$558 Million is the total value of Mount Lucas Management LP's 140 reported holdings in Q3 2019. The portfolio turnover from Q2 2019 to Q3 2019 was 30.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $32,352,000 | -28.3% | 381,418 | -28.3% | 5.80% | -24.1% |
| IEI | Sell | ISHARES 3-7 YEAR TREASURY BOetp | $32,209,000 | -29.1% | 254,013 | -29.7% | 5.77% | -24.9% |
| IEF | Sell | ISHARES 7-10 YEAR TREASURY Betp | $32,013,000 | -29.8% | 284,633 | -31.3% | 5.74% | -25.7% |
| DAL | Buy | DELTA AIR LINES INC | $16,984,000 | +75.8% | 294,872 | +73.2% | 3.04% | +86.1% |
| SYF | Buy | SYNCHRONY FINANCIAL | $16,651,000 | +78.8% | 488,457 | +81.8% | 2.98% | +89.3% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $16,113,000 | +20.2% | 248,892 | +10.7% | 2.89% | +27.2% |
| XRX | New | XEROX HOLDINGS CORP | $15,294,000 | – | 511,327 | +100.0% | 2.74% | – |
| XLF | Buy | FINANCIAL SELECT SECTOR SPDRetp | $13,164,000 | +1589.9% | 470,127 | +1565.4% | 2.36% | +1686.4% |
| XLB | Buy | MATERIALS SELECT SECTOR SPDRetp | $12,993,000 | +17.8% | 223,252 | +18.4% | 2.33% | +24.8% |
| XLI | Buy | INDUSTRIAL SELECT SECT SPDRetp | $12,971,000 | +21.5% | 167,092 | +21.2% | 2.32% | +28.7% |
| XLP | Buy | CONSUMER STAPLES SPDRetp | $12,814,000 | +19.6% | 208,627 | +13.1% | 2.30% | +26.6% |
| XLK | Buy | TECHNOLOGY SELECT SECT SPDRetp | $12,791,000 | +15.3% | 158,835 | +11.7% | 2.29% | +22.1% |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $12,753,000 | +17.3% | 105,659 | +15.8% | 2.28% | +24.2% |
| XLRE | Buy | REAL ESTATE SELECT SECT SPDRetp | $12,720,000 | +22.9% | 323,333 | +14.9% | 2.28% | +30.2% |
| XLC | Buy | COMM SERV SELECT SECTOR SPDRetp | $12,620,000 | +23.0% | 254,844 | +22.3% | 2.26% | +30.2% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $12,489,000 | +19.7% | 138,571 | +23.0% | 2.24% | +26.7% |
| WDC | Sell | WESTERN DIGITAL CORP | $10,391,000 | +16.3% | 174,216 | -7.3% | 1.86% | +23.1% |
| C | Sell | CITIGROUP INC | $8,903,000 | -8.1% | 128,886 | -6.8% | 1.60% | -2.7% |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $8,760,000 | – | 154,390 | +100.0% | 1.57% | – |
| WHR | New | WHIRLPOOL CORP | $8,198,000 | – | 51,767 | +100.0% | 1.47% | – |
| PSX | Sell | PHILLIPS 66 | $8,169,000 | -7.3% | 79,769 | -15.4% | 1.46% | -1.9% |
| GM | Sell | GENERAL MOTORS CO | $8,135,000 | -9.1% | 217,053 | -6.5% | 1.46% | -3.8% |
| CAH | New | CARDINAL HEALTH INC | $8,075,000 | – | 171,115 | +100.0% | 1.45% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $8,034,000 | – | 89,310 | +100.0% | 1.44% | – |
| MET | New | METLIFE INC | $8,029,000 | – | 170,236 | +100.0% | 1.44% | – |
| STX | New | SEAGATE TECHNOLOGY | $8,018,000 | – | 149,067 | +100.0% | 1.44% | – |
| LNC | New | LINCOLN NATIONAL CORP | $8,018,000 | – | 132,938 | +100.0% | 1.44% | – |
| CVX | Sell | CHEVRON CORP | $7,750,000 | -10.9% | 65,341 | -6.5% | 1.39% | -5.6% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $7,093,000 | -5.5% | 128,252 | -6.6% | 1.27% | +0.1% |
| NUE | Sell | NUCOR CORP | $7,066,000 | -13.9% | 138,791 | -6.8% | 1.27% | -8.8% |
| BKLN | Sell | INVESCO SENIOR LOAN ETFetp | $6,937,000 | -2.3% | 307,094 | -2.0% | 1.24% | +3.5% |
| CWB | Sell | SPDR BBG BARC CONVERTIBLEetp | $6,896,000 | -6.8% | 131,477 | -6.1% | 1.24% | -1.4% |
| GPS | Sell | GAP INC/THE | $5,356,000 | -9.5% | 308,569 | -6.3% | 0.96% | -4.1% |
| VYM | Buy | VANGUARD HIGH DVD YIELD ETFetp | $5,119,000 | +17.1% | 57,689 | +15.4% | 0.92% | +24.1% |
| DWX | Sell | SPDR S&P INTER DVD ETFetp | $5,051,000 | -5.0% | 129,680 | -4.0% | 0.90% | +0.7% |
| EMHY | Sell | ISHARES EMERGING MARKETS HIGetp | $4,945,000 | -6.2% | 106,368 | -3.6% | 0.89% | -0.7% |
| PBP | Buy | INVESCO S&P 500 BUYWRITE ETFetp | $4,927,000 | +50.4% | 227,574 | +50.7% | 0.88% | +59.4% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGIetp | $4,876,000 | -7.0% | 43,020 | -7.0% | 0.87% | -1.5% |
| SHYG | Sell | ISHARES 0-5 YR HY CORP BONDetp | $4,635,000 | -3.5% | 99,689 | -3.1% | 0.83% | +2.1% |
| HYG | Sell | ISHARES IBOXX HIGH YLD CORPetp | $4,633,000 | -4.6% | 53,151 | -4.6% | 0.83% | +1.0% |
| GHYG | Sell | ISHARES US&INTL HIGH YIELD Cetp | $4,610,000 | -4.9% | 94,485 | -3.9% | 0.83% | +0.6% |
| AMT | Buy | AMERICAN TOWER CORPreit | $4,258,000 | +88.6% | 19,257 | +74.4% | 0.76% | +99.7% |
| EWI | Buy | ISHARES MSCI ITALY ETFetp | $3,980,000 | +71.8% | 144,363 | +71.7% | 0.71% | +81.9% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $3,981,000 | -26.6% | 126,954 | -27.8% | 0.71% | -22.3% |
| EWQ | Buy | ISHARES MSCI FRANCE ETFetp | $3,970,000 | +3.4% | 131,733 | +5.1% | 0.71% | +9.4% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $3,909,000 | -27.9% | 103,677 | -28.2% | 0.70% | -23.7% |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $3,712,000 | – | 138,920 | +100.0% | 0.66% | – |
| VNQI | Sell | VANGUARD GLBL EX-US REAL ESTetp | $3,524,000 | -3.5% | 60,144 | -2.8% | 0.63% | +2.1% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $3,524,000 | -0.8% | 37,789 | -7.0% | 0.63% | +5.0% |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $3,492,000 | – | 96,049 | +100.0% | 0.63% | – |
| PFF | Sell | ISHARES PREFERRED & INCOME Setp | $3,486,000 | -2.6% | 92,881 | -4.3% | 0.62% | +3.3% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $3,403,000 | -30.6% | 364,760 | -28.8% | 0.61% | -26.4% |
| THD | Sell | ISHARES MSCI THAILAND ETFetp | $3,304,000 | -34.0% | 37,245 | -28.9% | 0.59% | -30.1% |
| EPHE | Sell | ISHARES MSCI PHILIPPINES ETFetp | $3,256,000 | -31.5% | 97,333 | -27.0% | 0.58% | -27.5% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $3,113,000 | -48.1% | 73,892 | -48.0% | 0.56% | -45.0% |
| EWZ | Sell | ISHARES MSCI BRAZIL ETFetp | $3,117,000 | -36.9% | 73,993 | -34.5% | 0.56% | -33.3% |
| PG | Sell | PROCTER & GAMBLE CO/THE | $2,401,000 | +5.5% | 19,302 | -7.0% | 0.43% | +11.7% |
| HCP | Sell | HCP INCreit | $2,269,000 | +4.1% | 63,709 | -6.5% | 0.41% | +10.0% |
| AVB | Sell | AVALONBAY COMMUNITIES INCreit | $2,144,000 | -1.4% | 9,956 | -7.0% | 0.38% | +4.3% |
| UDR | Sell | UDR INCreit | $2,134,000 | +0.6% | 44,017 | -6.9% | 0.38% | +6.4% |
| O | Sell | REALTY INCOME CORPreit | $2,094,000 | +3.9% | 27,304 | -6.5% | 0.38% | +10.0% |
| PAYX | Sell | PAYCHEX INC | $2,095,000 | -6.4% | 25,312 | -7.0% | 0.38% | -1.1% |
| MRK | Sell | MERCK & CO. INC. | $2,036,000 | -6.6% | 24,186 | -7.0% | 0.36% | -1.1% |
| MCD | New | MCDONALD'S CORP | $2,027,000 | – | 9,442 | +100.0% | 0.36% | – |
| HSY | New | HERSHEY CO/THE | $2,018,000 | – | 13,016 | +100.0% | 0.36% | – |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $2,016,000 | -58.0% | 82,375 | -55.4% | 0.36% | -55.5% |
| CINF | New | CINCINNATI FINANCIAL CORP | $2,007,000 | – | 17,207 | +100.0% | 0.36% | – |
| EQR | New | EQUITY RESIDENTIALreit | $1,996,000 | – | 23,143 | +100.0% | 0.36% | – |
| MAA | New | MID-AMERICA APARTMENT COMMreit | $1,999,000 | – | 15,379 | +100.0% | 0.36% | – |
| MDLZ | New | MONDELEZ INTERNATIONAL INC-A | $1,993,000 | – | 36,030 | +100.0% | 0.36% | – |
| EXR | New | EXTRA SPACE STORAGE INCreit | $1,988,000 | – | 17,021 | +100.0% | 0.36% | – |
| SBAC | New | SBA COMMUNICATIONS CORPreit | $1,967,000 | – | 8,155 | +100.0% | 0.35% | – |
| CCI | New | CROWN CASTLE INTL CORPreit | $1,964,000 | – | 14,129 | +100.0% | 0.35% | – |
| GPC | Sell | GENUINE PARTS CO | $1,798,000 | -10.4% | 18,055 | -6.8% | 0.32% | -5.0% |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $1,731,000 | -24.9% | 58,793 | -21.3% | 0.31% | -20.5% |
| LLY | Sell | ELI LILLY & CO | $1,729,000 | -6.2% | 15,461 | -7.1% | 0.31% | -0.6% |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $1,707,000 | – | 63,429 | +100.0% | 0.31% | – |
| IGSB | Sell | ISHARES SHORT-TERM CORPORATEetp | $1,298,000 | -3.1% | 24,190 | -3.4% | 0.23% | +2.6% |
| WIP | Sell | SPDR FTSE INTERNATIONAL GOVEetp | $1,299,000 | -5.3% | 23,752 | -3.7% | 0.23% | +0.4% |
| FLOT | Sell | ISHARES FLOATING RATE BOND Eetp | $1,298,000 | -2.6% | 25,466 | -2.6% | 0.23% | +3.6% |
| LQD | Sell | ISHARES IBOXX INVESTMENT GRAetp | $1,288,000 | -6.1% | 10,103 | -8.4% | 0.23% | -0.4% |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $1,288,000 | -3.3% | 11,285 | -4.2% | 0.23% | +2.7% |
| TIP | Sell | ISHARES TIPS BOND ETFetp | $1,283,000 | -4.2% | 11,030 | -4.9% | 0.23% | +1.3% |
| RSX | Sell | VANECK RUSSIA ETFetp | $823,000 | -11.2% | 36,063 | -8.0% | 0.15% | -6.4% |
| EWU | Sell | ISHARES MSCI UNITED KINGDOMetp | $575,000 | -74.1% | 18,297 | -73.4% | 0.10% | -72.6% |
| T | Sell | AT&T INC | $399,000 | -96.3% | 10,541 | -96.7% | 0.07% | -96.1% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE | $307,000 | -96.7% | 20,262 | -96.7% | 0.06% | -96.5% |
| KR | Sell | KROGER CO | $294,000 | -96.1% | 11,417 | -96.7% | 0.05% | -95.8% |
| HFC | Sell | HOLLYFRONTIER CORP | $275,000 | -96.2% | 5,134 | -96.7% | 0.05% | -96.0% |
| VLO | Sell | VALERO ENERGY CORP | $265,000 | -96.7% | 3,110 | -96.7% | 0.05% | -96.6% |
| MPC | Sell | MARATHON PETROLEUM CORP | $253,000 | -96.4% | 4,163 | -96.7% | 0.04% | -96.2% |
| KSS | Sell | KOHLS CORP | $229,000 | -96.6% | 4,617 | -96.7% | 0.04% | -96.4% |
| LUMN | Sell | CENTURYLINK INC | $200,000 | -96.5% | 16,050 | -96.7% | 0.04% | -96.2% |
| M | Sell | MACY'S INC | $156,000 | -97.6% | 10,023 | -96.7% | 0.03% | -97.4% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $113,000 | -96.7% | 661 | -96.7% | 0.02% | -96.5% |
| VRSK | Sell | VERISK ANALYTICS INC | $111,000 | -96.5% | 700 | -96.7% | 0.02% | -96.2% |
| CTAS | Sell | CINTAS CORP | $107,000 | -96.3% | 400 | -96.7% | 0.02% | -96.1% |
| COST | Sell | COSTCO WHOLESALE CORP | $104,000 | -96.4% | 360 | -96.7% | 0.02% | -96.1% |
| FISV | Sell | FISERV INC | $106,000 | -96.3% | 1,026 | -96.7% | 0.02% | -96.1% |
| MA | Sell | MASTERCARD INC - A | $103,000 | -96.7% | 379 | -96.8% | 0.02% | -96.6% |
| PGR | Sell | PROGRESSIVE CORP | $95,000 | -96.9% | 1,232 | -96.8% | 0.02% | -96.7% |
| TJX | Sell | TJX COMPANIES INC | $86,000 | -96.6% | 1,549 | -96.7% | 0.02% | -96.5% |
| BR | Sell | BROADRIDGE FINANCIAL SOLUTIO | $80,000 | -96.8% | 641 | -96.7% | 0.01% | -96.7% |
| CTXS | Sell | CITRIX SYSTEMS INC | $74,000 | -96.8% | 769 | -96.7% | 0.01% | -96.7% |
| EZA | Exit | ISHARES MSCI SOUTH AFRICA ETetp | $0 | – | -21,011 | -100.0% | -0.19% | – |
| WEAT | Exit | TEUCRIUM WHEAT FUNDetp | $0 | – | -200,627 | -100.0% | -0.20% | – |
| EPOL | Exit | ISHARES MSCI POLAND ETFetp | $0 | – | -49,736 | -100.0% | -0.20% | – |
| EWP | Exit | ISHARES MSCI SPAIN ETFetp | $0 | – | -77,494 | -100.0% | -0.38% | – |
| CORN | Exit | TEUCRIUM CORN FUNDetp | $0 | – | -202,989 | -100.0% | -0.56% | – |
| GLD | Exit | SPDR GOLD SHARESetp | $0 | – | -27,503 | -100.0% | -0.62% | – |
| EPI | Exit | WISDOMTREE INDIA EARNINGSetp | $0 | – | -176,487 | -100.0% | -0.78% | – |
| XRX | Exit | XEROX HOLDINGS CORP | $0 | – | -267,892 | -100.0% | -1.60% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-11-14
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 | 2024-02-07 |
| 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.