$591 Million is the total value of Mount Lucas Management LP's 132 reported holdings in Q2 2019. The portfolio turnover from Q1 2019 to Q2 2019 was 9.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IEF | Sell | ISHARES 7-10 YEAR TREASURY Betp | $45,592,000 | -16.1% | 414,398 | -18.7% | 7.72% | -14.2% |
| IEI | Sell | ISHARES 3-7 YEAR TREASURY BOetp | $45,432,000 | -15.5% | 361,263 | -17.2% | 7.69% | -13.6% |
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $45,130,000 | -15.3% | 532,317 | -15.9% | 7.64% | -13.4% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $13,407,000 | -9.5% | 224,836 | -11.8% | 2.27% | -7.5% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $11,092,000 | -9.2% | 142,135 | -13.9% | 1.88% | -7.1% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $10,873,000 | -10.3% | 91,213 | -14.3% | 1.84% | -8.3% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $10,714,000 | -11.8% | 184,500 | -14.8% | 1.81% | -9.8% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $10,673,000 | -7.7% | 137,853 | -10.6% | 1.81% | -5.6% |
| T | Sell | AT&T INC | $10,658,000 | +5.4% | 318,068 | -1.4% | 1.80% | +7.7% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $10,437,000 | -11.2% | 112,662 | -12.0% | 1.77% | -9.2% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $10,348,000 | -15.7% | 281,420 | -17.0% | 1.75% | -13.8% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $10,259,000 | -9.6% | 208,441 | -14.1% | 1.74% | -7.6% |
| C | Sell | CITIGROUP INC | $9,683,000 | +10.8% | 138,272 | -1.5% | 1.64% | +13.3% |
| DAL | Sell | DELTA AIR LINES INC | $9,663,000 | +8.2% | 170,289 | -1.5% | 1.64% | +10.6% |
| XRX | Sell | XEROX HOLDINGS CORP | $9,486,000 | +9.1% | 267,892 | -1.5% | 1.60% | +11.5% |
| SYF | Sell | SYNCHRONY FINANCIAL | $9,315,000 | +6.8% | 268,655 | -1.8% | 1.58% | +9.1% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE | $9,208,000 | -5.3% | 615,925 | -2.2% | 1.56% | -3.1% |
| GM | Sell | GENERAL MOTORS CO | $8,949,000 | +2.7% | 232,257 | -1.1% | 1.51% | +5.0% |
| WDC | Sell | WESTERN DIGITAL CORP | $8,936,000 | -2.2% | 187,921 | -1.2% | 1.51% | 0.0% |
| PSX | Sell | PHILLIPS 66 | $8,815,000 | -3.7% | 94,243 | -2.0% | 1.49% | -1.5% |
| CVX | Sell | CHEVRON CORP | $8,696,000 | -0.2% | 69,884 | -1.2% | 1.47% | +2.0% |
| NUE | Sell | NUCOR CORP | $8,204,000 | -6.9% | 148,901 | -1.4% | 1.39% | -4.8% |
| VLO | Sell | VALERO ENERGY CORP | $8,067,000 | -1.0% | 94,235 | -1.9% | 1.36% | +1.3% |
| KR | Sell | KROGER CO | $7,548,000 | -13.8% | 347,651 | -2.3% | 1.28% | -11.9% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $7,508,000 | -14.8% | 137,335 | -1.4% | 1.27% | -12.9% |
| HFC | Sell | HOLLYFRONTIER CORP | $7,219,000 | -8.3% | 155,980 | -2.3% | 1.22% | -6.1% |
| MPC | Sell | MARATHON PETROLEUM CORP | $7,046,000 | -8.5% | 126,095 | -2.0% | 1.19% | -6.4% |
| KSS | Sell | KOHLS CORP | $6,670,000 | -31.8% | 140,271 | -1.4% | 1.13% | -30.3% |
| M | Sell | MACY'S INC | $6,482,000 | -11.6% | 302,046 | -1.0% | 1.10% | -9.6% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $5,999,000 | -9.6% | 142,214 | -7.1% | 1.02% | -7.6% |
| GPS | Sell | GAP INC/THE | $5,915,000 | -32.2% | 329,184 | -1.3% | 1.00% | -30.7% |
| LUMN | Sell | CENTURYLINK INC | $5,659,000 | -2.5% | 481,142 | -0.7% | 0.96% | -0.3% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $5,425,000 | +0.6% | 144,447 | -5.3% | 0.92% | +2.9% |
| EWZ | Sell | ISHARES MSCI BRAZIL ETFetp | $4,942,000 | -14.7% | 113,029 | -20.0% | 0.84% | -12.7% |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $4,801,000 | -20.8% | 184,743 | -21.8% | 0.81% | -19.0% |
| EPHE | Sell | ISHARES MSCI PHILIPPINES ETFetp | $4,750,000 | -23.5% | 133,398 | -26.4% | 0.80% | -21.8% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $4,370,000 | -5.8% | 50,011 | -7.6% | 0.74% | -3.7% |
| GLD | Sell | SPDR GOLD SHARESetp | $3,663,000 | +5.9% | 27,503 | -3.0% | 0.62% | +8.4% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $3,374,000 | +15.7% | 20,235 | -2.5% | 0.57% | +18.5% |
| VRSK | Sell | VERISK ANALYTICS INC | $3,146,000 | +7.2% | 21,482 | -2.7% | 0.53% | +9.5% |
| MA | Sell | MASTERCARD INC - A | $3,086,000 | +9.5% | 11,669 | -2.6% | 0.52% | +12.0% |
| PGR | Sell | PROGRESSIVE CORP | $3,033,000 | +8.1% | 37,948 | -2.5% | 0.51% | +10.6% |
| CTAS | Sell | CINTAS CORP | $2,913,000 | +14.1% | 12,276 | -2.8% | 0.49% | +16.8% |
| COST | Sell | COSTCO WHOLESALE CORP | $2,910,000 | +6.3% | 11,015 | -2.6% | 0.49% | +8.6% |
| FISV | Sell | FISERV INC | $2,873,000 | +0.3% | 31,518 | -2.8% | 0.49% | +2.5% |
| BR | Sell | BROADRIDGE FINANCIAL SOLUTIO | $2,507,000 | +20.1% | 19,628 | -2.5% | 0.42% | +22.9% |
| TJX | Sell | TJX COMPANIES INC | $2,505,000 | -3.0% | 47,371 | -2.4% | 0.42% | -0.7% |
| CTXS | Sell | CITRIX SYSTEMS INC | $2,307,000 | -4.0% | 23,508 | -2.5% | 0.39% | -2.0% |
| PG | Sell | PROCTER & GAMBLE CO/THE | $2,276,000 | +4.0% | 20,758 | -1.4% | 0.38% | +6.4% |
| AMT | Sell | AMERICAN TOWER CORPreit | $2,258,000 | +2.5% | 11,045 | -1.2% | 0.38% | +4.7% |
| PAYX | Sell | PAYCHEX INC | $2,239,000 | +1.3% | 27,203 | -1.3% | 0.38% | +3.6% |
| HCP | Sell | HCP INCreit | $2,180,000 | +1.3% | 68,157 | -0.9% | 0.37% | +3.7% |
| MRK | Sell | MERCK & CO. INC. | $2,181,000 | -0.5% | 26,007 | -1.4% | 0.37% | +1.7% |
| AVB | Sell | AVALONBAY COMMUNITIES INCreit | $2,174,000 | -0.1% | 10,700 | -1.3% | 0.37% | +2.2% |
| UDR | Sell | UDR INCreit | $2,121,000 | -2.6% | 47,261 | -1.3% | 0.36% | -0.3% |
| O | Sell | REALTY INCOME CORPreit | $2,015,000 | -7.2% | 29,210 | -1.1% | 0.34% | -5.0% |
| GPC | Sell | GENUINE PARTS CO | $2,006,000 | -8.8% | 19,372 | -1.3% | 0.34% | -6.9% |
| LLY | Sell | ELI LILLY & CO | $1,844,000 | -15.9% | 16,647 | -1.5% | 0.31% | -14.0% |
| RSX | Sell | VANECK RUSSIA ETFetp | $927,000 | -56.7% | 39,216 | -62.3% | 0.16% | -55.6% |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -25,000 | -100.0% | -0.15% | – |
| X | Exit | UNITED STATES STEEL CORP | $0 | – | -60,000 | -100.0% | -0.19% | – |
| CPER | Exit | UNITED STATES COPPER INDEXetp | $0 | – | -99,985 | -100.0% | -0.30% | – |
| EPU | Exit | ISHARES MSCI PERU ETFetp | $0 | – | -112,131 | -100.0% | -0.73% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -125,985 | -100.0% | -0.92% | – |
| ITB | Exit | ISHARES U.S. HOME CONSTRUCTIetp | $0 | – | -208,363 | -100.0% | -1.22% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-08-14
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.