$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 - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NAVI | New | NAVIENT CORP | $8,789,000 | – | 496,304 | +100.0% | 1.15% | – |
| SHY | New | ISHARES 1-3 YEAR TREASURY BOetp | $6,945,000 | – | 82,132 | +100.0% | 0.91% | – |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $6,675,000 | – | 554,389 | +100.0% | 0.88% | – |
| EWZ | New | ISHARES MSCI BRAZIL CAPPED Eetp | $3,016,000 | – | 63,128 | +100.0% | 0.40% | – |
| EWW | New | ISHARES MSCI MEXICO CAPPEDetp | $2,956,000 | – | 43,593 | +100.0% | 0.39% | – |
| 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% | – |
| 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% | – |
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.