$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 59.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $157,597,000 | -35.0% | 1,884,686 | -35.4% | 20.00% | -43.7% |
| PSX | Sell | PHILLIPS 66 | $6,973,000 | -68.6% | 80,932 | -59.0% | 0.88% | -72.9% |
| MPC | Sell | MARATHON PETROLEUM CORP | $6,360,000 | -69.6% | 107,785 | -58.8% | 0.81% | -73.7% |
| VLO | Sell | VALERO ENERGY CORP | $6,250,000 | -72.7% | 83,364 | -58.5% | 0.79% | -76.3% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $3,843,000 | -63.4% | 76,074 | -58.0% | 0.49% | -68.3% |
| HFC | Sell | HOLLYFRONTIER CORP | $3,142,000 | -70.7% | 61,472 | -59.9% | 0.40% | -74.6% |
| WRK | Sell | WESTROCK CO | $2,560,000 | -70.4% | 67,813 | -58.1% | 0.32% | -74.4% |
| IGSB | Sell | ISHARES SHORT-TERM CORPORATEetp | $1,313,000 | -4.0% | 25,427 | -3.6% | 0.17% | -16.5% |
| FLOT | Sell | ISHARES FLOATING RATE BOND Eetp | $1,176,000 | -14.2% | 23,357 | -13.0% | 0.15% | -25.9% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $1,075,000 | -85.2% | 26,918 | -83.8% | 0.14% | -87.2% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $796,000 | -77.7% | 10,680 | -75.9% | 0.10% | -80.7% |
| SHYG | Sell | ISHARES 0-5 YR HY CORP BONDetp | $699,000 | -85.8% | 15,697 | -85.0% | 0.09% | -87.7% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $223,000 | -97.9% | 5,414 | -97.5% | 0.03% | -98.2% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $177,000 | -98.4% | 1,787 | -98.1% | 0.02% | -98.6% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $115,000 | -98.9% | 1,850 | -98.7% | 0.02% | -99.1% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $71,000 | -94.5% | 3,014 | -93.5% | 0.01% | -95.2% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $19,000 | -99.8% | 291 | -99.8% | 0.00% | -99.9% |
| EPU | Exit | ISHARES MSCI PERU ETFetp | $0 | – | -6,289 | -100.0% | -0.03% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -6,892 | -100.0% | -0.03% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -27,828 | -100.0% | -0.03% | – |
| EPI | Exit | WISDOMTREE INDIA EARNINGSetp | $0 | – | -9,717 | -100.0% | -0.03% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -7,851 | -100.0% | -0.04% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -10,645 | -100.0% | -0.04% | – |
| EPOL | Exit | ISHARES MSCI POLAND ETFetp | $0 | – | -10,489 | -100.0% | -0.04% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -5,821 | -100.0% | -0.04% | – |
| EWM | Exit | ISHARES MSCI MALAYSIA ETFetp | $0 | – | -7,819 | -100.0% | -0.04% | – |
| TIP | Exit | ISHARES TIPS BOND ETFetp | $0 | – | -2,947 | -100.0% | -0.05% | – |
| WEAT | Exit | TEUCRIUM WHEAT FUNDetp | $0 | – | -138,218 | -100.0% | -0.13% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -8,000 | -100.0% | -0.16% | – |
| THD | Exit | ISHARES MSCI THAILAND ETFetp | $0 | – | -11,434 | -100.0% | -0.16% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -67,912 | -100.0% | -0.38% | – |
| EWW | Exit | ISHARES MSCI MEXICO ETFetp | $0 | – | -50,974 | -100.0% | -0.38% | – |
| PFF | Exit | ISHARES US PREFERRED STOCK Eetp | $0 | – | -97,254 | -100.0% | -0.53% | – |
| USO | Exit | UNITED STATES OIL FUND LPetp | $0 | – | -263,219 | -100.0% | -0.60% | – |
| UGA | Exit | UNITED STATES GAS FUND LPetp | $0 | – | -113,017 | -100.0% | -0.60% | – |
| HYG | Exit | ISHARES IBOXX HIGH YLD CORPetp | $0 | – | -56,968 | -100.0% | -0.72% | – |
| GHYG | Exit | ISHARES US&INTL HIGH YIELD Cetp | $0 | – | -99,540 | -100.0% | -0.72% | – |
| PBP | Exit | INVESCO S&P 500 BUYWRITE ETFetp | $0 | – | -230,547 | -100.0% | -0.77% | – |
| VYM | Exit | VANGUARD HIGH DVD YIELD ETFetp | $0 | – | -60,041 | -100.0% | -0.77% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND ETFetp | $0 | – | -167,038 | -100.0% | -0.85% | – |
| CWB | Exit | SPDR BBG BARC CONVERTIBLEetp | $0 | – | -135,399 | -100.0% | -1.07% | – |
| BKLN | Exit | INVESCO SENIOR LOAN ETFetp | $0 | – | -319,727 | -100.0% | -1.09% | – |
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.