$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWY | Exit | ISHARES MSCI SOUTH KOREA ETFetp | $0 | – | -3,167 | -100.0% | -0.03% | – |
| CPER | Exit | UNITED STATES COPPER INDEXetp | $0 | – | -21,943 | -100.0% | -0.06% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -2,000 | -100.0% | -0.20% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -55,515 | -100.0% | -0.26% | – |
| MCD | Exit | MCDONALD'S CORP | $0 | – | -13,300 | -100.0% | -0.32% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -23,192 | -100.0% | -0.32% | – |
| APH | Exit | AMPHENOL CORP-CL A | $0 | – | -25,133 | -100.0% | -0.33% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -32,049 | -100.0% | -0.33% | – |
| HRS | Exit | HARRIS CORP | $0 | – | -16,037 | -100.0% | -0.35% | – |
| VNQI | Exit | VANGUARD GLBL EX-US REAL ESTetp | $0 | – | -44,716 | -100.0% | -0.39% | – |
| EWQ | Exit | ISHARES MSCI FRANCE ETFetp | $0 | – | -85,613 | -100.0% | -0.40% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -10,740 | -100.0% | -0.40% | – |
| BA | Exit | BOEING CO/THE | $0 | – | -8,224 | -100.0% | -0.42% | – |
| UHN | Exit | UNITED STATES DIESEL-HEATINGetp | $0 | – | -143,025 | -100.0% | -0.45% | – |
| EWU | Exit | ISHARES MSCI UNITED KINGDOMetp | $0 | – | -142,151 | -100.0% | -0.75% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -168,943 | -100.0% | -0.95% | – |
| LNC | Exit | LINCOLN NATIONAL CORP | $0 | – | -116,428 | -100.0% | -1.10% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -614,260 | -100.0% | -1.21% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -37,195 | -100.0% | -1.30% | – |
| GPS | Exit | GAP INC/THE | $0 | – | -305,163 | -100.0% | -1.50% | – |
| BBY | Exit | BEST BUY CO INC | $0 | – | -157,378 | -100.0% | -1.78% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -212,778 | -100.0% | -1.80% | – |
| ANDV | Exit | ANDEAVOR | $0 | – | -96,200 | -100.0% | -1.91% | – |
| EWJ | Exit | ISHARES MSCI JAPAN ETFetp | $0 | – | -253,210 | -100.0% | -2.22% | – |
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.