$502 Million is the total value of Mount Lucas Management LP's 177 reported holdings in Q1 2017. The portfolio turnover from Q4 2016 to Q1 2017 was 42.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $35,477,000 | -20.8% | 419,746 | -20.9% | 7.07% | -16.9% |
| BBY | Buy | BEST BUY CO INC | $22,452,000 | +104.5% | 456,814 | +77.6% | 4.47% | +114.8% |
| UNM | Sell | UNUM GROUP | $21,329,000 | -15.9% | 454,887 | -21.2% | 4.25% | -11.7% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP | $21,165,000 | +81.2% | 335,357 | +66.2% | 4.22% | +90.3% |
| GLW | Buy | CORNING INC | $20,308,000 | +94.0% | 752,139 | +74.4% | 4.04% | +103.8% |
| EWJ | Sell | ISHARES MSCI JAPAN ETFetp | $12,170,000 | +3.6% | 236,301 | -1.7% | 2.42% | +8.7% |
| FITB | Sell | FIFTH THIRD BANCORP | $10,854,000 | -16.0% | 427,312 | -10.8% | 2.16% | -11.8% |
| HPE | New | HEWLETT PACKARD ENTERPRIS | $10,462,000 | – | 441,420 | +100.0% | 2.08% | – |
| CCL | New | CARNIVAL CORP | $10,283,000 | – | 174,559 | +100.0% | 2.05% | – |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $10,136,000 | -1.2% | 197,535 | -6.5% | 2.02% | +3.8% |
| GM | Sell | GENERAL MOTORS CO | $10,044,000 | -54.0% | 284,039 | -54.7% | 2.00% | -51.7% |
| AFL | New | AFLAC INC | $9,967,000 | – | 137,634 | +100.0% | 1.98% | – |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $9,920,000 | -15.0% | 186,080 | -22.9% | 1.98% | -10.7% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $9,911,000 | -13.5% | 112,687 | -20.0% | 1.97% | -9.2% |
| MPC | New | MARATHON PETROLEUM CORP | $9,817,000 | – | 194,243 | +100.0% | 1.96% | – |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $9,764,000 | -14.6% | 186,303 | -19.0% | 1.94% | -10.3% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $9,663,000 | +2.1% | 177,040 | -3.2% | 1.92% | +7.2% |
| VLO | New | VALERO ENERGY CORP | $9,660,000 | – | 145,735 | +100.0% | 1.92% | – |
| XLV | New | HEALTH CARE SELECT SECTORetp | $9,657,000 | – | 129,870 | +100.0% | 1.92% | – |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $9,630,000 | -15.9% | 148,010 | -19.6% | 1.92% | -11.7% |
| TSO | New | TESORO CORP | $9,497,000 | – | 117,159 | +100.0% | 1.89% | – |
| AIZ | Sell | ASSURANT INC | $9,417,000 | -8.6% | 98,435 | -11.3% | 1.88% | -4.0% |
| WMT | Sell | WAL-MART STORES INC | $8,627,000 | -6.8% | 119,686 | -10.7% | 1.72% | -2.2% |
| KSS | Sell | KOHLS CORP | $8,147,000 | -27.5% | 204,639 | -10.1% | 1.62% | -23.9% |
| LUMN | Sell | CENTURYLINK INC | $7,877,000 | -9.7% | 334,202 | -8.9% | 1.57% | -5.1% |
| XLRE | Buy | REAL ESTATE SELECT SECT SPDRetp | $7,538,000 | +188350.0% | 238,539 | +177914.2% | 1.50% | +150000.0% |
| ITW | Buy | ILLINOIS TOOL WORKS | $4,946,000 | +91.3% | 37,338 | +76.9% | 0.98% | +101.0% |
| ECH | Sell | ISHARES MSCI CHILE CAPPED ETetp | $4,824,000 | +8.8% | 110,745 | -6.5% | 0.96% | +14.3% |
| EPI | Buy | WISDOMTREE INDIA EARNINGSetp | $4,766,000 | +73.4% | 197,534 | +45.2% | 0.95% | +82.1% |
| EWY | Sell | ISHARES MSCI SOUTH KOREA CAPetp | $4,714,000 | +5.6% | 76,193 | -9.1% | 0.94% | +11.0% |
| EIDO | Buy | ISHARES MSCI INDONESIA ETFetp | $4,699,000 | +615.2% | 182,192 | +569.5% | 0.94% | +648.8% |
| THD | Sell | ISHARES MSCI THAILAND CAPPEDetp | $4,639,000 | +3.1% | 59,483 | -4.7% | 0.92% | +8.3% |
| GREK | Buy | GLOBAL X MSCI GREECE ETFetp | $4,607,000 | +3.7% | 578,713 | +1.5% | 0.92% | +8.9% |
| EPOL | Buy | ISHARES MSCI POLAND CAPPED Eetp | $4,583,000 | +86.6% | 212,369 | +56.7% | 0.91% | +95.9% |
| EWT | Sell | ISHARES MSCI TAIWAN CAPPED Eetp | $4,578,000 | +5.5% | 137,755 | -6.7% | 0.91% | +10.8% |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $4,496,000 | +7.6% | 116,803 | -3.0% | 0.90% | +12.9% |
| EWP | Buy | ISHARES MSCI SPAIN CAPPED ETetp | $4,495,000 | +74.4% | 147,810 | +52.1% | 0.90% | +83.0% |
| EZA | Buy | ISHARES MSCI SOUTH AFRICA ETetp | $4,478,000 | +125.7% | 81,140 | +114.2% | 0.89% | +137.2% |
| EPU | Sell | ISHARES MSCI ALL PERU CAPPEDetp | $4,441,000 | -2.1% | 130,312 | -5.8% | 0.88% | +2.8% |
| EWZ | Sell | ISHARES MSCI BRAZIL CAPPED Eetp | $4,430,000 | -0.9% | 118,258 | -11.8% | 0.88% | +4.0% |
| EWI | Buy | ISHARES MSCI ITALY CAPPED ETetp | $4,392,000 | +61.3% | 170,623 | +51.7% | 0.88% | +69.2% |
| EWQ | Buy | ISHARES MSCI FRANCE ETFetp | $4,294,000 | +13.9% | 161,992 | +6.0% | 0.86% | +19.6% |
| EWN | Buy | ISHARES MSCI NETHERLANDS ETFetp | $4,251,000 | +69.3% | 158,555 | +52.5% | 0.85% | +77.9% |
| EWG | Buy | ISHARES MSCI GERMANY ETFetp | $4,216,000 | +40.0% | 146,629 | +29.0% | 0.84% | +47.1% |
| EWO | Sell | ISHARES MSCI AUSTRIA CAPPEDetp | $4,214,000 | +3.7% | 231,910 | -5.6% | 0.84% | +8.8% |
| EWD | Buy | ISHARES MSCI SWEDEN CAPPED Eetp | $4,203,000 | +42.4% | 133,132 | +29.6% | 0.84% | +49.5% |
| EWL | New | ISHARES MSCI SWITZERLAND CAPetp | $4,157,000 | – | 130,001 | +100.0% | 0.83% | – |
| EWU | Buy | ISHARES MSCI UNITED KINGDOMetp | $4,116,000 | +64.8% | 126,456 | +55.4% | 0.82% | +73.0% |
| WM | Sell | WASTE MANAGEMENT INC | $2,523,000 | -8.5% | 34,596 | -11.0% | 0.50% | -3.8% |
| RSG | Sell | REPUBLIC SERVICES INC | $2,487,000 | -15.8% | 39,596 | -23.5% | 0.50% | -11.8% |
| AJG | New | ARTHUR J GALLAGHER & CO | $2,478,000 | – | 43,833 | +100.0% | 0.49% | – |
| APH | New | AMPHENOL CORP-CL A | $2,476,000 | – | 34,788 | +100.0% | 0.49% | – |
| BA | New | BOEING CO/THE | $2,473,000 | – | 13,983 | +100.0% | 0.49% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $2,463,000 | – | 30,575 | +100.0% | 0.49% | – |
| TMK | New | TORCHMARK CORP | $2,451,000 | – | 31,825 | +100.0% | 0.49% | – |
| GD | New | GENERAL DYNAMICS CORP | $2,443,000 | – | 13,052 | +100.0% | 0.49% | – |
| NOC | Sell | NORTHROP GRUMMAN CORP | $2,438,000 | -9.2% | 10,252 | -11.2% | 0.49% | -4.5% |
| MMC | Sell | MARSH & MCLENNAN COS | $2,432,000 | -2.8% | 32,912 | -11.1% | 0.48% | +1.9% |
| RTN | Sell | RAYTHEON COMPANY | $2,421,000 | -4.8% | 15,873 | -11.4% | 0.48% | -0.2% |
| UNH | New | UNITEDHEALTH GROUP INC | $2,388,000 | – | 14,560 | +100.0% | 0.48% | – |
| CPER | Sell | UNITED STATES COPPER INDEXetp | $2,383,000 | +3.8% | 137,643 | -2.0% | 0.48% | +8.9% |
| MMM | Sell | 3M CO | $2,379,000 | -4.5% | 12,431 | -10.9% | 0.47% | +0.2% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $2,368,000 | -8.8% | 99,805 | -10.6% | 0.47% | -4.1% |
| USB | New | US BANCORP | $2,354,000 | – | 45,703 | +100.0% | 0.47% | – |
| SYY | Sell | SYSCO CORP | $2,288,000 | -16.5% | 44,055 | -11.0% | 0.46% | -12.3% |
| BDX | Sell | BECTON DICKINSON AND CO | $2,269,000 | -1.6% | 12,366 | -11.2% | 0.45% | +3.4% |
| PG | Sell | PROCTER & GAMBLE CO/THE | $2,226,000 | -4.7% | 24,766 | -10.9% | 0.44% | 0.0% |
| PAYX | Sell | PAYCHEX INC | $2,208,000 | -13.7% | 37,485 | -10.8% | 0.44% | -9.3% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,949,000 | -23.4% | 27,885 | -17.5% | 0.39% | -19.7% |
| BANC | Sell | BANC OF CALIFORNIA INC | $1,919,000 | +6.0% | 92,688 | -11.2% | 0.38% | +11.0% |
| CNO | Sell | CNO FINANCIAL GROUP INC | $1,715,000 | -5.2% | 83,656 | -11.4% | 0.34% | -0.3% |
| SCS | Sell | STEELCASE INC-CL A | $1,671,000 | -16.8% | 99,775 | -11.1% | 0.33% | -12.6% |
| RSX | Sell | VANECK VECTORS RUSSIA ETFetp | $1,471,000 | -9.1% | 71,169 | -6.7% | 0.29% | -4.6% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS | $1,211,000 | -18.4% | 86,340 | -11.8% | 0.24% | -14.5% |
| ONB | Sell | OLD NATIONAL BANCORP | $1,082,000 | -15.1% | 62,380 | -11.1% | 0.22% | -10.7% |
| GATX | Sell | GATX CORP | $917,000 | -12.0% | 15,037 | -11.1% | 0.18% | -7.6% |
| ODP | Sell | OFFICE DEPOT INC | $909,000 | -8.5% | 194,931 | -11.2% | 0.18% | -3.7% |
| SFL | Sell | SHIP FINANCE INTL LTD | $844,000 | -9.9% | 57,410 | -9.0% | 0.17% | -5.6% |
| TSE | Sell | TRINSEO SA | $796,000 | +0.3% | 11,867 | -11.3% | 0.16% | +5.3% |
| DFODQ | Sell | DEAN FOODS CO | $783,000 | -19.9% | 39,802 | -11.3% | 0.16% | -16.1% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $733,000 | -38.4% | 16,182 | -42.8% | 0.15% | -35.4% |
| SAFM | Sell | SANDERSON FARMS INC | $720,000 | -2.6% | 6,934 | -11.6% | 0.14% | +2.1% |
| CWB | New | SPDR BBG BARC CONVERTIBLEetp | $718,000 | – | 14,934 | +100.0% | 0.14% | – |
| BKLN | New | POWERSHARES SENIOR LOANetp | $711,000 | – | 30,564 | +100.0% | 0.14% | – |
| EWW | New | ISHARES MSCI MEXICO CAPPEDetp | $708,000 | – | 13,835 | +100.0% | 0.14% | – |
| CYS | Sell | CYS INVESTMENTS INC | $653,000 | -6.3% | 82,076 | -8.9% | 0.13% | -1.5% |
| STNG | Sell | SCORPIO TANKERS INC | $592,000 | -13.3% | 133,328 | -11.6% | 0.12% | -9.2% |
| CALM | Sell | CAL-MAINE FOODS INC | $517,000 | -26.5% | 14,047 | -11.8% | 0.10% | -22.6% |
| SHYG | Sell | ISHARES 0-5 YR HY CORP BONDetp | $475,000 | -1.2% | 9,940 | -2.2% | 0.10% | +4.4% |
| GHYG | Sell | ISHARES GLOBAL HIGH YIELD COetp | $476,000 | -1.7% | 9,638 | -3.4% | 0.10% | +3.3% |
| HYG | Sell | ISHARES IBOXX USD HIGH YIELDetp | $474,000 | -1.7% | 5,401 | -2.9% | 0.09% | +3.3% |
| NAT | Sell | NORDIC AMERICAN TANKERS LTD | $455,000 | -12.0% | 55,626 | -9.7% | 0.09% | -7.1% |
| DWX | Sell | SPDR S&P INTER DVD ETFetp | $456,000 | -0.2% | 11,985 | -5.5% | 0.09% | +4.6% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGIetp | $447,000 | +39.3% | 3,935 | +35.0% | 0.09% | +45.9% |
| EMHY | Sell | ISHARES EMERGING MARKETS HIGetp | $446,000 | -0.9% | 8,929 | -3.5% | 0.09% | +4.7% |
| PBP | Sell | POWERSHARES S&P 500 BUYWRITEetp | $447,000 | +1.6% | 20,273 | -2.1% | 0.09% | +7.2% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $444,000 | -2.8% | 5,715 | -5.1% | 0.09% | +1.1% |
| IPFF | New | ISHARES INTERNATIONAL PREFERetp | $365,000 | – | 21,090 | +100.0% | 0.07% | – |
| VNQI | New | VANGUARD GLBL EX-US REAL ESTetp | $361,000 | – | 6,771 | +100.0% | 0.07% | – |
| PFF | New | ISHARES US PREFERRED STOCK Eetp | $358,000 | – | 9,248 | +100.0% | 0.07% | – |
| ANF | Sell | ABERCROMBIE & FITCH CO-CL A | $319,000 | -10.9% | 26,778 | -10.3% | 0.06% | -5.9% |
| PIH | Buy | 1347 PROPERTY INSURANCE HOLD | $284,000 | +4.0% | 35,000 | +0.1% | 0.06% | +9.6% |
| STL | Sell | STERLING BANCORP/DE | $275,000 | -10.1% | 11,585 | -11.5% | 0.06% | -5.2% |
| MTN | Sell | VAIL RESORTS INC | $273,000 | +5.4% | 1,421 | -11.4% | 0.05% | +10.2% |
| MASI | Sell | MASIMO CORP | $257,000 | +22.4% | 2,756 | -11.7% | 0.05% | +27.5% |
| PLUG | Sell | PLUG POWER INC | $242,000 | +0.8% | 175,000 | -12.5% | 0.05% | +4.3% |
| POOL | Sell | POOL CORP | $243,000 | +1.2% | 2,034 | -11.6% | 0.05% | +4.3% |
| AEIS | Sell | ADVANCED ENERGY INDUSTRIES | $239,000 | +10.6% | 3,489 | -11.8% | 0.05% | +17.1% |
| LANC | Sell | LANCASTER COLONY CORP | $216,000 | -19.1% | 1,673 | -11.5% | 0.04% | -15.7% |
| WST | Sell | WEST PHARMACEUTICAL SERVICES | $213,000 | -15.1% | 2,614 | -11.6% | 0.04% | -12.5% |
| BFAM | Sell | BRIGHT HORIZONS FAMILY SOLUT | $203,000 | -8.6% | 2,800 | -11.8% | 0.04% | -4.8% |
| CHFC | Sell | CHEMICAL FINANCIAL CORP | $190,000 | -16.7% | 3,724 | -11.3% | 0.04% | -11.6% |
| TXRH | Sell | TEXAS ROADHOUSE INC | $184,000 | -18.2% | 4,129 | -11.3% | 0.04% | -14.0% |
| IDCC | Sell | INTERDIGITAL INC | $181,000 | -16.6% | 2,103 | -11.4% | 0.04% | -12.2% |
| CPS | Sell | COOPER-STANDARD HOLDING | $182,000 | -5.7% | 1,645 | -11.7% | 0.04% | -2.7% |
| SAIC | Sell | SCIENCE APPLICATIONS INTE | $178,000 | -22.3% | 2,388 | -11.5% | 0.04% | -18.6% |
| DW | Sell | DREW INDUSTRIES | $174,000 | -17.9% | 1,740 | -11.5% | 0.04% | -12.5% |
| CW | Sell | CURTISS-WRIGHT CORP | $171,000 | -17.8% | 1,872 | -11.7% | 0.03% | -12.8% |
| CMD | Sell | CANTEL MEDICAL CORP | $171,000 | -10.0% | 2,133 | -11.7% | 0.03% | -5.6% |
| OMI | Sell | OWENS & MINOR INC | $160,000 | -13.0% | 4,622 | -11.1% | 0.03% | -8.6% |
| FDP | Sell | FRESH DEL MONTE PRODUCE INC | $157,000 | -13.7% | 2,651 | -11.5% | 0.03% | -11.4% |
| CSGS | Sell | CSG SYSTEMS INTL INC | $153,000 | -30.8% | 4,043 | -11.3% | 0.03% | -28.6% |
| RESN | Sell | RESONANT INC | $129,000 | -1.5% | 24,000 | -7.7% | 0.03% | +4.0% |
| IGSB | Buy | ISHARES 1-3 YEAR CREDIT BONDetp | $119,000 | +11.2% | 1,128 | +10.5% | 0.02% | +20.0% |
| FLOT | Buy | ISHARES FLOATING RATE BOND Eetp | $119,000 | +0.8% | 2,335 | +0.1% | 0.02% | +9.1% |
| RMGN | Sell | RMG NETWORKS HOLDING CORP | $106,000 | +9.3% | 135,389 | -0.1% | 0.02% | +16.7% |
| AQMS | Sell | AQUA METALS INC | $98,000 | +24.1% | 5,000 | -16.7% | 0.02% | +33.3% |
| VUZI | Buy | VUZIX CORP | $93,000 | -2.1% | 15,000 | +7.1% | 0.02% | +5.6% |
| JCAP | Sell | JERNIGAN CAPITAL INC | $92,000 | -3.2% | 4,000 | -11.1% | 0.02% | 0.0% |
| AGEN | Sell | AGENUS INC | $79,000 | -23.3% | 21,000 | -16.0% | 0.02% | -20.0% |
| BTX | Buy | BIOTIME INC | $59,000 | +40.5% | 17,000 | +47.8% | 0.01% | +50.0% |
| PSTI | New | PLURISTEM THERAPEUTICS INC | $55,000 | – | 45,000 | +100.0% | 0.01% | – |
| GSL | Buy | GLOBAL SHIP LEASE INC-CL A | $52,000 | +15.6% | 35,000 | +16.7% | 0.01% | +11.1% |
| ASM | New | AVINO SILVER & GOLD MINES | $46,000 | – | 26,500 | +100.0% | 0.01% | – |
| BLCM | Buy | BELLICUM PHARMACEUTICALS INC | $43,000 | +59.3% | 3,500 | +75.0% | 0.01% | +80.0% |
| NEON | New | NEONODE INC | $46,000 | – | 28,500 | +100.0% | 0.01% | – |
| REN | Sell | RESOLUTE ENERGY CORP | $40,000 | -35.5% | 1,000 | -33.3% | 0.01% | -33.3% |
| XON | New | INTREXON CORP | $40,000 | – | 2,000 | +100.0% | 0.01% | – |
| BIOC | New | BIOCEPT INC | $31,000 | – | 14,500 | +100.0% | 0.01% | – |
| WIP | New | SPDR CITI INTERNATIONAL GOVEetp | $28,000 | – | 519 | +100.0% | 0.01% | – |
| SYN | New | SYNTHETIC BIOLOGICS INC | $28,000 | – | 45,000 | +100.0% | 0.01% | – |
| HSGX | New | HISTOGENICS CORP | $24,000 | – | 14,000 | +100.0% | 0.01% | – |
| CLIR | Exit | CLEARSIGN COMBUSTION CORP | $0 | – | -7,500 | -100.0% | -0.01% | – |
| HYGS | Exit | HYDROGENICS CORP | $0 | – | -7,500 | -100.0% | -0.01% | – |
| IYZ | Exit | ISHARES US TELECOMMUNICATIONetp | $0 | – | -1,027 | -100.0% | -0.01% | – |
| CDEV | Exit | CENTENNIAL RESOURCE DEVELO-A | $0 | – | -2,500 | -100.0% | -0.01% | – |
| JONE | Exit | JONES ENERGY INC - A | $0 | – | -9,000 | -100.0% | -0.01% | – |
| SSNI | Exit | SILVER SPRING NETWORKS INC | $0 | – | -5,500 | -100.0% | -0.01% | – |
| AVHI | Exit | AV HOMES INC | $0 | – | -7,243 | -100.0% | -0.02% | – |
| CANE | Exit | TEUCRIUM SUGAR FUNDetp | $0 | – | -43,703 | -100.0% | -0.11% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -18,325 | -100.0% | -0.40% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -9,584 | -100.0% | -0.41% | – |
| SOYB | Exit | TEUCRIUM SOYBEAN FUNDetp | $0 | – | -120,135 | -100.0% | -0.44% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -38,027 | -100.0% | -0.44% | – |
| CLX | Exit | CLOROX COMPANY | $0 | – | -19,268 | -100.0% | -0.44% | – |
| K | Exit | KELLOGG CO | $0 | – | -32,345 | -100.0% | -0.45% | – |
| MKC | Exit | MCCORMICK & CO-NON VTG SHRS | $0 | – | -25,866 | -100.0% | -0.46% | – |
| MCD | Exit | MCDONALD'S CORP | $0 | – | -20,121 | -100.0% | -0.46% | – |
| GIS | Exit | GENERAL MILLS INC | $0 | – | -40,012 | -100.0% | -0.47% | – |
| USO | Exit | UNITED STATES OIL FUND LPetp | $0 | – | -216,968 | -100.0% | -0.48% | – |
| UHN | Exit | UNITED STATES DIESEL-HEATINGetp | $0 | – | -153,691 | -100.0% | -0.49% | – |
| UNG | Exit | US NATURAL GAS FUND LPetp | $0 | – | -281,312 | -100.0% | -0.50% | – |
| UGA | Exit | UNITED STATES GAS FUND LPetp | $0 | – | -84,484 | -100.0% | -0.50% | – |
| Exit | DENBURY RESOURCES INCcall | $0 | – | -979,900 | -100.0% | -0.68% | – | |
| GME | Exit | GAMESTOP CORP-CLASS A | $0 | – | -321,575 | -100.0% | -1.54% | – |
| F | Exit | FORD MOTOR CO | $0 | – | -740,353 | -100.0% | -1.70% | – |
| HIG | Exit | HARTFORD FINANCIAL SVCS GRP | $0 | – | -216,360 | -100.0% | -1.96% | – |
| Exit | SPDR S&P OIL & GAS EXP & PRcall | $0 | – | -266,100 | -100.0% | -2.09% | – | |
| ADM | Exit | ARCHER-DANIELS-MIDLAND CO | $0 | – | -266,052 | -100.0% | -2.30% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -847,432 | -100.0% | -2.37% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -822,717 | -100.0% | -2.56% | – |
| T | Exit | AT&T INC | $0 | – | -322,055 | -100.0% | -2.60% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -132,921 | -100.0% | -2.62% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-05-15
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.