$682 Million is the total value of Mount Lucas Management LP's 105 reported holdings in Q3 2018. The portfolio turnover from Q2 2018 to Q3 2018 was 64.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $242,296,000 | +7.8% | 2,916,066 | +8.1% | 35.53% | +4.3% |
| LUMN | Buy | CENTURYLINK INC | $23,684,000 | +105.5% | 1,117,177 | +80.7% | 3.47% | +98.9% |
| M | Sell | MACY'S INC | $23,032,000 | -18.0% | 663,190 | -11.6% | 3.38% | -20.6% |
| VLO | Buy | VALERO ENERGY CORP | $22,855,000 | +94.3% | 200,921 | +89.3% | 3.35% | +88.1% |
| KSS | Sell | KOHLS CORP | $22,449,000 | -10.8% | 301,136 | -12.7% | 3.29% | -13.6% |
| PSX | Buy | PHILLIPS 66 | $22,228,000 | +94.2% | 197,201 | +93.5% | 3.26% | +88.0% |
| MPC | Buy | MARATHON PETROLEUM CORP | $20,908,000 | +122.0% | 261,445 | +94.8% | 3.07% | +114.9% |
| XLU | New | UTILITIES SELECT SECTOR SPDRetp | $13,781,000 | – | 261,747 | +100.0% | 2.02% | – |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $11,137,000 | -13.6% | 117,042 | -24.2% | 1.63% | -16.4% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $11,054,000 | -5.8% | 140,990 | -13.9% | 1.62% | -8.8% |
| XLP | New | CONSUMER STAPLES SPDRetp | $10,927,000 | – | 202,622 | +100.0% | 1.60% | – |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $10,873,000 | -17.3% | 92,761 | -22.9% | 1.60% | -19.9% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $10,814,000 | -14.5% | 143,561 | -21.2% | 1.59% | -17.3% |
| XLC | New | COMM SERV SELECT SECTOR SPDRetp | $10,773,000 | – | 219,866 | +100.0% | 1.58% | – |
| HFC | New | HOLLYFRONTIER CORP | $10,715,000 | – | 153,284 | +100.0% | 1.57% | – |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $10,538,000 | -18.9% | 323,150 | -18.7% | 1.54% | -21.5% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $10,501,000 | -17.5% | 181,274 | -17.3% | 1.54% | -20.1% |
| T | New | AT&T INC | $10,362,000 | – | 308,600 | +100.0% | 1.52% | – |
| PRU | Buy | PRUDENTIAL FINANCIAL INC | $10,179,000 | +14.2% | 100,459 | +5.4% | 1.49% | +10.6% |
| KR | New | KROGER CO | $10,131,000 | – | 348,034 | +100.0% | 1.49% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE | $9,991,000 | – | 612,583 | +100.0% | 1.46% | – |
| F | Sell | FORD MOTOR CO | $8,883,000 | -51.5% | 960,303 | -41.9% | 1.30% | -53.0% |
| WRK | Buy | WESTROCK CO | $8,649,000 | -1.4% | 161,838 | +5.2% | 1.27% | -4.6% |
| BKLN | Sell | INVESCO SENIOR LOAN ETFetp | $7,408,000 | -0.4% | 319,727 | -1.6% | 1.09% | -3.6% |
| CWB | Sell | SPDR BBG BARC CONVERTIBLEetp | $7,303,000 | -1.5% | 135,399 | -3.2% | 1.07% | -4.7% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $7,257,000 | -4.0% | 166,600 | -4.2% | 1.06% | -7.1% |
| EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $5,795,000 | – | 167,038 | +100.0% | 0.85% | – |
| PBP | Sell | INVESCO S&P 500 BUYWRITE ETFetp | $5,229,000 | -0.2% | 230,547 | -4.8% | 0.77% | -3.4% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $5,229,000 | -0.3% | 60,041 | -4.9% | 0.77% | -3.5% |
| VRSK | Buy | VERISK ANALYTICS INC | $5,196,000 | +102.9% | 43,103 | +81.2% | 0.76% | +96.4% |
| PGR | Sell | PROGRESSIVE CORP | $5,185,000 | +3.6% | 72,980 | -13.7% | 0.76% | +0.3% |
| GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $4,930,000 | – | 99,540 | +100.0% | 0.72% | – |
| SHYG | Sell | ISHARES 0-5 YR HY CORP BONDetp | $4,930,000 | -0.6% | 104,711 | -1.5% | 0.72% | -3.7% |
| HYG | Sell | ISHARES IBOXX HIGH YLD CORPetp | $4,924,000 | -0.4% | 56,968 | -2.0% | 0.72% | -3.6% |
| USO | Buy | UNITED STATES OIL FUND LPetp | $4,085,000 | +22.4% | 263,219 | +18.8% | 0.60% | +18.4% |
| UGA | Buy | UNITED STATES GAS FUND LPetp | $4,084,000 | +36.1% | 113,017 | +30.0% | 0.60% | +31.6% |
| PFF | Sell | ISHARES US PREFERRED STOCK Eetp | $3,611,000 | -4.1% | 97,254 | -2.6% | 0.53% | -7.2% |
| VNQ | Buy | VANGUARD REAL ESTATE ETFetp | $3,576,000 | +15.0% | 44,321 | +16.1% | 0.52% | +11.3% |
| VRSN | Sell | VERISIGN INC | $2,976,000 | +5.2% | 18,585 | -9.7% | 0.44% | +1.6% |
| V | Sell | VISA INC-CLASS A SHARES | $2,798,000 | +2.5% | 18,644 | -9.6% | 0.41% | -1.0% |
| TJX | New | TJX COMPANIES INC | $2,647,000 | – | 23,625 | +100.0% | 0.39% | – |
| FISV | New | FISERV INC | $2,622,000 | – | 31,825 | +100.0% | 0.38% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $2,627,000 | – | 20,191 | +100.0% | 0.38% | – |
| EWW | New | ISHARES MSCI MEXICO ETFetp | $2,611,000 | – | 50,974 | +100.0% | 0.38% | – |
| CTXS | New | CITRIX SYSTEMS INC | $2,612,000 | – | 23,498 | +100.0% | 0.38% | – |
| MA | Sell | MASTERCARD INC - A | $2,606,000 | -9.9% | 11,708 | -20.5% | 0.38% | -12.8% |
| COST | New | COSTCO WHOLESALE CORP | $2,592,000 | – | 11,035 | +100.0% | 0.38% | – |
| BR | New | BROADRIDGE FINANCIAL SOLUTIO | $2,581,000 | – | 19,555 | +100.0% | 0.38% | – |
| EWT | Buy | ISHARES MSCI TAIWAN ETFetp | $2,560,000 | +279.8% | 67,912 | +262.9% | 0.38% | +267.6% |
| CTAS | New | CINTAS CORP | $2,424,000 | – | 12,256 | +100.0% | 0.36% | – |
| YUM | Sell | YUM! BRANDS INC | $2,386,000 | +5.4% | 26,254 | -9.2% | 0.35% | +2.0% |
| ROP | Sell | ROPER TECHNOLOGIES INC | $2,341,000 | -50.7% | 7,903 | -54.0% | 0.34% | -52.3% |
| AME | Sell | AMETEK INC | $2,310,000 | -0.8% | 29,198 | -9.5% | 0.34% | -4.0% |
| MCO | Sell | MOODY'S CORP | $2,302,000 | -11.2% | 13,764 | -9.4% | 0.34% | -14.0% |
| XYL | Sell | XYLEM INC | $2,298,000 | +7.3% | 28,776 | -9.4% | 0.34% | +3.7% |
| STZ | Sell | CONSTELLATION BRANDS INC-A | $2,170,000 | -10.7% | 10,063 | -9.4% | 0.32% | -13.6% |
| FLOT | Sell | ISHARES FLOATING RATE BOND Eetp | $1,370,000 | -1.0% | 26,851 | -1.1% | 0.20% | -4.3% |
| IGSB | Buy | ISHARES SHORT-TERM CORPORATEetp | $1,367,000 | +593.9% | 26,372 | +1288.0% | 0.20% | +566.7% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,342,000 | -6.2% | 17,718 | -5.9% | 0.20% | -9.2% |
| XLF | Buy | FINANCIAL SELECT SECTOR SPDRetp | $1,281,000 | +28.1% | 46,433 | +23.5% | 0.19% | +23.7% |
| THD | Buy | ISHARES MSCI THAILAND ETFetp | $1,078,000 | +60.2% | 11,434 | +39.8% | 0.16% | +54.9% |
| MCK | New | MCKESSON CORP | $1,061,000 | – | 8,000 | +100.0% | 0.16% | – |
| WEAT | Sell | TEUCRIUM WHEAT FUNDetp | $864,000 | -7.2% | 138,218 | -5.2% | 0.13% | -9.9% |
| TIP | Sell | ISHARES TIPS BOND ETFetp | $326,000 | -62.0% | 2,947 | -61.3% | 0.05% | -63.1% |
| EPOL | New | ISHARES MSCI POLAND ETFetp | $250,000 | – | 10,489 | +100.0% | 0.04% | – |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $249,000 | -77.5% | 5,821 | -77.5% | 0.04% | -78.0% |
| EWM | Sell | ISHARES MSCI MALAYSIA ETFetp | $253,000 | -65.7% | 7,819 | -66.9% | 0.04% | -67.0% |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $245,000 | – | 10,645 | +100.0% | 0.04% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $236,000 | – | 7,851 | +100.0% | 0.04% | – |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $232,000 | – | 6,892 | +100.0% | 0.03% | – |
| EPI | New | WISDOMTREE INDIA EARNINGSetp | $234,000 | – | 9,717 | +100.0% | 0.03% | – |
| EPU | Sell | ISHARES MSCI PERU ETFetp | $232,000 | -91.7% | 6,289 | -91.2% | 0.03% | -92.0% |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $231,000 | – | 27,828 | +100.0% | 0.03% | – |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $67,000 | -95.1% | 623 | -95.1% | 0.01% | -95.2% |
| EWY | Exit | ISHARES MSCI SOUTH KOREA ETFetp | $0 | – | -3,167 | -100.0% | -0.03% | – |
| CPER | Exit | UNITED STATES COPPER INDEXetp | $0 | – | -21,943 | -100.0% | -0.06% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -2,000 | -100.0% | -0.20% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -55,515 | -100.0% | -0.26% | – |
| MCD | Exit | MCDONALD'S CORP | $0 | – | -13,300 | -100.0% | -0.32% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -23,192 | -100.0% | -0.32% | – |
| APH | Exit | AMPHENOL CORP-CL A | $0 | – | -25,133 | -100.0% | -0.33% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -32,049 | -100.0% | -0.33% | – |
| HRS | Exit | HARRIS CORP | $0 | – | -16,037 | -100.0% | -0.35% | – |
| VNQI | Exit | VANGUARD GLBL EX-US REAL ESTetp | $0 | – | -44,716 | -100.0% | -0.39% | – |
| EWQ | Exit | ISHARES MSCI FRANCE ETFetp | $0 | – | -85,613 | -100.0% | -0.40% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -10,740 | -100.0% | -0.40% | – |
| BA | Exit | BOEING CO/THE | $0 | – | -8,224 | -100.0% | -0.42% | – |
| UHN | Exit | UNITED STATES DIESEL-HEATINGetp | $0 | – | -143,025 | -100.0% | -0.45% | – |
| EWU | Exit | ISHARES MSCI UNITED KINGDOMetp | $0 | – | -142,151 | -100.0% | -0.75% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -168,943 | -100.0% | -0.95% | – |
| LNC | Exit | LINCOLN NATIONAL CORP | $0 | – | -116,428 | -100.0% | -1.10% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -614,260 | -100.0% | -1.21% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -37,195 | -100.0% | -1.30% | – |
| GPS | Exit | GAP INC/THE | $0 | – | -305,163 | -100.0% | -1.50% | – |
| BBY | Exit | BEST BUY CO INC | $0 | – | -157,378 | -100.0% | -1.78% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -212,778 | -100.0% | -1.80% | – |
| ANDV | Exit | ANDEAVOR | $0 | – | -96,200 | -100.0% | -1.91% | – |
| EWJ | Exit | ISHARES MSCI JAPAN ETFetp | $0 | – | -253,210 | -100.0% | -2.22% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-11-14
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.