$591 Million is the total value of Mount Lucas Management LP's 132 reported holdings in Q2 2019. The portfolio turnover from Q1 2019 to Q2 2019 was 73.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLB | New | MATERIALS SELECT SECTOR SPDRetp | $11,030,000 | – | 188,544 | +100.0% | 1.87% | – |
| CWB | Buy | SPDR BBG BARC CONVERTIBLEetp | $7,400,000 | +13.4% | 139,957 | +12.1% | 1.25% | +15.9% |
| BKLN | Buy | INVESCO SENIOR LOAN ETFetp | $7,100,000 | +9.4% | 313,315 | +9.3% | 1.20% | +11.8% |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $5,425,000 | – | 175,893 | +100.0% | 0.92% | – |
| DWX | Buy | SPDR S&P INTER DVD ETFetp | $5,315,000 | +13.9% | 135,047 | +10.0% | 0.90% | +16.5% |
| EMHY | Buy | ISHARES EMERGING MARKETS HIGetp | $5,270,000 | +14.1% | 110,284 | +11.7% | 0.89% | +16.8% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGIetp | $5,241,000 | +11.9% | 46,264 | +8.7% | 0.89% | +14.5% |
| THD | New | ISHARES MSCI THAILAND ETFetp | $5,004,000 | – | 52,353 | +100.0% | 0.85% | – |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $4,900,000 | – | 512,589 | +100.0% | 0.83% | – |
| HYG | Buy | ISHARES IBOXX HIGH YLD CORPetp | $4,857,000 | +10.5% | 55,716 | +9.6% | 0.82% | +12.9% |
| GHYG | Buy | ISHARES US&INTL HIGH YIELD Cetp | $4,850,000 | +10.9% | 98,314 | +9.8% | 0.82% | +13.4% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $4,803,000 | +9.9% | 102,841 | +9.9% | 0.81% | +12.4% |
| EPI | Buy | WISDOMTREE INDIA EARNINGSetp | $4,599,000 | +60.6% | 176,487 | +62.3% | 0.78% | +64.1% |
| EWQ | New | ISHARES MSCI FRANCE ETFetp | $3,841,000 | – | 125,320 | +100.0% | 0.65% | – |
| VNQI | Buy | VANGUARD GLBL EX-US REAL ESTetp | $3,651,000 | +7.2% | 61,886 | +8.2% | 0.62% | +9.6% |
| PFF | Buy | ISHARES PREFERRED & INCOME Setp | $3,578,000 | +8.9% | 97,104 | +8.0% | 0.60% | +11.2% |
| VNQ | Buy | VANGUARD REAL ESTATE ETFetp | $3,552,000 | +4.7% | 40,641 | +4.1% | 0.60% | +7.1% |
| CORN | New | TEUCRIUM CORN FUNDetp | $3,337,000 | – | 202,989 | +100.0% | 0.56% | – |
| PBP | New | INVESCO S&P 500 BUYWRITE ETFetp | $3,275,000 | – | 150,980 | +100.0% | 0.55% | – |
| EWI | New | ISHARES MSCI ITALY ETFetp | $2,316,000 | – | 84,066 | +100.0% | 0.39% | – |
| EWD | New | ISHARES MSCI SWEDEN ETFetp | $2,305,000 | – | 74,732 | +100.0% | 0.39% | – |
| EWP | New | ISHARES MSCI SPAIN ETFetp | $2,240,000 | – | 77,494 | +100.0% | 0.38% | – |
| EWU | Buy | ISHARES MSCI UNITED KINGDOMetp | $2,224,000 | +24.9% | 68,813 | +27.6% | 0.38% | +27.5% |
| WIP | Buy | SPDR FTSE INTERNATIONAL GOVEetp | $1,371,000 | +12.4% | 24,676 | +9.3% | 0.23% | +14.9% |
| LQD | Buy | ISHARES IBOXX INVESTMENT GRAetp | $1,372,000 | +9.9% | 11,035 | +5.2% | 0.23% | +12.1% |
| IGSB | Buy | ISHARES SHORT-TERM CORPORATEetp | $1,339,000 | +9.2% | 25,052 | +7.9% | 0.23% | +11.8% |
| TIP | Buy | ISHARES TIPS BOND ETFetp | $1,339,000 | +8.2% | 11,597 | +6.0% | 0.23% | +10.7% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $1,332,000 | +8.2% | 11,777 | +6.4% | 0.22% | +10.3% |
| FLOT | Buy | ISHARES FLOATING RATE BOND Eetp | $1,332,000 | +9.4% | 26,157 | +9.4% | 0.22% | +11.9% |
| EPOL | New | ISHARES MSCI POLAND ETFetp | $1,181,000 | – | 49,736 | +100.0% | 0.20% | – |
| WEAT | New | TEUCRIUM WHEAT FUNDetp | $1,150,000 | – | 200,627 | +100.0% | 0.20% | – |
| EZA | New | ISHARES MSCI SOUTH AFRICA ETetp | $1,149,000 | – | 21,011 | +100.0% | 0.19% | – |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $779,000 | – | 28,229 | +100.0% | 0.13% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-08-14
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.