Mount Lucas Management LP
Q1 2014 13F-HR Holdings
Net value change ($000)
+271,696
(59.3%)
New positions
32
Sold out positions
36
Turnover %
69.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| AIZ | 19,065 | NEW |
| CLIFFS NATURAL RESOURCES | 17,506 | NEW |
| GME | 17,154 | NEW |
| Hewlett-Packard Company | 16,983 | NEW |
| BBY | 16,423 | NEW |
| F | 15,944 | 128.9% |
| STAPLES INC | 15,897 | NEW |
| Dow Chemical Company | 15,758 | NEW |
| DAL | 15,631 | NEW |
| FXI | 7,049 | 371.8% |
Top Reduces (Value $000, Stocks/ETFs)
| STX | -20,680 | -100.0% |
| NOC | -20,636 | -81.9% |
| WDC | -20,453 | -100.0% |
| LNC | -19,598 | -100.0% |
| LYB | -15,655 | -100.0% |
| SAFEWAY USA | -13,571 | -41.0% |
| MUR | -13,130 | -48.2% |
| MPC | -12,067 | -100.0% |
| TESORO CORP | -11,698 | -100.0% |
| MCK | -4,338 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
250,552
(34.3% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|