$480 Million is the total value of Mount Lucas Management LP's 77 reported holdings in Q3 2020. The portfolio turnover from Q2 2020 to Q3 2020 was 18.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $148,591,000 | -26.9% | 1,717,618 | -26.8% | 30.98% | -23.0% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $15,667,000 | -7.7% | 246,174 | -18.3% | 3.27% | -2.8% |
| XLI | New | INDUSTRIAL SELECT SECT SPDRetp | $15,329,000 | – | 199,127 | +100.0% | 3.20% | – |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $15,175,000 | -7.2% | 236,742 | -15.1% | 3.16% | -2.2% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $15,147,000 | -14.1% | 103,052 | -25.4% | 3.16% | -9.6% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $15,097,000 | -9.7% | 143,131 | -14.3% | 3.15% | -4.9% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $14,611,000 | -20.2% | 125,199 | -28.5% | 3.05% | -15.9% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $14,523,000 | -15.3% | 244,498 | -23.0% | 3.03% | -10.8% |
| BBJP | Buy | JPMORGAN BETABUILDERS JAPANetp | $10,598,000 | +7.7% | 429,594 | +0.1% | 2.21% | +13.4% |
| WHR | Sell | WHIRLPOOL CORP | $8,884,000 | +33.0% | 48,310 | -6.3% | 1.85% | +40.0% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $7,579,000 | +20.4% | 348,481 | -7.0% | 1.58% | +26.8% |
| CAH | Sell | CARDINAL HEALTH INC | $7,524,000 | -15.5% | 160,263 | -6.0% | 1.57% | -11.0% |
| STX | Sell | SEAGATE TECHNOLOGY | $6,981,000 | -4.1% | 141,697 | -5.7% | 1.46% | +1.0% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $6,590,000 | -8.7% | 163,655 | -5.8% | 1.37% | -3.8% |
| ALK | Sell | ALASKA AIR GROUP INC | $6,161,000 | -6.0% | 168,193 | -7.0% | 1.28% | -1.1% |
| MET | Sell | METLIFE INC | $5,960,000 | -4.2% | 160,343 | -5.8% | 1.24% | +1.0% |
| IVZ | Sell | INVESCO LTD | $5,953,000 | 0.0% | 521,738 | -5.7% | 1.24% | +5.3% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $5,842,000 | -17.0% | 212,194 | -6.0% | 1.22% | -12.6% |
| SYF | Sell | SYNCHRONY FINANCIAL | $5,806,000 | +10.9% | 221,872 | -6.1% | 1.21% | +16.7% |
| KSS | Sell | KOHLS CORP | $5,575,000 | -17.0% | 300,856 | -7.0% | 1.16% | -12.6% |
| UNM | Sell | UNUM GROUP | $5,512,000 | -4.1% | 327,493 | -5.5% | 1.15% | +1.0% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $5,413,000 | -1.4% | 85,219 | -5.5% | 1.13% | +3.9% |
| BKLN | Buy | INVESCO SENIOR LOAN ETFetp | $5,040,000 | +546.2% | 231,851 | +534.8% | 1.05% | +582.5% |
| CWB | Sell | SPDR BBG BARC CONVERTIBLEetp | $4,928,000 | -15.4% | 71,530 | -25.7% | 1.03% | -10.9% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE | $4,887,000 | -9.8% | 521,574 | -6.3% | 1.02% | -4.9% |
| XRX | Sell | XEROX HOLDINGS CORP | $4,731,000 | +16.2% | 252,028 | -5.3% | 0.99% | +22.3% |
| CVS | Sell | CVS HEALTH CORP | $4,515,000 | -15.7% | 77,314 | -6.3% | 0.94% | -11.3% |
| VLO | Sell | VALERO ENERGY CORP | $4,099,000 | -30.3% | 94,623 | -5.4% | 0.86% | -26.5% |
| LNC | Sell | LINCOLN NATIONAL CORP | $3,903,000 | -19.9% | 124,585 | -5.9% | 0.81% | -15.6% |
| DAL | Sell | DELTA AIR LINES INC | $3,811,000 | +1.4% | 124,634 | -7.0% | 0.80% | +6.9% |
| PSX | Sell | PHILLIPS 66 | $3,742,000 | -32.0% | 72,188 | -5.7% | 0.78% | -28.4% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGIetp | $3,480,000 | +67.2% | 31,381 | +64.7% | 0.73% | +76.2% |
| EMHY | New | ISHARES J.P. MORGAN EM HIGHetp | $3,469,000 | – | 79,496 | +100.0% | 0.72% | – |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $3,431,000 | +12.3% | 97,177 | -1.2% | 0.72% | +18.2% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $3,418,000 | -2.2% | 98,139 | -8.2% | 0.71% | +3.0% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $3,413,000 | +2.0% | 83,111 | -3.2% | 0.71% | +7.6% |
| EWG | Buy | ISHARES MSCI GERMANY ETFetp | $3,356,000 | +20.2% | 115,224 | +11.8% | 0.70% | +26.6% |
| SHYG | New | ISHARES 0-5 YR HY CORP BONDetp | $3,355,000 | – | 76,328 | +100.0% | 0.70% | – |
| JNK | Buy | SPDR BBG BARC HIGH YIELD BNDetp | $3,337,000 | +177.2% | 32,004 | +168.9% | 0.70% | +192.4% |
| GHYG | Buy | ISHARES US&INTL HIGH YIELD Cetp | $3,326,000 | +47.9% | 69,268 | +42.5% | 0.69% | +55.7% |
| EWY | Sell | ISHARES MSCI SOUTH KOREA ETFetp | $2,922,000 | +9.2% | 44,717 | -4.5% | 0.61% | +14.9% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $2,881,000 | -3.9% | 64,169 | -13.9% | 0.60% | +1.2% |
| INDA | New | ISHARES MSCI INDIA ETFetp | $2,862,000 | – | 84,514 | +100.0% | 0.60% | – |
| REM | New | ISHARES MORTGAGE REAL ESTATEetp | $2,847,000 | – | 110,510 | +100.0% | 0.59% | – |
| FXI | Buy | ISHARES CHINA LARGE-CAP ETFetp | $2,695,000 | +33.9% | 64,155 | +26.5% | 0.56% | +40.9% |
| PFF | New | ISHARES PREFERRED & INCOME Setp | $2,522,000 | – | 69,193 | +100.0% | 0.53% | – |
| SBAC | Sell | SBA COMMUNICATIONS CORPreit | $2,356,000 | -0.5% | 7,397 | -6.9% | 0.49% | +4.7% |
| IPFF | New | ISHARES INTERNATIONAL PREFERetp | $2,249,000 | – | 159,903 | +100.0% | 0.47% | – |
| CCI | Sell | CROWN CASTLE INTL CORPreit | $2,184,000 | -7.0% | 13,114 | -6.5% | 0.46% | -2.2% |
| New | APPLE INCput | $2,085,000 | – | 18,000 | +100.0% | 0.44% | – | |
| AMT | Sell | AMERICAN TOWER CORPreit | $1,997,000 | -12.7% | 8,262 | -6.6% | 0.42% | -8.2% |
| MCD | Sell | MCDONALD'S CORP | $1,915,000 | +11.2% | 8,723 | -6.6% | 0.40% | +17.0% |
| MDLZ | Sell | MONDELEZ INTERNATIONAL INC-A | $1,907,000 | +4.6% | 33,194 | -6.9% | 0.40% | +10.2% |
| HSY | Sell | HERSHEY CO/THE | $1,718,000 | +3.3% | 11,984 | -6.6% | 0.36% | +8.8% |
| EXR | Sell | EXTRA SPACE STORAGE INCreit | $1,700,000 | +8.4% | 15,885 | -6.4% | 0.35% | +14.2% |
| MAA | Sell | MID-AMERICA APARTMENT COMMreit | $1,661,000 | -5.2% | 14,326 | -6.3% | 0.35% | -0.3% |
| AMZN | Sell | AMAZON.COM INC | $1,537,000 | +5.3% | 488 | -7.8% | 0.32% | +10.7% |
| CHTR | Sell | CHARTER COMMUNICATIONS INC-A | $1,461,000 | +13.4% | 2,340 | -7.4% | 0.30% | +19.6% |
| EWM | New | ISHARES MSCI MALAYSIA ETFetp | $1,458,000 | – | 55,683 | +100.0% | 0.30% | – |
| DG | Sell | DOLLAR GENERAL CORP | $1,361,000 | +2.1% | 6,491 | -7.3% | 0.28% | +7.6% |
| COST | Sell | COSTCO WHOLESALE CORP | $1,336,000 | +8.7% | 3,762 | -7.2% | 0.28% | +14.8% |
| CLX | Sell | CLOROX COMPANY | $1,277,000 | -10.8% | 6,076 | -6.9% | 0.27% | -6.0% |
| WMT | Sell | WALMART INC | $1,245,000 | +8.5% | 8,898 | -7.1% | 0.26% | +14.5% |
| CINF | Sell | CINCINNATI FINANCIAL CORP | $1,244,000 | +13.8% | 15,956 | -6.5% | 0.26% | +19.9% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $1,230,000 | -4.4% | 11,124 | -7.4% | 0.26% | +0.4% |
| EQR | Sell | EQUITY RESIDENTIALreit | $1,118,000 | -17.9% | 21,775 | -5.9% | 0.23% | -13.7% |
| CPB | Sell | CAMPBELL SOUP CO | $1,113,000 | -9.1% | 23,017 | -6.8% | 0.23% | -4.5% |
| KRE | New | SPDR S&P REGIONAL BANKINGetp | $1,115,000 | – | 31,250 | +100.0% | 0.23% | – |
| LLY | Sell | ELI LILLY & CO | $1,106,000 | -16.1% | 7,474 | -6.9% | 0.23% | -11.5% |
| EWQ | New | ISHARES MSCI FRANCE ETFetp | $1,104,000 | – | 39,506 | +100.0% | 0.23% | – |
| CTXS | Sell | CITRIX SYSTEMS INC | $1,059,000 | -13.6% | 7,688 | -7.2% | 0.22% | -9.1% |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $944,000 | -7.9% | 8,142 | -8.4% | 0.20% | -3.0% |
| FLRN | Sell | SPDR BBG BARC IG FLOATING RTetp | $943,000 | -8.3% | 30,843 | -8.6% | 0.20% | -3.4% |
| IGSB | Sell | ISHARES 1-5Y INV GRADE CORPetp | $941,000 | -8.7% | 17,142 | -9.0% | 0.20% | -3.9% |
| SCHP | Sell | SCHWAB U.S. TIPS ETFetp | $940,000 | -9.1% | 15,250 | -11.5% | 0.20% | -4.4% |
| LQD | Sell | ISHARES IBOXX INVESTMENT GRAetp | $938,000 | -10.2% | 6,965 | -10.3% | 0.20% | -5.3% |
| WIP | New | SPDR FTSE INTERNATIONAL GOVEetp | $923,000 | – | 17,019 | +100.0% | 0.19% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-11-16
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.