$502 Million is the total value of Mount Lucas Management LP's 90 reported holdings in Q4 2019. The portfolio turnover from Q3 2019 to Q4 2019 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CTXS | Exit | CITRIX SYSTEMS INC | $0 | – | -769 | -100.0% | -0.01% | – |
| BR | Exit | BROADRIDGE FINANCIAL SOLUTIO | $0 | – | -641 | -100.0% | -0.01% | – |
| TJX | Exit | TJX COMPANIES INC | $0 | – | -1,549 | -100.0% | -0.02% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -1,232 | -100.0% | -0.02% | – |
| MA | Exit | MASTERCARD INC - A | $0 | – | -379 | -100.0% | -0.02% | – |
| FISV | Exit | FISERV INC | $0 | – | -1,026 | -100.0% | -0.02% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -360 | -100.0% | -0.02% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -400 | -100.0% | -0.02% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -700 | -100.0% | -0.02% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -661 | -100.0% | -0.02% | – |
| M | Exit | MACY'S INC | $0 | – | -10,023 | -100.0% | -0.03% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -16,050 | -100.0% | -0.04% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -4,617 | -100.0% | -0.04% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -4,163 | -100.0% | -0.04% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -3,110 | -100.0% | -0.05% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -5,134 | -100.0% | -0.05% | – |
| KR | Exit | KROGER CO | $0 | – | -11,417 | -100.0% | -0.05% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE | $0 | – | -20,262 | -100.0% | -0.06% | – |
| T | Exit | AT&T INC | $0 | – | -10,541 | -100.0% | -0.07% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -82,375 | -100.0% | -0.36% | – |
| HCP | Exit | HCP INCreit | $0 | – | -63,709 | -100.0% | -0.41% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -97,333 | -100.0% | -0.58% | – |
| THD | Exit | ISHARES MSCI THAILAND ETFetp | $0 | – | -37,245 | -100.0% | -0.59% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-02-14
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.