$575 Million is the total value of Mount Lucas Management LP's 155 reported holdings in Q1 2016. The portfolio turnover from Q4 2015 to Q1 2016 was 72.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $113,275,000 | -25.5% | 1,332,174 | -26.1% | 19.69% | -12.6% |
| GM | Buy | GENERAL MOTORS CO | $26,039,000 | +40.0% | 828,481 | +51.4% | 4.53% | +64.3% |
| HIG | Buy | HARTFORD FINANCIAL SVCS GRP | $25,916,000 | +64.5% | 562,401 | +55.2% | 4.50% | +93.0% |
| F | Buy | FORD MOTOR CO | $25,458,000 | +53.6% | 1,885,747 | +60.3% | 4.43% | +80.2% |
| GME | Buy | GAMESTOP CORP-CLASS A | $22,561,000 | +106.4% | 711,035 | +82.4% | 3.92% | +142.1% |
| TRV | Sell | TRAVELERS COS INC/THE | $16,105,000 | -59.7% | 137,991 | -61.0% | 2.80% | -52.7% |
| SJNK | Sell | SPDR BARCLAYS SHORT-TERM HIGetp | $15,283,000 | -0.5% | 591,917 | -1.0% | 2.66% | +16.7% |
| PSX | Sell | PHILLIPS 66 | $15,234,000 | -12.2% | 175,938 | -17.0% | 2.65% | +3.1% |
| T | New | AT&T INC | $15,203,000 | – | 388,136 | +100.0% | 2.64% | – |
| XLU | New | UTILITIES SELECT SECTOR SPDRetp | $15,092,000 | – | 304,149 | +100.0% | 2.62% | – |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $14,860,000 | -18.0% | 334,996 | -20.8% | 2.58% | -3.8% |
| VLO | Sell | VALERO ENERGY CORP | $14,665,000 | -24.7% | 228,631 | -17.0% | 2.55% | -11.6% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $14,319,000 | -24.4% | 269,871 | -28.1% | 2.49% | -11.4% |
| XLI | New | INDUSTRIAL SELECT SECT SPDRetp | $14,207,000 | – | 256,119 | +100.0% | 2.47% | – |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $13,556,000 | -26.3% | 171,376 | -27.2% | 2.36% | -13.5% |
| TSO | Sell | TESORO CORP | $12,713,000 | -66.8% | 147,812 | -59.3% | 2.21% | -61.0% |
| BBY | Sell | BEST BUY CO INC | $11,941,000 | -54.7% | 368,089 | -57.5% | 2.08% | -46.9% |
| NAVI | New | NAVIENT CORP | $11,937,000 | – | 997,253 | +100.0% | 2.08% | – |
| ADM | New | ARCHER-DANIELS-MIDLAND CO | $11,844,000 | – | 326,177 | +100.0% | 2.06% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $11,726,000 | – | 162,358 | +100.0% | 2.04% | – |
| UNM | New | UNUM GROUP | $11,652,000 | – | 376,856 | +100.0% | 2.03% | – |
| MPC | Sell | MARATHON PETROLEUM CORP | $11,026,000 | -40.6% | 296,570 | -17.1% | 1.92% | -30.2% |
| RIG | New | TRANSOCEAN LTD | $9,701,000 | – | 1,061,396 | +100.0% | 1.69% | – |
| Sell | SPDR S&P OIL & GAS EXP & PRcall | $8,941,000 | -1.1% | 294,600 | -1.5% | 1.55% | +16.0% | |
| PSA | Buy | PUBLIC STORAGE | $7,913,000 | +54.6% | 28,689 | +38.8% | 1.38% | +81.5% |
| MKC | Buy | MCCORMICK & CO-NON VTG SHRS | $7,369,000 | +66.8% | 74,074 | +43.5% | 1.28% | +95.9% |
| CLX | Buy | CLOROX COMPANY | $6,905,000 | +44.2% | 54,774 | +45.1% | 1.20% | +69.3% |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $4,443,000 | – | 188,590 | +100.0% | 0.77% | – |
| PGR | Sell | PROGRESSIVE CORP | $4,058,000 | -6.8% | 115,474 | -15.6% | 0.70% | +9.3% |
| STZ | Sell | CONSTELLATION BRANDS INC-A | $4,052,000 | -12.9% | 26,820 | -17.8% | 0.70% | +2.2% |
| RAI | Sell | REYNOLDS AMERICAN INC | $4,039,000 | -10.3% | 80,298 | -17.7% | 0.70% | +5.2% |
| Sell | DENBURY RESOURCES INCcall | $3,874,000 | +8.2% | 1,745,100 | -1.5% | 0.67% | +27.0% | |
| AZO | Sell | AUTOZONE INC | $3,746,000 | -12.0% | 4,701 | -18.0% | 0.65% | +3.2% |
| BCR | Sell | CR BARD INC | $3,597,000 | -12.1% | 17,745 | -17.9% | 0.62% | +3.0% |
| CVS | Sell | CVS HEALTH CORP | $3,542,000 | -56.6% | 34,143 | -59.1% | 0.62% | -49.0% |
| GIS | New | GENERAL MILLS INC | $3,095,000 | – | 48,856 | +100.0% | 0.54% | – |
| MCD | New | MCDONALD'S CORP | $3,085,000 | – | 24,544 | +100.0% | 0.54% | – |
| FAF | Buy | FIRST AMERICAN FINANCIAL | $3,041,000 | +17.9% | 79,803 | +11.1% | 0.53% | +38.5% |
| RSG | New | REPUBLIC SERVICES INC | $3,023,000 | – | 63,447 | +100.0% | 0.53% | – |
| K | New | KELLOGG CO | $3,026,000 | – | 39,531 | +100.0% | 0.53% | – |
| KMB | New | KIMBERLY-CLARK CORP | $3,013,000 | – | 22,402 | +100.0% | 0.52% | – |
| CPB | New | CAMPBELL SOUP CO | $2,976,000 | – | 46,662 | +100.0% | 0.52% | – |
| ABC | Sell | AMERISOURCEBERGEN CORP | $2,833,000 | -31.3% | 32,733 | -17.7% | 0.49% | -19.5% |
| CMC | Buy | COMMERCIAL METALS CO | $2,592,000 | +38.0% | 152,715 | +11.3% | 0.45% | +62.2% |
| CTB | Buy | COOPER TIRE & RUBBER | $2,337,000 | +8.1% | 63,140 | +10.6% | 0.41% | +26.9% |
| CANE | Sell | TEUCRIUM SUGAR FUNDetp | $2,117,000 | +2.6% | 200,593 | -2.2% | 0.37% | +20.3% |
| GLD | New | SPDR GOLD SHARESetp | $2,090,000 | – | 17,765 | +100.0% | 0.36% | – |
| CALM | Buy | CAL-MAINE FOODS INC | $1,715,000 | +25.5% | 33,030 | +12.0% | 0.30% | +47.5% |
| IEF | New | ISHARES 7-10 YEAR TREASURY Betp | $1,597,000 | – | 14,473 | +100.0% | 0.28% | – |
| IEI | New | ISHARES 3-7 YEAR TREASURY BOetp | $1,602,000 | – | 12,718 | +100.0% | 0.28% | – |
| RCII | Buy | RENT-A-CENTER INC | $1,480,000 | +16.8% | 93,365 | +10.3% | 0.26% | +36.7% |
| EPU | New | ISHARES MSCI ALL PERU CAPPEDetp | $1,225,000 | – | 46,479 | +100.0% | 0.21% | – |
| AFSI | Buy | AMTRUST FINANCIAL SERVICES | $1,113,000 | +86.4% | 43,013 | +121.9% | 0.19% | +119.3% |
| TIME | Buy | TIME INC | $932,000 | +10.2% | 60,352 | +11.8% | 0.16% | +29.6% |
| DHT | Buy | DHT HOLDINGS INC | $874,000 | -15.6% | 151,750 | +18.5% | 0.15% | -0.7% |
| GBX | Buy | GREENBRIER COMPANIES INC | $853,000 | -5.6% | 30,863 | +11.3% | 0.15% | +10.4% |
| WNR | Buy | WESTERN REFINING INC | $826,000 | -8.9% | 28,388 | +11.5% | 0.14% | +7.5% |
| PFF | New | ISHARES US PREFERRED STOCK Eetp | $797,000 | – | 20,414 | +100.0% | 0.14% | – |
| ALJ | Buy | ALON USA ENERGY INC | $717,000 | -22.1% | 69,447 | +11.9% | 0.12% | -8.1% |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $715,000 | – | 16,313 | +100.0% | 0.12% | – |
| GPRE | Buy | GREEN PLAINS INC | $691,000 | -22.4% | 43,292 | +11.3% | 0.12% | -9.1% |
| ATW | Buy | ATWOOD OCEANICS INC | $643,000 | -0.5% | 70,162 | +11.1% | 0.11% | +16.7% |
| TNK | Buy | TEEKAY TANKERS LTD-CLASS A | $556,000 | -39.6% | 151,574 | +13.3% | 0.10% | -28.7% |
| DK | Buy | DELEK US HOLDINGS INC | $487,000 | -31.0% | 31,987 | +11.4% | 0.08% | -19.0% |
| MMS | Buy | MAXIMUS INC | $478,000 | +3.5% | 9,073 | +10.4% | 0.08% | +22.1% |
| MTN | Buy | VAIL RESORTS INC | $390,000 | +16.1% | 2,915 | +11.0% | 0.07% | +36.0% |
| POOL | Buy | POOL CORP | $342,000 | +20.4% | 3,893 | +10.7% | 0.06% | +40.5% |
| PLUG | Buy | PLUG POWER INC | $339,000 | +0.3% | 165,200 | +3.2% | 0.06% | +18.0% |
| CBRL | Buy | CRACKER BARREL OLD COUNTRY | $330,000 | +34.1% | 2,162 | +11.3% | 0.06% | +58.3% |
| CVG | Buy | CONVERGYS CORP | $322,000 | +23.4% | 11,588 | +10.6% | 0.06% | +43.6% |
| VYM | New | VANGUARD HIGH DVD YIELD ETFetp | $311,000 | – | 4,499 | +100.0% | 0.05% | – |
| STE | New | STERIS PLC | $313,000 | – | 4,412 | +100.0% | 0.05% | – |
| SSNC | Buy | SS&C TECHNOLOGIES HOLDINGS | $309,000 | +2.7% | 4,866 | +10.4% | 0.05% | +20.0% |
| EMHY | New | ISHARES EMERGING MARKETS HIGetp | $305,000 | – | 6,475 | +100.0% | 0.05% | – |
| BERY | Buy | BERRY PLASTICS GROUP INC | $306,000 | +10.1% | 8,464 | +10.3% | 0.05% | +29.3% |
| EMB | New | ISHARES JP MORGAN USD EMERGIetp | $302,000 | – | 2,735 | +100.0% | 0.05% | – |
| MOH | Buy | MOLINA HEALTHCARE INC | $294,000 | +18.5% | 4,555 | +10.3% | 0.05% | +37.8% |
| CHE | Buy | CHEMED CORP | $294,000 | 0.0% | 2,169 | +10.6% | 0.05% | +15.9% |
| HELE | Buy | HELEN OF TROY LTD | $294,000 | +21.5% | 2,831 | +10.2% | 0.05% | +41.7% |
| MNRO | Buy | MONRO MUFFLER BRAKE INC | $294,000 | +19.5% | 4,115 | +10.6% | 0.05% | +41.7% |
| AMSG | Buy | AMSURG CORP | $260,000 | +8.3% | 3,483 | +10.3% | 0.04% | +25.0% |
| JCOM | Buy | J2 GLOBAL INC | $231,000 | -17.2% | 3,747 | +10.7% | 0.04% | -2.4% |
| COSIQ | Sell | COSI INC | $208,000 | +89.1% | 245,000 | -2.0% | 0.04% | +125.0% |
| JACK | Buy | JACK IN THE BOX INC | $205,000 | -7.7% | 3,208 | +10.8% | 0.04% | +9.1% |
| PIH | Buy | 1347 PROPERTY INSURANCE HOLD | $196,000 | -15.9% | 33,000 | +8.2% | 0.03% | -2.9% |
| BOFI | Buy | BOFI HOLDING INC | $174,000 | +11.5% | 8,161 | +10.3% | 0.03% | +30.4% |
| NEON | Sell | NEONODE INC | $158,000 | -21.4% | 77,500 | -2.3% | 0.03% | -10.0% |
| AGEN | AGENUS INC | $112,000 | -8.9% | 27,000 | 0.0% | 0.02% | +5.6% | |
| AFHIF | Sell | ATLAS FINANCIAL HOLDINGS INC | $100,000 | -16.0% | 5,500 | -8.3% | 0.02% | -5.6% |
| AMID | Buy | AMERICAN MIDSTREAM PARTNERS | $100,000 | -1.0% | 14,500 | +16.0% | 0.02% | +13.3% |
| XON | New | INTREXON CORP | $85,000 | – | 2,500 | +100.0% | 0.02% | – |
| MUB | New | ISHARES NATIONAL MUNI BOND Eetp | $78,000 | – | 702 | +100.0% | 0.01% | – |
| IGSB | New | ISHARES 1-3 YEAR CREDIT BONDetp | $79,000 | – | 745 | +100.0% | 0.01% | – |
| TIP | New | ISHARES TIPS BOND ETFetp | $79,000 | – | 693 | +100.0% | 0.01% | – |
| RMGN | Sell | RMG NETWORKS HOLDING CORP | $82,000 | +28.1% | 70,000 | -17.6% | 0.01% | +55.6% |
| AVHI | Buy | AV HOMES INC | $80,000 | +33.3% | 7,000 | +48.9% | 0.01% | +55.6% |
| SPXS | New | DIREXION DAILY S&P 500 BEARetp | $77,000 | – | 5,000 | +100.0% | 0.01% | – |
| RESN | Buy | RESONANT INC | $61,000 | +22.0% | 21,000 | +10.5% | 0.01% | +57.1% |
| LQD | New | ISHARES IBOXX INVESTMENT GRAetp | $65,000 | – | 550 | +100.0% | 0.01% | – |
| BVX | Sell | BOVIE MEDICAL CORP | $58,000 | -31.0% | 35,000 | -12.5% | 0.01% | -16.7% |
| TIKK | TEL-INSTRUMENT ELECTRONICS | $52,000 | -10.3% | 12,000 | 0.0% | 0.01% | 0.0% | |
| JCAP | New | JERNIGAN CAPITAL INC | $50,000 | – | 3,200 | +100.0% | 0.01% | – |
| WATT | Sell | ENERGOUS CORP | $51,000 | -38.6% | 5,000 | -52.4% | 0.01% | -25.0% |
| GSL | Buy | GLOBAL SHIP LEASE INC-CL A | $46,000 | -25.8% | 40,000 | +66.7% | 0.01% | -11.1% |
| SSNI | New | SILVER SPRING NETWORKS INC | $44,000 | – | 3,000 | +100.0% | 0.01% | – |
| ZIOP | New | ZIOPHARM ONCOLOGY INC | $45,000 | – | 6,000 | +100.0% | 0.01% | – |
| FCSC | New | FIBROCELL SCIENCE INC | $39,000 | – | 15,500 | +100.0% | 0.01% | – |
| AVXS | New | AVEXIS INC | $41,000 | – | 1,500 | +100.0% | 0.01% | – |
| WLH | Buy | WILLIAM LYON HOMES-CL A | $35,000 | +105.9% | 2,400 | +140.0% | 0.01% | +100.0% |
| MERC | Sell | MERCER INTERNATIONAL INC | $33,000 | -13.2% | 3,500 | -16.7% | 0.01% | 0.0% |
| RVLT | New | REVOLUTION LIGHTING TECHNOLO | $26,000 | – | 5,000 | +100.0% | 0.01% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $29,000 | – | 10,500 | +100.0% | 0.01% | – |
| MNGA | MAGNEGAS CORP | $26,000 | -35.0% | 25,000 | 0.0% | 0.01% | -16.7% | |
| CLIR | Sell | CLEARSIGN COMBUSTION CORP | $24,000 | -72.4% | 6,000 | -66.7% | 0.00% | -69.2% |
| OGEN | New | ORAGENICS INC | $21,000 | – | 23,500 | +100.0% | 0.00% | – |
| SYN | New | SYNTHETIC BIOLOGICS INC | $21,000 | – | 9,000 | +100.0% | 0.00% | – |
| VUZI | New | VUZIX CORP | $23,000 | – | 4,300 | +100.0% | 0.00% | – |
| TOPS | New | TOP SHIPS INC | $16,000 | – | 8,000 | +100.0% | 0.00% | – |
| HSGX | New | HISTOGENICS CORP | $17,000 | – | 7,500 | +100.0% | 0.00% | – |
| MIFI | Sell | NOVATEL WIRELESS INC | $18,000 | 0.0% | 10,000 | -4.8% | 0.00% | 0.0% |
| OVAS | New | OVASCIENCE INC | $14,000 | – | 1,500 | +100.0% | 0.00% | – |
| APHB | New | AMPLIPHI BIOSCIENCES CORP | $11,000 | – | 2,700 | +100.0% | 0.00% | – |
| ITIP | New | ISHARES INTERNATIONAL INFLATetp | $4,000 | – | 95 | +100.0% | 0.00% | – |
| XLV | Exit | HEALTH CARE SELECT SECTORetp | $0 | – | -84 | -100.0% | -0.00% | – |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -5,000 | -100.0% | -0.00% | – |
| FMI | Exit | FOUNDATION MEDICINE INC | $0 | – | -400 | -100.0% | -0.00% | – |
| GLRI | Exit | GLORI ENERGY INC | $0 | – | -32,000 | -100.0% | -0.00% | – |
| CLBS | Exit | CALADRIUS BIOSCIENCES INC | $0 | – | -14,500 | -100.0% | -0.00% | – |
| RVLT | Exit | REVOLUTION LIGHTING TECHNOLO | $0 | – | -20,000 | -100.0% | -0.00% | – |
| EARS | Exit | AURIS MEDICAL AG | $0 | – | -3,000 | -100.0% | -0.00% | – |
| TOPS | Exit | TOP SHIPS INC | $0 | – | -90,000 | -100.0% | -0.00% | – |
| ONCS | Exit | ONCOSEC MEDICAL INC | $0 | – | -10,000 | -100.0% | -0.00% | – |
| ADMA | Exit | ADMA BIOLOGICS INC | $0 | – | -3,500 | -100.0% | -0.00% | – |
| TROV | Exit | TROVAGENE INC | $0 | – | -6,000 | -100.0% | -0.01% | – |
| HIIQ | Exit | HEALTH INSURANCE INNOVATIO-A | $0 | – | -6,200 | -100.0% | -0.01% | – |
| PEIX | Exit | PACIFIC ETHANOL INC | $0 | – | -10,000 | -100.0% | -0.01% | – |
| XLE | Exit | ENERGY SELECT SECTOR SPDRetp | $0 | – | -2,771 | -100.0% | -0.02% | – |
| POWR | Exit | POWERSECURE INTERNATIONAL IN | $0 | – | -12,000 | -100.0% | -0.03% | – |
| XLF | Exit | FINANCIAL SELECT SECTOR SPDRetp | $0 | – | -48,048 | -100.0% | -0.17% | – |
| DNRCQ | Exit | DENBURY RESOURCES INC | $0 | – | -1,471,398 | -100.0% | -0.44% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -781,423 | -100.0% | -0.52% | – |
| BX | Exit | BLACKSTONE GROUP LP/THE | $0 | – | -130,200 | -100.0% | -0.56% | – |
| CG | Exit | CARLYLE GROUP/THE | $0 | – | -252,500 | -100.0% | -0.58% | – |
| APO | Exit | APOLLO GLOBAL MANAGEMENT - A | $0 | – | -260,250 | -100.0% | -0.58% | – |
| KKR | Exit | KKR & CO LP | $0 | – | -253,800 | -100.0% | -0.59% | – |
| OAK | Exit | OAKTREE CAPITAL GROUP LLC | $0 | – | -84,375 | -100.0% | -0.60% | – |
| GGP | Exit | GENERAL GROWTH PROPERTIES | $0 | – | -148,201 | -100.0% | -0.60% | – |
| GCI | Exit | GANNETT CO INC | $0 | – | -250,964 | -100.0% | -0.61% | – |
| XOP | Exit | SPDR S&P OIL & GAS EXP & PRetp | $0 | – | -140,012 | -100.0% | -0.63% | – |
| WM | Exit | WASTE MANAGEMENT INC | $0 | – | -80,856 | -100.0% | -0.64% | – |
| ESS | Exit | ESSEX PROPERTY TRUST INC | $0 | – | -19,171 | -100.0% | -0.68% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -28,456 | -100.0% | -0.68% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -79,718 | -100.0% | -0.69% | – |
| AVB | Exit | AVALONBAY COMMUNITIES INC | $0 | – | -25,774 | -100.0% | -0.70% | – |
| KR | Exit | KROGER CO | $0 | – | -114,236 | -100.0% | -0.71% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -494,748 | -100.0% | -1.87% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING | $0 | – | -628,658 | -100.0% | -1.96% | – |
| XRX | Exit | XEROX CORP | $0 | – | -1,336,694 | -100.0% | -2.10% | – |
| MET | Exit | METLIFE INC | $0 | – | -335,936 | -100.0% | -2.40% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -308,263 | -100.0% | -2.84% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-05-16
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.