$527 Million is the total value of Mount Lucas Management LP's 182 reported holdings in Q4 2016. The portfolio turnover from Q3 2016 to Q4 2016 was 94.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $44,795,000 | +19.6% | 530,437 | +20.4% | 8.50% | +27.5% |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $11,749,000 | – | 240,458 | +100.0% | 2.23% | – |
| XLK | Buy | TECHNOLOGY SELECT SECT SPDRetp | $11,666,000 | +6.0% | 241,237 | +4.7% | 2.21% | +13.0% |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $11,464,000 | +6.6% | 140,838 | +4.8% | 2.18% | +13.6% |
| XLB | Buy | MATERIALS SELECT SECTOR SPDRetp | $11,435,000 | +7.3% | 230,083 | +3.1% | 2.17% | +14.3% |
| THD | Buy | ISHARES MSCI THAILAND CAPPEDetp | $4,499,000 | +3.4% | 62,407 | +5.5% | 0.85% | +10.2% |
| EWZ | Buy | ISHARES MSCI BRAZIL CAPPED Eetp | $4,472,000 | -0.6% | 134,147 | +0.6% | 0.85% | +5.9% |
| EWY | Buy | ISHARES MSCI SOUTH KOREA CAPetp | $4,462,000 | -3.3% | 83,836 | +5.7% | 0.85% | +3.0% |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $4,443,000 | – | 570,405 | +100.0% | 0.84% | – |
| EWT | New | ISHARES MSCI TAIWAN CAPPED Eetp | $4,339,000 | – | 147,725 | +100.0% | 0.82% | – |
| EWQ | Buy | ISHARES MSCI FRANCE ETFetp | $3,769,000 | +2.6% | 152,763 | +0.5% | 0.72% | +9.3% |
| EWI | New | ISHARES MSCI ITALY CAPPED ETetp | $2,723,000 | – | 112,485 | +100.0% | 0.52% | – |
| UGA | New | UNITED STATES GAS FUND LPetp | $2,646,000 | – | 84,484 | +100.0% | 0.50% | – |
| UNG | Buy | US NATURAL GAS FUND LPetp | $2,627,000 | +230.9% | 281,312 | +196.4% | 0.50% | +253.2% |
| UHN | Buy | UNITED STATES DIESEL-HEATINGetp | $2,578,000 | +323.3% | 153,691 | +289.7% | 0.49% | +352.8% |
| EWP | New | ISHARES MSCI SPAIN CAPPED ETetp | $2,577,000 | – | 97,201 | +100.0% | 0.49% | – |
| USO | New | UNITED STATES OIL FUND LPetp | $2,543,000 | – | 216,968 | +100.0% | 0.48% | – |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $2,498,000 | – | 81,389 | +100.0% | 0.47% | – |
| EPOL | New | ISHARES MSCI POLAND CAPPED Eetp | $2,456,000 | – | 135,569 | +100.0% | 0.47% | – |
| CPER | New | UNITED STATES COPPER INDEXetp | $2,296,000 | – | 140,406 | +100.0% | 0.44% | – |
| SCS | Buy | STEELCASE INC-CL A | $2,009,000 | +151.1% | 112,218 | +94.8% | 0.38% | +168.3% |
| BANC | Buy | BANC OF CALIFORNIA INC | $1,811,000 | +72.5% | 104,393 | +73.5% | 0.34% | +84.0% |
| CNO | Buy | CNO FINANCIAL GROUP INC | $1,809,000 | +146.1% | 94,447 | +96.2% | 0.34% | +161.8% |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS | $1,484,000 | +51.0% | 97,851 | +77.7% | 0.28% | +61.1% |
| REM | New | ISHARES MORTGAGE REAL ESTATEetp | $1,190,000 | – | 28,300 | +100.0% | 0.23% | – |
| GATX | New | GATX CORP | $1,042,000 | – | 16,919 | +100.0% | 0.20% | – |
| ODP | New | OFFICE DEPOT INC | $993,000 | – | 219,593 | +100.0% | 0.19% | – |
| DFODQ | New | DEAN FOODS CO | $978,000 | – | 44,893 | +100.0% | 0.19% | – |
| SFL | Buy | SHIP FINANCE INTL LTD | $937,000 | +2.5% | 63,082 | +1.7% | 0.18% | +9.2% |
| TSE | New | TRINSEO SA | $794,000 | – | 13,383 | +100.0% | 0.15% | – |
| SAFM | New | SANDERSON FARMS INC | $739,000 | – | 7,840 | +100.0% | 0.14% | – |
| CYS | New | CYS INVESTMENTS INC | $697,000 | – | 90,115 | +100.0% | 0.13% | – |
| STNG | Buy | SCORPIO TANKERS INC | $683,000 | -0.7% | 150,753 | +1.5% | 0.13% | +6.6% |
| NAT | Buy | NORDIC AMERICAN TANKERS LTD | $517,000 | -15.8% | 61,573 | +1.4% | 0.10% | -10.1% |
| GHYG | Buy | ISHARES GLOBAL HIGH YIELD COetp | $484,000 | +5.2% | 9,974 | +7.3% | 0.09% | +12.2% |
| HYG | Buy | ISHARES IBOXX USD HIGH YIELDetp | $482,000 | +4.6% | 5,564 | +5.4% | 0.09% | +11.0% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $481,000 | +4.8% | 10,159 | +4.5% | 0.09% | +11.0% |
| DWX | Buy | SPDR S&P INTER DVD ETFetp | $457,000 | +4.6% | 12,684 | +6.7% | 0.09% | +11.5% |
| VYM | Buy | VANGUARD HIGH DVD YIELD ETFetp | $457,000 | +7.5% | 6,025 | +2.2% | 0.09% | +14.5% |
| EMHY | Buy | ISHARES EMERGING MARKETS HIGetp | $450,000 | +4.7% | 9,254 | +8.9% | 0.08% | +10.4% |
| PBP | Buy | POWERSHARES S&P 500 BUYWRITEetp | $440,000 | +2.8% | 20,703 | +1.8% | 0.08% | +9.2% |
| PLUG | Buy | PLUG POWER INC | $240,000 | -19.7% | 200,000 | +14.3% | 0.05% | -13.2% |
| SAIC | New | SCIENCE APPLICATIONS INTE | $229,000 | – | 2,697 | +100.0% | 0.04% | – |
| CHFC | New | CHEMICAL FINANCIAL CORP | $228,000 | – | 4,200 | +100.0% | 0.04% | – |
| AEIS | New | ADVANCED ENERGY INDUSTRIES | $216,000 | – | 3,954 | +100.0% | 0.04% | – |
| IDCC | New | INTERDIGITAL INC | $217,000 | – | 2,374 | +100.0% | 0.04% | – |
| DW | New | DREW INDS INC | $212,000 | – | 1,965 | +100.0% | 0.04% | – |
| MASI | New | MASIMO CORP | $210,000 | – | 3,122 | +100.0% | 0.04% | – |
| CW | New | CURTISS-WRIGHT CORP | $208,000 | – | 2,119 | +100.0% | 0.04% | – |
| CPS | New | COOPER-STANDARD HOLDING | $193,000 | – | 1,864 | +100.0% | 0.04% | – |
| CMD | New | CANTEL MEDICAL CORP | $190,000 | – | 2,416 | +100.0% | 0.04% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INC | $182,000 | – | 2,997 | +100.0% | 0.04% | – |
| RESN | Buy | RESONANT INC | $131,000 | +20.2% | 26,000 | +30.0% | 0.02% | +31.6% |
| FLOT | Buy | ISHARES FLOATING RATE BOND Eetp | $118,000 | +3.5% | 2,332 | +3.7% | 0.02% | +10.0% |
| AVHI | Buy | AV HOMES INC | $114,000 | +5.6% | 7,243 | +11.4% | 0.02% | +15.8% |
| AGEN | Buy | AGENUS INC | $103,000 | -40.1% | 25,000 | +4.2% | 0.02% | -35.5% |
| RMGN | Buy | RMG NETWORKS HOLDING CORP | $97,000 | +15.5% | 135,509 | +42.6% | 0.02% | +20.0% |
| VUZI | Buy | VUZIX CORP | $95,000 | +2.2% | 14,000 | +33.3% | 0.02% | +5.9% |
| AQMS | Buy | AQUA METALS INC | $79,000 | +97.5% | 6,000 | +33.3% | 0.02% | +114.3% |
| SSNI | Buy | SILVER SPRING NETWORKS INC | $73,000 | +14.1% | 5,500 | +22.2% | 0.01% | +27.3% |
| REN | New | RESOLUTE ENERGY CORP | $62,000 | – | 1,500 | +100.0% | 0.01% | – |
| JONE | Buy | JONES ENERGY INC - A | $45,000 | +66.7% | 9,000 | +20.0% | 0.01% | +80.0% |
| CDEV | New | CENTENNIAL RESOURCE DEVELO-A | $49,000 | – | 2,500 | +100.0% | 0.01% | – |
| BTX | Buy | BIOTIME INC | $42,000 | -2.3% | 11,500 | +4.5% | 0.01% | 0.0% |
| IYZ | New | ISHARES US TELECOMMUNICATIONetp | $35,000 | – | 1,027 | +100.0% | 0.01% | – |
| HYGS | New | HYDROGENICS CORP | $33,000 | – | 7,500 | +100.0% | 0.01% | – |
| BLCM | New | BELLICUM PHARMACEUTICALS INC | $27,000 | – | 2,000 | +100.0% | 0.01% | – |
| CLIR | New | CLEARSIGN COMBUSTION CORP | $26,000 | – | 7,500 | +100.0% | 0.01% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-02-14
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.