$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 38.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UNM | Sell | UNUM GROUP | $25,373,000 | +4.5% | 577,563 | -16.0% | 4.81% | +11.4% |
| GM | Sell | GENERAL MOTORS CO | $21,828,000 | -7.4% | 626,529 | -15.5% | 4.14% | -1.2% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $13,832,000 | +7.5% | 132,921 | -15.6% | 2.62% | +14.6% |
| T | Sell | AT&T INC | $13,697,000 | -10.9% | 322,055 | -15.0% | 2.60% | -5.1% |
| NAVI | Sell | NAVIENT CORP | $13,518,000 | -3.9% | 822,717 | -15.4% | 2.56% | +2.4% |
| FITB | Sell | FIFTH THIRD BANCORP | $12,917,000 | +11.1% | 478,959 | -15.7% | 2.45% | +18.5% |
| RIG | Sell | TRANSOCEAN LTD | $12,492,000 | +15.9% | 847,432 | -16.2% | 2.37% | +23.6% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $12,146,000 | -8.7% | 266,052 | -15.6% | 2.30% | -2.7% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $11,678,000 | -5.1% | 201,827 | -15.5% | 2.22% | +1.2% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $11,448,000 | +6.0% | 183,999 | -0.6% | 2.17% | +12.9% |
| KSS | Sell | KOHLS CORP | $11,237,000 | -4.5% | 227,560 | -15.3% | 2.13% | +1.9% |
| Sell | SPDR S&P OIL & GAS EXP & PRcall | $11,022,000 | +6.6% | 266,100 | -1.0% | 2.09% | +13.6% | |
| BBY | Sell | BEST BUY CO INC | $10,977,000 | -5.7% | 257,243 | -15.6% | 2.08% | +0.5% |
| GLW | Sell | CORNING INC | $10,466,000 | -13.3% | 431,228 | -15.6% | 1.98% | -7.6% |
| HIG | Sell | HARTFORD FINANCIAL SVCS GRP | $10,309,000 | -6.3% | 216,360 | -15.8% | 1.96% | -0.1% |
| AIZ | Sell | ASSURANT INC | $10,305,000 | -15.0% | 110,975 | -15.6% | 1.96% | -9.4% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $10,259,000 | -8.8% | 211,225 | -8.0% | 1.95% | -2.8% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $9,461,000 | -10.9% | 182,968 | -8.3% | 1.80% | -5.0% |
| WMT | Sell | WAL-MART STORES INC | $9,260,000 | -19.0% | 133,962 | -15.5% | 1.76% | -13.7% |
| F | Sell | FORD MOTOR CO | $8,980,000 | -14.9% | 740,353 | -15.4% | 1.70% | -9.3% |
| LUMN | Sell | CENTURYLINK INC | $8,720,000 | -26.0% | 366,676 | -14.7% | 1.65% | -21.1% |
| GME | Sell | GAMESTOP CORP-CLASS A | $8,123,000 | -22.4% | 321,575 | -15.3% | 1.54% | -17.3% |
| EPU | Sell | ISHARES MSCI ALL PERU CAPPEDetp | $4,537,000 | -2.2% | 138,327 | -1.1% | 0.86% | +4.2% |
| ECH | Sell | ISHARES MSCI CHILE CAPPED ETetp | $4,432,000 | -1.9% | 118,435 | -3.3% | 0.84% | +4.6% |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $4,178,000 | -8.9% | 120,383 | -0.2% | 0.79% | -2.8% |
| EWO | Sell | ISHARES MSCI AUSTRIA CAPPEDetp | $4,062,000 | -3.1% | 245,716 | -4.4% | 0.77% | +3.4% |
| Sell | DENBURY RESOURCES INCcall | $3,606,000 | +12.8% | 979,900 | -1.0% | 0.68% | +20.2% | |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $3,011,000 | -25.1% | 113,709 | -25.7% | 0.57% | -20.1% |
| RSG | Sell | REPUBLIC SERVICES INC | $2,955,000 | -4.6% | 51,787 | -15.7% | 0.56% | +1.8% |
| EWD | Sell | ISHARES MSCI SWEDEN CAPPED Eetp | $2,951,000 | -27.7% | 102,700 | -26.9% | 0.56% | -22.9% |
| WM | Sell | WASTE MANAGEMENT INC | $2,756,000 | -6.1% | 38,872 | -15.6% | 0.52% | +0.2% |
| EPI | Sell | WISDOMTREE INDIA EARNINGSetp | $2,748,000 | -38.6% | 136,043 | -34.2% | 0.52% | -34.5% |
| SYY | Sell | SYSCO CORP | $2,739,000 | -4.6% | 49,480 | -15.5% | 0.52% | +1.8% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $2,685,000 | -8.4% | 11,543 | -15.8% | 0.51% | -2.5% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $2,596,000 | +19.0% | 111,654 | -1.2% | 0.49% | +26.8% |
| ITW | Sell | ILLINOIS TOOL WORKS | $2,585,000 | -13.4% | 21,106 | -15.2% | 0.49% | -7.7% |
| PAYX | Sell | PAYCHEX INC | $2,558,000 | -11.0% | 42,021 | -15.4% | 0.48% | -5.1% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $2,545,000 | -11.2% | 33,792 | -16.7% | 0.48% | -5.3% |
| RTN | Sell | RAYTHEON COMPANY | $2,544,000 | -11.6% | 17,920 | -15.2% | 0.48% | -5.7% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $2,511,000 | -37.9% | 103,976 | -35.6% | 0.48% | -33.9% |
| MMC | Sell | MARSH & MCLENNAN COS | $2,502,000 | -15.2% | 37,024 | -15.6% | 0.48% | -9.5% |
| MMM | Sell | 3M CO | $2,492,000 | -14.4% | 13,952 | -15.5% | 0.47% | -8.7% |
| GIS | Sell | GENERAL MILLS INC | $2,472,000 | -18.3% | 40,012 | -15.5% | 0.47% | -12.8% |
| MCD | Sell | MCDONALD'S CORP | $2,449,000 | -10.8% | 20,121 | -15.5% | 0.46% | -4.9% |
| MKC | Sell | MCCORMICK & CO-NON VTG SHRS | $2,414,000 | -20.9% | 25,866 | -15.3% | 0.46% | -15.7% |
| K | Sell | KELLOGG CO | $2,384,000 | -19.6% | 32,345 | -15.5% | 0.45% | -14.4% |
| PG | Sell | PROCTER & GAMBLE CO/THE | $2,336,000 | -20.7% | 27,790 | -15.4% | 0.44% | -15.5% |
| CLX | Sell | CLOROX COMPANY | $2,312,000 | -19.0% | 19,268 | -15.5% | 0.44% | -13.6% |
| BDX | Sell | BECTON DICKINSON AND CO | $2,306,000 | -22.3% | 13,927 | -15.6% | 0.44% | -17.2% |
| CPB | Sell | CAMPBELL SOUP CO | $2,299,000 | -6.7% | 38,027 | -15.6% | 0.44% | -0.7% |
| SOYB | Sell | TEUCRIUM SOYBEAN FUNDetp | $2,294,000 | -6.3% | 120,135 | -9.3% | 0.44% | -0.2% |
| PSA | Sell | PUBLIC STORAGE | $2,142,000 | -15.4% | 9,584 | -15.5% | 0.41% | -10.0% |
| KMB | Sell | KIMBERLY-CLARK CORP | $2,092,000 | -23.6% | 18,325 | -15.6% | 0.40% | -18.5% |
| EZA | Sell | ISHARES MSCI SOUTH AFRICA ETetp | $1,984,000 | -58.4% | 37,887 | -55.5% | 0.38% | -55.7% |
| RSX | Sell | VANECK VECTORS RUSSIA ETFetp | $1,619,000 | +6.9% | 76,277 | -5.5% | 0.31% | +14.1% |
| ONB | Sell | OLD NATIONAL BANCORP | $1,274,000 | +27.5% | 70,204 | -1.2% | 0.24% | +36.0% |
| CALM | Sell | CAL-MAINE FOODS INC | $703,000 | +13.0% | 15,918 | -1.4% | 0.13% | +19.8% |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $657,000 | -85.8% | 27,213 | -84.5% | 0.12% | -84.8% |
| CANE | Sell | TEUCRIUM SUGAR FUNDetp | $568,000 | -78.3% | 43,703 | -75.8% | 0.11% | -76.8% |
| ANF | Sell | ABERCROMBIE & FITCH CO-CL A | $358,000 | -24.5% | 29,841 | -0.1% | 0.07% | -19.0% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGIetp | $321,000 | -25.2% | 2,915 | -20.3% | 0.06% | -19.7% |
| STL | Sell | STERLING BANCORP/DE | $306,000 | +31.9% | 13,090 | -1.1% | 0.06% | +41.5% |
| PIH | Sell | 1347 PROPERTY INSURANCE HOLD | $273,000 | +22.4% | 34,968 | -2.2% | 0.05% | +30.0% |
| LANC | Sell | LANCASTER COLONY CORP | $267,000 | +6.0% | 1,890 | -1.0% | 0.05% | +13.3% |
| MTN | Sell | VAIL RESORTS INC | $259,000 | +2.4% | 1,604 | -0.6% | 0.05% | +8.9% |
| WST | Sell | WEST PHARMACEUTICAL SERVICES | $251,000 | +12.1% | 2,957 | -1.4% | 0.05% | +20.0% |
| POOL | Sell | POOL CORP | $240,000 | -55.5% | 2,301 | -59.6% | 0.05% | -52.1% |
| TXRH | Sell | TEXAS ROADHOUSE INC | $225,000 | +22.3% | 4,657 | -1.0% | 0.04% | +30.3% |
| CSGS | Sell | CSG SYSTEMS INTL INC | $221,000 | +16.3% | 4,558 | -1.1% | 0.04% | +23.5% |
| BFAM | Sell | BRIGHT HORIZONS FAMILY SOLUT | $222,000 | +3.3% | 3,173 | -1.4% | 0.04% | +10.5% |
| OMI | Sell | OWENS & MINOR INC | $184,000 | +1.1% | 5,201 | -0.6% | 0.04% | +9.4% |
| IGSB | Sell | ISHARES 1-3 YEAR CREDIT BONDetp | $107,000 | -6.1% | 1,021 | -5.2% | 0.02% | 0.0% |
| GSL | Sell | GLOBAL SHIP LEASE INC-CL A | $45,000 | -56.3% | 30,000 | -51.6% | 0.01% | -50.0% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $4,000 | -99.2% | 134 | -99.1% | 0.00% | -98.9% |
| OGEN | Exit | ORAGENICS INC | $0 | – | -35,000 | -100.0% | -0.00% | – |
| FCSC | Exit | FIBROCELL SCIENCE INC | $0 | – | -25,000 | -100.0% | -0.00% | – |
| FNJN | Exit | FINJAN HOLDINGS INC | $0 | – | -14,164 | -100.0% | -0.00% | – |
| HSGX | Exit | HISTOGENICS CORP | $0 | – | -8,000 | -100.0% | -0.01% | – |
| SYN | Exit | SYNTHETIC BIOLOGICS INC | $0 | – | -17,500 | -100.0% | -0.01% | – |
| HBP | Exit | HUTTIG BUILDING PRODUCTS INC | $0 | – | -6,200 | -100.0% | -0.01% | – |
| OVAS | Exit | OVASCIENCE INC | $0 | – | -4,800 | -100.0% | -0.01% | – |
| SRAQ | Exit | SILVER RUN ACQUISITION COR-A | $0 | – | -2,600 | -100.0% | -0.01% | – |
| MCC | Exit | MEDLEY CAPITAL CORP | $0 | – | -5,000 | -100.0% | -0.01% | – |
| CETX | Exit | CEMTREX INC | $0 | – | -9,500 | -100.0% | -0.01% | – |
| ZIOP | Exit | ZIOPHARM ONCOLOGY INC | $0 | – | -6,500 | -100.0% | -0.01% | – |
| TIP | Exit | ISHARES TIPS BOND ETFetp | $0 | – | -985 | -100.0% | -0.02% | – |
| MUB | Exit | ISHARES NATIONAL MUNI BOND Eetp | $0 | – | -1,005 | -100.0% | -0.02% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -921 | -100.0% | -0.02% | – |
| WIP | Exit | SPDR CITI INTERNATIONAL GOVEetp | $0 | – | -2,016 | -100.0% | -0.02% | – |
| XON | Exit | INTREXON CORP | $0 | – | -4,200 | -100.0% | -0.02% | – |
| BOFI | Exit | BOFI HOLDING INC | $0 | – | -7,026 | -100.0% | -0.03% | – |
| AMSG | Exit | AMSURG CORP | $0 | – | -3,000 | -100.0% | -0.04% | – |
| HELE | Exit | HELEN OF TROY LTD | $0 | – | -2,439 | -100.0% | -0.04% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -3,259 | -100.0% | -0.04% | – |
| MNRO | Exit | MONRO MUFFLER BRAKE INC | $0 | – | -3,563 | -100.0% | -0.04% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -3,902 | -100.0% | -0.04% | – |
| CHE | Exit | CHEMED CORP | $0 | – | -1,869 | -100.0% | -0.05% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -10,014 | -100.0% | -0.05% | – |
| TNK | Exit | TEEKAY TANKERS LTD-CLASS A | $0 | – | -137,077 | -100.0% | -0.06% | – |
| IEF | Exit | ISHARES 7-10 YEAR TREASURY Betp | $0 | – | -3,402 | -100.0% | -0.07% | – |
| IEI | Exit | ISHARES 3-7 YEAR TREASURY BOetp | $0 | – | -3,012 | -100.0% | -0.07% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -62,150 | -100.0% | -0.09% | – |
| RCII | Exit | RENT-A-CENTER INC | $0 | – | -40,446 | -100.0% | -0.09% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -60,415 | -100.0% | -0.09% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -138,266 | -100.0% | -0.10% | – |
| TIME | Exit | TIME INC | $0 | – | -53,339 | -100.0% | -0.14% | – |
| CTB | Exit | COOPER TIRE & RUBBER | $0 | – | -23,845 | -100.0% | -0.16% | – |
| GBX | Exit | GREENBRIER COMPANIES INC | $0 | – | -26,920 | -100.0% | -0.17% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -64,516 | -100.0% | -0.19% | – |
| PFF | Exit | ISHARES US PREFERRED STOCK Eetp | $0 | – | -28,530 | -100.0% | -0.20% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTATEetp | $0 | – | -108,869 | -100.0% | -0.20% | – |
| VNQI | Exit | VANGUARD GLBL EX-US REAL ESTetp | $0 | – | -20,503 | -100.0% | -0.20% | – |
| FAF | Exit | FIRST AMERICAN FINANCIAL | $0 | – | -31,555 | -100.0% | -0.22% | – |
| GLD | Exit | SPDR GOLD SHARESetp | $0 | – | -19,285 | -100.0% | -0.43% | – |
| EWU | Exit | ISHARES MSCI UNITED KINGDOMetp | $0 | – | -181,662 | -100.0% | -0.51% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND CAPetp | $0 | – | -132,891 | -100.0% | -0.72% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -116,331 | -100.0% | -0.77% | – |
| EWM | Exit | ISHARES MSCI MALAYSIA ETFetp | $0 | – | -546,532 | -100.0% | -0.79% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -297,447 | -100.0% | -0.83% | – |
| XLV | Exit | HEALTH CARE SELECT SECTORetp | $0 | – | -148,783 | -100.0% | -1.91% | – |
| EWJ | Exit | ISHARES MSCI JAPAN ETFetp | $0 | – | -979,803 | -100.0% | -2.19% | – |
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.