$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 160.0% .
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% |
VLO | Buy | VALERO ENERGY CORP | $22,855,000 | +94.3% | 200,921 | +89.3% | 3.35% | +88.1% |
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% | – |
XLP | New | CONSUMER STAPLES SPDRetp | $10,927,000 | – | 202,622 | +100.0% | 1.60% | – |
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% | – |
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% | – |
WRK | Buy | WESTROCK CO | $8,649,000 | -1.4% | 161,838 | +5.2% | 1.27% | -4.6% |
EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $5,795,000 | – | 167,038 | +100.0% | 0.85% | – |
VRSK | Buy | VERISK ANALYTICS INC | $5,196,000 | +102.9% | 43,103 | +81.2% | 0.76% | +96.4% |
GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $4,930,000 | – | 99,540 | +100.0% | 0.72% | – |
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% |
VNQ | Buy | VANGUARD REAL ESTATE ETFetp | $3,576,000 | +15.0% | 44,321 | +16.1% | 0.52% | +11.3% |
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% | – |
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% | – |
IGSB | Buy | ISHARES SHORT-TERM CORPORATEetp | $1,367,000 | +593.9% | 26,372 | +1288.0% | 0.20% | +566.7% |
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% | – |
EPOL | New | ISHARES MSCI POLAND ETFetp | $250,000 | – | 10,489 | +100.0% | 0.04% | – |
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% | – |
GREK | New | GLOBAL X MSCI GREECE ETFetp | $231,000 | – | 27,828 | +100.0% | 0.03% | – |
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 | 2024-05-10 |
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 |
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.