$578 Million is the total value of Mount Lucas Management LP's 123 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | ISHARES CHINA LARGE-CAP ETFput | $53,546,000 | – | 1,398,800 | +100.0% | 9.26% | – | |
| KSS | New | KOHLS CORP | $14,990,000 | – | 245,607 | +100.0% | 2.59% | – |
| ALL | New | ALLSTATE CORP | $14,920,000 | – | 243,119 | +100.0% | 2.58% | – |
| MPC | New | MARATHON PETROLEUM CORP | $14,457,000 | – | 170,737 | +100.0% | 2.50% | – |
| RIG | New | TRANSOCEAN LTD | $13,222,000 | – | 413,568 | +100.0% | 2.29% | – |
| NEBLQ | New | NOBLE CORP PLC | $12,700,000 | – | 571,530 | +100.0% | 2.20% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $3,851,000 | – | 59,889 | +100.0% | 0.67% | – |
| UNP | New | UNION PACIFIC CORP | $3,757,000 | – | 34,654 | +100.0% | 0.65% | – |
| MAR | New | MARRIOTT INTERNATIONAL -CL A | $3,671,000 | – | 52,516 | +100.0% | 0.64% | – |
| LYB | New | LYONDELLBASELL INDU-CL A | $3,604,000 | – | 33,173 | +100.0% | 0.62% | – |
| BLL | New | BALL CORP | $3,569,000 | – | 56,406 | +100.0% | 0.62% | – |
| APH | New | AMPHENOL CORP-CL A | $3,550,000 | – | 35,550 | +100.0% | 0.61% | – |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $1,373,000 | – | 70,864 | +100.0% | 0.24% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-11-14
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.