$562 Million is the total value of Mount Lucas Management LP's 194 reported holdings in Q3 2016. The portfolio turnover from Q2 2016 to Q3 2016 was 46.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $37,457,000 | -63.7% | 440,465 | -63.6% | 6.67% | -62.0% |
| UNM | Buy | UNUM GROUP | $24,285,000 | +104.7% | 687,748 | +84.3% | 4.32% | +114.5% |
| GM | Sell | GENERAL MOTORS CO | $23,563,000 | +1.1% | 741,676 | -10.0% | 4.19% | +5.9% |
| T | Sell | AT&T INC | $15,381,000 | -8.0% | 378,741 | -2.1% | 2.74% | -3.6% |
| NAVI | Sell | NAVIENT CORP | $14,063,000 | +18.5% | 971,911 | -2.2% | 2.50% | +24.1% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $13,301,000 | -4.2% | 315,409 | -2.6% | 2.37% | +0.3% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $12,863,000 | +11.8% | 157,537 | -2.3% | 2.29% | +17.1% |
| PFG | New | PRINCIPAL FINANCIAL GROUP | $12,301,000 | – | 238,814 | +100.0% | 2.19% | – |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $12,287,000 | – | 979,803 | +100.0% | 2.19% | – |
| AIZ | New | ASSURANT INC | $12,128,000 | – | 131,471 | +100.0% | 2.16% | – |
| GLW | New | CORNING INC | $12,078,000 | – | 510,665 | +100.0% | 2.15% | – |
| LUMN | New | CENTURYLINK INC | $11,785,000 | – | 429,621 | +100.0% | 2.10% | – |
| KSS | New | KOHLS CORP | $11,761,000 | – | 268,822 | +100.0% | 2.09% | – |
| BBY | Sell | BEST BUY CO INC | $11,639,000 | +4.7% | 304,850 | -16.1% | 2.07% | +9.7% |
| FITB | New | FIFTH THIRD BANCORP | $11,622,000 | – | 568,017 | +100.0% | 2.07% | – |
| WMT | New | WAL-MART STORES INC | $11,434,000 | – | 158,550 | +100.0% | 2.04% | – |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $11,251,000 | -7.4% | 229,665 | -0.9% | 2.00% | -3.1% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $11,010,000 | +5.0% | 230,440 | -4.6% | 1.96% | +10.1% |
| HIG | Sell | HARTFORD FINANCIAL SVCS GRP | $11,003,000 | -55.4% | 256,965 | -53.7% | 1.96% | -53.2% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $10,804,000 | -1.9% | 185,062 | -5.8% | 1.92% | +2.8% |
| RIG | Sell | TRANSOCEAN LTD | $10,778,000 | -13.3% | 1,011,034 | -3.3% | 1.92% | -9.2% |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $10,755,000 | +7.9% | 134,370 | +5.2% | 1.91% | +13.1% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $10,729,000 | +2.6% | 148,783 | +2.0% | 1.91% | +7.5% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $10,659,000 | -1.7% | 223,218 | -4.6% | 1.90% | +3.0% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $10,617,000 | -7.8% | 199,534 | -4.4% | 1.89% | -3.4% |
| F | Sell | FORD MOTOR CO | $10,558,000 | -55.1% | 874,715 | -53.2% | 1.88% | -53.0% |
| GME | Sell | GAMESTOP CORP-CLASS A | $10,474,000 | -44.3% | 379,618 | -46.4% | 1.86% | -41.7% |
| Sell | SPDR S&P OIL & GAS EXP & PRcall | $10,342,000 | +7.6% | 268,900 | -2.6% | 1.84% | +12.7% | |
| EZA | New | ISHARES MSCI SOUTH AFRICA ETetp | $4,772,000 | – | 85,106 | +100.0% | 0.85% | – |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $4,670,000 | -2.5% | 297,447 | -12.7% | 0.83% | +2.1% |
| EPU | Sell | ISHARES MSCI ALL PERU CAPPEDetp | $4,641,000 | -4.2% | 139,795 | -10.9% | 0.83% | +0.4% |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $4,632,000 | -7.8% | 175,182 | -14.7% | 0.82% | -3.5% |
| EWY | Buy | ISHARES MSCI SOUTH KOREA CAPetp | $4,612,000 | +35.7% | 79,337 | +21.6% | 0.82% | +42.3% |
| FXI | New | ISHARES CHINA LARGE-CAP ETFetp | $4,586,000 | – | 120,665 | +100.0% | 0.82% | – |
| ECH | Sell | ISHARES MSCI CHILE CAPPED ETetp | $4,516,000 | -6.7% | 122,416 | -7.0% | 0.80% | -2.3% |
| EWZ | Sell | ISHARES MSCI BRAZIL CAPPED Eetp | $4,499,000 | -17.2% | 133,372 | -25.9% | 0.80% | -13.2% |
| EPI | Buy | WISDOMTREE INDIA EARNINGSetp | $4,472,000 | +18.7% | 206,868 | +10.8% | 0.80% | +24.4% |
| EWM | Buy | ISHARES MSCI MALAYSIA ETFetp | $4,432,000 | +1852.4% | 546,532 | +1899.7% | 0.79% | +1923.1% |
| THD | Sell | ISHARES MSCI THAILAND CAPPEDetp | $4,349,000 | -7.6% | 59,166 | -13.3% | 0.77% | -3.1% |
| EPHE | Sell | ISHARES MSCI PHILIPPINES ETFetp | $4,334,000 | -9.4% | 116,331 | -4.8% | 0.77% | -5.2% |
| EWO | New | ISHARES MSCI AUSTRIA CAPPEDetp | $4,193,000 | – | 256,928 | +100.0% | 0.75% | – |
| EWD | New | ISHARES MSCI SWEDEN ETFetp | $4,082,000 | – | 140,429 | +100.0% | 0.73% | – |
| EWL | New | ISHARES MSCI SWITZERLAND CAPetp | $4,060,000 | – | 132,891 | +100.0% | 0.72% | – |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $4,046,000 | – | 161,459 | +100.0% | 0.72% | – |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $4,020,000 | – | 153,020 | +100.0% | 0.72% | – |
| EWQ | New | ISHARES MSCI FRANCE ETFetp | $3,673,000 | – | 152,025 | +100.0% | 0.65% | – |
| Sell | DENBURY RESOURCES INCcall | $3,196,000 | -12.4% | 989,400 | -2.7% | 0.57% | -8.2% | |
| RSG | Sell | REPUBLIC SERVICES INC | $3,098,000 | -3.4% | 61,413 | -1.8% | 0.55% | +1.1% |
| MKC | Sell | MCCORMICK & CO-NON VTG SHRS | $3,051,000 | -60.8% | 30,533 | -58.2% | 0.54% | -59.0% |
| GIS | Sell | GENERAL MILLS INC | $3,024,000 | -12.6% | 47,341 | -2.4% | 0.54% | -8.3% |
| ITW | New | ILLINOIS TOOL WORKS | $2,984,000 | – | 24,899 | +100.0% | 0.53% | – |
| BDX | New | BECTON DICKINSON AND CO | $2,966,000 | – | 16,503 | +100.0% | 0.53% | – |
| K | Sell | KELLOGG CO | $2,965,000 | -7.4% | 38,276 | -2.4% | 0.53% | -2.9% |
| MMC | New | MARSH & MCLENNAN COS | $2,949,000 | – | 43,861 | +100.0% | 0.52% | – |
| PG | New | PROCTER & GAMBLE CO/THE | $2,947,000 | – | 32,837 | +100.0% | 0.52% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $2,932,000 | – | 13,704 | +100.0% | 0.52% | – |
| WM | New | WASTE MANAGEMENT INC | $2,935,000 | – | 46,034 | +100.0% | 0.52% | – |
| MMM | New | 3M CO | $2,911,000 | – | 16,516 | +100.0% | 0.52% | – |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $2,878,000 | – | 181,662 | +100.0% | 0.51% | – |
| RTN | New | RAYTHEON COMPANY | $2,877,000 | – | 21,134 | +100.0% | 0.51% | – |
| PAYX | New | PAYCHEX INC | $2,873,000 | – | 49,651 | +100.0% | 0.51% | – |
| SYY | New | SYSCO CORP | $2,870,000 | – | 58,559 | +100.0% | 0.51% | – |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $2,865,000 | -3.8% | 40,568 | -7.1% | 0.51% | +0.8% |
| CLX | Sell | CLOROX COMPANY | $2,855,000 | -61.8% | 22,810 | -57.8% | 0.51% | -60.0% |
| MCD | Sell | MCDONALD'S CORP | $2,747,000 | -6.2% | 23,810 | -2.2% | 0.49% | -1.8% |
| KMB | Sell | KIMBERLY-CLARK CORP | $2,739,000 | -10.3% | 21,714 | -2.3% | 0.49% | -6.2% |
| CANE | Sell | TEUCRIUM SUGAR FUNDetp | $2,620,000 | -3.5% | 180,932 | -13.6% | 0.47% | +1.1% |
| PSA | Sell | PUBLIC STORAGE | $2,532,000 | -65.1% | 11,345 | -60.0% | 0.45% | -63.4% |
| CPB | Sell | CAMPBELL SOUP CO | $2,464,000 | -19.8% | 45,045 | -2.5% | 0.44% | -15.9% |
| SOYB | Buy | TEUCRIUM SOYBEAN FUNDetp | $2,449,000 | -4.4% | 132,510 | +10.4% | 0.44% | +0.2% |
| GLD | Sell | SPDR GOLD SHARESetp | $2,423,000 | -7.7% | 19,285 | -7.1% | 0.43% | -3.4% |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $2,181,000 | – | 113,029 | +100.0% | 0.39% | – |
| RSX | Sell | VANECK VECTORS RUSSIA ETFetp | $1,514,000 | -4.8% | 80,719 | -11.6% | 0.27% | -0.4% |
| FAF | Sell | FIRST AMERICAN FINANCIAL | $1,239,000 | -4.3% | 31,555 | -2.0% | 0.22% | +0.5% |
| VNQI | Buy | VANGUARD GLBL EX-US REAL ESTetp | $1,152,000 | +29.3% | 20,503 | +24.4% | 0.20% | +35.8% |
| REM | Buy | ISHARES MORTGAGE REAL ESTATEetp | $1,144,000 | +14.9% | 108,869 | +12.1% | 0.20% | +20.7% |
| PFF | Buy | ISHARES US PREFERRED STOCK Eetp | $1,127,000 | +15.0% | 28,530 | +16.1% | 0.20% | +21.1% |
| BANC | Sell | BANC OF CALIFORNIA INC | $1,050,000 | -5.7% | 60,152 | -2.2% | 0.19% | -1.1% |
| CMC | Sell | COMMERCIAL METALS CO | $1,045,000 | -6.1% | 64,516 | -2.0% | 0.19% | -1.6% |
| ONB | Sell | OLD NATIONAL BANCORP | $999,000 | +10.1% | 71,037 | -1.8% | 0.18% | +15.6% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS | $983,000 | +9.8% | 55,051 | -2.0% | 0.18% | +15.1% |
| GBX | Sell | GREENBRIER COMPANIES INC | $950,000 | +18.6% | 26,920 | -2.1% | 0.17% | +24.3% |
| SFL | Buy | SHIP FINANCE INTL LTD | $914,000 | +0.1% | 62,045 | +0.2% | 0.16% | +5.2% |
| CTB | Sell | COOPER TIRE & RUBBER | $907,000 | +24.4% | 23,845 | -2.4% | 0.16% | +29.8% |
| SCS | Sell | STEELCASE INC-CL A | $800,000 | +0.4% | 57,614 | -1.9% | 0.14% | +5.2% |
| UNG | New | US NATURAL GAS FUND LPetp | $794,000 | – | 94,917 | +100.0% | 0.14% | – |
| TIME | Sell | TIME INC | $772,000 | -13.4% | 53,339 | -1.4% | 0.14% | -9.3% |
| CNO | Sell | CNO FINANCIAL GROUP INC | $735,000 | -14.5% | 48,135 | -2.3% | 0.13% | -10.3% |
| STNG | Sell | SCORPIO TANKERS INC | $688,000 | +10.1% | 148,524 | -0.2% | 0.12% | +15.1% |
| CALM | Sell | CAL-MAINE FOODS INC | $622,000 | -15.4% | 16,140 | -2.7% | 0.11% | -11.2% |
| NAT | Sell | NORDIC AMERICAN TANKERS LTD | $614,000 | -27.8% | 60,736 | -0.7% | 0.11% | -24.3% |
| UHN | New | UNITED STATES DIESEL-HEATINGetp | $609,000 | – | 39,441 | +100.0% | 0.11% | – |
| DHT | Sell | DHT HOLDINGS INC | $579,000 | -22.1% | 138,266 | -6.3% | 0.10% | -18.3% |
| POOL | Sell | POOL CORP | $539,000 | -2.0% | 5,698 | -2.5% | 0.10% | +3.2% |
| ATW | Sell | ATWOOD OCEANICS INC | $525,000 | -32.5% | 60,415 | -2.7% | 0.09% | -29.5% |
| XLRE | New | REAL ESTATE SELECT SECT SPDRetp | $515,000 | – | 15,725 | +100.0% | 0.09% | – |
| RCII | Sell | RENT-A-CENTER INC | $511,000 | +0.8% | 40,446 | -2.1% | 0.09% | +5.8% |
| ALJ | Sell | ALON USA ENERGY INC | $501,000 | +23.4% | 62,150 | -0.7% | 0.09% | +29.0% |
| ANF | Sell | ABERCROMBIE & FITCH CO-CL A | $474,000 | -12.4% | 29,857 | -1.7% | 0.08% | -8.7% |
| GHYG | Buy | ISHARES GLOBAL HIGH YIELD COetp | $460,000 | +17.6% | 9,295 | +13.2% | 0.08% | +24.2% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $459,000 | +16.8% | 9,718 | +14.7% | 0.08% | +22.4% |
| HYG | Buy | ISHARES IBOXX USD HIGH YIELDetp | $461,000 | +17.0% | 5,278 | +13.4% | 0.08% | +22.4% |
| DWX | Buy | SPDR S&P INTER DVD ETFetp | $437,000 | +261.2% | 11,889 | +245.5% | 0.08% | +271.4% |
| EMHY | Buy | ISHARES EMERGING MARKETS HIGetp | $430,000 | +13.8% | 8,500 | +11.1% | 0.08% | +20.3% |
| PBP | Buy | POWERSHARES S&P 500 BUYWRITEetp | $428,000 | +28.5% | 20,333 | +26.5% | 0.08% | +33.3% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGIetp | $429,000 | +13.5% | 3,659 | +11.4% | 0.08% | +18.8% |
| VYM | Buy | VANGUARD HIGH DVD YIELD ETFetp | $425,000 | +14.6% | 5,896 | +13.5% | 0.08% | +20.6% |
| IEF | Sell | ISHARES 7-10 YEAR TREASURY Betp | $381,000 | -39.0% | 3,402 | -38.5% | 0.07% | -35.8% |
| IEI | Sell | ISHARES 3-7 YEAR TREASURY BOetp | $381,000 | -38.2% | 3,012 | -37.8% | 0.07% | -35.2% |
| TNK | Sell | TEEKAY TANKERS LTD-CLASS A | $347,000 | -15.6% | 137,077 | -0.7% | 0.06% | -11.4% |
| CVG | Sell | CONVERGYS CORP | $305,000 | +18.7% | 10,014 | -2.7% | 0.05% | +22.7% |
| PLUG | PLUG POWER INC | $299,000 | -8.3% | 175,000 | 0.0% | 0.05% | -3.6% | |
| CHE | Sell | CHEMED CORP | $264,000 | +0.8% | 1,869 | -2.7% | 0.05% | +4.4% |
| MTN | Sell | VAIL RESORTS INC | $253,000 | +10.5% | 1,613 | -2.7% | 0.04% | +15.4% |
| LANC | Sell | LANCASTER COLONY CORP | $252,000 | +1.2% | 1,910 | -2.3% | 0.04% | +7.1% |
| STL | Sell | STERLING BANCORP/DE | $232,000 | +8.9% | 13,234 | -2.3% | 0.04% | +13.9% |
| WST | Sell | WEST PHARMACEUTICAL SERVICES | $224,000 | -4.3% | 3,000 | -2.6% | 0.04% | 0.0% |
| PIH | Buy | 1347 PROPERTY INSURANCE HOLD | $223,000 | +2.8% | 35,750 | +5.1% | 0.04% | +8.1% |
| MNRO | Sell | MONRO MUFFLER BRAKE INC | $218,000 | -6.0% | 3,563 | -2.4% | 0.04% | 0.0% |
| JCOM | Sell | J2 GLOBAL INC | $217,000 | +3.3% | 3,259 | -2.2% | 0.04% | +8.3% |
| MMS | Sell | MAXIMUS INC | $221,000 | -0.5% | 3,902 | -2.8% | 0.04% | +2.6% |
| BFAM | Sell | BRIGHT HORIZONS FAMILY SOLUT | $215,000 | -1.8% | 3,217 | -2.8% | 0.04% | +2.7% |
| HELE | Sell | HELEN OF TROY LTD | $210,000 | -18.6% | 2,439 | -2.7% | 0.04% | -15.9% |
| AMSG | Sell | AMSURG CORP | $201,000 | -15.9% | 3,000 | -2.7% | 0.04% | -12.2% |
| CSGS | Sell | CSG SYSTEMS INTL INC | $190,000 | 0.0% | 4,609 | -2.3% | 0.03% | +6.2% |
| TXRH | Sell | TEXAS ROADHOUSE INC | $184,000 | -16.4% | 4,705 | -2.3% | 0.03% | -10.8% |
| OMI | Sell | OWENS & MINOR INC | $182,000 | -9.0% | 5,234 | -2.0% | 0.03% | -5.9% |
| AGEN | Sell | AGENUS INC | $172,000 | +57.8% | 24,000 | -11.1% | 0.03% | +63.2% |
| BOFI | Sell | BOFI HOLDING INC | $157,000 | +22.7% | 7,026 | -2.7% | 0.03% | +27.3% |
| XON | Buy | INTREXON CORP | $118,000 | +22.9% | 4,200 | +7.7% | 0.02% | +31.2% |
| WIP | New | SPDR CITI INTERNATIONAL GOVEetp | $115,000 | – | 2,016 | +100.0% | 0.02% | – |
| TIP | Buy | ISHARES TIPS BOND ETFetp | $115,000 | +16.2% | 985 | +16.0% | 0.02% | +17.6% |
| LQD | Buy | ISHARES IBOXX INVESTMENT GRAetp | $113,000 | +13.0% | 921 | +13.3% | 0.02% | +17.6% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $113,000 | +15.3% | 1,005 | +16.6% | 0.02% | +17.6% |
| IGSB | Buy | ISHARES 1-3 YEAR CREDIT BONDetp | $114,000 | +17.5% | 1,077 | +17.3% | 0.02% | +25.0% |
| FLOT | Buy | ISHARES FLOATING RATE BOND Eetp | $114,000 | +17.5% | 2,248 | +17.3% | 0.02% | +25.0% |
| AVHI | Sell | AV HOMES INC | $108,000 | +25.6% | 6,500 | -7.1% | 0.02% | +26.7% |
| RESN | Sell | RESONANT INC | $109,000 | +7.9% | 20,000 | -13.0% | 0.02% | +11.8% |
| GSL | Buy | GLOBAL SHIP LEASE INC-CL A | $103,000 | +60.9% | 62,000 | +24.0% | 0.02% | +63.6% |
| VUZI | Buy | VUZIX CORP | $93,000 | +55.0% | 10,500 | +31.2% | 0.02% | +70.0% |
| JCAP | Sell | JERNIGAN CAPITAL INC | $86,000 | +30.3% | 4,500 | -4.3% | 0.02% | +36.4% |
| RMGN | Buy | RMG NETWORKS HOLDING CORP | $84,000 | +7.7% | 95,000 | +18.8% | 0.02% | +15.4% |
| SSNI | Buy | SILVER SPRING NETWORKS INC | $64,000 | +39.1% | 4,500 | +18.4% | 0.01% | +37.5% |
| BTX | New | BIOTIME INC | $43,000 | – | 11,000 | +100.0% | 0.01% | – |
| MCC | New | MEDLEY CAPITAL CORP | $38,000 | – | 5,000 | +100.0% | 0.01% | – |
| AQMS | New | AQUA METALS INC | $40,000 | – | 4,500 | +100.0% | 0.01% | – |
| CETX | New | CEMTREX INC | $38,000 | – | 9,500 | +100.0% | 0.01% | – |
| ZIOP | Buy | ZIOPHARM ONCOLOGY INC | $37,000 | +12.1% | 6,500 | +8.3% | 0.01% | +16.7% |
| SRAQ | New | SILVER RUN ACQUISITION COR-A | $41,000 | – | 2,600 | +100.0% | 0.01% | – |
| HBP | New | HUTTIG BUILDING PRODUCTS INC | $36,000 | – | 6,200 | +100.0% | 0.01% | – |
| OVAS | Buy | OVASCIENCE INC | $34,000 | +100.0% | 4,800 | +45.5% | 0.01% | +100.0% |
| HSGX | Sell | HISTOGENICS CORP | $26,000 | +62.5% | 8,000 | -15.8% | 0.01% | +66.7% |
| JONE | New | JONES ENERGY INC - A | $27,000 | – | 7,500 | +100.0% | 0.01% | – |
| SYN | Buy | SYNTHETIC BIOLOGICS INC | $30,000 | +66.7% | 17,500 | +75.0% | 0.01% | +66.7% |
| FNJN | New | FINJAN HOLDINGS INC | $24,000 | – | 14,164 | +100.0% | 0.00% | – |
| FCSC | Buy | FIBROCELL SCIENCE INC | $18,000 | -25.0% | 25,000 | +22.0% | 0.00% | -25.0% |
| OGEN | Sell | ORAGENICS INC | $16,000 | -20.0% | 35,000 | -12.5% | 0.00% | 0.0% |
| APHB | Exit | AMPLIPHI BIOSCIENCES CORP | $0 | – | -7,300 | -100.0% | -0.00% | – |
| TOPS | Exit | TOP SHIPS INC | $0 | – | -13,500 | -100.0% | -0.00% | – |
| FAZ | Exit | DIREXION DAILY FINL BEAR 3Xetp | $0 | – | -1,000 | -100.0% | -0.01% | – |
| SPXS | Exit | DIREXION DAILY S&P 500 BEARetp | $0 | – | -3,000 | -100.0% | -0.01% | – |
| RVLT | Exit | REVOLUTION LIGHTING TECHNOLO | $0 | – | -8,000 | -100.0% | -0.01% | – |
| TIKK | Exit | TEL-INSTRUMENT ELECTRONICS | $0 | – | -12,000 | -100.0% | -0.01% | – |
| CRK | Exit | COMSTOCK RESOURCES INC | $0 | – | -14,500 | -100.0% | -0.01% | – |
| AFHIF | Exit | ATLAS FINANCIAL HOLDINGS INC | $0 | – | -5,500 | -100.0% | -0.02% | – |
| ITIP | Exit | ISHARES INTERNATIONAL INFLATetp | $0 | – | -2,330 | -100.0% | -0.02% | – |
| NEON | Exit | NEONODE INC | $0 | – | -76,864 | -100.0% | -0.02% | – |
| COSIQ | Exit | COSI INC | $0 | – | -240,000 | -100.0% | -0.02% | – |
| ACLS | Exit | AXCELIS TECHNOLOGIES INC | $0 | – | -17,000 | -100.0% | -0.03% | – |
| TUR | Exit | ISHARES MSCI TURKEY ETFetp | $0 | – | -5,457 | -100.0% | -0.04% | – |
| CORN | Exit | TEUCRIUM CORN FUNDetp | $0 | – | -56,991 | -100.0% | -0.20% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -32,225 | -100.0% | -0.43% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -33,491 | -100.0% | -0.54% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -4,607 | -100.0% | -0.62% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -113,110 | -100.0% | -0.64% | – |
| BCR | Exit | CR BARD INC | $0 | – | -17,398 | -100.0% | -0.70% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -79,208 | -100.0% | -0.73% | – |
| STZ | Exit | CONSTELLATION BRANDS INC-A | $0 | – | -26,327 | -100.0% | -0.74% | – |
| TSO | Exit | TESORO CORP | $0 | – | -145,373 | -100.0% | -1.85% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -291,857 | -100.0% | -1.88% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -225,206 | -100.0% | -1.95% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -173,440 | -100.0% | -2.34% | – |
| TRV | Exit | TRAVELERS COS INC/THE | $0 | – | -135,669 | -100.0% | -2.74% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-11-14
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 | 2024-02-07 |
| 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.