$762 Million is the total value of Mount Lucas Management LP's 150 reported holdings in Q2 2014. The portfolio turnover from Q1 2014 to Q2 2014 was 31.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | FINANCIAL SELECT SECTOR SPDRcall | $160,176,000 | -19.8% | 7,043,800 | -21.2% | 21.03% | -23.1% | |
| Buy | ISHARES MSCI EMERGING MARKETcall | $67,076,000 | +31.7% | 1,551,600 | +18.8% | 8.80% | +26.1% | |
| F | Sell | FORD MOTOR CO | $27,377,000 | -3.3% | 1,588,017 | -12.5% | 3.59% | -7.4% |
| XLK | Buy | TECHNOLOGY SELECT SECT SPDRetp | $25,366,000 | +691.5% | 661,437 | +650.3% | 3.33% | +658.5% |
| R | Sell | RYDER SYSTEM INC | $18,330,000 | -3.4% | 208,081 | -12.4% | 2.41% | -7.5% |
| BBY | Sell | BEST BUY CO INC | $16,921,000 | +3.0% | 545,637 | -12.3% | 2.22% | -1.3% |
| AIZ | Sell | ASSURANT INC | $16,864,000 | -11.5% | 257,259 | -12.3% | 2.21% | -15.3% |
| SWY | Sell | SAFEWAY INC | $15,952,000 | -18.5% | 464,521 | -12.3% | 2.09% | -21.9% |
| HPQ | Sell | HEWLETT-PACKARD CO | $15,460,000 | -9.0% | 459,025 | -12.5% | 2.03% | -12.8% |
| TSN | Sell | TYSON FOODS INC-CL A | $15,326,000 | -25.1% | 408,275 | -12.2% | 2.01% | -28.3% |
| DAL | Sell | DELTA AIR LINES INC | $15,233,000 | -2.5% | 393,405 | -12.8% | 2.00% | -6.6% |
| XRX | Sell | XEROX CORP | $15,004,000 | -3.3% | 1,206,084 | -12.2% | 1.97% | -7.4% |
| V107SC | Sell | WELLPOINT INC | $14,966,000 | -5.4% | 139,081 | -12.5% | 1.96% | -9.4% |
| GME | Sell | GAMESTOP CORP-CLASS A | $14,910,000 | -13.1% | 368,436 | -11.7% | 1.96% | -16.8% |
| DOW | Sell | DOW CHEMICAL CO/THE | $14,632,000 | -7.1% | 284,344 | -12.3% | 1.92% | -11.1% |
| UNM | Sell | UNUM GROUP | $13,666,000 | -13.9% | 393,165 | -12.6% | 1.79% | -17.6% |
| SPLS | Sell | STAPLES INC | $13,379,000 | -15.8% | 1,234,190 | -12.0% | 1.76% | -19.4% |
| VLO | Sell | VALERO ENERGY CORP | $13,263,000 | -17.1% | 264,730 | -12.2% | 1.74% | -20.6% |
| JPM | Sell | JPMORGAN CHASE & CO | $13,209,000 | -16.7% | 229,237 | -12.2% | 1.73% | -20.2% |
| MUR | Sell | MURPHY OIL CORP | $13,069,000 | -7.3% | 196,590 | -12.3% | 1.72% | -11.2% |
| CLF | Sell | CLIFFS NATURAL RESOURCES INC | $11,367,000 | -35.1% | 755,302 | -11.7% | 1.49% | -37.8% |
| NAVI | New | NAVIENT CORP | $8,789,000 | – | 496,304 | +100.0% | 1.15% | – |
| ECL | Sell | ECOLAB INC | $7,078,000 | -10.0% | 63,574 | -12.7% | 0.93% | -13.8% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $6,974,000 | +111.5% | 157,559 | +98.1% | 0.92% | +102.4% |
| SHY | New | ISHARES 1-3 YEAR TREASURY BOetp | $6,945,000 | – | 82,132 | +100.0% | 0.91% | – |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $6,806,000 | +119.6% | 101,980 | +113.0% | 0.89% | +110.1% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $6,793,000 | +115.6% | 111,669 | +107.3% | 0.89% | +106.5% |
| XLB | Buy | MATERIALS SELECT SECTOR SPDRetp | $6,784,000 | +110.9% | 136,674 | +100.9% | 0.89% | +102.0% |
| XLI | Buy | INDUSTRIAL SELECT SECT SPDRetp | $6,708,000 | +108.3% | 124,092 | +101.6% | 0.88% | +99.8% |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $6,675,000 | – | 554,389 | +100.0% | 0.88% | – |
| XLP | Buy | CONSUMER STAPLES SPDRetp | $6,660,000 | +104.2% | 149,260 | +97.1% | 0.87% | +95.5% |
| SLM | Sell | SLM CORP | $4,091,000 | -70.4% | 492,236 | -12.9% | 0.54% | -71.7% |
| KR | Sell | KROGER CO | $4,011,000 | -1.0% | 81,152 | -12.5% | 0.53% | -5.0% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $3,885,000 | -14.8% | 32,474 | -12.2% | 0.51% | -18.4% |
| GHC | Sell | GRAHAM HOLDINGS CO-CLASS B | $3,765,000 | -10.8% | 5,243 | -12.6% | 0.49% | -14.5% |
| GD | Sell | GENERAL DYNAMICS CORP | $3,655,000 | -6.1% | 31,363 | -12.2% | 0.48% | -9.9% |
| MMC | Sell | MARSH & MCLENNAN COS | $3,651,000 | -7.9% | 70,455 | -12.4% | 0.48% | -11.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $3,640,000 | -6.5% | 34,793 | -12.2% | 0.48% | -10.5% |
| CTAS | Sell | CINTAS CORP | $3,603,000 | -7.0% | 56,694 | -12.7% | 0.47% | -10.9% |
| CVS | Sell | CVS CAREMARK CORP | $3,583,000 | -11.8% | 47,527 | -12.4% | 0.47% | -15.6% |
| FISV | Sell | FISERV INC | $3,571,000 | -7.2% | 59,189 | -12.8% | 0.47% | -11.0% |
| BDX | Sell | BECTON DICKINSON AND CO | $3,568,000 | -11.6% | 30,162 | -12.5% | 0.47% | -15.4% |
| HRL | Sell | HORMEL FOODS CORP | $3,548,000 | -12.3% | 71,895 | -12.4% | 0.47% | -15.9% |
| BCR | Sell | CR BARD INC | $3,468,000 | -15.5% | 24,255 | -12.6% | 0.46% | -19.2% |
| TMK | Sell | TORCHMARK CORP | $3,448,000 | -8.9% | 42,084 | -12.5% | 0.45% | -12.7% |
| CI | Sell | CIGNA CORP | $3,394,000 | -4.1% | 36,903 | -12.7% | 0.45% | -8.0% |
| HON | Sell | HONEYWELL INTERNATIONAL INC | $3,376,000 | -12.2% | 36,326 | -12.4% | 0.44% | -15.9% |
| COL | Sell | ROCKWELL COLLINS INC | $3,310,000 | -14.1% | 42,366 | -12.5% | 0.44% | -17.6% |
| RTN | Sell | RAYTHEON COMPANY | $3,206,000 | -17.6% | 34,759 | -11.7% | 0.42% | -21.0% |
| EWZ | New | ISHARES MSCI BRAZIL CAPPED Eetp | $3,016,000 | – | 63,128 | +100.0% | 0.40% | – |
| EPI | Buy | WISDOMTREE INDIA EARNINGSetp | $3,018,000 | +75.5% | 134,318 | +48.1% | 0.40% | +67.8% |
| EWT | Buy | ISHARES MSCI TAIWAN ETFetp | $3,009,000 | +74.0% | 190,439 | +58.5% | 0.40% | +66.7% |
| EWW | New | ISHARES MSCI MEXICO CAPPEDetp | $2,956,000 | – | 43,593 | +100.0% | 0.39% | – |
| EZA | Buy | ISHARES MSCI SOUTH AFRICA ETetp | $2,949,000 | +63.8% | 42,919 | +57.9% | 0.39% | +56.7% |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $2,940,000 | – | 79,821 | +100.0% | 0.39% | – |
| EPU | New | ISHARES MSCI ALL PERU CAPPEDetp | $2,939,000 | – | 82,629 | +100.0% | 0.39% | – |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $2,935,000 | -67.2% | 79,231 | -68.3% | 0.38% | -68.6% |
| EWM | Buy | ISHARES MSCI MALAYSIA ETFetp | $2,900,000 | +404.3% | 182,603 | +397.1% | 0.38% | +382.3% |
| EWY | Buy | ISHARES MSCI SOUTH KOREA CAPetp | $2,895,000 | +88.1% | 44,522 | +77.9% | 0.38% | +80.1% |
| GREK | Buy | GLOBAL X FTSE GREECE 20 ETFetp | $2,846,000 | +67.2% | 126,486 | +82.5% | 0.37% | +60.5% |
| EPOL | Buy | ISHARES MSCI POLAND CAPPED Eetp | $2,838,000 | +72.3% | 96,685 | +76.5% | 0.37% | +65.0% |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $2,829,000 | – | 50,909 | +100.0% | 0.37% | – |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $2,800,000 | – | 106,130 | +100.0% | 0.37% | – |
| THD | New | ISHARES MSCI THAILAND CAPPEDetp | $2,736,000 | – | 35,440 | +100.0% | 0.36% | – |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $2,554,000 | -21.6% | 25,513 | -30.3% | 0.34% | -25.1% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $2,479,000 | -24.8% | 109,019 | -26.1% | 0.32% | -28.1% |
| EWP | New | ISHARES MSCI SPAIN CAPPED ETetp | $2,158,000 | – | 50,395 | +100.0% | 0.28% | – |
| 6699SC | New | ISHARES MSCI UNITED KINGDOMetp | $2,145,000 | – | 102,742 | +100.0% | 0.28% | – |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $2,140,000 | – | 83,613 | +100.0% | 0.28% | – |
| EWO | New | ISHARES MSCI AUSTRIA CAPPEDetp | $2,132,000 | – | 108,900 | +100.0% | 0.28% | – |
| EWL | New | ISHARES MSCI SWITZERLAND CAPetp | $2,119,000 | – | 61,737 | +100.0% | 0.28% | – |
| EWI | New | ISHARES MSCI ITALY CAPPED ETetp | $2,121,000 | – | 122,057 | +100.0% | 0.28% | – |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $2,113,000 | – | 67,548 | +100.0% | 0.28% | – |
| EWQ | New | ISHARES MSCI FRANCE ETFetp | $2,097,000 | – | 71,936 | +100.0% | 0.28% | – |
| EWD | New | ISHARES MSCI SWEDEN ETFetp | $2,087,000 | – | 59,167 | +100.0% | 0.27% | – |
| HAWKB | New | BLACKHAWK NETWORK HD-B | $2,035,000 | – | 75,804 | +100.0% | 0.27% | – |
| AEL | Sell | AMERICAN EQUITY INVT LIFE HL | $1,965,000 | -20.5% | 79,867 | -23.7% | 0.26% | -23.9% |
| CNO | Sell | CNO FINANCIAL GROUP INC | $1,769,000 | -24.7% | 99,372 | -23.4% | 0.23% | -28.0% |
| ANDE | Sell | ANDERSONS INC/THE | $1,630,000 | -33.4% | 31,610 | -23.5% | 0.21% | -36.3% |
| AFSI | Sell | AMTRUST FINANCIAL SERVICES | $1,605,000 | -14.8% | 38,382 | -23.3% | 0.21% | -18.2% |
| MDC | Sell | MDC HOLDINGS INC | $1,558,000 | -17.6% | 51,450 | -23.0% | 0.20% | -20.8% |
| UVV | Sell | UNIVERSAL CORP/VA | $1,527,000 | -23.7% | 27,591 | -23.0% | 0.20% | -27.0% |
| UGA | New | UNITED STATES GAS FUND LPetp | $1,319,000 | – | 20,931 | +100.0% | 0.17% | – |
| USO | New | UNITED STATES OIL FUND LPetp | $1,317,000 | – | 33,886 | +100.0% | 0.17% | – |
| UNG | New | US NATURAL GAS FUND LPetp | $1,246,000 | – | 50,669 | +100.0% | 0.16% | – |
| SOYB | New | TEUCRIUM SOYBEAN FUNDetp | $1,195,000 | – | 49,974 | +100.0% | 0.16% | – |
| UHN | New | UNITED STATES DIESEL-HEATINGetp | $1,185,000 | – | 35,221 | +100.0% | 0.16% | – |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $912,000 | -1.8% | 10,812 | -23.5% | 0.12% | -5.5% |
| SAFM | Sell | SANDERSON FARMS INC | $912,000 | -5.3% | 9,378 | -23.5% | 0.12% | -9.1% |
| RSX | New | MARKET VECTORS RUSSIA ETFetp | $832,000 | – | 31,605 | +100.0% | 0.11% | – |
| DAN | Sell | DANA HOLDING CORP | $785,000 | -19.8% | 32,163 | -23.5% | 0.10% | -23.1% |
| AINV | Sell | APOLLO INVESTMENT CORP | $768,000 | -19.1% | 89,194 | -21.9% | 0.10% | -22.3% |
| KALU | Sell | KAISER ALUMINUM CORP | $748,000 | -21.8% | 10,263 | -23.3% | 0.10% | -25.2% |
| TAL | Sell | TAL INTERNATIONAL GROUP INC | $712,000 | -19.7% | 16,053 | -22.5% | 0.09% | -23.8% |
| RCII | Sell | RENT-A-CENTER INC | $582,000 | -16.4% | 20,291 | -22.4% | 0.08% | -20.0% |
| ICON | Sell | ICONIX BRAND GROUP INC | $401,000 | -16.6% | 9,350 | -23.7% | 0.05% | -19.7% |
| TRGP | Sell | TARGA RESOURCES CORP | $258,000 | +7.5% | 1,852 | -23.3% | 0.03% | +3.0% |
| CW | Sell | CURTISS-WRIGHT CORP | $194,000 | -21.1% | 2,963 | -23.6% | 0.02% | -26.5% |
| AXE | Sell | ANIXTER INTERNATIONAL INC | $191,000 | -24.8% | 1,910 | -23.8% | 0.02% | -28.6% |
| BOFI | Sell | BOFI HOLDING INC | $180,000 | -34.8% | 2,454 | -23.7% | 0.02% | -36.8% |
| OZRK | Buy | BANK OF THE OZARKS | $177,000 | -24.7% | 5,298 | +53.2% | 0.02% | -28.1% |
| JACK | Sell | JACK IN THE BOX INC | $177,000 | -22.0% | 2,950 | -23.5% | 0.02% | -25.8% |
| BXS | Sell | BANCORPSOUTH INC | $178,000 | -24.9% | 7,245 | -23.5% | 0.02% | -28.1% |
| TYL | Sell | TYLER TECHNOLOGIES INC | $166,000 | -16.6% | 1,818 | -23.6% | 0.02% | -18.5% |
| PRXL | Sell | PAREXEL INTERNATIONAL CORP | $164,000 | -25.8% | 3,113 | -23.7% | 0.02% | -26.7% |
| HEI | Sell | HEICO CORP | $160,000 | -33.9% | 3,072 | -23.7% | 0.02% | -36.4% |
| MANH | Sell | MANHATTAN ASSOCIATES INC | $156,000 | -25.0% | 4,526 | -23.7% | 0.02% | -31.0% |
| CSGP | Sell | COSTAR GROUP INC | $146,000 | -35.4% | 923 | -23.6% | 0.02% | -38.7% |
| PZZA | Sell | PAPA JOHN'S INTL INC | $143,000 | -37.8% | 3,375 | -23.5% | 0.02% | -40.6% |
| FNGN | Sell | FINANCIAL ENGINES INC | $126,000 | -31.5% | 2,775 | -23.6% | 0.02% | -32.0% |
| TRV | TRAVELERS COS INC/THE | $84,000 | +10.5% | 894 | 0.0% | 0.01% | +10.0% | |
| EDD | Exit | MORGAN STANLEY EMERGING MARK | $0 | – | -237,647 | -100.0% | -0.43% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-08-14
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 | 2024-02-07 |
| 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 |
| 13F-HR | 2022-02-14 |
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.