$505 Million is the total value of Mount Lucas Management LP's 65 reported holdings in Q2 2020. The portfolio turnover from Q1 2020 to Q2 2020 was 136.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $203,347,000 | -33.3% | 2,347,846 | -33.2% | 40.26% | -35.8% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $18,307,000 | -17.5% | 175,203 | -36.5% | 3.62% | -20.6% |
| XLY | New | CONSUMER DISCRETIONARY SELTetp | $17,640,000 | – | 138,126 | +100.0% | 3.49% | – |
| XLC | New | COMM SERV SELECT SECTOR SPDRetp | $17,152,000 | – | 317,400 | +100.0% | 3.40% | – |
| XLB | New | MATERIALS SELECT SECTOR SPDRetp | $16,976,000 | – | 301,259 | +100.0% | 3.36% | – |
| XLV | New | HEALTH CARE SELECT SECTORetp | $16,711,000 | – | 166,994 | +100.0% | 3.31% | – |
| XLP | New | CONSUMER STAPLES SPDRetp | $16,345,000 | – | 278,739 | +100.0% | 3.24% | – |
| BBJP | New | JPMORGAN BETABUILDERS JAPANetp | $9,839,000 | – | 429,071 | +100.0% | 1.95% | – |
| CAH | Sell | CARDINAL HEALTH INC | $8,901,000 | +5.3% | 170,557 | -3.3% | 1.76% | +1.3% |
| STX | Sell | SEAGATE TECHNOLOGY | $7,276,000 | -3.0% | 150,297 | -2.2% | 1.44% | -6.7% |
| PFG | New | PRINCIPAL FINANCIAL GROUP | $7,216,000 | – | 173,711 | +100.0% | 1.43% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $7,040,000 | – | 225,792 | +100.0% | 1.39% | – |
| KSS | New | KOHLS CORP | $6,717,000 | – | 323,411 | +100.0% | 1.33% | – |
| WHR | Sell | WHIRLPOOL CORP | $6,681,000 | +46.4% | 51,579 | -3.1% | 1.32% | +40.9% |
| ALK | New | ALASKA AIR GROUP INC | $6,556,000 | – | 180,809 | +100.0% | 1.30% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $6,293,000 | – | 374,571 | +100.0% | 1.25% | – |
| MET | Sell | METLIFE INC | $6,219,000 | +16.1% | 170,299 | -2.8% | 1.23% | +11.7% |
| IVZ | New | INVESCO LTD | $5,953,000 | – | 553,277 | +100.0% | 1.18% | – |
| VLO | New | VALERO ENERGY CORP | $5,881,000 | – | 99,975 | +100.0% | 1.16% | – |
| CWB | New | SPDR BBG BARC CONVERTIBLEetp | $5,824,000 | – | 96,259 | +100.0% | 1.15% | – |
| UNM | New | UNUM GROUP | $5,750,000 | – | 346,581 | +100.0% | 1.14% | – |
| PSX | Sell | PHILLIPS 66 | $5,502,000 | +30.0% | 76,521 | -3.0% | 1.09% | +25.2% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $5,491,000 | +14.1% | 90,168 | -2.3% | 1.09% | +9.8% |
| HPE | New | HEWLETT PACKARD ENTERPRISE | $5,417,000 | – | 556,760 | +100.0% | 1.07% | – |
| CVS | New | CVS HEALTH CORP | $5,358,000 | – | 82,472 | +100.0% | 1.06% | – |
| SYF | Sell | SYNCHRONY FINANCIAL | $5,237,000 | -33.7% | 236,320 | -51.9% | 1.04% | -36.2% |
| LNC | Sell | LINCOLN NATIONAL CORP | $4,873,000 | +35.6% | 132,460 | -3.0% | 0.96% | +30.6% |
| XRX | Sell | XEROX HOLDINGS CORP | $4,070,000 | -58.6% | 266,164 | -48.7% | 0.81% | -60.2% |
| DAL | Sell | DELTA AIR LINES INC | $3,758,000 | -55.6% | 133,973 | -54.9% | 0.74% | -57.3% |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $3,495,000 | – | 106,848 | +100.0% | 0.69% | – |
| EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $3,346,000 | – | 85,880 | +100.0% | 0.66% | – |
| EWD | New | ISHARES MSCI SWEDEN ETFetp | $3,056,000 | – | 98,374 | +100.0% | 0.60% | – |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $2,999,000 | – | 74,554 | +100.0% | 0.59% | – |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $2,793,000 | – | 103,028 | +100.0% | 0.55% | – |
| EWY | New | ISHARES MSCI SOUTH KOREA ETFetp | $2,675,000 | – | 46,825 | +100.0% | 0.53% | – |
| SBAC | Sell | SBA COMMUNICATIONS CORPreit | $2,368,000 | +6.0% | 7,948 | -4.0% | 0.47% | +2.0% |
| CCI | Sell | CROWN CASTLE INTL CORPreit | $2,348,000 | +11.8% | 14,032 | -3.5% | 0.46% | +7.6% |
| AMT | Sell | AMERICAN TOWER CORPreit | $2,287,000 | -45.4% | 8,844 | -54.0% | 0.45% | -47.4% |
| GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $2,249,000 | – | 48,608 | +100.0% | 0.44% | – |
| EMB | New | ISHARES JP MORGAN USD EMERGIetp | $2,081,000 | – | 19,049 | +100.0% | 0.41% | – |
| FXI | New | ISHARES CHINA LARGE-CAP ETFetp | $2,013,000 | – | 50,703 | +100.0% | 0.40% | – |
| MDLZ | Sell | MONDELEZ INTERNATIONAL INC-A | $1,824,000 | -1.6% | 35,670 | -3.6% | 0.36% | -5.2% |
| MAA | Sell | MID-AMERICA APARTMENT COMMreit | $1,753,000 | +7.7% | 15,285 | -3.3% | 0.35% | +3.6% |
| MCD | Sell | MCDONALD'S CORP | $1,722,000 | +7.6% | 9,337 | -3.6% | 0.34% | +3.6% |
| HSY | Sell | HERSHEY CO/THE | $1,663,000 | -5.7% | 12,828 | -3.6% | 0.33% | -9.4% |
| EXR | Sell | EXTRA SPACE STORAGE INCreit | $1,568,000 | -6.7% | 16,973 | -3.3% | 0.31% | -10.4% |
| AMZN | New | AMAZON.COM INC | $1,459,000 | – | 529 | +100.0% | 0.29% | – |
| CLX | New | CLOROX COMPANY | $1,431,000 | – | 6,524 | +100.0% | 0.28% | – |
| EQR | Sell | EQUITY RESIDENTIALreit | $1,362,000 | -7.8% | 23,150 | -3.3% | 0.27% | -11.2% |
| DG | New | DOLLAR GENERAL CORP | $1,333,000 | – | 6,999 | +100.0% | 0.26% | – |
| LLY | Sell | ELI LILLY & CO | $1,318,000 | -37.8% | 8,028 | -47.4% | 0.26% | -40.1% |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $1,286,000 | – | 12,008 | +100.0% | 0.26% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC-A | $1,288,000 | – | 2,526 | +100.0% | 0.26% | – |
| CTXS | New | CITRIX SYSTEMS INC | $1,226,000 | – | 8,286 | +100.0% | 0.24% | – |
| CPB | New | CAMPBELL SOUP CO | $1,225,000 | – | 24,691 | +100.0% | 0.24% | – |
| COST | New | COSTCO WHOLESALE CORP | $1,229,000 | – | 4,053 | +100.0% | 0.24% | – |
| JNK | New | SPDR BBG BARC HIGH YIELD BNDetp | $1,204,000 | – | 11,900 | +100.0% | 0.24% | – |
| WMT | New | WALMART INC | $1,147,000 | – | 9,574 | +100.0% | 0.23% | – |
| CINF | Sell | CINCINNATI FINANCIAL CORP | $1,093,000 | -17.9% | 17,068 | -3.3% | 0.22% | -21.2% |
| LQD | New | ISHARES IBOXX INVESTMENT GRAetp | $1,044,000 | – | 7,763 | +100.0% | 0.21% | – |
| SCHP | Buy | SCHWAB U.S. TIPS ETFetp | $1,034,000 | +192.9% | 17,229 | +180.9% | 0.20% | +180.8% |
| IGSB | New | ISHARES SHORT-TERM CORPORATEetp | $1,031,000 | – | 18,843 | +100.0% | 0.20% | – |
| FLRN | New | SPDR BBG BARC IG FLOATING RTetp | $1,028,000 | – | 33,732 | +100.0% | 0.20% | – |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $1,025,000 | -64.1% | 8,885 | -64.8% | 0.20% | -65.4% |
| BKLN | New | INVESCO SENIOR LOAN ETFetp | $780,000 | – | 36,526 | +100.0% | 0.15% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -17,932 | -100.0% | -0.25% | – |
| O | Exit | REALTY INCOME CORPreit | $0 | – | -27,168 | -100.0% | -0.28% | – |
| AVB | Exit | AVALONBAY COMMUNITIES INCreit | $0 | – | -9,892 | -100.0% | -0.30% | – |
| PEAK | Exit | HEALTHPEAK PROPERTIES INCreit | $0 | – | -63,480 | -100.0% | -0.31% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -25,080 | -100.0% | -0.32% | – |
| UDR | Exit | UDR INCreit | $0 | – | -43,630 | -100.0% | -0.33% | – |
| MRK | Exit | MERCK & CO. INC. | $0 | – | -23,967 | -100.0% | -0.38% | – |
| PG | Exit | PROCTER & GAMBLE CO/THE | $0 | – | -19,084 | -100.0% | -0.43% | – |
| GPS | Exit | GAP INC/THE | $0 | – | -309,696 | -100.0% | -0.45% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -216,697 | -100.0% | -0.93% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -65,142 | -100.0% | -0.97% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -138,072 | -100.0% | -1.02% | – |
| C | Exit | CITIGROUP INC | $0 | – | -127,524 | -100.0% | -1.10% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -127,168 | -100.0% | -1.20% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -172,843 | -100.0% | -1.48% | – |
| XLU | Exit | UTILITIES SELECT SECTOR SPDRetp | $0 | – | -393,636 | -100.0% | -4.49% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-08-14
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 | 2024-02-07 |
| 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.