$675 Million is the total value of Mount Lucas Management LP's 153 reported holdings in Q4 2015. The portfolio turnover from Q3 2015 to Q4 2015 was 67.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $152,142,000 | +7.7% | 1,803,482 | +8.5% | 22.54% | +26.4% |
| TRV | Sell | TRAVELERS COS INC/THE | $39,981,000 | +12.2% | 354,259 | -1.1% | 5.92% | +31.7% |
| TSO | Sell | TESORO CORP | $38,285,000 | +7.5% | 363,337 | -0.8% | 5.67% | +26.2% |
| BBY | Buy | BEST BUY CO INC | $26,373,000 | -16.0% | 866,123 | +2.4% | 3.91% | -1.4% |
| VLO | Buy | VALERO ENERGY CORP | $19,477,000 | +20.0% | 275,448 | +2.0% | 2.88% | +40.9% |
| ALL | Buy | ALLSTATE CORP | $19,140,000 | +8.2% | 308,263 | +1.5% | 2.84% | +27.1% |
| XLP | New | CONSUMER STAPLES SPDRetp | $18,951,000 | – | 375,342 | +100.0% | 2.81% | – |
| GM | Buy | GENERAL MOTORS CO | $18,605,000 | +16.9% | 547,047 | +3.1% | 2.76% | +37.2% |
| MPC | Buy | MARATHON PETROLEUM CORP | $18,552,000 | +14.1% | 357,876 | +2.0% | 2.75% | +33.9% |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $18,401,000 | +29.7% | 235,425 | +23.2% | 2.73% | +52.3% |
| XLK | New | TECHNOLOGY SELECT SECT SPDRetp | $18,120,000 | – | 423,081 | +100.0% | 2.68% | – |
| PSX | Buy | PHILLIPS 66 | $17,341,000 | +8.8% | 212,003 | +2.2% | 2.57% | +27.7% |
| F | Buy | FORD MOTOR CO | $16,579,000 | +6.4% | 1,176,644 | +2.5% | 2.46% | +24.9% |
| MET | Buy | METLIFE INC | $16,196,000 | +4.1% | 335,936 | +1.8% | 2.40% | +22.1% |
| HIG | Buy | HARTFORD FINANCIAL SVCS GRP | $15,752,000 | -3.2% | 362,443 | +1.9% | 2.33% | +13.6% |
| SJNK | New | SPDR BARCLAYS SHORT-TERM HIGetp | $15,365,000 | – | 598,085 | +100.0% | 2.28% | – |
| XRX | Buy | XEROX CORP | $14,209,000 | +11.2% | 1,336,694 | +1.8% | 2.10% | +30.5% |
| DOFSQ | Buy | DIAMOND OFFSHORE DRILLING | $13,264,000 | +23.9% | 628,658 | +1.6% | 1.96% | +45.4% |
| TGNA | Buy | TEGNA INC | $12,626,000 | +15.8% | 494,748 | +1.6% | 1.87% | +36.0% |
| GME | Buy | GAMESTOP CORP-CLASS A | $10,933,000 | -30.6% | 389,889 | +2.0% | 1.62% | -18.5% |
| New | SPDR S&P OIL & GAS EXP & PRcall | $9,042,000 | – | 299,200 | +100.0% | 1.34% | – | |
| CVS | Buy | CVS HEALTH CORP | $8,154,000 | +3.5% | 83,399 | +2.1% | 1.21% | +21.4% |
| PSA | Buy | PUBLIC STORAGE | $5,119,000 | +20.3% | 20,668 | +2.8% | 0.76% | +41.2% |
| CLX | Buy | CLOROX COMPANY | $4,787,000 | +12.7% | 37,744 | +2.7% | 0.71% | +32.3% |
| KR | Buy | KROGER CO | $4,778,000 | +18.3% | 114,236 | +2.0% | 0.71% | +38.8% |
| AVB | Buy | AVALONBAY COMMUNITIES INC | $4,746,000 | +7.9% | 25,774 | +2.4% | 0.70% | +26.7% |
| STZ | Buy | CONSTELLATION BRANDS INC-A | $4,650,000 | +16.4% | 32,647 | +2.3% | 0.69% | +36.7% |
| MO | Buy | ALTRIA GROUP INC | $4,640,000 | +9.7% | 79,718 | +2.5% | 0.69% | +28.7% |
| COST | Buy | COSTCO WHOLESALE CORP | $4,595,000 | +13.9% | 28,456 | +2.0% | 0.68% | +33.8% |
| ESS | Buy | ESSEX PROPERTY TRUST INC | $4,589,000 | +9.7% | 19,171 | +2.4% | 0.68% | +28.8% |
| RAI | Buy | REYNOLDS AMERICAN INC | $4,501,000 | +7.1% | 97,540 | +2.7% | 0.67% | +25.6% |
| MKC | Buy | MCCORMICK & CO-NON VTG SHRS | $4,417,000 | +7.2% | 51,624 | +3.0% | 0.65% | +25.8% |
| PGR | Buy | PROGRESSIVE CORP | $4,352,000 | +5.9% | 136,864 | +2.0% | 0.64% | +24.3% |
| WM | Buy | WASTE MANAGEMENT INC | $4,315,000 | +9.7% | 80,856 | +2.4% | 0.64% | +28.8% |
| AZO | Buy | AUTOZONE INC | $4,256,000 | +4.5% | 5,736 | +2.0% | 0.63% | +22.8% |
| XOP | New | SPDR S&P OIL & GAS EXP & PRetp | $4,231,000 | – | 140,012 | +100.0% | 0.63% | – |
| ABC | Buy | AMERISOURCEBERGEN CORP | $4,125,000 | +11.8% | 39,773 | +2.4% | 0.61% | +31.1% |
| BCR | Buy | CR BARD INC | $4,094,000 | +3.9% | 21,608 | +2.1% | 0.61% | +22.1% |
| GCI | Buy | GANNETT CO INC | $4,088,000 | +13.4% | 250,964 | +2.5% | 0.61% | +33.2% |
| GGP | Buy | GENERAL GROWTH PROPERTIES | $4,033,000 | +7.6% | 148,201 | +2.7% | 0.60% | +26.2% |
| OAK | New | OAKTREE CAPITAL GROUP LLC | $4,026,000 | – | 84,375 | +100.0% | 0.60% | – |
| KKR | New | KKR & CO LP | $3,957,000 | – | 253,800 | +100.0% | 0.59% | – |
| APO | New | APOLLO GLOBAL MANAGEMENT - A | $3,951,000 | – | 260,250 | +100.0% | 0.58% | – |
| CG | New | CARLYLE GROUP/THE | $3,944,000 | – | 252,500 | +100.0% | 0.58% | – |
| BX | New | BLACKSTONE GROUP LP/THE | $3,807,000 | – | 130,200 | +100.0% | 0.56% | – |
| Buy | DENBURY RESOURCES INCcall | $3,580,000 | -14.9% | 1,772,500 | +2.8% | 0.53% | -0.2% | |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $3,517,000 | -59.9% | 781,423 | -34.6% | 0.52% | -52.9% |
| DNRCQ | Sell | DENBURY RESOURCES INC | $2,972,000 | -45.6% | 1,471,398 | -34.3% | 0.44% | -36.1% |
| FAF | Buy | FIRST AMERICAN FINANCIAL | $2,579,000 | -3.5% | 71,849 | +5.0% | 0.38% | +13.4% |
| CTB | Sell | COOPER TIRE & RUBBER | $2,161,000 | -8.5% | 57,086 | -4.5% | 0.32% | +7.4% |
| CANE | New | TEUCRIUM SUGAR FUNDetp | $2,063,000 | – | 205,021 | +100.0% | 0.31% | – |
| CMC | Buy | COMMERCIAL METALS CO | $1,878,000 | +120.4% | 137,179 | +118.2% | 0.28% | +157.4% |
| CALM | Sell | CAL-MAINE FOODS INC | $1,366,000 | -18.4% | 29,480 | -3.8% | 0.20% | -4.3% |
| RCII | Buy | RENT-A-CENTER INC | $1,267,000 | +38.6% | 84,616 | +124.4% | 0.19% | +63.5% |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $1,145,000 | – | 48,048 | +100.0% | 0.17% | – |
| DHT | New | DHT HOLDINGS INC | $1,036,000 | – | 128,050 | +100.0% | 0.15% | – |
| TNK | New | TEEKAY TANKERS LTD-CLASS A | $921,000 | – | 133,834 | +100.0% | 0.14% | – |
| ALJ | New | ALON USA ENERGY INC | $921,000 | – | 62,038 | +100.0% | 0.14% | – |
| WNR | Sell | WESTERN REFINING INC | $907,000 | -54.4% | 25,466 | -43.6% | 0.13% | -46.6% |
| GBX | New | GREENBRIER COMPANIES INC | $904,000 | – | 27,727 | +100.0% | 0.13% | – |
| GPRE | Sell | GREEN PLAINS INC | $891,000 | -26.2% | 38,914 | -37.3% | 0.13% | -13.2% |
| TIME | New | TIME INC | $846,000 | – | 53,960 | +100.0% | 0.12% | – |
| DK | Sell | DELEK US HOLDINGS INC | $706,000 | -52.7% | 28,713 | -46.8% | 0.10% | -44.4% |
| ATW | New | ATWOOD OCEANICS INC | $646,000 | – | 63,156 | +100.0% | 0.10% | – |
| AFSI | Sell | AMTRUST FINANCIAL SERVICES | $597,000 | -75.4% | 19,384 | -49.7% | 0.09% | -71.2% |
| MMS | Buy | MAXIMUS INC | $462,000 | +111.0% | 8,220 | +123.4% | 0.07% | +142.9% |
| PLUG | PLUG POWER INC | $338,000 | +15.4% | 160,000 | 0.0% | 0.05% | +35.1% | |
| MTN | Buy | VAIL RESORTS INC | $336,000 | +37.7% | 2,626 | +12.7% | 0.05% | +61.3% |
| SSNC | Buy | SS&C TECHNOLOGIES HOLDINGS | $301,000 | +9.1% | 4,406 | +11.9% | 0.04% | +28.6% |
| CHE | Sell | CHEMED CORP | $294,000 | +2.1% | 1,962 | -9.2% | 0.04% | +22.2% |
| POOL | New | POOL CORP | $284,000 | – | 3,518 | +100.0% | 0.04% | – |
| JCOM | New | J2 GLOBAL INC | $279,000 | – | 3,384 | +100.0% | 0.04% | – |
| BERY | Buy | BERRY PLASTICS GROUP INC | $278,000 | +35.0% | 7,673 | +11.7% | 0.04% | +57.7% |
| CVG | New | CONVERGYS CORP | $261,000 | – | 10,476 | +100.0% | 0.04% | – |
| MOH | Buy | MOLINA HEALTHCARE INC | $248,000 | -2.4% | 4,128 | +11.7% | 0.04% | +15.6% |
| MNRO | New | MONRO MUFFLER BRAKE INC | $246,000 | – | 3,722 | +100.0% | 0.04% | – |
| CBRL | Buy | CRACKER BARREL OLD COUNTRY | $246,000 | -3.1% | 1,943 | +12.6% | 0.04% | +12.5% |
| AMSG | New | AMSURG CORP | $240,000 | – | 3,157 | +100.0% | 0.04% | – |
| HELE | New | HELEN OF TROY LTD | $242,000 | – | 2,568 | +100.0% | 0.04% | – |
| PIH | 1347 PROPERTY INSURANCE HOLD | $233,000 | +4.5% | 30,500 | 0.0% | 0.04% | +25.0% | |
| JACK | Sell | JACK IN THE BOX INC | $222,000 | -50.8% | 2,896 | -50.5% | 0.03% | -42.1% |
| NEON | Sell | NEONODE INC | $201,000 | +3.1% | 79,300 | -0.9% | 0.03% | +20.0% |
| POWR | POWERSECURE INTERNATIONAL IN | $181,000 | +31.2% | 12,000 | 0.0% | 0.03% | +58.8% | |
| XLE | New | ENERGY SELECT SECTOR SPDRetp | $167,000 | – | 2,771 | +100.0% | 0.02% | – |
| BOFI | New | BOFI HOLDING INC | $156,000 | – | 7,398 | +100.0% | 0.02% | – |
| AGEN | Buy | AGENUS INC | $123,000 | +2.5% | 27,000 | +3.8% | 0.02% | +20.0% |
| AFHIF | Sell | ATLAS FINANCIAL HOLDINGS INC | $119,000 | -14.4% | 6,000 | -20.0% | 0.02% | 0.0% |
| COSIQ | Buy | COSI INC | $110,000 | -50.9% | 250,000 | +13.6% | 0.02% | -42.9% |
| AMID | New | AMERICAN MIDSTREAM PARTNERS | $101,000 | – | 12,500 | +100.0% | 0.02% | – |
| CLIR | CLEARSIGN COMBUSTION CORP | $87,000 | -21.6% | 18,000 | 0.0% | 0.01% | -7.1% | |
| WATT | Sell | ENERGOUS CORP | $83,000 | +5.1% | 10,500 | -8.7% | 0.01% | +20.0% |
| BVX | BOVIE MEDICAL CORP | $84,000 | +7.7% | 40,000 | 0.0% | 0.01% | +20.0% | |
| TIKK | Buy | TEL-INSTRUMENT ELECTRONICS | $58,000 | +9.4% | 12,000 | +4.3% | 0.01% | +28.6% |
| GSL | New | GLOBAL SHIP LEASE INC-CL A | $62,000 | – | 24,000 | +100.0% | 0.01% | – |
| RMGN | Buy | RMG NETWORKS HOLDING CORP | $64,000 | -1.5% | 85,000 | +9.7% | 0.01% | +12.5% |
| AVHI | New | AV HOMES INC | $60,000 | – | 4,700 | +100.0% | 0.01% | – |
| RESN | Buy | RESONANT INC | $50,000 | -40.5% | 19,000 | +5.6% | 0.01% | -36.4% |
| PEIX | New | PACIFIC ETHANOL INC | $48,000 | – | 10,000 | +100.0% | 0.01% | – |
| MNGA | New | MAGNEGAS CORP | $40,000 | – | 25,000 | +100.0% | 0.01% | – |
| HIIQ | New | HEALTH INSURANCE INNOVATIO-A | $42,000 | – | 6,200 | +100.0% | 0.01% | – |
| MERC | New | MERCER INTERNATIONAL INC | $38,000 | – | 4,200 | +100.0% | 0.01% | – |
| TROV | New | TROVAGENE INC | $32,000 | – | 6,000 | +100.0% | 0.01% | – |
| TOPS | Buy | TOP SHIPS INC | $29,000 | -63.8% | 90,000 | +5.1% | 0.00% | -60.0% |
| ADMA | Buy | ADMA BIOLOGICS INC | $28,000 | +33.3% | 3,500 | +40.0% | 0.00% | +33.3% |
| ONCS | Buy | ONCOSEC MEDICAL INC | $24,000 | -47.8% | 10,000 | +11.1% | 0.00% | -33.3% |
| MIFI | New | NOVATEL WIRELESS INC | $18,000 | – | 10,500 | +100.0% | 0.00% | – |
| WLH | New | WILLIAM LYON HOMES-CL A | $17,000 | – | 1,000 | +100.0% | 0.00% | – |
| GLRI | Sell | GLORI ENERGY INC | $11,000 | -69.4% | 32,000 | -33.3% | 0.00% | -60.0% |
| CLBS | New | CALADRIUS BIOSCIENCES INC | $16,000 | – | 14,500 | +100.0% | 0.00% | – |
| EARS | New | AURIS MEDICAL AG | $15,000 | – | 3,000 | +100.0% | 0.00% | – |
| RVLT | New | REVOLUTION LIGHTING TECHNOLO | $16,000 | – | 20,000 | +100.0% | 0.00% | – |
| ORIG | New | OCEAN RIG UDW INC | $8,000 | – | 5,000 | +100.0% | 0.00% | – |
| FMI | New | FOUNDATION MEDICINE INC | $8,000 | – | 400 | +100.0% | 0.00% | – |
| XLV | New | HEALTH CARE SELECT SECTORetp | $6,000 | – | 84 | +100.0% | 0.00% | – |
| SVVC | Exit | FIRSTHAND TECHNOLOGY VALUE | $0 | – | -2,500 | -100.0% | -0.00% | – |
| OMN | Exit | OMNOVA SOLUTIONS INC | $0 | – | -7,500 | -100.0% | -0.01% | – |
| PXLW | Exit | PIXELWORKS INC | $0 | – | -14,000 | -100.0% | -0.01% | – |
| EACIQ | Exit | ERICKSON INC | $0 | – | -14,000 | -100.0% | -0.01% | – |
| ALQA | Exit | ALLIQUA BIOMEDICAL INC | $0 | – | -17,000 | -100.0% | -0.01% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -5,901 | -100.0% | -0.01% | – |
| CRNT | Exit | CERAGON NETWORKS LTD | $0 | – | -85,000 | -100.0% | -0.02% | – |
| GLFMQ | Exit | GULFMARK OFFSHORE INC-CL A | $0 | – | -27,063 | -100.0% | -0.02% | – |
| KNX | Exit | KNIGHT TRANSPORTATION INC | $0 | – | -8,060 | -100.0% | -0.02% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -2,585 | -100.0% | -0.02% | – |
| TMH | Exit | TEAM HEALTH HOLDINGS INC | $0 | – | -3,725 | -100.0% | -0.02% | – |
| CW | Exit | CURTISS-WRIGHT CORP | $0 | – | -3,313 | -100.0% | -0.03% | – |
| STE | Exit | STERIS PLC | $0 | – | -3,555 | -100.0% | -0.03% | – |
| VAC | Exit | MARRIOTT VACATIONS WORLD | $0 | – | -3,579 | -100.0% | -0.03% | – |
| OZRK | Exit | BANK OF THE OZARKS | $0 | – | -7,102 | -100.0% | -0.04% | – |
| EWI | Exit | ISHARES MSCI ITALY CAPPED ETetp | $0 | – | -25,191 | -100.0% | -0.05% | – |
| AAIC | Exit | ARLINGTON ASSET INVESTMENT-A | $0 | – | -39,630 | -100.0% | -0.07% | – |
| CNO | Exit | CNO FINANCIAL GROUP INC | $0 | – | -52,212 | -100.0% | -0.12% | – |
| DFODQ | Exit | DEAN FOODS CO | $0 | – | -67,823 | -100.0% | -0.14% | – |
| Exit | IPATH S&P 500 VIX S/T FU ETNput | $0 | – | -1,500,000 | -100.0% | -4.85% | – | |
| Exit | ISHARES MSCI EMERGING MARKETcall | $0 | – | -5,982,500 | -100.0% | -24.75% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-02-16
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.