$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 117.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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% |
| 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% | – |
| 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% | – |
| VYM | Buy | VANGUARD HIGH DVD YIELD ETFetp | $5,119,000 | +17.1% | 57,689 | +15.4% | 0.92% | +24.1% |
| PBP | Buy | INVESCO S&P 500 BUYWRITE ETFetp | $4,927,000 | +50.4% | 227,574 | +50.7% | 0.88% | +59.4% |
| 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% |
| EWQ | Buy | ISHARES MSCI FRANCE ETFetp | $3,970,000 | +3.4% | 131,733 | +5.1% | 0.71% | +9.4% |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $3,712,000 | – | 138,920 | +100.0% | 0.66% | – |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $3,492,000 | – | 96,049 | +100.0% | 0.63% | – |
| 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% | – |
| 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% | – |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $1,707,000 | – | 63,429 | +100.0% | 0.31% | – |
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 | 2024-05-10 |
| 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.