$762 Million is the total value of Mount Lucas Management LP's 150 reported holdings in Q2 2014. The portfolio turnover from Q1 2014 to Q2 2014 was 162.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | ISHARES MSCI EMERGING MARKETcall | $67,076,000 | +31.7% | 1,551,600 | +18.8% | 8.80% | +26.1% | |
| XLK | Buy | TECHNOLOGY SELECT SECT SPDRetp | $25,366,000 | +691.5% | 661,437 | +650.3% | 3.33% | +658.5% |
| NAVI | New | NAVIENT CORP | $8,789,000 | – | 496,304 | +100.0% | 1.15% | – |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $6,974,000 | +111.5% | 157,559 | +98.1% | 0.92% | +102.4% |
| SHY | New | ISHARES 1-3 YEAR TREASURY BOetp | $6,945,000 | – | 82,132 | +100.0% | 0.91% | – |
| XLY | Buy | CONSUMER DISCRETIONARY SELTetp | $6,806,000 | +119.6% | 101,980 | +113.0% | 0.89% | +110.1% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $6,793,000 | +115.6% | 111,669 | +107.3% | 0.89% | +106.5% |
| XLB | Buy | MATERIALS SELECT SECTOR SPDRetp | $6,784,000 | +110.9% | 136,674 | +100.9% | 0.89% | +102.0% |
| XLI | Buy | INDUSTRIAL SELECT SECT SPDRetp | $6,708,000 | +108.3% | 124,092 | +101.6% | 0.88% | +99.8% |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $6,675,000 | – | 554,389 | +100.0% | 0.88% | – |
| XLP | Buy | CONSUMER STAPLES SPDRetp | $6,660,000 | +104.2% | 149,260 | +97.1% | 0.87% | +95.5% |
| EWZ | New | ISHARES MSCI BRAZIL CAPPED Eetp | $3,016,000 | – | 63,128 | +100.0% | 0.40% | – |
| EPI | Buy | WISDOMTREE INDIA EARNINGSetp | $3,018,000 | +75.5% | 134,318 | +48.1% | 0.40% | +67.8% |
| EWT | Buy | ISHARES MSCI TAIWAN ETFetp | $3,009,000 | +74.0% | 190,439 | +58.5% | 0.40% | +66.7% |
| EWW | New | ISHARES MSCI MEXICO CAPPEDetp | $2,956,000 | – | 43,593 | +100.0% | 0.39% | – |
| EZA | Buy | ISHARES MSCI SOUTH AFRICA ETetp | $2,949,000 | +63.8% | 42,919 | +57.9% | 0.39% | +56.7% |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $2,940,000 | – | 79,821 | +100.0% | 0.39% | – |
| EPU | New | ISHARES MSCI ALL PERU CAPPEDetp | $2,939,000 | – | 82,629 | +100.0% | 0.39% | – |
| EWM | Buy | ISHARES MSCI MALAYSIA ETFetp | $2,900,000 | +404.3% | 182,603 | +397.1% | 0.38% | +382.3% |
| EWY | Buy | ISHARES MSCI SOUTH KOREA CAPetp | $2,895,000 | +88.1% | 44,522 | +77.9% | 0.38% | +80.1% |
| GREK | Buy | GLOBAL X FTSE GREECE 20 ETFetp | $2,846,000 | +67.2% | 126,486 | +82.5% | 0.37% | +60.5% |
| EPOL | Buy | ISHARES MSCI POLAND CAPPED Eetp | $2,838,000 | +72.3% | 96,685 | +76.5% | 0.37% | +65.0% |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $2,829,000 | – | 50,909 | +100.0% | 0.37% | – |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $2,800,000 | – | 106,130 | +100.0% | 0.37% | – |
| THD | New | ISHARES MSCI THAILAND CAPPEDetp | $2,736,000 | – | 35,440 | +100.0% | 0.36% | – |
| EWP | New | ISHARES MSCI SPAIN CAPPED ETetp | $2,158,000 | – | 50,395 | +100.0% | 0.28% | – |
| 6699SC | New | ISHARES MSCI UNITED KINGDOMetp | $2,145,000 | – | 102,742 | +100.0% | 0.28% | – |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $2,140,000 | – | 83,613 | +100.0% | 0.28% | – |
| EWO | New | ISHARES MSCI AUSTRIA CAPPEDetp | $2,132,000 | – | 108,900 | +100.0% | 0.28% | – |
| EWL | New | ISHARES MSCI SWITZERLAND CAPetp | $2,119,000 | – | 61,737 | +100.0% | 0.28% | – |
| EWI | New | ISHARES MSCI ITALY CAPPED ETetp | $2,121,000 | – | 122,057 | +100.0% | 0.28% | – |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $2,113,000 | – | 67,548 | +100.0% | 0.28% | – |
| EWQ | New | ISHARES MSCI FRANCE ETFetp | $2,097,000 | – | 71,936 | +100.0% | 0.28% | – |
| EWD | New | ISHARES MSCI SWEDEN ETFetp | $2,087,000 | – | 59,167 | +100.0% | 0.27% | – |
| HAWKB | New | BLACKHAWK NETWORK HD-B | $2,035,000 | – | 75,804 | +100.0% | 0.27% | – |
| UGA | New | UNITED STATES GAS FUND LPetp | $1,319,000 | – | 20,931 | +100.0% | 0.17% | – |
| USO | New | UNITED STATES OIL FUND LPetp | $1,317,000 | – | 33,886 | +100.0% | 0.17% | – |
| UNG | New | US NATURAL GAS FUND LPetp | $1,246,000 | – | 50,669 | +100.0% | 0.16% | – |
| SOYB | New | TEUCRIUM SOYBEAN FUNDetp | $1,195,000 | – | 49,974 | +100.0% | 0.16% | – |
| UHN | New | UNITED STATES DIESEL-HEATINGetp | $1,185,000 | – | 35,221 | +100.0% | 0.16% | – |
| RSX | New | MARKET VECTORS RUSSIA ETFetp | $832,000 | – | 31,605 | +100.0% | 0.11% | – |
| OZRK | Buy | BANK OF THE OZARKS | $177,000 | -24.7% | 5,298 | +53.2% | 0.02% | -28.1% |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-08-14
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.