$440 Million is the total value of Mount Lucas Management LP's 109 reported holdings in Q2 2013. The portfolio turnover from Q1 2013 to Q2 2013 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | ISHARES MSCI EMERGING MARKETput | $72,984,000 | – | 1,895,700 | +100.0% | 16.59% | – | |
| STX | New | SEAGATE TECHNOLOGY | $31,587,000 | – | 704,602 | +100.0% | 7.18% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $26,594,000 | – | 321,185 | +100.0% | 6.05% | – |
| SWY | New | SAFEWAY INC | $26,158,000 | – | 1,105,580 | +100.0% | 5.95% | – |
| MPC | New | MARATHON PETROLEUM CORP | $22,488,000 | – | 316,461 | +100.0% | 5.11% | – |
| VLO | New | VALERO ENERGY CORP | $19,060,000 | – | 548,177 | +100.0% | 4.33% | – |
| WHR | New | WHIRLPOOL CORP | $15,084,000 | – | 131,896 | +100.0% | 3.43% | – |
| WDC | New | WESTERN DIGITAL CORP | $14,545,000 | – | 234,257 | +100.0% | 3.31% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $13,759,000 | – | 188,394 | +100.0% | 3.13% | – |
| LNC | New | LINCOLN NATIONAL CORP | $13,380,000 | – | 366,864 | +100.0% | 3.04% | – |
| ALL | New | ALLSTATE CORP | $12,872,000 | – | 267,511 | +100.0% | 2.93% | – |
| TRV | New | TRAVELERS COS INC/THE | $12,397,000 | – | 155,125 | +100.0% | 2.82% | – |
| LYB | New | LYONDELLBASELL INDU-CL A | $12,391,000 | – | 187,001 | +100.0% | 2.82% | – |
| RTN | New | RAYTHEON COMPANY | $11,788,000 | – | 178,283 | +100.0% | 2.68% | – |
| MUR | New | MURPHY OIL CORP | $11,356,000 | – | 186,495 | +100.0% | 2.58% | – |
| TSO | New | TESORO CORP | $10,162,000 | – | 194,212 | +100.0% | 2.31% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $8,261,000 | – | 54,615 | +100.0% | 1.88% | – |
| PHM | New | PULTEGROUP INC | $3,361,000 | – | 177,188 | +100.0% | 0.76% | – |
| HD | New | HOME DEPOT INC | $3,355,000 | – | 43,307 | +100.0% | 0.76% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $3,269,000 | – | 58,556 | +100.0% | 0.74% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC-CL B | $3,047,000 | – | 27,223 | +100.0% | 0.69% | – |
| SHW | New | SHERWIN-WILLIAMS CO/THE | $3,015,000 | – | 17,076 | +100.0% | 0.68% | – |
| MCK | New | MCKESSON CORP | $2,956,000 | – | 25,814 | +100.0% | 0.67% | – |
| TWX | New | TIME WARNER INC | $2,945,000 | – | 50,947 | +100.0% | 0.67% | – |
| HSY | New | HERSHEY CO/THE | $2,940,000 | – | 32,928 | +100.0% | 0.67% | – |
| XLY | New | CONSUMER DISCRETIONARY SELTetp | $2,924,000 | – | 51,851 | +100.0% | 0.66% | – |
| XLP | New | CONSUMER STAPLES SPDRetp | $2,892,000 | – | 72,898 | +100.0% | 0.66% | – |
| XLV | New | HEALTH CARE SELECT SECTORetp | $2,884,000 | – | 60,566 | +100.0% | 0.66% | – |
| GPS | New | GAP INC/THE | $2,859,000 | – | 68,510 | +100.0% | 0.65% | – |
| XLI | New | INDUSTRIAL SELECT SECT SPDRetp | $2,856,000 | – | 66,976 | +100.0% | 0.65% | – |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $2,854,000 | – | 146,792 | +100.0% | 0.65% | – |
| CINF | New | CINCINNATI FINANCIAL CORP | $2,844,000 | – | 61,941 | +100.0% | 0.65% | – |
| XLE | New | ENERGY SELECT SECTOR SPDRetp | $2,835,000 | – | 36,205 | +100.0% | 0.64% | – |
| MKC | New | MCCORMICK & CO-NON VTG SHRS | $2,824,000 | – | 40,139 | +100.0% | 0.64% | – |
| CAG | New | CONAGRA FOODS INC | $2,826,000 | – | 80,909 | +100.0% | 0.64% | – |
| XLK | New | TECHNOLOGY SELECT SECT SPDRetp | $2,816,000 | – | 92,080 | +100.0% | 0.64% | – |
| PFE | New | PFIZER INC | $2,808,000 | – | 100,258 | +100.0% | 0.64% | – |
| XLB | New | MATERIALS SELECT SECTOR SPDRetp | $2,781,000 | – | 72,526 | +100.0% | 0.63% | – |
| CLX | New | CLOROX COMPANY | $2,757,000 | – | 33,151 | +100.0% | 0.63% | – |
| DHI | New | DR HORTON INC | $2,744,000 | – | 128,964 | +100.0% | 0.62% | – |
| LEN | New | LENNAR CORP-A | $2,705,000 | – | 75,048 | +100.0% | 0.62% | – |
| XLU | New | UTILITIES SELECT SECTOR SPDRetp | $2,651,000 | – | 70,440 | +100.0% | 0.60% | – |
| ROST | New | ROSS STORES INC | $2,288,000 | – | 35,303 | +100.0% | 0.52% | – |
| PTP | New | PLATINUM UNDERWRITERS HLDGS | $2,125,000 | – | 37,146 | +100.0% | 0.48% | – |
| CST | New | CST BRANDS INC | $1,876,000 | – | 60,879 | +100.0% | 0.43% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $1,850,000 | – | 142,756 | +100.0% | 0.42% | – |
| WOR | New | WORTHINGTON INDUSTRIES | $1,809,000 | – | 57,050 | +100.0% | 0.41% | – |
| EWM | New | ISHARES MSCI MALAYSIA ETFetp | $1,691,000 | – | 108,741 | +100.0% | 0.38% | – |
| OLN | New | OLIN CORP | $1,624,000 | – | 67,885 | +100.0% | 0.37% | – |
| KALU | New | KAISER ALUMINUM CORP | $1,620,000 | – | 26,161 | +100.0% | 0.37% | – |
| SCS | New | STEELCASE INC-CL A | $1,608,000 | – | 110,257 | +100.0% | 0.37% | – |
| SFL | New | SHIP FINANCE INTL LTD | $1,503,000 | – | 101,272 | +100.0% | 0.34% | – |
| DF | New | DEAN FOODS CO | $1,481,000 | – | 147,830 | +100.0% | 0.34% | – |
| FAF | New | FIRST AMERICAN FINANCIAL | $1,476,000 | – | 66,965 | +100.0% | 0.34% | – |
| AAPL | New | APPLE INC | $1,469,000 | – | 3,705 | +100.0% | 0.33% | – |
| WNR | New | WESTERN REFINING INC | $1,322,000 | – | 47,097 | +100.0% | 0.30% | – |
| DK | New | DELEK US HOLDINGS INC | $1,211,000 | – | 42,068 | +100.0% | 0.28% | – |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $889,000 | – | 66,836 | +100.0% | 0.20% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $819,000 | – | 23,369 | +100.0% | 0.19% | – |
| WWAVB | New | WHITEWAVE FOODS CO-CL B | $820,000 | – | 53,925 | +100.0% | 0.19% | – |
| WWAV | New | WHITEWAVE FOODS CO - CL A | $609,000 | – | 37,475 | +100.0% | 0.14% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $508,000 | – | 4,792 | +100.0% | 0.12% | – |
| TYL | New | TYLER TECHNOLOGIES INC | $482,000 | – | 7,027 | +100.0% | 0.11% | – |
| WST | New | WEST PHARMACEUTICAL SERVICES | $464,000 | – | 6,605 | +100.0% | 0.10% | – |
| SEMG | New | SEMGROUP CORP-CLASS A | $459,000 | – | 8,516 | +100.0% | 0.10% | – |
| 3106SC | New | SUSSER HOLDINGS CORP | $421,000 | – | 8,799 | +100.0% | 0.10% | – |
| AOS | New | SMITH (A.O.) CORP | $410,000 | – | 11,304 | +100.0% | 0.09% | – |
| MMS | New | MAXIMUS INC | $399,000 | – | 5,357 | +100.0% | 0.09% | – |
| DLX | New | DELUXE CORP | $358,000 | – | 10,329 | +100.0% | 0.08% | – |
| ARRS | New | ARRIS GROUP INC | $331,000 | – | 23,074 | +100.0% | 0.08% | – |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $229,000 | – | 7,354 | +100.0% | 0.05% | – |
| THD | New | ISHARES MSCI THAILAND CAPPEDetp | $80,000 | – | 1,023 | +100.0% | 0.02% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2013-08-14
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.