$682 Million is the total value of Mount Lucas Management LP's 105 reported holdings in Q3 2018. The portfolio turnover from Q2 2018 to Q3 2018 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLU | New | UTILITIES SELECT SECTOR SPDRetp | $13,781,000 | – | 261,747 | +100.0% | 2.02% | – |
| XLP | New | CONSUMER STAPLES SPDRetp | $10,927,000 | – | 202,622 | +100.0% | 1.60% | – |
| XLC | New | COMM SERV SELECT SECTOR SPDRetp | $10,773,000 | – | 219,866 | +100.0% | 1.58% | – |
| HFC | New | HOLLYFRONTIER CORP | $10,715,000 | – | 153,284 | +100.0% | 1.57% | – |
| T | New | AT&T INC | $10,362,000 | – | 308,600 | +100.0% | 1.52% | – |
| KR | New | KROGER CO | $10,131,000 | – | 348,034 | +100.0% | 1.49% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE | $9,991,000 | – | 612,583 | +100.0% | 1.46% | – |
| EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $5,795,000 | – | 167,038 | +100.0% | 0.85% | – |
| GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $4,930,000 | – | 99,540 | +100.0% | 0.72% | – |
| TJX | New | TJX COMPANIES INC | $2,647,000 | – | 23,625 | +100.0% | 0.39% | – |
| FISV | New | FISERV INC | $2,622,000 | – | 31,825 | +100.0% | 0.38% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $2,627,000 | – | 20,191 | +100.0% | 0.38% | – |
| EWW | New | ISHARES MSCI MEXICO ETFetp | $2,611,000 | – | 50,974 | +100.0% | 0.38% | – |
| CTXS | New | CITRIX SYSTEMS INC | $2,612,000 | – | 23,498 | +100.0% | 0.38% | – |
| COST | New | COSTCO WHOLESALE CORP | $2,592,000 | – | 11,035 | +100.0% | 0.38% | – |
| BR | New | BROADRIDGE FINANCIAL SOLUTIO | $2,581,000 | – | 19,555 | +100.0% | 0.38% | – |
| CTAS | New | CINTAS CORP | $2,424,000 | – | 12,256 | +100.0% | 0.36% | – |
| MCK | New | MCKESSON CORP | $1,061,000 | – | 8,000 | +100.0% | 0.16% | – |
| EPOL | New | ISHARES MSCI POLAND ETFetp | $250,000 | – | 10,489 | +100.0% | 0.04% | – |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $245,000 | – | 10,645 | +100.0% | 0.04% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $236,000 | – | 7,851 | +100.0% | 0.04% | – |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $232,000 | – | 6,892 | +100.0% | 0.03% | – |
| EPI | New | WISDOMTREE INDIA EARNINGSetp | $234,000 | – | 9,717 | +100.0% | 0.03% | – |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $231,000 | – | 27,828 | +100.0% | 0.03% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-11-14
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.