$455 Million is the total value of Mount Lucas Management LP's 118 reported holdings in Q3 2013. The portfolio turnover from Q2 2013 to Q3 2013 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -7,354 | -100.0% | -0.05% | – |
| WWAV | Exit | WHITEWAVE FOODS CO - CL A | $0 | – | -37,475 | -100.0% | -0.14% | – |
| WWAVB | Exit | WHITEWAVE FOODS CO-CL B | $0 | – | -53,925 | -100.0% | -0.19% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -23,369 | -100.0% | -0.19% | – |
| AAPL | Exit | APPLE INC | $0 | – | -3,705 | -100.0% | -0.33% | – |
| DF | Exit | DEAN FOODS CO | $0 | – | -147,830 | -100.0% | -0.34% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -35,303 | -100.0% | -0.52% | – |
| LEN | Exit | LENNAR CORP-A | $0 | – | -75,048 | -100.0% | -0.62% | – |
| DHI | Exit | DR HORTON INC | $0 | – | -128,964 | -100.0% | -0.62% | – |
| GPS | Exit | GAP INC/THE | $0 | – | -68,510 | -100.0% | -0.65% | – |
| SHW | Exit | SHERWIN-WILLIAMS CO/THE | $0 | – | -17,076 | -100.0% | -0.68% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -43,307 | -100.0% | -0.76% | – |
| PHM | Exit | PULTEGROUP INC | $0 | – | -177,188 | -100.0% | -0.76% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -54,615 | -100.0% | -1.88% | – |
| RTN | Exit | RAYTHEON COMPANY | $0 | – | -178,283 | -100.0% | -2.68% | – |
| TRV | Exit | TRAVELERS COS INC/THE | $0 | – | -155,125 | -100.0% | -2.82% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -267,511 | -100.0% | -2.93% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -188,394 | -100.0% | -3.13% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -131,896 | -100.0% | -3.43% | – |
| Exit | ISHARES MSCI EMERGING MARKETput | $0 | – | -1,895,700 | -100.0% | -16.59% | – |
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 2013-11-14
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.