$578 Million is the total value of Mount Lucas Management LP's 123 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was 22.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | ISHARES CHINA LARGE-CAP ETFput | $53,546,000 | – | 1,398,800 | +100.0% | 9.26% | – | |
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $48,309,000 | +595.6% | 571,635 | +596.0% | 8.36% | +816.2% |
| AIZ | Buy | ASSURANT INC | $30,645,000 | +81.7% | 476,592 | +85.3% | 5.30% | +139.4% |
| DAL | Buy | DELTA AIR LINES INC | $27,549,000 | +80.9% | 762,086 | +93.7% | 4.76% | +138.2% |
| VLO | Buy | VALERO ENERGY CORP | $26,259,000 | +98.0% | 567,518 | +114.4% | 4.54% | +160.9% |
| KSS | New | KOHLS CORP | $14,990,000 | – | 245,607 | +100.0% | 2.59% | – |
| SPLS | Buy | STAPLES INC | $14,990,000 | +12.0% | 1,238,866 | +0.4% | 2.59% | +47.7% |
| DOW | Buy | DOW CHEMICAL CO/THE | $14,926,000 | +2.0% | 284,616 | +0.1% | 2.58% | +34.4% |
| ALL | New | ALLSTATE CORP | $14,920,000 | – | 243,119 | +100.0% | 2.58% | – |
| GHC | Buy | GRAHAM HOLDINGS CO-CLASS B | $14,640,000 | +288.8% | 20,927 | +299.1% | 2.53% | +412.6% |
| MPC | New | MARATHON PETROLEUM CORP | $14,457,000 | – | 170,737 | +100.0% | 2.50% | – |
| UNM | Buy | UNUM GROUP | $14,194,000 | +3.9% | 412,868 | +5.0% | 2.46% | +36.8% |
| RIG | New | TRANSOCEAN LTD | $13,222,000 | – | 413,568 | +100.0% | 2.29% | – |
| NEBLQ | New | NOBLE CORP PLC | $12,700,000 | – | 571,530 | +100.0% | 2.20% | – |
| CTAS | Buy | CINTAS CORP | $7,913,000 | +119.6% | 112,091 | +97.7% | 1.37% | +189.4% |
| GD | Buy | GENERAL DYNAMICS CORP | $7,700,000 | +110.7% | 60,591 | +93.2% | 1.33% | +177.5% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $7,569,000 | +11.4% | 118,438 | +6.1% | 1.31% | +46.7% |
| FISV | Buy | FISERV INC | $7,483,000 | +109.5% | 115,773 | +95.6% | 1.29% | +175.9% |
| XLI | Buy | INDUSTRIAL SELECT SECT SPDRetp | $7,450,000 | +11.1% | 140,173 | +13.0% | 1.29% | +46.3% |
| XLB | Buy | MATERIALS SELECT SECTOR SPDRetp | $7,431,000 | +9.5% | 149,842 | +9.6% | 1.28% | +44.2% |
| CVS | Buy | CVS HEALTH CORP | $7,427,000 | +107.3% | 93,309 | +96.3% | 1.28% | +173.4% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $7,395,000 | +6.0% | 175,701 | +11.5% | 1.28% | +39.8% |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $7,328,000 | +7.7% | 109,879 | +7.7% | 1.27% | +41.9% |
| XLP | Buy | CONSUMER STAPLES SPDRetp | $7,073,000 | +6.2% | 168,051 | +12.6% | 1.22% | +39.9% |
| EWJ | Buy | ISHARES MSCI JAPAN ETFetp | $7,036,000 | +5.4% | 597,832 | +7.8% | 1.22% | +38.9% |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $3,851,000 | – | 59,889 | +100.0% | 0.67% | – |
| UNP | New | UNION PACIFIC CORP | $3,757,000 | – | 34,654 | +100.0% | 0.65% | – |
| MAR | New | MARRIOTT INTERNATIONAL -CL A | $3,671,000 | – | 52,516 | +100.0% | 0.64% | – |
| LYB | New | LYONDELLBASELL INDU-CL A | $3,604,000 | – | 33,173 | +100.0% | 0.62% | – |
| BLL | New | BALL CORP | $3,569,000 | – | 56,406 | +100.0% | 0.62% | – |
| APH | New | AMPHENOL CORP-CL A | $3,550,000 | – | 35,550 | +100.0% | 0.61% | – |
| THD | Buy | ISHARES MSCI THAILAND CAPPEDetp | $3,277,000 | +19.8% | 39,095 | +10.3% | 0.57% | +57.9% |
| EPHE | Buy | ISHARES MSCI PHILIPPINES ETFetp | $3,253,000 | +10.6% | 85,467 | +7.1% | 0.56% | +45.9% |
| EPI | Buy | WISDOMTREE INDIA EARNINGSetp | $3,150,000 | +4.4% | 143,771 | +7.0% | 0.54% | +37.6% |
| EWW | Buy | ISHARES MSCI MEXICO CAPPEDetp | $3,125,000 | +5.7% | 45,472 | +4.3% | 0.54% | +39.4% |
| EIDO | Buy | ISHARES MSCI INDONESIA ETFetp | $3,090,000 | +10.4% | 113,530 | +7.0% | 0.53% | +45.1% |
| FXI | Buy | ISHARES CHINA LARGE-CAP ETFetp | $3,087,000 | +5.2% | 80,653 | +1.8% | 0.53% | +38.7% |
| EPU | Buy | ISHARES MSCI ALL PERU CAPPEDetp | $3,079,000 | +4.8% | 89,911 | +8.8% | 0.53% | +38.1% |
| EWT | Buy | ISHARES MSCI TAIWAN ETFetp | $3,019,000 | +0.3% | 197,699 | +3.8% | 0.52% | +32.2% |
| XLF | Buy | FINANCIAL SELECT SECTOR SPDRetp | $2,823,000 | +13.9% | 121,825 | +11.7% | 0.49% | +50.2% |
| XLE | Buy | ENERGY SELECT SECTOR SPDRetp | $2,614,000 | +2.3% | 28,849 | +13.1% | 0.45% | +34.9% |
| ANDE | Buy | ANDERSONS INC/THE | $2,173,000 | +33.3% | 34,556 | +9.3% | 0.38% | +75.7% |
| AEL | Buy | AMERICAN EQUITY INVT LIFE HL | $1,994,000 | +1.5% | 87,157 | +9.1% | 0.34% | +33.7% |
| CNO | Buy | CNO FINANCIAL GROUP INC | $1,845,000 | +4.3% | 108,812 | +9.5% | 0.32% | +37.5% |
| AFSI | Buy | AMTRUST FINANCIAL SERVICES | $1,677,000 | +4.5% | 42,104 | +9.7% | 0.29% | +37.4% |
| MDC | Buy | MDC HOLDINGS INC | $1,435,000 | -7.9% | 56,676 | +10.2% | 0.25% | +21.0% |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $1,373,000 | – | 70,864 | +100.0% | 0.24% | – |
| UVV | Buy | UNIVERSAL CORP/VA | $1,349,000 | -11.7% | 30,390 | +10.1% | 0.23% | +16.5% |
| SAFM | Buy | SANDERSON FARMS INC | $909,000 | -0.3% | 10,339 | +10.2% | 0.16% | +30.8% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $860,000 | -5.7% | 11,823 | +9.4% | 0.15% | +24.2% |
| KALU | Buy | KAISER ALUMINUM CORP | $858,000 | +14.7% | 11,255 | +9.7% | 0.15% | +51.0% |
| AINV | Buy | APOLLO INVESTMENT CORP | $814,000 | +6.0% | 99,621 | +11.7% | 0.14% | +39.6% |
| TAL | Buy | TAL INTERNATIONAL GROUP INC | $734,000 | +3.1% | 17,801 | +10.9% | 0.13% | +36.6% |
| DAN | Buy | DANA HOLDING CORP | $674,000 | -14.1% | 35,172 | +9.4% | 0.12% | +13.6% |
| RCII | Buy | RENT-A-CENTER INC | $677,000 | +16.3% | 22,307 | +9.9% | 0.12% | +53.9% |
| ICON | Buy | ICONIX BRAND GROUP INC | $377,000 | -6.0% | 10,205 | +9.1% | 0.06% | +22.6% |
| TRGP | Buy | TARGA RESOURCES CORP | $277,000 | +7.4% | 2,031 | +9.7% | 0.05% | +41.2% |
| JACK | Buy | JACK IN THE BOX INC | $220,000 | +24.3% | 3,229 | +9.5% | 0.04% | +65.2% |
| CW | Buy | CURTISS-WRIGHT CORP | $213,000 | +9.8% | 3,233 | +9.1% | 0.04% | +48.0% |
| PRXL | Buy | PAREXEL INTERNATIONAL CORP | $214,000 | +30.5% | 3,399 | +9.2% | 0.04% | +68.2% |
| BOFI | Buy | BOFI HOLDING INC | $195,000 | +8.3% | 2,678 | +9.1% | 0.03% | +41.7% |
| OZRK | Buy | BANK OF THE OZARKS | $183,000 | +3.4% | 5,803 | +9.5% | 0.03% | +39.1% |
| AXE | Buy | ANIXTER INTERNATIONAL INC | $177,000 | -7.3% | 2,085 | +9.2% | 0.03% | +24.0% |
| TYL | Buy | TYLER TECHNOLOGIES INC | $175,000 | +5.4% | 1,983 | +9.1% | 0.03% | +36.4% |
| MANH | Buy | MANHATTAN ASSOCIATES INC | $165,000 | +5.8% | 4,939 | +9.1% | 0.03% | +45.0% |
| BXS | Buy | BANCORPSOUTH INC | $160,000 | -10.1% | 7,933 | +9.5% | 0.03% | +21.7% |
| CSGP | Buy | COSTAR GROUP INC | $157,000 | +7.5% | 1,009 | +9.3% | 0.03% | +42.1% |
| HEI | Buy | HEICO CORP | $157,000 | -1.9% | 3,358 | +9.3% | 0.03% | +28.6% |
| PZZA | Buy | PAPA JOHN'S INTL INC | $148,000 | +3.5% | 3,696 | +9.5% | 0.03% | +36.8% |
| FNGN | Buy | FINANCIAL ENGINES INC | $104,000 | -17.5% | 3,035 | +9.4% | 0.02% | +5.9% |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-11-14
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.