -47.4% | 11,679 | -43.6% | 0.13% | -51.0% |
| IEI | Exit | ISHARES 3-7 YEAR TREASURY BOetp | $0 | – | -5,618 | -100.0% | -0.12% | – |
| IGSB | Exit | ISHARES 1-3 YEAR CREDIT BONDetp | $0 | – | -7,769 | -100.0% | -0.14% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -6,764 | -100.0% | -0.14% | – |
| MUB | Exit | ISHARES NATIONAL MUNI BOND Eetp | $0 | – | -7,409 | -100.0% | -0.14% | – |
| TIP | Exit | ISHARES TIPS BOND ETFetp | $0 | – | -7,186 | -100.0% | -0.14% | – |
| IEF | Exit | ISHARES 7-10 YEAR TREASURY Betp | $0 | – | -16,823 | -100.0% | -0.31% | – |
| MFGP | Exit | MICRO FOCUS INTL-SPN ADRadr | $0 | – | -53,827 | -100.0% | -0.31% | – |
| VNQ | Exit | VANGUARD REAL ESTATE ETFetp | $0 | – | -24,465 | -100.0% | -0.35% | – |
| USB | Exit | US BANCORP | $0 | – | -41,222 | -100.0% | -0.38% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -11,725 | -100.0% | -0.41% | – |
| AJG | Exit | ARTHUR J GALLAGHER & CO | $0 | – | -39,655 | -100.0% | -0.43% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -28,377 | -100.0% | -0.44% | – |
| ITW | Exit | ILLINOIS TOOL WORKS | $0 | – | -16,695 | -100.0% | -0.48% | – |
| TXN | Exit | TEXAS INSTRUMENTS INC | $0 | – | -27,625 | -100.0% | -0.50% | – |
| EMHY | Exit | ISHARES EMERGING MARKETS HIGetp | $0 | – | -63,264 | -100.0% | -0.55% | – |
| EMB | Exit | ISHARES JP MORGAN USD EMERGIetp | $0 | – | -27,347 | -100.0% | -0.55% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -33,815 | -100.0% | -0.56% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTATEetp | $0 | – | -91,944 | -100.0% | -0.72% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -123,887 | -100.0% | -0.83% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE | $0 | – | -396,140 | -100.0% | -0.98% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP | $0 | – | -141,862 | -100.0% | -1.73% | – |
| CCL | Exit | CARNIVAL CORP | $0 | – | -157,420 | -100.0% | -1.81% | – |
| GLW | Exit | CORNING INC | $0 | – | -330,561 | -100.0% | -1.83% | – |
| XLRE | Exit | REAL ESTATE SELECT SECT SPDRetp | $0 | – | -327,570 | -100.0% | -1.86% | – |
| AFL | Exit | AFLAC INC | $0 | – | -124,529 | -100.0% | -1.89% | – |
| XLP | Exit | CONSUMER STAPLES SPDRetp | $0 | – | -194,773 | -100.0% | -1.92% | – |
| XLU | Exit | UTILITIES SELECT SECTOR SPDRetp | $0 | – | -210,999 | -100.0% | -1.92% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-05-15
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES 1-3 YEAR TREASURY BO | 38 | Q3 2023 | 62.7% |
| VALERO ENERGY CORP | 34 | Q3 2023 | 4.5% |
| TECHNOLOGY SELECT SECT SPDR | 34 | Q4 2021 | 4.6% |
| CONSUMER DISCRETIONARY SELT | 34 | Q4 2021 | 3.5% |
| CONSUMER STAPLES SPDR | 33 | Q4 2022 | 3.2% |
| HEALTH CARE SELECT SECTOR | 33 | Q4 2022 | 3.3% |
| UTILITIES SELECT SECTOR SPDR | 32 | Q4 2022 | 4.5% |
| INDUSTRIAL SELECT SECT SPDR | 32 | Q4 2022 | 3.2% |
| MATERIALS SELECT SECTOR SPDR | 31 | Q4 2022 | 3.4% |
| FINANCIAL SELECT SECTOR SPDR | 29 | Q1 2022 | 2.6% |
View Mount Lucas Management LP's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPDR SERIES TRUST | August 12, 2010 | 1,534,467 | 4.9% |
| PowerShares DB US Dollar Index Bullish Fund | April 13, 2010 | 2,807,228 | 4.2% |
View Mount Lucas Management LP's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-07 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-14 |
| 13F-HR/A | 2022-11-14 |
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-12 |
| 13F-HR | 2022-02-14 |
View Mount Lucas Management LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.