$788 Million is the total value of Mount Lucas Management LP's 93 reported holdings in Q4 2018. The portfolio turnover from Q3 2018 to Q4 2018 was 18.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IEF | New | ISHARES 7-10 YEAR TREASURY Betp | $100,658,000 | – | 966,003 | +100.0% | 12.77% | – |
| IEI | New | ISHARES 3-7 YEAR TREASURY BOetp | $99,723,000 | – | 821,442 | +100.0% | 12.65% | – |
| New | ISHARES MSCI EMERGING MARKETcall | $97,650,000 | – | 2,500,000 | +100.0% | 12.39% | – | |
| XLE | Buy | ENERGY SELECT SECTOR SPDRetp | $33,446,000 | +2392.3% | 583,192 | +3191.5% | 4.24% | +2054.3% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $28,044,000 | +103.5% | 529,936 | +102.5% | 3.56% | +76.1% |
| XLRE | Buy | REAL ESTATE SELECT SECT SPDRetp | $23,823,000 | +126.1% | 768,491 | +137.8% | 3.02% | +95.7% |
| XLP | Buy | CONSUMER STAPLES SPDRetp | $23,147,000 | +111.8% | 455,824 | +125.0% | 2.94% | +83.3% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $22,982,000 | +106.4% | 265,658 | +127.0% | 2.92% | +78.6% |
| KSS | Buy | KOHLS CORP | $20,490,000 | -8.7% | 308,866 | +2.6% | 2.60% | -21.0% |
| M | Buy | MACY'S INC | $20,338,000 | -11.7% | 682,947 | +3.0% | 2.58% | -23.6% |
| LUMN | Buy | CENTURYLINK INC | $17,606,000 | -25.7% | 1,162,087 | +4.0% | 2.23% | -35.7% |
| KR | Buy | KROGER CO | $9,799,000 | -3.3% | 356,339 | +2.4% | 1.24% | -16.4% |
| SJNK | New | SPDR BBG BARC ST HIGH YIELDetp | $9,371,000 | – | 360,000 | +100.0% | 1.19% | – |
| T | Buy | AT&T INC | $9,078,000 | -12.4% | 318,073 | +3.1% | 1.15% | -24.2% |
| PRU | Buy | PRUDENTIAL FINANCIAL INC | $8,421,000 | -17.3% | 103,272 | +2.8% | 1.07% | -28.5% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE | $8,252,000 | -17.4% | 624,654 | +2.0% | 1.05% | -28.5% |
| F | Buy | FORD MOTOR CO | $7,615,000 | -14.3% | 995,468 | +3.7% | 0.97% | -25.9% |
| ITB | New | ISHARES U.S. HOME CONSTRUCTIetp | $6,512,000 | – | 216,778 | +100.0% | 0.83% | – |
| VRSK | Buy | VERISK ANALYTICS INC | $4,821,000 | -7.2% | 44,218 | +2.6% | 0.61% | -19.7% |
| PGR | Buy | PROGRESSIVE CORP | $4,521,000 | -12.8% | 74,930 | +2.7% | 0.57% | -24.5% |
| VRSN | Buy | VERISIGN INC | $2,831,000 | -4.9% | 19,091 | +2.7% | 0.36% | -17.7% |
| V | Buy | VISA INC-CLASS A SHARES | $2,531,000 | -9.5% | 19,183 | +2.9% | 0.32% | -21.7% |
| YUM | Buy | YUM! BRANDS INC | $2,487,000 | +4.2% | 27,065 | +3.1% | 0.32% | -9.7% |
| CTXS | Buy | CITRIX SYSTEMS INC | $2,474,000 | -5.3% | 24,148 | +2.8% | 0.31% | -18.0% |
| UNG | New | US NATURAL GAS FUND LPetp | $2,458,000 | – | 99,461 | +100.0% | 0.31% | – |
| MSI | Buy | MOTOROLA SOLUTIONS INC | $2,389,000 | -9.1% | 20,769 | +2.9% | 0.30% | -21.3% |
| FISV | Buy | FISERV INC | $2,391,000 | -8.8% | 32,530 | +2.2% | 0.30% | -21.3% |
| COST | Buy | COSTCO WHOLESALE CORP | $2,299,000 | -11.3% | 11,287 | +2.3% | 0.29% | -23.2% |
| MA | Buy | MASTERCARD INC - A | $2,270,000 | -12.9% | 12,030 | +2.8% | 0.29% | -24.6% |
| ROP | Buy | ROPER TECHNOLOGIES INC | $2,164,000 | -7.6% | 8,119 | +2.7% | 0.28% | -19.8% |
| TJX | Buy | TJX COMPANIES INC | $2,163,000 | -18.3% | 48,352 | +104.7% | 0.27% | -29.4% |
| CTAS | Buy | CINTAS CORP | $2,122,000 | -12.5% | 12,635 | +3.1% | 0.27% | -24.2% |
| AME | Buy | AMETEK INC | $2,030,000 | -12.1% | 29,982 | +2.7% | 0.26% | -23.9% |
| MCO | Buy | MOODY'S CORP | $1,979,000 | -14.0% | 14,134 | +2.7% | 0.25% | -25.7% |
| XYL | Buy | XYLEM INC | $1,972,000 | -14.2% | 29,565 | +2.7% | 0.25% | -25.8% |
| BR | Buy | BROADRIDGE FINANCIAL SOLUTIO | $1,927,000 | -25.3% | 20,025 | +2.4% | 0.24% | -35.6% |
| STZ | Buy | CONSTELLATION BRANDS INC-A | $1,661,000 | -23.5% | 10,332 | +2.7% | 0.21% | -33.6% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $1,315,000 | +1862.7% | 12,061 | +1836.0% | 0.17% | +1570.0% |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-02-14
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.