$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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.