$486 Million is the total value of Mount Lucas Management LP's 41 reported holdings in Q1 2020. The portfolio turnover from Q4 2019 to Q1 2020 was 56.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $304,756,000 | +1351.6% | 3,516,284 | +1317.4% | 62.70% | +1398.6% |
| XLK | Buy | TECHNOLOGY SELECT SECT SPDRetp | $22,187,000 | +67.8% | 276,057 | +91.4% | 4.56% | +73.2% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $21,811,000 | +35.7% | 393,636 | +58.2% | 4.49% | +40.0% |
| XRX | Buy | XEROX HOLDINGS CORP | $9,834,000 | -30.5% | 519,208 | +35.4% | 2.02% | -28.2% |
| DAL | Buy | DELTA AIR LINES INC | $8,466,000 | -34.0% | 296,746 | +35.3% | 1.74% | -31.9% |
| CAH | Buy | CARDINAL HEALTH INC | $8,455,000 | +28.6% | 176,374 | +35.7% | 1.74% | +32.7% |
| SYF | Buy | SYNCHRONY FINANCIAL | $7,903,000 | -39.6% | 491,156 | +35.3% | 1.63% | -37.6% |
| STX | Buy | SEAGATE TECHNOLOGY | $7,499,000 | +10.9% | 153,659 | +35.3% | 1.54% | +14.6% |
| WDC | Buy | WESTERN DIGITAL CORP | $7,194,000 | -11.2% | 172,843 | +35.4% | 1.48% | -8.4% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $5,818,000 | +5.1% | 127,168 | +35.5% | 1.20% | +8.5% |
| C | Buy | CITIGROUP INC | $5,371,000 | -28.7% | 127,524 | +35.2% | 1.10% | -26.4% |
| MET | Buy | METLIFE INC | $5,358,000 | -18.7% | 175,278 | +35.6% | 1.10% | -16.1% |
| NUE | Buy | NUCOR CORP | $4,973,000 | -13.0% | 138,072 | +35.9% | 1.02% | -10.2% |
| PRU | Buy | PRUDENTIAL FINANCIAL INC | $4,813,000 | -24.4% | 92,314 | +35.9% | 0.99% | -22.0% |
| CVX | Buy | CHEVRON CORP | $4,720,000 | -18.3% | 65,142 | +35.9% | 0.97% | -15.6% |
| WHR | Buy | WHIRLPOOL CORP | $4,565,000 | -21.2% | 53,209 | +35.5% | 0.94% | -18.6% |
| GM | Buy | GENERAL MOTORS CO | $4,503,000 | -22.8% | 216,697 | +36.0% | 0.93% | -20.4% |
| PSX | Buy | PHILLIPS 66 | $4,231,000 | -34.6% | 78,872 | +35.7% | 0.87% | -32.6% |
| AMT | Buy | AMERICAN TOWER CORPreit | $4,185,000 | +27.2% | 19,218 | +34.2% | 0.86% | +31.2% |
| LNC | Buy | LINCOLN NATIONAL CORP | $3,593,000 | -39.7% | 136,512 | +35.3% | 0.74% | -37.7% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $2,853,000 | +121.3% | 25,248 | +123.2% | 0.59% | +128.4% |
| SBAC | Buy | SBA COMMUNICATIONS CORPreit | $2,235,000 | +50.5% | 8,279 | +34.4% | 0.46% | +55.4% |
| GPS | Buy | GAP INC/THE | $2,180,000 | -45.8% | 309,696 | +36.2% | 0.45% | -44.0% |
| LLY | Buy | ELI LILLY & CO | $2,119,000 | +42.4% | 15,273 | +34.9% | 0.44% | +46.8% |
| PG | Buy | PROCTER & GAMBLE CO/THE | $2,099,000 | +18.9% | 19,084 | +35.0% | 0.43% | +22.7% |
| CCI | Buy | CROWN CASTLE INTL CORPreit | $2,101,000 | +37.4% | 14,547 | +35.2% | 0.43% | +41.6% |
| MDLZ | Buy | MONDELEZ INTERNATIONAL INC-A | $1,854,000 | +22.8% | 37,012 | +35.0% | 0.38% | +26.6% |
| MRK | Buy | MERCK & CO. INC. | $1,844,000 | +14.4% | 23,967 | +35.2% | 0.38% | +18.1% |
| HSY | Buy | HERSHEY CO/THE | $1,763,000 | +21.5% | 13,307 | +34.8% | 0.36% | +25.6% |
| EXR | Buy | EXTRA SPACE STORAGE INCreit | $1,680,000 | +22.8% | 17,548 | +35.5% | 0.35% | +26.7% |
| MAA | Buy | MID-AMERICA APARTMENT COMMreit | $1,628,000 | +5.6% | 15,803 | +35.1% | 0.34% | +9.1% |
| MCD | Buy | MCDONALD'S CORP | $1,601,000 | +13.0% | 9,682 | +35.0% | 0.33% | +16.7% |
| UDR | Buy | UDR INCreit | $1,594,000 | +5.8% | 43,630 | +35.2% | 0.33% | +9.3% |
| PAYX | Buy | PAYCHEX INC | $1,578,000 | -0.1% | 25,080 | +35.1% | 0.32% | +3.2% |
| PEAK | Buy | HEALTHPEAK PROPERTIES INCreit | $1,514,000 | -6.3% | 63,480 | +35.5% | 0.31% | -3.4% |
| EQR | Buy | EQUITY RESIDENTIALreit | $1,477,000 | +3.4% | 23,934 | +35.6% | 0.30% | +6.7% |
| AVB | Buy | AVALONBAY COMMUNITIES INCreit | $1,456,000 | -4.8% | 9,892 | +35.5% | 0.30% | -1.6% |
| O | Buy | REALTY INCOME CORPreit | $1,355,000 | -8.1% | 27,168 | +35.6% | 0.28% | -5.1% |
| CINF | Buy | CINCINNATI FINANCIAL CORP | $1,331,000 | -3.0% | 17,643 | +35.2% | 0.27% | +0.4% |
| GPC | Buy | GENUINE PARTS CO | $1,207,000 | -14.2% | 17,932 | +35.5% | 0.25% | -11.4% |
| SCHP | New | SCHWAB U.S. TIPS ETFetp | $353,000 | – | 6,133 | +100.0% | 0.07% | – |
| RSX | Exit | VANECK RUSSIA ETFetp | $0 | – | -32,625 | -100.0% | -0.16% | – |
| EWY | Exit | ISHARES MSCI SOUTH KOREA ETFetp | $0 | – | -13,726 | -100.0% | -0.17% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -19,603 | -100.0% | -0.17% | – |
| IPFF | Exit | ISHARES INTERNATIONAL PREFERetp | $0 | – | -77,780 | -100.0% | -0.24% | – |
| FLOT | Exit | ISHARES FLOATING RATE BOND Eetp | $0 | – | -25,263 | -100.0% | -0.26% | – |
| IGSB | Exit | ISHARES SHORT-TERM CORPORATEetp | $0 | – | -24,008 | -100.0% | -0.26% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -10,098 | -100.0% | -0.26% | – |
| TIP | Exit | ISHARES TIPS BOND ETFetp | $0 | – | -11,065 | -100.0% | -0.26% | – |
| WIP | Exit | SPDR FTSE INTERNATIONAL GOVEetp | $0 | – | -23,861 | -100.0% | -0.26% | – |
| EPI | Exit | WISDOMTREE INDIA EARNINGSetp | $0 | – | -58,872 | -100.0% | -0.29% | – |
| VGK | Exit | VANGUARD FTSE EUROPE ETFetp | $0 | – | -31,226 | -100.0% | -0.36% | – |
| EWO | Exit | ISHARES MSCI AUSTRIA ETFetp | $0 | – | -106,875 | -100.0% | -0.44% | – |
| EWW | Exit | ISHARES MSCI MEXICO ETFetp | $0 | – | -70,753 | -100.0% | -0.64% | – |
| EWP | Exit | ISHARES MSCI SPAIN ETFetp | $0 | – | -112,149 | -100.0% | -0.65% | – |
| VNQ | Exit | VANGUARD REAL ESTATE ETFetp | $0 | – | -36,847 | -100.0% | -0.68% | – |
| TUR | Exit | ISHARES MSCI TURKEY ETFetp | $0 | – | -128,438 | -100.0% | -0.69% | – |
| PFF | Exit | ISHARES PREFERRED & INCOME Setp | $0 | – | -92,972 | -100.0% | -0.70% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -345,781 | -100.0% | -0.70% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -85,445 | -100.0% | -0.70% | – |
| VNQI | Exit | VANGUARD GLBL EX-US REAL ESTetp | $0 | – | -60,308 | -100.0% | -0.71% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -79,531 | -100.0% | -0.75% | – |
| EWG | Exit | ISHARES MSCI GERMANY ETFetp | $0 | – | -135,812 | -100.0% | -0.80% | – |
| EWI | Exit | ISHARES MSCI ITALY ETFetp | $0 | – | -136,047 | -100.0% | -0.80% | – |
| EWQ | Exit | ISHARES MSCI FRANCE ETFetp | $0 | – | -124,144 | -100.0% | -0.81% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -121,068 | -100.0% | -0.82% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND ETFetp | $0 | – | -101,038 | -100.0% | -0.82% | – |
| EWD | Exit | ISHARES MSCI SWEDEN ETFetp | $0 | – | -125,492 | -100.0% | -0.82% | – |
| EWU | Exit | ISHARES MSCI UNITED KINGDOMetp | $0 | – | -121,507 | -100.0% | -0.83% | – |
| SHYG | Exit | ISHARES 0-5 YR HY CORP BONDetp | $0 | – | -100,024 | -100.0% | -0.92% | – |
| GHYG | Exit | ISHARES US&INTL HIGH YIELD Cetp | $0 | – | -93,412 | -100.0% | -0.93% | – |
| HYG | Exit | ISHARES IBOXX HIGH YLD CORPetp | $0 | – | -52,985 | -100.0% | -0.93% | – |
| PBP | Exit | INVESCO S&P 500 BUYWRITE ETFetp | $0 | – | -227,830 | -100.0% | -0.98% | – |
| DWX | Exit | SPDR S&P INTER DVD ETFetp | $0 | – | -124,252 | -100.0% | -1.00% | – |
| VYM | Exit | VANGUARD HIGH DVD YIELD ETFetp | $0 | – | -53,657 | -100.0% | -1.00% | – |
| EMB | Exit | ISHARES JP MORGAN USD EMERGIetp | $0 | – | -43,875 | -100.0% | -1.00% | – |
| EMHY | Exit | ISHARES EMERGING MARKETS HIGetp | $0 | – | -106,511 | -100.0% | -1.00% | – |
| CWB | Exit | SPDR BBG BARC CONVERTIBLEetp | $0 | – | -125,580 | -100.0% | -1.39% | – |
| BKLN | Exit | INVESCO SENIOR LOAN ETFetp | $0 | – | -306,535 | -100.0% | -1.39% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTATEetp | $0 | – | -159,555 | -100.0% | -1.42% | – |
| EWJ | Exit | ISHARES MSCI JAPAN ETFetp | $0 | – | -200,792 | -100.0% | -2.37% | – |
| XLI | Exit | INDUSTRIAL SELECT SECT SPDRetp | $0 | – | -155,000 | -100.0% | -2.52% | – |
| XLRE | Exit | REAL ESTATE SELECT SECT SPDRetp | $0 | – | -332,609 | -100.0% | -2.56% | – |
| XLP | Exit | CONSUMER STAPLES SPDRetp | $0 | – | -205,099 | -100.0% | -2.57% | – |
| XLC | Exit | COMM SERV SELECT SECTOR SPDRetp | $0 | – | -242,464 | -100.0% | -2.59% | – |
| XLB | Exit | MATERIALS SELECT SECTOR SPDRetp | $0 | – | -211,795 | -100.0% | -2.59% | – |
| XLF | Exit | FINANCIAL SELECT SECTOR SPDRetp | $0 | – | -423,924 | -100.0% | -2.60% | – |
| XLY | Exit | CONSUMER DISCRETIONARY SELTetp | $0 | – | -104,191 | -100.0% | -2.60% | – |
| XLV | Exit | HEALTH CARE SELECT SECTORetp | $0 | – | -129,171 | -100.0% | -2.62% | – |
| IEF | Exit | ISHARES 7-10 YEAR TREASURY Betp | $0 | – | -188,420 | -100.0% | -4.14% | – |
| IEI | Exit | ISHARES 3-7 YEAR TREASURY BOetp | $0 | – | -166,433 | -100.0% | -4.17% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-05-15
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.