$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EPU | Exit | ISHARES MSCI PERU ETFetp | $0 | – | -6,289 | -100.0% | -0.03% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -6,892 | -100.0% | -0.03% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -27,828 | -100.0% | -0.03% | – |
| EPI | Exit | WISDOMTREE INDIA EARNINGSetp | $0 | – | -9,717 | -100.0% | -0.03% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -7,851 | -100.0% | -0.04% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -10,645 | -100.0% | -0.04% | – |
| EPOL | Exit | ISHARES MSCI POLAND ETFetp | $0 | – | -10,489 | -100.0% | -0.04% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -5,821 | -100.0% | -0.04% | – |
| EWM | Exit | ISHARES MSCI MALAYSIA ETFetp | $0 | – | -7,819 | -100.0% | -0.04% | – |
| TIP | Exit | ISHARES TIPS BOND ETFetp | $0 | – | -2,947 | -100.0% | -0.05% | – |
| WEAT | Exit | TEUCRIUM WHEAT FUNDetp | $0 | – | -138,218 | -100.0% | -0.13% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -8,000 | -100.0% | -0.16% | – |
| THD | Exit | ISHARES MSCI THAILAND ETFetp | $0 | – | -11,434 | -100.0% | -0.16% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -67,912 | -100.0% | -0.38% | – |
| EWW | Exit | ISHARES MSCI MEXICO ETFetp | $0 | – | -50,974 | -100.0% | -0.38% | – |
| PFF | Exit | ISHARES US PREFERRED STOCK Eetp | $0 | – | -97,254 | -100.0% | -0.53% | – |
| USO | Exit | UNITED STATES OIL FUND LPetp | $0 | – | -263,219 | -100.0% | -0.60% | – |
| UGA | Exit | UNITED STATES GAS FUND LPetp | $0 | – | -113,017 | -100.0% | -0.60% | – |
| HYG | Exit | ISHARES IBOXX HIGH YLD CORPetp | $0 | – | -56,968 | -100.0% | -0.72% | – |
| GHYG | Exit | ISHARES US&INTL HIGH YIELD Cetp | $0 | – | -99,540 | -100.0% | -0.72% | – |
| PBP | Exit | INVESCO S&P 500 BUYWRITE ETFetp | $0 | – | -230,547 | -100.0% | -0.77% | – |
| VYM | Exit | VANGUARD HIGH DVD YIELD ETFetp | $0 | – | -60,041 | -100.0% | -0.77% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND ETFetp | $0 | – | -167,038 | -100.0% | -0.85% | – |
| CWB | Exit | SPDR BBG BARC CONVERTIBLEetp | $0 | – | -135,399 | -100.0% | -1.07% | – |
| BKLN | Exit | INVESCO SENIOR LOAN ETFetp | $0 | – | -319,727 | -100.0% | -1.09% | – |
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 | 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.