$502 Million is the total value of Mount Lucas Management LP's 90 reported holdings in Q4 2019. The portfolio turnover from Q3 2019 to Q4 2019 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWP | New | ISHARES MSCI SPAIN ETFetp | $3,243,000 | – | 112,149 | +100.0% | 0.65% | – |
| EWW | New | ISHARES MSCI MEXICO ETFetp | $3,186,000 | – | 70,753 | +100.0% | 0.64% | – |
| EWO | New | ISHARES MSCI AUSTRIA ETFetp | $2,223,000 | – | 106,875 | +100.0% | 0.44% | – |
| VGK | New | VANGUARD FTSE EUROPE ETFetp | $1,830,000 | – | 31,226 | +100.0% | 0.36% | – |
| PEAK | New | HEALTHPEAK PROPERTIES INC | $1,615,000 | – | 46,849 | +100.0% | 0.32% | – |
| EPI | New | WISDOMTREE INDIA EARNINGSetp | $1,465,000 | – | 58,872 | +100.0% | 0.29% | – |
| IPFF | New | ISHARES INTERNATIONAL PREFERetp | $1,202,000 | – | 77,780 | +100.0% | 0.24% | – |
| FXI | New | ISHARES CHINA LARGE-CAP ETFetp | $855,000 | – | 19,603 | +100.0% | 0.17% | – |
| EWY | New | ISHARES MSCI SOUTH KOREA ETFetp | $854,000 | – | 13,726 | +100.0% | 0.17% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-02-14
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.