$788 Million is the total value of Mount Lucas Management LP's 93 reported holdings in Q4 2018. The portfolio turnover from Q3 2018 to Q4 2018 was - .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
IEF | New | ISHARES 7-10 YEAR TREASURY Betp | $100,658,000 | – | 966,003 | +100.0% | 12.77% | – |
IEI | New | ISHARES 3-7 YEAR TREASURY BOetp | $99,723,000 | – | 821,442 | +100.0% | 12.65% | – |
New | ISHARES MSCI EMERGING MARKETcall | $97,650,000 | – | 2,500,000 | +100.0% | 12.39% | – | |
SJNK | New | SPDR BBG BARC ST HIGH YIELDetp | $9,371,000 | – | 360,000 | +100.0% | 1.19% | – |
ITB | New | ISHARES U.S. HOME CONSTRUCTIetp | $6,512,000 | – | 216,778 | +100.0% | 0.83% | – |
UNG | New | US NATURAL GAS FUND LPetp | $2,458,000 | – | 99,461 | +100.0% | 0.31% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-02-14
Top long-term holdings
Name | Quarters owned | Latest quarter owned | Max weighting |
---|---|---|---|
ISHARES 1-3 YEAR TREASURY BO | 41 | Q2 2024 | 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% |
UTILITIES SELECT SECTOR SPDR | 34 | Q2 2024 | 4.5% |
CONSUMER STAPLES SPDR | 33 | Q4 2022 | 3.2% |
HEALTH CARE SELECT SECTOR | 33 | Q4 2022 | 3.3% |
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 |
---|---|
N-PX | 2024-09-18 |
13F-HR | 2024-08-06 |
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 |
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.