$604 Million is the total value of Mount Lucas Management LP's 124 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was 114.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IEF | Sell | ISHARES 7-10 YEAR TREASURY Betp | $54,339,000 | -46.0% | 509,409 | -47.3% | 8.99% | -29.6% |
| IEI | Sell | ISHARES 3-7 YEAR TREASURY BOetp | $53,756,000 | -46.1% | 436,335 | -46.9% | 8.90% | -29.7% |
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $53,266,000 | -66.2% | 633,210 | -66.4% | 8.81% | -55.9% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $14,821,000 | -47.2% | 254,795 | -51.9% | 2.45% | -31.1% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $12,278,000 | -48.5% | 338,978 | -55.9% | 2.03% | -32.8% |
| XLK | Buy | TECHNOLOGY SELECT SECT SPDRetp | $12,210,000 | +10517.4% | 164,994 | +8818.6% | 2.02% | +13366.7% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $12,146,000 | -47.5% | 216,464 | -52.5% | 2.01% | -31.6% |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $12,123,000 | +6749.2% | 106,485 | +5858.9% | 2.01% | +9018.2% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $11,753,000 | -48.9% | 128,094 | -51.8% | 1.94% | -33.3% |
| XLI | Buy | INDUSTRIAL SELECT SECT SPDRetp | $11,565,000 | +60768.4% | 154,133 | +52866.7% | 1.91% | +95600.0% |
| XLC | Buy | COMM SERV SELECT SECTOR SPDRetp | $11,350,000 | +4989.7% | 242,681 | +4382.5% | 1.88% | +6607.1% |
| T | Buy | AT&T INC | $10,115,000 | +11.4% | 322,528 | +1.4% | 1.67% | +45.3% |
| KSS | Sell | KOHLS CORP | $9,783,000 | -52.3% | 142,268 | -53.9% | 1.62% | -37.7% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE | $9,719,000 | +17.8% | 629,861 | +0.8% | 1.61% | +53.6% |
| PSX | Buy | PHILLIPS 66 | $9,156,000 | +31.3% | 96,208 | +18.9% | 1.52% | +71.2% |
| WDC | New | WESTERN DIGITAL CORP | $9,140,000 | – | 190,176 | +100.0% | 1.51% | – |
| DAL | New | DELTA AIR LINES INC | $8,933,000 | – | 172,956 | +100.0% | 1.48% | – |
| NUE | New | NUCOR CORP | $8,814,000 | – | 151,061 | +100.0% | 1.46% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $8,810,000 | – | 139,233 | +100.0% | 1.46% | – |
| KR | Sell | KROGER CO | $8,756,000 | -10.6% | 355,936 | -0.1% | 1.45% | +16.6% |
| C | New | CITIGROUP INC | $8,738,000 | – | 140,443 | +100.0% | 1.45% | – |
| GPS | New | GAP INC/THE | $8,728,000 | – | 333,392 | +100.0% | 1.44% | – |
| SYF | New | SYNCHRONY FINANCIAL | $8,724,000 | – | 273,472 | +100.0% | 1.44% | – |
| GM | New | GENERAL MOTORS CO | $8,714,000 | – | 234,880 | +100.0% | 1.44% | – |
| CVX | New | CHEVRON CORP | $8,717,000 | – | 70,766 | +100.0% | 1.44% | – |
| XRX | New | XEROX CORP | $8,697,000 | – | 271,950 | +100.0% | 1.44% | – |
| VLO | Buy | VALERO ENERGY CORP | $8,148,000 | +30.4% | 96,060 | +15.2% | 1.35% | +70.0% |
| HFC | Buy | HOLLYFRONTIER CORP | $7,870,000 | +150.5% | 159,728 | +159.8% | 1.30% | +226.3% |
| MPC | Buy | MARATHON PETROLEUM CORP | $7,702,000 | +21.1% | 128,694 | +19.4% | 1.27% | +57.9% |
| ITB | Sell | ISHARES U.S. HOME CONSTRUCTIetp | $7,343,000 | +12.8% | 208,363 | -3.9% | 1.22% | +47.1% |
| M | Sell | MACY'S INC | $7,330,000 | -64.0% | 305,026 | -55.3% | 1.21% | -53.0% |
| REM | Buy | ISHARES MORTGAGE REAL ESTATEetp | $6,636,000 | +517.3% | 153,120 | +468.8% | 1.10% | +707.4% |
| CWB | New | SPDR BBG BARC CONVERTIBLEetp | $6,524,000 | – | 124,854 | +100.0% | 1.08% | – |
| BKLN | New | INVESCO SENIOR LOAN ETFetp | $6,491,000 | – | 286,690 | +100.0% | 1.07% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $6,213,000 | – | 181,133 | +100.0% | 1.03% | – |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $6,063,000 | – | 236,110 | +100.0% | 1.00% | – |
| LUMN | Sell | CENTURYLINK INC | $5,807,000 | -67.0% | 484,313 | -58.3% | 0.96% | -57.0% |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $5,791,000 | – | 141,282 | +100.0% | 0.96% | – |
| FXI | New | ISHARES CHINA LARGE-CAP ETFetp | $5,577,000 | – | 125,985 | +100.0% | 0.92% | – |
| EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $5,393,000 | – | 152,469 | +100.0% | 0.89% | – |
| EMB | New | ISHARES JP MORGAN USD EMERGIetp | $4,684,000 | – | 42,559 | +100.0% | 0.78% | – |
| DWX | New | SPDR S&P INTER DVD ETFetp | $4,667,000 | – | 122,719 | +100.0% | 0.77% | – |
| VYM | New | VANGUARD HIGH DVD YIELD ETFetp | $4,638,000 | – | 54,150 | +100.0% | 0.77% | – |
| EMHY | New | ISHARES EMERGING MARKETS HIGetp | $4,618,000 | – | 98,704 | +100.0% | 0.76% | – |
| EPU | New | ISHARES MSCI PERU ETFetp | $4,406,000 | – | 112,131 | +100.0% | 0.73% | – |
| HYG | New | ISHARES IBOXX HIGH YLD CORPetp | $4,397,000 | – | 50,855 | +100.0% | 0.73% | – |
| GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $4,374,000 | – | 89,527 | +100.0% | 0.72% | – |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $4,371,000 | +525.3% | 93,569 | +496.1% | 0.72% | +712.4% |
| GLD | New | SPDR GOLD SHARESetp | $3,458,000 | – | 28,340 | +100.0% | 0.57% | – |
| VNQI | New | VANGUARD GLBL EX-US REAL ESTetp | $3,406,000 | – | 57,184 | +100.0% | 0.56% | – |
| VNQ | Buy | VANGUARD REAL ESTATE ETFetp | $3,393,000 | +326.3% | 39,042 | +265.6% | 0.56% | +455.4% |
| PFF | New | ISHARES PREFERRED & INCOME Setp | $3,287,000 | – | 89,945 | +100.0% | 0.54% | – |
| VRSK | Sell | VERISK ANALYTICS INC | $2,935,000 | -39.1% | 22,067 | -50.1% | 0.49% | -20.6% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $2,915,000 | +22.0% | 20,755 | -0.1% | 0.48% | +59.1% |
| EPI | New | WISDOMTREE INDIA EARNINGSetp | $2,863,000 | – | 108,753 | +100.0% | 0.47% | – |
| FISV | Sell | FISERV INC | $2,863,000 | +19.7% | 32,429 | -0.3% | 0.47% | +56.4% |
| MA | Sell | MASTERCARD INC - A | $2,819,000 | +24.2% | 11,975 | -0.5% | 0.47% | +61.8% |
| PGR | Sell | PROGRESSIVE CORP | $2,806,000 | -37.9% | 38,920 | -48.1% | 0.46% | -19.2% |
| COST | Buy | COSTCO WHOLESALE CORP | $2,738,000 | +19.1% | 11,305 | +0.2% | 0.45% | +55.1% |
| TJX | Buy | TJX COMPANIES INC | $2,582,000 | +19.4% | 48,525 | +0.4% | 0.43% | +55.8% |
| CTAS | Sell | CINTAS CORP | $2,552,000 | +20.3% | 12,627 | -0.1% | 0.42% | +56.9% |
| CTXS | Sell | CITRIX SYSTEMS INC | $2,403,000 | -2.9% | 24,115 | -0.1% | 0.40% | +26.8% |
| PAYX | New | PAYCHEX INC | $2,210,000 | – | 27,562 | +100.0% | 0.37% | – |
| AMT | New | AMERICAN TOWER CORP | $2,203,000 | – | 11,179 | +100.0% | 0.36% | – |
| GPC | New | GENUINE PARTS CO | $2,199,000 | – | 19,633 | +100.0% | 0.36% | – |
| LLY | New | ELI LILLY & CO | $2,193,000 | – | 16,900 | +100.0% | 0.36% | – |
| MRK | New | MERCK & CO. INC. | $2,193,000 | – | 26,370 | +100.0% | 0.36% | – |
| PG | New | PROCTER & GAMBLE CO/THE | $2,189,000 | – | 21,046 | +100.0% | 0.36% | – |
| AVB | New | AVALONBAY COMMUNITIES INC | $2,177,000 | – | 10,844 | +100.0% | 0.36% | – |
| UDR | New | UDR INC | $2,177,000 | – | 47,890 | +100.0% | 0.36% | – |
| O | New | REALTY INCOME CORP | $2,172,000 | – | 29,530 | +100.0% | 0.36% | – |
| HCP | New | HCP INC | $2,152,000 | – | 68,760 | +100.0% | 0.36% | – |
| RSX | New | VANECK VECTORS RUSSIA ETFetp | $2,141,000 | – | 103,919 | +100.0% | 0.35% | – |
| BR | Buy | BROADRIDGE FINANCIAL SOLUTIO | $2,087,000 | +8.3% | 20,129 | +0.5% | 0.34% | +41.4% |
| CPER | New | UNITED STATES COPPER INDEXetp | $1,832,000 | – | 99,985 | +100.0% | 0.30% | – |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $1,780,000 | – | 53,938 | +100.0% | 0.30% | – |
| LQD | New | ISHARES IBOXX INVESTMENT GRAetp | $1,248,000 | – | 10,485 | +100.0% | 0.21% | – |
| TIP | New | ISHARES TIPS BOND ETFetp | $1,237,000 | – | 10,940 | +100.0% | 0.20% | – |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $1,231,000 | -6.4% | 11,068 | -8.2% | 0.20% | +22.2% |
| IGSB | Sell | ISHARES SHORT-TERM CORPORATEetp | $1,226,000 | -6.6% | 23,220 | -8.7% | 0.20% | +21.6% |
| WIP | New | SPDR FTSE INTERNATIONAL GOVEetp | $1,220,000 | – | 22,567 | +100.0% | 0.20% | – |
| FLOT | Buy | ISHARES FLOATING RATE BOND Eetp | $1,217,000 | +3.5% | 23,905 | +2.3% | 0.20% | +34.9% |
| X | New | UNITED STATES STEEL CORP | $1,169,000 | – | 60,000 | +100.0% | 0.19% | – |
| STLD | New | STEEL DYNAMICS INC | $882,000 | – | 25,000 | +100.0% | 0.15% | – |
| XLF | Exit | FINANCIAL SELECT SECTOR SPDRetp | $0 | – | -3,014 | -100.0% | -0.01% | – |
| STZ | Exit | CONSTELLATION BRANDS INC-A | $0 | – | -10,332 | -100.0% | -0.21% | – |
| XYL | Exit | XYLEM INC | $0 | – | -29,565 | -100.0% | -0.25% | – |
| MCO | Exit | MOODY'S CORP | $0 | – | -14,134 | -100.0% | -0.25% | – |
| AME | Exit | AMETEK INC | $0 | – | -29,982 | -100.0% | -0.26% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -8,119 | -100.0% | -0.28% | – |
| UNG | Exit | US NATURAL GAS FUND LPetp | $0 | – | -99,461 | -100.0% | -0.31% | – |
| YUM | Exit | YUM! BRANDS INC | $0 | – | -27,065 | -100.0% | -0.32% | – |
| V | Exit | VISA INC-CLASS A SHARES | $0 | – | -19,183 | -100.0% | -0.32% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -67,813 | -100.0% | -0.32% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -19,091 | -100.0% | -0.36% | – |
| XLB | Exit | MATERIALS SELECT SECTOR SPDRetp | $0 | – | -76,074 | -100.0% | -0.49% | – |
| F | Exit | FORD MOTOR CO | $0 | – | -995,468 | -100.0% | -0.97% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -103,272 | -100.0% | -1.07% | – |
| SJNK | Exit | SPDR BBG BARC ST HIGH YIELDetp | $0 | – | -360,000 | -100.0% | -1.19% | – |
| XLE | Exit | ENERGY SELECT SECTOR SPDRetp | $0 | – | -583,192 | -100.0% | -4.24% | – |
| Exit | ISHARES MSCI EMERGING MARKETcall | $0 | – | -2,500,000 | -100.0% | -12.39% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-05-15
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.