$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 - .
| 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% | – | |
| AIZ | New | ASSURANT INC | $19,065,000 | – | 293,493 | +100.0% | 2.61% | – |
| 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% | – |
| SPLS | New | STAPLES INC | $15,897,000 | – | 1,401,927 | +100.0% | 2.18% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| FISV | New | FISERV INC | $3,847,000 | – | 67,848 | +100.0% | 0.53% | – |
| EDD | New | MORGAN STANLEY EMERGING MARK | $3,118,000 | – | 237,647 | +100.0% | 0.43% | – |
| EZA | New | ISHARES MSCI SOUTH AFRICA ETetp | $1,800,000 | – | 27,181 | +100.0% | 0.25% | – |
| 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% | – |
| SAFM | New | SANDERSON FARMS INC | $963,000 | – | 12,263 | +100.0% | 0.13% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| MANH | New | MANHATTAN ASSOCIATES INC | $208,000 | – | 5,932 | +100.0% | 0.03% | – |
| TRV | New | TRAVELERS COS INC/THE | $76,000 | – | 894 | +100.0% | 0.01% | – |
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.