$458 Million is the total value of Mount Lucas Management LP's 130 reported holdings in Q4 2013. The portfolio turnover from Q3 2013 to Q4 2013 was 31.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWY | Sell | SAFEWAY INC | $33,138,000 | -1.0% | 1,017,436 | -2.8% | 7.24% | -1.6% |
| MUR | Sell | MURPHY OIL CORP | $27,228,000 | +4.7% | 419,662 | -2.7% | 5.95% | +4.0% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $25,197,000 | +17.1% | 219,851 | -2.7% | 5.50% | +16.4% |
| STX | Sell | SEAGATE TECHNOLOGY | $20,680,000 | +25.2% | 368,219 | -2.5% | 4.52% | +24.4% |
| WDC | Sell | WESTERN DIGITAL CORP | $20,453,000 | +28.6% | 243,781 | -2.8% | 4.47% | +27.8% |
| LNC | Sell | LINCOLN NATIONAL CORP | $19,598,000 | +19.4% | 379,643 | -2.8% | 4.28% | +18.7% |
| R | Sell | RYDER SYSTEM INC | $17,798,000 | +20.3% | 241,226 | -2.6% | 3.89% | +19.6% |
| XRX | Sell | XEROX CORP | $16,966,000 | +15.1% | 1,394,060 | -2.7% | 3.70% | +14.4% |
| UNM | Sell | UNUM GROUP | $16,028,000 | +12.1% | 456,906 | -2.7% | 3.50% | +11.4% |
| TSN | Sell | TYSON FOODS INC-CL A | $15,863,000 | +14.9% | 474,090 | -2.9% | 3.46% | +14.2% |
| LYB | Sell | LYONDELLBASELL INDU-CL A | $15,655,000 | +7.0% | 194,995 | -2.4% | 3.42% | +6.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $15,490,000 | +10.3% | 264,886 | -2.5% | 3.38% | +9.7% |
| SLM | Sell | SLM CORP | $15,062,000 | +2.8% | 573,131 | -2.6% | 3.29% | +2.1% |
| V107SC | Sell | WELLPOINT INC | $14,840,000 | +7.0% | 160,626 | -3.2% | 3.24% | +6.3% |
| F | Sell | FORD MOTOR CO | $12,370,000 | -11.7% | 801,695 | -3.5% | 2.70% | -12.2% |
| VLO | Sell | VALERO ENERGY CORP | $12,318,000 | +43.7% | 244,394 | -2.7% | 2.69% | +42.8% |
| MPC | Sell | MARATHON PETROLEUM CORP | $12,067,000 | +37.5% | 131,548 | -3.6% | 2.64% | +36.6% |
| TSO | Sell | TESORO CORP | $11,698,000 | +28.3% | 199,972 | -3.5% | 2.56% | +27.5% |
| MCK | Sell | MCKESSON CORP | $4,338,000 | +22.1% | 26,875 | -3.0% | 0.95% | +21.3% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $4,296,000 | +11.8% | 61,101 | -2.9% | 0.94% | +11.0% |
| GHC | New | GRAHAM HOLDINGS CO-CLASS B | $4,038,000 | – | 6,088 | +100.0% | 0.88% | – |
| ECL | Sell | ECOLAB INC | $3,879,000 | +2.6% | 37,200 | -2.9% | 0.85% | +1.9% |
| HON | Sell | HONEYWELL INTERNATIONAL INC | $3,843,000 | +7.1% | 42,063 | -2.7% | 0.84% | +6.3% |
| TMK | Sell | TORCHMARK CORP | $3,827,000 | +4.9% | 48,970 | -2.9% | 0.84% | +4.4% |
| CI | Sell | CIGNA CORP | $3,772,000 | +10.3% | 43,121 | -3.1% | 0.82% | +9.6% |
| HRL | Sell | HORMEL FOODS CORP | $3,763,000 | +4.3% | 83,311 | -2.8% | 0.82% | +3.7% |
| KR | Sell | KROGER CO | $3,723,000 | -4.7% | 94,170 | -2.8% | 0.81% | -5.4% |
| TWX | Sell | TIME WARNER INC | $3,716,000 | +3.1% | 53,297 | -2.7% | 0.81% | +2.5% |
| JNJ | Sell | JOHNSON & JOHNSON | $3,677,000 | +3.0% | 40,154 | -2.5% | 0.80% | +2.3% |
| COL | Sell | ROCKWELL COLLINS INC | $3,615,000 | +5.4% | 48,909 | -3.2% | 0.79% | +4.6% |
| XLE | Buy | ENERGY SELECT SECTOR SPDRetp | $3,475,000 | +12.3% | 39,263 | +5.2% | 0.76% | +11.6% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $3,429,000 | +8.4% | 74,191 | -1.5% | 0.75% | +7.8% |
| CINF | Sell | CINCINNATI FINANCIAL CORP | $3,426,000 | +8.4% | 65,418 | -2.4% | 0.75% | +7.6% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $3,413,000 | +6.9% | 51,069 | -3.1% | 0.74% | +6.1% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $3,411,000 | +6.3% | 65,270 | -5.6% | 0.74% | +5.7% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $3,389,000 | +9.1% | 94,829 | -2.2% | 0.74% | +8.3% |
| HSY | Sell | HERSHEY CO/THE | $3,354,000 | +2.3% | 34,498 | -2.7% | 0.73% | +1.5% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC-CL B | $3,350,000 | +1.2% | 28,256 | -3.1% | 0.73% | +0.7% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $3,348,000 | +7.5% | 153,146 | -2.1% | 0.73% | +6.7% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $3,300,000 | +5.5% | 59,530 | -3.7% | 0.72% | +4.9% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $3,297,000 | +7.3% | 76,716 | -0.6% | 0.72% | +6.7% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $3,284,000 | +18.4% | 86,500 | +16.6% | 0.72% | +17.7% |
| CLX | Sell | CLOROX COMPANY | $3,243,000 | +10.8% | 34,959 | -2.4% | 0.71% | +10.1% |
| PFE | Sell | PFIZER INC | $3,236,000 | +4.0% | 105,657 | -2.4% | 0.71% | +3.4% |
| MKC | Sell | MCCORMICK & CO-NON VTG SHRS | $2,895,000 | +3.6% | 42,010 | -2.7% | 0.63% | +2.9% |
| CAG | Sell | CONAGRA FOODS INC | $2,848,000 | +7.6% | 84,529 | -3.1% | 0.62% | +6.9% |
| CNO | Sell | CNO FINANCIAL GROUP INC | $2,309,000 | +4.7% | 130,506 | -14.8% | 0.50% | +3.9% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $2,017,000 | -71.3% | 139,849 | -72.3% | 0.44% | -71.5% |
| EWM | Buy | ISHARES MSCI MALAYSIA ETFetp | $2,010,000 | +85.3% | 127,085 | +76.2% | 0.44% | +84.5% |
| MUSA | Sell | MURPHY USA INC | $2,003,000 | -0.3% | 48,197 | -3.1% | 0.44% | -0.9% |
| EWY | Sell | ISHARES MSCI SOUTH KOREA CAPetp | $1,991,000 | -72.8% | 30,792 | -74.1% | 0.44% | -72.9% |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $1,896,000 | -74.3% | 49,407 | -75.1% | 0.41% | -74.4% |
| ANDE | New | ANDERSONS INC/THE | $1,380,000 | – | 15,474 | +100.0% | 0.30% | – |
| AEL | New | AMERICAN EQUITY INVT LIFE HL | $1,333,000 | – | 50,541 | +100.0% | 0.29% | – |
| WOR | Sell | WORTHINGTON INDUSTRIES | $1,202,000 | -43.1% | 28,557 | -53.4% | 0.26% | -43.3% |
| PTP | Sell | PLATINUM UNDERWRITERS HLDGS | $1,133,000 | -52.4% | 18,492 | -53.6% | 0.25% | -52.8% |
| TAL | New | TAL INTERNATIONAL GROUP INC | $1,066,000 | – | 18,589 | +100.0% | 0.23% | – |
| VCI | New | VALASSIS COMMUNICATIONS INC | $1,043,000 | – | 30,440 | +100.0% | 0.23% | – |
| WNR | Sell | WESTERN REFINING INC | $1,004,000 | -34.1% | 23,683 | -53.3% | 0.22% | -34.6% |
| OLN | Sell | OLIN CORP | $989,000 | -41.5% | 34,280 | -53.2% | 0.22% | -41.8% |
| CST | Sell | CST BRANDS INC | $980,000 | +19.1% | 26,690 | -3.4% | 0.21% | +18.2% |
| MDC | New | MDC HOLDINGS INC | $974,000 | – | 30,213 | +100.0% | 0.21% | – |
| FAF | Sell | FIRST AMERICAN FINANCIAL | $947,000 | -46.0% | 33,588 | -53.4% | 0.21% | -46.4% |
| UVV | New | UNIVERSAL CORP/VA | $928,000 | – | 16,988 | +100.0% | 0.20% | – |
| KALU | Sell | KAISER ALUMINUM CORP | $921,000 | -54.0% | 13,109 | -53.4% | 0.20% | -54.3% |
| SCS | Sell | STEELCASE INC-CL A | $879,000 | -55.4% | 55,436 | -53.3% | 0.19% | -55.8% |
| SFL | Sell | SHIP FINANCE INTL LTD | $864,000 | -49.1% | 52,766 | -52.5% | 0.19% | -49.3% |
| RSX | Sell | MARKET VECTORS RUSSIA ETFetp | $866,000 | -83.2% | 29,996 | -83.6% | 0.19% | -83.3% |
| RCII | New | RENT-A-CENTER INC | $796,000 | – | 23,864 | +100.0% | 0.17% | – |
| DAN | New | DANA HOLDING CORP | $751,000 | – | 38,290 | +100.0% | 0.16% | – |
| AFSI | New | AMTRUST FINANCIAL SERVICES | $735,000 | – | 22,485 | +100.0% | 0.16% | – |
| DK | Sell | DELEK US HOLDINGS INC | $733,000 | -23.5% | 21,297 | -53.1% | 0.16% | -24.2% |
| TYL | Sell | TYLER TECHNOLOGIES INC | $607,000 | -7.8% | 5,945 | -21.0% | 0.13% | -8.3% |
| WST | Sell | WEST PHARMACEUTICAL SERVICES | $323,000 | -44.6% | 6,591 | -53.5% | 0.07% | -44.5% |
| AOS | Sell | SMITH (A.O.) CORP | $304,000 | -44.5% | 5,640 | -53.5% | 0.07% | -45.0% |
| 3106SC | Sell | SUSSER HOLDINGS CORP | $286,000 | -42.9% | 4,370 | -53.6% | 0.06% | -43.6% |
| SEMG | Sell | SEMGROUP CORP-CLASS A | $278,000 | -46.7% | 4,260 | -53.4% | 0.06% | -47.0% |
| ARRS | Sell | ARRIS GROUP INC | $279,000 | -33.7% | 11,456 | -53.6% | 0.06% | -34.4% |
| DLX | Sell | DELUXE CORP | $271,000 | -41.5% | 5,185 | -53.4% | 0.06% | -42.2% |
| FNGN | New | FINANCIAL ENGINES INC | $260,000 | – | 3,738 | +100.0% | 0.06% | – |
| ICON | New | ICONIX BRAND GROUP INC | $259,000 | – | 6,522 | +100.0% | 0.06% | – |
| BOFI | New | BOFI HOLDING INC | $260,000 | – | 3,310 | +100.0% | 0.06% | – |
| ALGT | Sell | ALLEGIANT TRAVEL CO | $256,000 | -52.6% | 2,430 | -52.6% | 0.06% | -52.9% |
| HEI | New | HEICO CORP | $240,000 | – | 4,145 | +100.0% | 0.05% | – |
| MMS | Sell | MAXIMUS INC | $234,000 | -54.7% | 5,330 | -53.6% | 0.05% | -55.3% |
| AXE | New | ANIXTER INTERNATIONAL INC | $232,000 | – | 2,580 | +100.0% | 0.05% | – |
| CSGP | New | COSTAR GROUP INC | $230,000 | – | 1,245 | +100.0% | 0.05% | – |
| PRXL | New | PAREXEL INTERNATIONAL CORP | $190,000 | – | 4,203 | +100.0% | 0.04% | – |
| EPI | Exit | WISDOMTREE INDIA EARNINGSetp | $0 | – | -132,294 | -100.0% | -0.44% | – |
| THD | Exit | ISHARES MSCI THAILAND CAPPEDetp | $0 | – | -27,473 | -100.0% | -0.45% | – |
| EPU | Exit | ISHARES MSCI ALL PERU CAPPEDetp | $0 | – | -84,619 | -100.0% | -0.61% | – |
| ECH | Exit | ISHARES MSCI CHILE CAPPED ETetp | $0 | – | -60,953 | -100.0% | -0.67% | – |
| WPO | Exit | WASHINGTON POST-CLASS B | $0 | – | -6,287 | -100.0% | -0.84% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL CAPPED Eetp | $0 | – | -80,447 | -100.0% | -0.85% | – |
| EPOL | Exit | ISHARES MSCI POLAND CAPPED Eetp | $0 | – | -164,616 | -100.0% | -1.04% | – |
| EZA | Exit | ISHARES MSCI SOUTH AFRICA ETetp | $0 | – | -74,982 | -100.0% | -1.04% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-02-14
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.