$589 Million is the total value of Mount Lucas Management LP's 175 reported holdings in Q2 2016. The portfolio turnover from Q1 2016 to Q2 2016 was 50.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $103,226,000 | -8.9% | 1,209,866 | -9.2% | 17.54% | -11.0% |
| HIG | Sell | HARTFORD FINANCIAL SVCS GRP | $24,652,000 | -4.9% | 555,484 | -1.2% | 4.19% | -7.0% |
| F | Sell | FORD MOTOR CO | $23,517,000 | -7.6% | 1,870,890 | -0.8% | 4.00% | -9.7% |
| GM | Sell | GENERAL MOTORS CO | $23,312,000 | -10.5% | 823,759 | -0.6% | 3.96% | -12.5% |
| GME | Sell | GAMESTOP CORP-CLASS A | $18,814,000 | -16.6% | 707,817 | -0.5% | 3.20% | -18.5% |
| T | Sell | AT&T INC | $16,719,000 | +10.0% | 386,907 | -0.3% | 2.84% | +7.5% |
| TRV | Sell | TRAVELERS COS INC/THE | $16,150,000 | +0.3% | 135,669 | -1.7% | 2.74% | -2.0% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $13,887,000 | +17.2% | 323,773 | -0.7% | 2.36% | +14.6% |
| PSX | Sell | PHILLIPS 66 | $13,761,000 | -9.7% | 173,440 | -1.4% | 2.34% | -11.7% |
| RIG | Sell | TRANSOCEAN LTD | $12,433,000 | +28.2% | 1,045,654 | -1.5% | 2.11% | +25.3% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $12,155,000 | -19.5% | 231,650 | -23.8% | 2.06% | -21.3% |
| NAVI | Sell | NAVIENT CORP | $11,872,000 | -0.5% | 993,407 | -0.4% | 2.02% | -2.8% |
| UNM | Sell | UNUM GROUP | $11,864,000 | +1.8% | 373,197 | -1.0% | 2.02% | -0.5% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $11,516,000 | -19.6% | 208,811 | -22.6% | 1.96% | -21.4% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $11,509,000 | -1.9% | 161,327 | -0.6% | 1.96% | -4.1% |
| VLO | Sell | VALERO ENERGY CORP | $11,486,000 | -21.7% | 225,206 | -1.5% | 1.95% | -23.5% |
| BBY | Sell | BEST BUY CO INC | $11,113,000 | -6.9% | 363,151 | -1.3% | 1.89% | -9.1% |
| MPC | Sell | MARATHON PETROLEUM CORP | $11,079,000 | +0.5% | 291,857 | -1.6% | 1.88% | -1.8% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $11,008,000 | -22.5% | 196,539 | -23.3% | 1.87% | -24.3% |
| TSO | Sell | TESORO CORP | $10,891,000 | -14.3% | 145,373 | -1.7% | 1.85% | -16.3% |
| XLB | New | MATERIALS SELECT SECTOR SPDRetp | $10,844,000 | – | 234,019 | +100.0% | 1.84% | – |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $10,481,000 | -29.5% | 241,662 | -27.9% | 1.78% | -31.1% |
| XLV | New | HEALTH CARE SELECT SECTORetp | $10,456,000 | – | 145,819 | +100.0% | 1.78% | – |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $9,969,000 | -26.5% | 127,711 | -25.5% | 1.69% | -28.2% |
| Sell | SPDR S&P OIL & GAS EXP & PRcall | $9,615,000 | +7.5% | 276,200 | -6.2% | 1.63% | +5.1% | |
| MKC | Sell | MCCORMICK & CO-NON VTG SHRS | $7,787,000 | +5.7% | 72,997 | -1.5% | 1.32% | +3.3% |
| CLX | Sell | CLOROX COMPANY | $7,480,000 | +8.3% | 54,053 | -1.3% | 1.27% | +5.9% |
| PSA | Sell | PUBLIC STORAGE | $7,257,000 | -8.3% | 28,394 | -1.0% | 1.23% | -10.4% |
| EWZ | New | ISHARES MSCI BRAZIL CAPPED Eetp | $5,433,000 | – | 180,046 | +100.0% | 0.92% | – |
| EIDO | Buy | ISHARES MSCI INDONESIA ETFetp | $5,025,000 | +13.1% | 205,453 | +8.9% | 0.85% | +10.6% |
| ECH | New | ISHARES MSCI CHILE CAPPED ETetp | $4,842,000 | – | 131,575 | +100.0% | 0.82% | – |
| EPU | Buy | ISHARES MSCI ALL PERU CAPPEDetp | $4,845,000 | +295.5% | 156,844 | +237.5% | 0.82% | +286.4% |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $4,789,000 | – | 340,839 | +100.0% | 0.81% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $4,785,000 | – | 122,166 | +100.0% | 0.81% | – |
| THD | New | ISHARES MSCI THAILAND CAPPEDetp | $4,705,000 | – | 68,281 | +100.0% | 0.80% | – |
| STZ | Sell | CONSTELLATION BRANDS INC-A | $4,355,000 | +7.5% | 26,327 | -1.8% | 0.74% | +5.1% |
| RAI | Sell | REYNOLDS AMERICAN INC | $4,272,000 | +5.8% | 79,208 | -1.4% | 0.73% | +3.4% |
| BCR | Sell | CR BARD INC | $4,092,000 | +13.8% | 17,398 | -2.0% | 0.70% | +11.2% |
| PGR | Sell | PROGRESSIVE CORP | $3,790,000 | -6.6% | 113,110 | -2.0% | 0.64% | -8.7% |
| EPI | New | WISDOMTREE INDIA EARNINGSetp | $3,769,000 | – | 186,653 | +100.0% | 0.64% | – |
| AZO | Sell | AUTOZONE INC | $3,657,000 | -2.4% | 4,607 | -2.0% | 0.62% | -4.6% |
| Sell | DENBURY RESOURCES INCcall | $3,650,000 | -5.8% | 1,016,700 | -41.7% | 0.62% | -7.9% | |
| GIS | Sell | GENERAL MILLS INC | $3,458,000 | +11.7% | 48,482 | -0.8% | 0.59% | +9.1% |
| EWY | New | ISHARES MSCI SOUTH KOREA CAPetp | $3,399,000 | – | 65,268 | +100.0% | 0.58% | – |
| RSG | Sell | REPUBLIC SERVICES INC | $3,208,000 | +6.1% | 62,525 | -1.5% | 0.54% | +3.6% |
| CVS | Sell | CVS HEALTH CORP | $3,207,000 | -9.5% | 33,491 | -1.9% | 0.54% | -11.5% |
| K | Sell | KELLOGG CO | $3,201,000 | +5.8% | 39,203 | -0.8% | 0.54% | +3.4% |
| CPB | Sell | CAMPBELL SOUP CO | $3,073,000 | +3.3% | 46,190 | -1.0% | 0.52% | +1.0% |
| KMB | Sell | KIMBERLY-CLARK CORP | $3,055,000 | +1.4% | 22,219 | -0.8% | 0.52% | -1.0% |
| XLE | New | ENERGY SELECT SECTOR SPDRetp | $2,979,000 | – | 43,662 | +100.0% | 0.51% | – |
| MCD | Sell | MCDONALD'S CORP | $2,930,000 | -5.0% | 24,347 | -0.8% | 0.50% | -7.1% |
| CANE | Buy | TEUCRIUM SUGAR FUNDetp | $2,714,000 | +28.2% | 209,470 | +4.4% | 0.46% | +25.3% |
| GLD | Buy | SPDR GOLD SHARESetp | $2,625,000 | +25.6% | 20,755 | +16.8% | 0.45% | +22.9% |
| SOYB | New | TEUCRIUM SOYBEAN FUNDetp | $2,562,000 | – | 120,049 | +100.0% | 0.44% | – |
| ABC | Sell | AMERISOURCEBERGEN CORP | $2,556,000 | -9.8% | 32,225 | -1.6% | 0.43% | -11.8% |
| RSX | New | VANECK VECTORS RUSSIA ETFetp | $1,590,000 | – | 91,300 | +100.0% | 0.27% | – |
| FAF | Sell | FIRST AMERICAN FINANCIAL | $1,295,000 | -57.4% | 32,188 | -59.7% | 0.22% | -58.4% |
| CORN | New | TEUCRIUM CORN FUNDetp | $1,168,000 | – | 56,991 | +100.0% | 0.20% | – |
| BANC | New | BANC OF CALIFORNIA INC | $1,113,000 | – | 61,499 | +100.0% | 0.19% | – |
| CMC | Sell | COMMERCIAL METALS CO | $1,113,000 | -57.1% | 65,857 | -56.9% | 0.19% | -58.1% |
| REM | New | ISHARES MORTGAGE REAL ESTATEetp | $996,000 | – | 97,084 | +100.0% | 0.17% | – |
| PFF | Buy | ISHARES US PREFERRED STOCK Eetp | $980,000 | +23.0% | 24,572 | +20.4% | 0.17% | +19.4% |
| SFL | New | SHIP FINANCE INTL LTD | $913,000 | – | 61,932 | +100.0% | 0.16% | – |
| ONB | New | OLD NATIONAL BANCORP | $907,000 | – | 72,354 | +100.0% | 0.15% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS | $895,000 | – | 56,156 | +100.0% | 0.15% | – |
| TIME | Sell | TIME INC | $891,000 | -4.4% | 54,111 | -10.3% | 0.15% | -6.8% |
| VNQI | New | VANGUARD GLBL EX-US REAL ESTetp | $891,000 | – | 16,484 | +100.0% | 0.15% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $860,000 | – | 49,244 | +100.0% | 0.15% | – |
| NAT | New | NORDIC AMERICAN TANKERS LTD | $850,000 | – | 61,163 | +100.0% | 0.14% | – |
| GBX | Sell | GREENBRIER COMPANIES INC | $801,000 | -6.1% | 27,494 | -10.9% | 0.14% | -8.1% |
| SCS | New | STEELCASE INC-CL A | $797,000 | – | 58,719 | +100.0% | 0.14% | – |
| ATW | Sell | ATWOOD OCEANICS INC | $778,000 | +21.0% | 62,112 | -11.5% | 0.13% | +17.9% |
| DHT | Sell | DHT HOLDINGS INC | $743,000 | -15.0% | 147,619 | -2.7% | 0.13% | -17.1% |
| CALM | Sell | CAL-MAINE FOODS INC | $735,000 | -57.1% | 16,594 | -49.8% | 0.12% | -58.1% |
| CTB | Sell | COOPER TIRE & RUBBER | $729,000 | -68.8% | 24,441 | -61.3% | 0.12% | -69.5% |
| STNG | New | SCORPIO TANKERS INC | $625,000 | – | 148,839 | +100.0% | 0.11% | – |
| IEF | Sell | ISHARES 7-10 YEAR TREASURY Betp | $625,000 | -60.9% | 5,529 | -61.8% | 0.11% | -61.9% |
| IEI | Sell | ISHARES 3-7 YEAR TREASURY BOetp | $617,000 | -61.5% | 4,844 | -61.9% | 0.10% | -62.2% |
| POOL | Buy | POOL CORP | $550,000 | +60.8% | 5,845 | +50.1% | 0.09% | +57.6% |
| ANF | New | ABERCROMBIE & FITCH CO-CL A | $541,000 | – | 30,360 | +100.0% | 0.09% | – |
| RCII | Sell | RENT-A-CENTER INC | $507,000 | -65.7% | 41,317 | -55.7% | 0.09% | -66.5% |
| TNK | Sell | TEEKAY TANKERS LTD-CLASS A | $411,000 | -26.1% | 137,976 | -9.0% | 0.07% | -27.8% |
| ALJ | Sell | ALON USA ENERGY INC | $406,000 | -43.4% | 62,617 | -9.8% | 0.07% | -44.8% |
| SHYG | New | ISHARES 0-5 YR HY CORP BONDetp | $393,000 | – | 8,471 | +100.0% | 0.07% | – |
| HYG | New | ISHARES IBOXX USD HIGH YIELDetp | $394,000 | – | 4,655 | +100.0% | 0.07% | – |
| GHYG | New | ISHARES GLOBAL HIGH YIELD COetp | $391,000 | – | 8,212 | +100.0% | 0.07% | – |
| EMB | Buy | ISHARES JP MORGAN USD EMERGIetp | $378,000 | +25.2% | 3,284 | +20.1% | 0.06% | +23.1% |
| EMHY | Buy | ISHARES EMERGING MARKETS HIGetp | $378,000 | +23.9% | 7,652 | +18.2% | 0.06% | +20.8% |
| VYM | Buy | VANGUARD HIGH DVD YIELD ETFetp | $371,000 | +19.3% | 5,194 | +15.4% | 0.06% | +16.7% |
| PBP | New | POWERSHARES S&P 500 BUYWRITEetp | $333,000 | – | 16,068 | +100.0% | 0.06% | – |
| PLUG | Buy | PLUG POWER INC | $326,000 | -3.8% | 175,000 | +5.9% | 0.06% | -6.8% |
| CHE | Sell | CHEMED CORP | $262,000 | -10.9% | 1,921 | -11.4% | 0.04% | -11.8% |
| CVG | Sell | CONVERGYS CORP | $257,000 | -20.2% | 10,296 | -11.1% | 0.04% | -21.4% |
| HELE | Sell | HELEN OF TROY LTD | $258,000 | -12.2% | 2,506 | -11.5% | 0.04% | -13.7% |
| LANC | New | LANCASTER COLONY CORP | $249,000 | – | 1,954 | +100.0% | 0.04% | – |
| AMSG | Sell | AMSURG CORP | $239,000 | -8.1% | 3,083 | -11.5% | 0.04% | -8.9% |
| WST | New | WEST PHARMACEUTICAL SERVICES | $234,000 | – | 3,079 | +100.0% | 0.04% | – |
| MNRO | Sell | MONRO MUFFLER BRAKE INC | $232,000 | -21.1% | 3,652 | -11.3% | 0.04% | -23.5% |
| MTN | Sell | VAIL RESORTS INC | $229,000 | -41.3% | 1,657 | -43.2% | 0.04% | -42.6% |
| EWM | New | ISHARES MSCI MALAYSIA ETFetp | $227,000 | – | 27,331 | +100.0% | 0.04% | – |
| MMS | Sell | MAXIMUS INC | $222,000 | -53.6% | 4,013 | -55.8% | 0.04% | -54.2% |
| BFAM | New | BRIGHT HORIZONS FAMILY SOLUT | $219,000 | – | 3,309 | +100.0% | 0.04% | – |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $216,000 | -69.8% | 5,457 | -66.5% | 0.04% | -70.2% |
| PIH | Buy | 1347 PROPERTY INSURANCE HOLD | $217,000 | +10.7% | 34,000 | +3.0% | 0.04% | +8.8% |
| TXRH | New | TEXAS ROADHOUSE INC | $220,000 | – | 4,817 | +100.0% | 0.04% | – |
| JCOM | Sell | J2 GLOBAL INC | $210,000 | -9.1% | 3,332 | -11.1% | 0.04% | -10.0% |
| STL | New | STERLING BANCORP/DE | $213,000 | – | 13,552 | +100.0% | 0.04% | – |
| OMI | New | OWENS & MINOR INC | $200,000 | – | 5,341 | +100.0% | 0.03% | – |
| CSGS | New | CSG SYSTEMS INTL INC | $190,000 | – | 4,718 | +100.0% | 0.03% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $183,000 | – | 17,000 | +100.0% | 0.03% | – |
| BOFI | Sell | BOFI HOLDING INC | $128,000 | -26.4% | 7,224 | -11.5% | 0.02% | -26.7% |
| DWX | New | SPDR S&P INTER DVD ETFetp | $121,000 | – | 3,441 | +100.0% | 0.02% | – |
| COSIQ | Sell | COSI INC | $120,000 | -42.3% | 240,000 | -2.0% | 0.02% | -44.4% |
| AGEN | AGENUS INC | $109,000 | -2.7% | 27,000 | 0.0% | 0.02% | 0.0% | |
| NEON | Sell | NEONODE INC | $112,000 | -29.1% | 76,864 | -0.8% | 0.02% | -29.6% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $98,000 | +25.6% | 862 | +22.8% | 0.02% | +21.4% |
| ITIP | Buy | ISHARES INTERNATIONAL INFLATetp | $101,000 | +2425.0% | 2,330 | +2352.6% | 0.02% | +1600.0% |
| LQD | Buy | ISHARES IBOXX INVESTMENT GRAetp | $100,000 | +53.8% | 813 | +47.8% | 0.02% | +54.5% |
| TIP | Buy | ISHARES TIPS BOND ETFetp | $99,000 | +25.3% | 849 | +22.5% | 0.02% | +21.4% |
| RESN | Buy | RESONANT INC | $101,000 | +65.6% | 23,000 | +9.5% | 0.02% | +54.5% |
| XON | Buy | INTREXON CORP | $96,000 | +12.9% | 3,900 | +56.0% | 0.02% | +6.7% |
| IGSB | Buy | ISHARES 1-3 YEAR CREDIT BONDetp | $97,000 | +22.8% | 918 | +23.2% | 0.02% | +14.3% |
| FLOT | New | ISHARES FLOATING RATE BOND Eetp | $97,000 | – | 1,917 | +100.0% | 0.02% | – |
| AFHIF | ATLAS FINANCIAL HOLDINGS INC | $95,000 | -5.0% | 5,500 | 0.0% | 0.02% | -5.9% | |
| AVHI | AV HOMES INC | $86,000 | +7.5% | 7,000 | 0.0% | 0.02% | +7.1% | |
| RMGN | Buy | RMG NETWORKS HOLDING CORP | $78,000 | -4.9% | 79,955 | +14.2% | 0.01% | -7.1% |
| GSL | Buy | GLOBAL SHIP LEASE INC-CL A | $64,000 | +39.1% | 50,000 | +25.0% | 0.01% | +37.5% |
| JCAP | Buy | JERNIGAN CAPITAL INC | $66,000 | +32.0% | 4,700 | +46.9% | 0.01% | +22.2% |
| VUZI | Buy | VUZIX CORP | $60,000 | +160.9% | 8,000 | +86.0% | 0.01% | +150.0% |
| CRK | New | COMSTOCK RESOURCES INC | $61,000 | – | 14,500 | +100.0% | 0.01% | – |
| TIKK | TEL-INSTRUMENT ELECTRONICS | $52,000 | 0.0% | 12,000 | 0.0% | 0.01% | 0.0% | |
| RVLT | Buy | REVOLUTION LIGHTING TECHNOLO | $49,000 | +88.5% | 8,000 | +60.0% | 0.01% | +60.0% |
| SSNI | Buy | SILVER SPRING NETWORKS INC | $46,000 | +4.5% | 3,800 | +26.7% | 0.01% | 0.0% |
| SPXS | Sell | DIREXION DAILY S&P 500 BEARetp | $42,000 | -45.5% | 3,000 | -40.0% | 0.01% | -46.2% |
| FAZ | New | DIREXION DAILY FINL BEAR 3Xetp | $38,000 | – | 1,000 | +100.0% | 0.01% | – |
| ZIOP | ZIOPHARM ONCOLOGY INC | $33,000 | -26.7% | 6,000 | 0.0% | 0.01% | -25.0% | |
| TOPS | Buy | TOP SHIPS INC | $23,000 | +43.8% | 13,500 | +68.8% | 0.00% | +33.3% |
| FCSC | Buy | FIBROCELL SCIENCE INC | $24,000 | -38.5% | 20,500 | +32.3% | 0.00% | -42.9% |
| HSGX | Buy | HISTOGENICS CORP | $16,000 | -5.9% | 9,500 | +26.7% | 0.00% | 0.0% |
| OVAS | Buy | OVASCIENCE INC | $17,000 | +21.4% | 3,300 | +120.0% | 0.00% | +50.0% |
| OGEN | Buy | ORAGENICS INC | $20,000 | -4.8% | 40,000 | +70.2% | 0.00% | -25.0% |
| SYN | Buy | SYNTHETIC BIOLOGICS INC | $18,000 | -14.3% | 10,000 | +11.1% | 0.00% | -25.0% |
| APHB | Buy | AMPLIPHI BIOSCIENCES CORP | $11,000 | 0.0% | 7,300 | +170.4% | 0.00% | 0.0% |
| MIFI | Exit | NOVATEL WIRELESS INC | $0 | – | -10,000 | -100.0% | -0.00% | – |
| CLIR | Exit | CLEARSIGN COMBUSTION CORP | $0 | – | -6,000 | -100.0% | -0.00% | – |
| MNGA | Exit | MAGNEGAS CORP | $0 | – | -25,000 | -100.0% | -0.01% | – |
| ACLS | Exit | AXCELIS TECHNOLOGIES INC | $0 | – | -10,500 | -100.0% | -0.01% | – |
| MERC | Exit | MERCER INTERNATIONAL INC | $0 | – | -3,500 | -100.0% | -0.01% | – |
| WLH | Exit | WILLIAM LYON HOMES-CL A | $0 | – | -2,400 | -100.0% | -0.01% | – |
| AVXS | Exit | AVEXIS INC | $0 | – | -1,500 | -100.0% | -0.01% | – |
| WATT | Exit | ENERGOUS CORP | $0 | – | -5,000 | -100.0% | -0.01% | – |
| BVX | Exit | BOVIE MEDICAL CORP | $0 | – | -35,000 | -100.0% | -0.01% | – |
| AMID | Exit | AMERICAN MIDSTREAM PARTNERS | $0 | – | -14,500 | -100.0% | -0.02% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -3,208 | -100.0% | -0.04% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -4,555 | -100.0% | -0.05% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -8,464 | -100.0% | -0.05% | – |
| STE | Exit | STERIS PLC | $0 | – | -4,412 | -100.0% | -0.05% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HOLDINGS | $0 | – | -4,866 | -100.0% | -0.05% | – |
| CBRL | Exit | CRACKER BARREL OLD COUNTRY | $0 | – | -2,162 | -100.0% | -0.06% | – |
| DK | Exit | DELEK US HOLDINGS INC | $0 | – | -31,987 | -100.0% | -0.08% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -43,292 | -100.0% | -0.12% | – |
| WNR | Exit | WESTERN REFINING INC | $0 | – | -28,388 | -100.0% | -0.14% | – |
| AFSI | Exit | AMTRUST FINANCIAL SERVICES | $0 | – | -43,013 | -100.0% | -0.19% | – |
| SJNK | Exit | SPDR BARCLAYS SHORT-TERM HIGetp | $0 | – | -591,917 | -100.0% | -2.66% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-08-15
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.