$502 Million is the total value of Mount Lucas Management LP's 90 reported holdings in Q4 2019. The portfolio turnover from Q3 2019 to Q4 2019 was 26.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $20,995,000 | -35.1% | 248,083 | -35.0% | 4.18% | -27.8% |
| IEI | Sell | ISHARES 3-7 YEAR TREASURY BOetp | $20,929,000 | -35.0% | 166,433 | -34.5% | 4.17% | -27.7% |
| IEF | Sell | ISHARES 7-10 YEAR TREASURY Betp | $20,768,000 | -35.1% | 188,420 | -33.8% | 4.14% | -27.8% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $16,077,000 | -0.2% | 248,793 | -0.0% | 3.20% | +11.0% |
| XRX | Sell | XEROX HOLDINGS CORP | $14,142,000 | -7.5% | 383,565 | -25.0% | 2.82% | +2.8% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $13,222,000 | +3.4% | 144,239 | -9.2% | 2.64% | +15.0% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $13,157,000 | +5.3% | 129,171 | -6.8% | 2.62% | +17.2% |
| SYF | Sell | SYNCHRONY FINANCIAL | $13,076,000 | -21.5% | 363,132 | -25.7% | 2.61% | -12.6% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $13,068,000 | +2.5% | 104,191 | -1.4% | 2.60% | +14.0% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $13,048,000 | -0.9% | 423,924 | -9.8% | 2.60% | +10.3% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $13,008,000 | +0.1% | 211,795 | -5.1% | 2.59% | +11.3% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $13,003,000 | +3.0% | 242,464 | -4.9% | 2.59% | +14.6% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $12,917,000 | +0.8% | 205,099 | -1.7% | 2.57% | +12.1% |
| DAL | Sell | DELTA AIR LINES INC | $12,830,000 | -24.5% | 219,395 | -25.6% | 2.56% | -16.0% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $12,628,000 | -2.6% | 155,000 | -7.2% | 2.52% | +8.3% |
| WDC | Sell | WESTERN DIGITAL CORP | $8,104,000 | -22.0% | 127,687 | -26.7% | 1.62% | -13.2% |
| C | Sell | CITIGROUP INC | $7,536,000 | -15.4% | 94,330 | -26.8% | 1.50% | -5.8% |
| BKLN | Sell | INVESCO SENIOR LOAN ETFetp | $6,995,000 | +0.8% | 306,535 | -0.2% | 1.39% | +12.1% |
| CWB | Sell | SPDR BBG BARC CONVERTIBLEetp | $6,970,000 | +1.1% | 125,580 | -4.5% | 1.39% | +12.5% |
| STX | Sell | SEAGATE TECHNOLOGY | $6,759,000 | -15.7% | 113,597 | -23.8% | 1.35% | -6.2% |
| MET | Sell | METLIFE INC | $6,590,000 | -17.9% | 129,292 | -24.1% | 1.31% | -8.7% |
| CAH | Sell | CARDINAL HEALTH INC | $6,576,000 | -18.6% | 130,002 | -24.0% | 1.31% | -9.4% |
| PSX | Sell | PHILLIPS 66 | $6,474,000 | -20.7% | 58,114 | -27.1% | 1.29% | -11.8% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $6,367,000 | -20.7% | 67,918 | -24.0% | 1.27% | -11.8% |
| LNC | Sell | LINCOLN NATIONAL CORP | $5,955,000 | -25.7% | 100,916 | -24.1% | 1.19% | -17.3% |
| GM | Sell | GENERAL MOTORS CO | $5,834,000 | -28.3% | 159,389 | -26.6% | 1.16% | -20.2% |
| WHR | Sell | WHIRLPOOL CORP | $5,793,000 | -29.3% | 39,264 | -24.2% | 1.15% | -21.4% |
| CVX | Sell | CHEVRON CORP | $5,777,000 | -25.5% | 47,934 | -26.6% | 1.15% | -17.1% |
| NUE | Sell | NUCOR CORP | $5,716,000 | -19.1% | 101,569 | -26.8% | 1.14% | -10.0% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $5,535,000 | -22.0% | 93,870 | -26.8% | 1.10% | -13.2% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $5,028,000 | -1.8% | 53,657 | -7.0% | 1.00% | +9.3% |
| DWX | Sell | SPDR S&P INTER DVD ETFetp | $4,995,000 | -1.1% | 124,252 | -4.2% | 1.00% | +9.9% |
| HYG | Sell | ISHARES IBOXX HIGH YLD CORPetp | $4,660,000 | +0.6% | 52,985 | -0.3% | 0.93% | +11.9% |
| GHYG | Sell | ISHARES US&INTL HIGH YIELD Cetp | $4,655,000 | +1.0% | 93,412 | -1.1% | 0.93% | +12.3% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $4,106,000 | +5.0% | 101,038 | -2.5% | 0.82% | +16.9% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $4,099,000 | +3.0% | 121,068 | -4.6% | 0.82% | +14.6% |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $4,061,000 | +2.3% | 124,144 | -5.8% | 0.81% | +13.8% |
| GPS | Sell | GAP INC/THE | $4,022,000 | -24.9% | 227,465 | -26.3% | 0.80% | -16.5% |
| EWI | Sell | ISHARES MSCI ITALY ETFetp | $4,013,000 | +0.8% | 136,047 | -5.8% | 0.80% | +12.2% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $3,514,000 | +0.6% | 85,445 | -11.0% | 0.70% | +11.8% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $3,503,000 | +2.9% | 345,781 | -5.2% | 0.70% | +14.4% |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $3,479,000 | -6.3% | 128,438 | -7.5% | 0.69% | +4.2% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $3,419,000 | -3.0% | 36,847 | -2.5% | 0.68% | +7.9% |
| AMT | Sell | AMERICAN TOWER CORP | $3,291,000 | -22.7% | 14,319 | -25.6% | 0.66% | -14.0% |
| PG | Sell | PROCTER & GAMBLE CO/THE | $1,766,000 | -26.4% | 14,141 | -26.7% | 0.35% | -18.1% |
| MRK | Sell | MERCK & CO. INC. | $1,612,000 | -20.8% | 17,728 | -26.7% | 0.32% | -12.1% |
| PAYX | Sell | PAYCHEX INC | $1,579,000 | -24.6% | 18,565 | -26.7% | 0.32% | -16.0% |
| MAA | Sell | MID-AMERICA APARTMENT COMM | $1,542,000 | -22.9% | 11,693 | -24.0% | 0.31% | -14.2% |
| CCI | Sell | CROWN CASTLE INTL CORP | $1,529,000 | -22.1% | 10,756 | -23.9% | 0.30% | -13.4% |
| AVB | Sell | AVALONBAY COMMUNITIES INC | $1,530,000 | -28.6% | 7,298 | -26.7% | 0.30% | -20.6% |
| MDLZ | Sell | MONDELEZ INTERNATIONAL INC-A | $1,510,000 | -24.2% | 27,419 | -23.9% | 0.30% | -15.7% |
| UDR | Sell | UDR INC | $1,507,000 | -29.4% | 32,273 | -26.7% | 0.30% | -21.5% |
| LLY | Sell | ELI LILLY & CO | $1,488,000 | -13.9% | 11,320 | -26.8% | 0.30% | -4.2% |
| SBAC | Sell | SBA COMMUNICATIONS CORP | $1,485,000 | -24.5% | 6,161 | -24.5% | 0.30% | -15.9% |
| O | Sell | REALTY INCOME CORP | $1,475,000 | -29.6% | 20,036 | -26.6% | 0.29% | -21.6% |
| HSY | Sell | HERSHEY CO/THE | $1,451,000 | -28.1% | 9,869 | -24.2% | 0.29% | -20.2% |
| EQR | Sell | EQUITY RESIDENTIAL | $1,428,000 | -28.5% | 17,647 | -23.7% | 0.28% | -20.4% |
| MCD | Sell | MCDONALD'S CORP | $1,417,000 | -30.1% | 7,171 | -24.1% | 0.28% | -22.3% |
| GPC | Sell | GENUINE PARTS CO | $1,406,000 | -21.8% | 13,237 | -26.7% | 0.28% | -13.0% |
| EXR | Sell | EXTRA SPACE STORAGE INC | $1,368,000 | -31.2% | 12,954 | -23.9% | 0.27% | -23.3% |
| CINF | Sell | CINCINNATI FINANCIAL CORP | $1,372,000 | -31.6% | 13,052 | -24.1% | 0.27% | -24.2% |
| IGSB | Sell | ISHARES SHORT-TERM CORPORATEetp | $1,288,000 | -0.8% | 24,008 | -0.8% | 0.26% | +10.3% |
| LQD | Sell | ISHARES IBOXX INVESTMENT GRAetp | $1,292,000 | +0.3% | 10,098 | -0.0% | 0.26% | +11.3% |
| FLOT | Sell | ISHARES FLOATING RATE BOND Eetp | $1,286,000 | -0.9% | 25,263 | -0.8% | 0.26% | +9.9% |
| RSX | Sell | VANECK RUSSIA ETFetp | $815,000 | -1.0% | 32,625 | -9.5% | 0.16% | +10.2% |
| CTXS | Exit | CITRIX SYSTEMS INC | $0 | – | -769 | -100.0% | -0.01% | – |
| BR | Exit | BROADRIDGE FINANCIAL SOLUTIO | $0 | – | -641 | -100.0% | -0.01% | – |
| TJX | Exit | TJX COMPANIES INC | $0 | – | -1,549 | -100.0% | -0.02% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -1,232 | -100.0% | -0.02% | – |
| MA | Exit | MASTERCARD INC - A | $0 | – | -379 | -100.0% | -0.02% | – |
| FISV | Exit | FISERV INC | $0 | – | -1,026 | -100.0% | -0.02% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -360 | -100.0% | -0.02% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -400 | -100.0% | -0.02% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -700 | -100.0% | -0.02% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -661 | -100.0% | -0.02% | – |
| M | Exit | MACY'S INC | $0 | – | -10,023 | -100.0% | -0.03% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -16,050 | -100.0% | -0.04% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -4,617 | -100.0% | -0.04% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -4,163 | -100.0% | -0.04% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -3,110 | -100.0% | -0.05% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -5,134 | -100.0% | -0.05% | – |
| KR | Exit | KROGER CO | $0 | – | -11,417 | -100.0% | -0.05% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE | $0 | – | -20,262 | -100.0% | -0.06% | – |
| T | Exit | AT&T INC | $0 | – | -10,541 | -100.0% | -0.07% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -82,375 | -100.0% | -0.36% | – |
| HCP | Exit | HCP INCreit | $0 | – | -63,709 | -100.0% | -0.41% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -97,333 | -100.0% | -0.58% | – |
| THD | Exit | ISHARES MSCI THAILAND ETFetp | $0 | – | -37,245 | -100.0% | -0.59% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-02-14
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.