$730 Million is the total value of Mount Lucas Management LP's 124 reported holdings in Q1 2014. The portfolio turnover from Q4 2013 to Q1 2014 was 79.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | FINANCIAL SELECT SECTOR SPDRcall | $199,608,000 | – | 8,935,000 | +100.0% | 27.36% | – | |
| New | ISHARES MSCI EMERGING MARKETcall | $50,944,000 | – | 1,306,000 | +100.0% | 6.98% | – | |
| F | Buy | FORD MOTOR CO | $28,314,000 | +128.9% | 1,815,037 | +126.4% | 3.88% | +43.6% |
| TSN | Sell | TYSON FOODS INC-CL A | $20,470,000 | +29.0% | 465,110 | -1.9% | 2.81% | -19.0% |
| SWY | Sell | SAFEWAY INC | $19,567,000 | -41.0% | 529,701 | -47.9% | 2.68% | -62.9% |
| AIZ | New | ASSURANT INC | $19,065,000 | – | 293,493 | +100.0% | 2.61% | – |
| R | Sell | RYDER SYSTEM INC | $18,975,000 | +6.6% | 237,416 | -1.6% | 2.60% | -33.1% |
| CLF | New | CLIFFS NATURAL RESOURCES INC | $17,506,000 | – | 855,631 | +100.0% | 2.40% | – |
| GME | New | GAMESTOP CORP-CLASS A | $17,154,000 | – | 417,374 | +100.0% | 2.35% | – |
| HPQ | New | HEWLETT-PACKARD CO | $16,983,000 | – | 524,826 | +100.0% | 2.33% | – |
| BBY | New | BEST BUY CO INC | $16,423,000 | – | 621,849 | +100.0% | 2.25% | – |
| VLO | Buy | VALERO ENERGY CORP | $16,002,000 | +29.9% | 301,366 | +23.3% | 2.19% | -18.5% |
| SPLS | New | STAPLES INC | $15,897,000 | – | 1,401,927 | +100.0% | 2.18% | – |
| UNM | Sell | UNUM GROUP | $15,877,000 | -0.9% | 449,642 | -1.6% | 2.18% | -37.8% |
| JPM | Sell | JPMORGAN CHASE & CO | $15,856,000 | +2.4% | 261,179 | -1.4% | 2.17% | -35.8% |
| V107SC | Sell | WELLPOINT INC | $15,817,000 | +6.6% | 158,877 | -1.1% | 2.17% | -33.1% |
| DOW | New | DOW CHEMICAL CO/THE | $15,758,000 | – | 324,289 | +100.0% | 2.16% | – |
| DAL | New | DELTA AIR LINES INC | $15,631,000 | – | 451,108 | +100.0% | 2.14% | – |
| XRX | Sell | XEROX CORP | $15,521,000 | -8.5% | 1,373,495 | -1.5% | 2.13% | -42.6% |
| MUR | Sell | MURPHY OIL CORP | $14,098,000 | -48.2% | 224,275 | -46.6% | 1.93% | -67.5% |
| SLM | Sell | SLM CORP | $13,827,000 | -8.2% | 564,838 | -1.4% | 1.90% | -42.4% |
| FXI | Buy | ISHARES CHINA LARGE-CAP ETFetp | $8,945,000 | +371.8% | 250,000 | +406.0% | 1.23% | +196.1% |
| ECL | Buy | ECOLAB INC | $7,865,000 | +102.8% | 72,834 | +95.8% | 1.08% | +27.3% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $4,561,000 | -81.9% | 36,968 | -83.2% | 0.62% | -88.6% |
| GHC | Sell | GRAHAM HOLDINGS CO-CLASS B | $4,219,000 | +4.5% | 5,996 | -1.5% | 0.58% | -34.5% |
| BCR | New | CR BARD INC | $4,106,000 | – | 27,744 | +100.0% | 0.56% | – |
| CVS | New | CVS CAREMARK CORP | $4,062,000 | – | 54,263 | +100.0% | 0.56% | – |
| KR | Sell | KROGER CO | $4,050,000 | +8.8% | 92,785 | -1.5% | 0.56% | -31.7% |
| HRL | Sell | HORMEL FOODS CORP | $4,045,000 | +7.5% | 82,100 | -1.5% | 0.55% | -32.6% |
| BDX | New | BECTON DICKINSON AND CO | $4,035,000 | – | 34,468 | +100.0% | 0.55% | – |
| MMC | New | MARSH & MCLENNAN COS | $3,964,000 | – | 80,389 | +100.0% | 0.54% | – |
| JNJ | Sell | JOHNSON & JOHNSON | $3,894,000 | +5.9% | 39,647 | -1.3% | 0.53% | -33.5% |
| RTN | New | RAYTHEON COMPANY | $3,890,000 | – | 39,379 | +100.0% | 0.53% | – |
| GD | New | GENERAL DYNAMICS CORP | $3,892,000 | – | 35,735 | +100.0% | 0.53% | – |
| CTAS | New | CINTAS CORP | $3,873,000 | – | 64,978 | +100.0% | 0.53% | – |
| COL | Sell | ROCKWELL COLLINS INC | $3,855,000 | +6.6% | 48,394 | -1.1% | 0.53% | -33.1% |
| FISV | New | FISERV INC | $3,847,000 | – | 67,848 | +100.0% | 0.53% | – |
| HON | Sell | HONEYWELL INTERNATIONAL INC | $3,846,000 | +0.1% | 41,470 | -1.4% | 0.53% | -37.2% |
| TMK | Sell | TORCHMARK CORP | $3,786,000 | -1.1% | 48,115 | -1.7% | 0.52% | -37.9% |
| CI | Sell | CIGNA CORP | $3,539,000 | -6.2% | 42,272 | -2.0% | 0.48% | -41.1% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $3,297,000 | -1.5% | 147,590 | -3.6% | 0.45% | -38.2% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $3,297,000 | +0.4% | 79,520 | -8.1% | 0.45% | -37.0% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $3,261,000 | -1.1% | 75,730 | -1.3% | 0.45% | -37.9% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $3,258,000 | -6.2% | 36,583 | -6.8% | 0.45% | -41.1% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $3,221,000 | -5.6% | 61,560 | -5.7% | 0.44% | -40.8% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $3,217,000 | -6.2% | 68,046 | -8.3% | 0.44% | -41.1% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $3,205,000 | -5.4% | 88,161 | -7.0% | 0.44% | -40.7% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $3,151,000 | -4.5% | 53,868 | -9.5% | 0.43% | -40.1% |
| EDD | New | MORGAN STANLEY EMERGING MARK | $3,118,000 | – | 237,647 | +100.0% | 0.43% | – |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $3,099,000 | -9.2% | 47,889 | -6.2% | 0.42% | -43.0% |
| AEL | Buy | AMERICAN EQUITY INVT LIFE HL | $2,472,000 | +85.4% | 104,673 | +107.1% | 0.34% | +16.5% |
| ANDE | Buy | ANDERSONS INC/THE | $2,449,000 | +77.5% | 41,341 | +167.2% | 0.34% | +11.6% |
| CNO | Sell | CNO FINANCIAL GROUP INC | $2,349,000 | +1.7% | 129,765 | -0.6% | 0.32% | -36.1% |
| UVV | Buy | UNIVERSAL CORP/VA | $2,002,000 | +115.7% | 35,821 | +110.9% | 0.27% | +35.0% |
| MDC | Buy | MDC HOLDINGS INC | $1,890,000 | +94.0% | 66,826 | +121.2% | 0.26% | +21.6% |
| AFSI | Buy | AMTRUST FINANCIAL SERVICES | $1,883,000 | +156.2% | 50,062 | +122.6% | 0.26% | +60.2% |
| EZA | New | ISHARES MSCI SOUTH AFRICA ETetp | $1,800,000 | – | 27,181 | +100.0% | 0.25% | – |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $1,729,000 | -14.3% | 120,150 | -14.1% | 0.24% | -46.1% |
| EPI | New | WISDOMTREE INDIA EARNINGSetp | $1,720,000 | – | 90,710 | +100.0% | 0.24% | – |
| GREK | New | GLOBAL X FTSE GREECE 20 ETFetp | $1,702,000 | – | 69,291 | +100.0% | 0.23% | – |
| EPOL | New | ISHARES MSCI POLAND CAPPED Eetp | $1,647,000 | – | 54,794 | +100.0% | 0.23% | – |
| EWY | Sell | ISHARES MSCI SOUTH KOREA CAPetp | $1,539,000 | -22.7% | 25,023 | -18.7% | 0.21% | -51.5% |
| DAN | Buy | DANA HOLDING CORP | $979,000 | +30.4% | 42,054 | +9.8% | 0.13% | -18.3% |
| SAFM | New | SANDERSON FARMS INC | $963,000 | – | 12,263 | +100.0% | 0.13% | – |
| KALU | Buy | KAISER ALUMINUM CORP | $956,000 | +3.8% | 13,388 | +2.1% | 0.13% | -34.8% |
| AINV | New | APOLLO INVESTMENT CORP | $949,000 | – | 114,170 | +100.0% | 0.13% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $929,000 | – | 14,142 | +100.0% | 0.13% | – |
| TAL | Buy | TAL INTERNATIONAL GROUP INC | $887,000 | -16.8% | 20,702 | +11.4% | 0.12% | -47.6% |
| RCII | Buy | RENT-A-CENTER INC | $696,000 | -12.6% | 26,152 | +9.6% | 0.10% | -45.4% |
| EWM | Sell | ISHARES MSCI MALAYSIA ETFetp | $575,000 | -71.4% | 36,733 | -71.1% | 0.08% | -82.0% |
| ICON | Buy | ICONIX BRAND GROUP INC | $481,000 | +85.7% | 12,254 | +87.9% | 0.07% | +15.8% |
| BOFI | Sell | BOFI HOLDING INC | $276,000 | +6.2% | 3,215 | -2.9% | 0.04% | -33.3% |
| AXE | Sell | ANIXTER INTERNATIONAL INC | $254,000 | +9.5% | 2,505 | -2.9% | 0.04% | -31.4% |
| CW | New | CURTISS-WRIGHT CORP | $246,000 | – | 3,879 | +100.0% | 0.03% | – |
| TRGP | New | TARGA RESOURCES CORP | $240,000 | – | 2,415 | +100.0% | 0.03% | – |
| HEI | Sell | HEICO CORP | $242,000 | +0.8% | 4,025 | -2.9% | 0.03% | -36.5% |
| BXS | New | BANCORPSOUTH INC | $237,000 | – | 9,476 | +100.0% | 0.03% | – |
| OZRK | New | BANK OF THE OZARKS | $235,000 | – | 3,459 | +100.0% | 0.03% | – |
| PZZA | New | PAPA JOHN'S INTL INC | $230,000 | – | 4,414 | +100.0% | 0.03% | – |
| JACK | New | JACK IN THE BOX INC | $227,000 | – | 3,854 | +100.0% | 0.03% | – |
| CSGP | Sell | COSTAR GROUP INC | $226,000 | -1.7% | 1,208 | -3.0% | 0.03% | -38.0% |
| PRXL | Sell | PAREXEL INTERNATIONAL CORP | $221,000 | +16.3% | 4,081 | -2.9% | 0.03% | -26.8% |
| MANH | New | MANHATTAN ASSOCIATES INC | $208,000 | – | 5,932 | +100.0% | 0.03% | – |
| TYL | Sell | TYLER TECHNOLOGIES INC | $199,000 | -67.2% | 2,381 | -59.9% | 0.03% | -79.7% |
| FNGN | Sell | FINANCIAL ENGINES INC | $184,000 | -29.2% | 3,631 | -2.9% | 0.02% | -56.1% |
| TRV | New | TRAVELERS COS INC/THE | $76,000 | – | 894 | +100.0% | 0.01% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -5,330 | -100.0% | -0.05% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -2,430 | -100.0% | -0.06% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -5,185 | -100.0% | -0.06% | – |
| SEMG | Exit | SEMGROUP CORP-CLASS A | $0 | – | -4,260 | -100.0% | -0.06% | – |
| ARRS | Exit | ARRIS GROUP INC | $0 | – | -11,456 | -100.0% | -0.06% | – |
| 3106SC | Exit | SUSSER HOLDINGS CORP | $0 | – | -4,370 | -100.0% | -0.06% | – |
| AOS | Exit | SMITH (A.O.) CORP | $0 | – | -5,640 | -100.0% | -0.07% | – |
| WST | Exit | WEST PHARMACEUTICAL SERVICES | $0 | – | -6,591 | -100.0% | -0.07% | – |
| DK | Exit | DELEK US HOLDINGS INC | $0 | – | -21,297 | -100.0% | -0.16% | – |
| SFL | Exit | SHIP FINANCE INTL LTD | $0 | – | -52,766 | -100.0% | -0.19% | – |
| RSX | Exit | MARKET VECTORS RUSSIA ETFetp | $0 | – | -29,996 | -100.0% | -0.19% | – |
| SCS | Exit | STEELCASE INC-CL A | $0 | – | -55,436 | -100.0% | -0.19% | – |
| FAF | Exit | FIRST AMERICAN FINANCIAL | $0 | – | -33,588 | -100.0% | -0.21% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -26,690 | -100.0% | -0.21% | – |
| OLN | Exit | OLIN CORP | $0 | – | -34,280 | -100.0% | -0.22% | – |
| WNR | Exit | WESTERN REFINING INC | $0 | – | -23,683 | -100.0% | -0.22% | – |
| VCI | Exit | VALASSIS COMMUNICATIONS INC | $0 | – | -30,440 | -100.0% | -0.23% | – |
| PTP | Exit | PLATINUM UNDERWRITERS HLDGS | $0 | – | -18,492 | -100.0% | -0.25% | – |
| WOR | Exit | WORTHINGTON INDUSTRIES | $0 | – | -28,557 | -100.0% | -0.26% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -48,197 | -100.0% | -0.44% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -84,529 | -100.0% | -0.62% | – |
| MKC | Exit | MCCORMICK & CO-NON VTG SHRS | $0 | – | -42,010 | -100.0% | -0.63% | – |
| PFE | Exit | PFIZER INC | $0 | – | -105,657 | -100.0% | -0.71% | – |
| CLX | Exit | CLOROX COMPANY | $0 | – | -34,959 | -100.0% | -0.71% | – |
| HSY | Exit | HERSHEY CO/THE | $0 | – | -34,498 | -100.0% | -0.73% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC-CL B | $0 | – | -28,256 | -100.0% | -0.73% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -65,418 | -100.0% | -0.75% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -53,297 | -100.0% | -0.81% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -61,101 | -100.0% | -0.94% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -26,875 | -100.0% | -0.95% | – |
| TSO | Exit | TESORO CORP | $0 | – | -199,972 | -100.0% | -2.56% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -131,548 | -100.0% | -2.64% | – |
| LYB | Exit | LYONDELLBASELL INDU-CL A | $0 | – | -194,995 | -100.0% | -3.42% | – |
| LNC | Exit | LINCOLN NATIONAL CORP | $0 | – | -379,643 | -100.0% | -4.28% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -243,781 | -100.0% | -4.47% | – |
| STX | Exit | SEAGATE TECHNOLOGY | $0 | – | -368,219 | -100.0% | -4.52% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-05-14
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.