$558 Million is the total value of Mount Lucas Management LP's 140 reported holdings in Q3 2019. The portfolio turnover from Q2 2019 to Q3 2019 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XRX | New | XEROX HOLDINGS CORP | $15,294,000 | – | 511,327 | +100.0% | 2.74% | – |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $8,760,000 | – | 154,390 | +100.0% | 1.57% | – |
| WHR | New | WHIRLPOOL CORP | $8,198,000 | – | 51,767 | +100.0% | 1.47% | – |
| CAH | New | CARDINAL HEALTH INC | $8,075,000 | – | 171,115 | +100.0% | 1.45% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $8,034,000 | – | 89,310 | +100.0% | 1.44% | – |
| MET | New | METLIFE INC | $8,029,000 | – | 170,236 | +100.0% | 1.44% | – |
| STX | New | SEAGATE TECHNOLOGY | $8,018,000 | – | 149,067 | +100.0% | 1.44% | – |
| LNC | New | LINCOLN NATIONAL CORP | $8,018,000 | – | 132,938 | +100.0% | 1.44% | – |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $3,712,000 | – | 138,920 | +100.0% | 0.66% | – |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $3,492,000 | – | 96,049 | +100.0% | 0.63% | – |
| MCD | New | MCDONALD'S CORP | $2,027,000 | – | 9,442 | +100.0% | 0.36% | – |
| HSY | New | HERSHEY CO/THE | $2,018,000 | – | 13,016 | +100.0% | 0.36% | – |
| CINF | New | CINCINNATI FINANCIAL CORP | $2,007,000 | – | 17,207 | +100.0% | 0.36% | – |
| EQR | New | EQUITY RESIDENTIALreit | $1,996,000 | – | 23,143 | +100.0% | 0.36% | – |
| MAA | New | MID-AMERICA APARTMENT COMMreit | $1,999,000 | – | 15,379 | +100.0% | 0.36% | – |
| MDLZ | New | MONDELEZ INTERNATIONAL INC-A | $1,993,000 | – | 36,030 | +100.0% | 0.36% | – |
| EXR | New | EXTRA SPACE STORAGE INCreit | $1,988,000 | – | 17,021 | +100.0% | 0.36% | – |
| SBAC | New | SBA COMMUNICATIONS CORPreit | $1,967,000 | – | 8,155 | +100.0% | 0.35% | – |
| CCI | New | CROWN CASTLE INTL CORPreit | $1,964,000 | – | 14,129 | +100.0% | 0.35% | – |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $1,707,000 | – | 63,429 | +100.0% | 0.31% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-11-14
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.