$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 - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $11,749,000 | – | 240,458 | +100.0% | 2.23% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| REN | New | RESOLUTE ENERGY CORP | $62,000 | – | 1,500 | +100.0% | 0.01% | – |
| CDEV | New | CENTENNIAL RESOURCE DEVELO-A | $49,000 | – | 2,500 | +100.0% | 0.01% | – |
| 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.