$486 Million is the total value of Mount Lucas Management LP's 41 reported holdings in Q1 2020. The portfolio turnover from Q4 2019 to Q1 2020 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RSX | Exit | VANECK RUSSIA ETFetp | $0 | – | -32,625 | -100.0% | -0.16% | – |
| EWY | Exit | ISHARES MSCI SOUTH KOREA ETFetp | $0 | – | -13,726 | -100.0% | -0.17% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -19,603 | -100.0% | -0.17% | – |
| IPFF | Exit | ISHARES INTERNATIONAL PREFERetp | $0 | – | -77,780 | -100.0% | -0.24% | – |
| FLOT | Exit | ISHARES FLOATING RATE BOND Eetp | $0 | – | -25,263 | -100.0% | -0.26% | – |
| IGSB | Exit | ISHARES SHORT-TERM CORPORATEetp | $0 | – | -24,008 | -100.0% | -0.26% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -10,098 | -100.0% | -0.26% | – |
| TIP | Exit | ISHARES TIPS BOND ETFetp | $0 | – | -11,065 | -100.0% | -0.26% | – |
| WIP | Exit | SPDR FTSE INTERNATIONAL GOVEetp | $0 | – | -23,861 | -100.0% | -0.26% | – |
| EPI | Exit | WISDOMTREE INDIA EARNINGSetp | $0 | – | -58,872 | -100.0% | -0.29% | – |
| VGK | Exit | VANGUARD FTSE EUROPE ETFetp | $0 | – | -31,226 | -100.0% | -0.36% | – |
| EWO | Exit | ISHARES MSCI AUSTRIA ETFetp | $0 | – | -106,875 | -100.0% | -0.44% | – |
| EWW | Exit | ISHARES MSCI MEXICO ETFetp | $0 | – | -70,753 | -100.0% | -0.64% | – |
| EWP | Exit | ISHARES MSCI SPAIN ETFetp | $0 | – | -112,149 | -100.0% | -0.65% | – |
| VNQ | Exit | VANGUARD REAL ESTATE ETFetp | $0 | – | -36,847 | -100.0% | -0.68% | – |
| TUR | Exit | ISHARES MSCI TURKEY ETFetp | $0 | – | -128,438 | -100.0% | -0.69% | – |
| PFF | Exit | ISHARES PREFERRED & INCOME Setp | $0 | – | -92,972 | -100.0% | -0.70% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -345,781 | -100.0% | -0.70% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -85,445 | -100.0% | -0.70% | – |
| VNQI | Exit | VANGUARD GLBL EX-US REAL ESTetp | $0 | – | -60,308 | -100.0% | -0.71% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -79,531 | -100.0% | -0.75% | – |
| EWG | Exit | ISHARES MSCI GERMANY ETFetp | $0 | – | -135,812 | -100.0% | -0.80% | – |
| EWI | Exit | ISHARES MSCI ITALY ETFetp | $0 | – | -136,047 | -100.0% | -0.80% | – |
| EWQ | Exit | ISHARES MSCI FRANCE ETFetp | $0 | – | -124,144 | -100.0% | -0.81% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -121,068 | -100.0% | -0.82% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND ETFetp | $0 | – | -101,038 | -100.0% | -0.82% | – |
| EWD | Exit | ISHARES MSCI SWEDEN ETFetp | $0 | – | -125,492 | -100.0% | -0.82% | – |
| EWU | Exit | ISHARES MSCI UNITED KINGDOMetp | $0 | – | -121,507 | -100.0% | -0.83% | – |
| SHYG | Exit | ISHARES 0-5 YR HY CORP BONDetp | $0 | – | -100,024 | -100.0% | -0.92% | – |
| GHYG | Exit | ISHARES US&INTL HIGH YIELD Cetp | $0 | – | -93,412 | -100.0% | -0.93% | – |
| HYG | Exit | ISHARES IBOXX HIGH YLD CORPetp | $0 | – | -52,985 | -100.0% | -0.93% | – |
| PBP | Exit | INVESCO S&P 500 BUYWRITE ETFetp | $0 | – | -227,830 | -100.0% | -0.98% | – |
| DWX | Exit | SPDR S&P INTER DVD ETFetp | $0 | – | -124,252 | -100.0% | -1.00% | – |
| VYM | Exit | VANGUARD HIGH DVD YIELD ETFetp | $0 | – | -53,657 | -100.0% | -1.00% | – |
| EMB | Exit | ISHARES JP MORGAN USD EMERGIetp | $0 | – | -43,875 | -100.0% | -1.00% | – |
| EMHY | Exit | ISHARES EMERGING MARKETS HIGetp | $0 | – | -106,511 | -100.0% | -1.00% | – |
| CWB | Exit | SPDR BBG BARC CONVERTIBLEetp | $0 | – | -125,580 | -100.0% | -1.39% | – |
| BKLN | Exit | INVESCO SENIOR LOAN ETFetp | $0 | – | -306,535 | -100.0% | -1.39% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTATEetp | $0 | – | -159,555 | -100.0% | -1.42% | – |
| EWJ | Exit | ISHARES MSCI JAPAN ETFetp | $0 | – | -200,792 | -100.0% | -2.37% | – |
| XLI | Exit | INDUSTRIAL SELECT SECT SPDRetp | $0 | – | -155,000 | -100.0% | -2.52% | – |
| XLRE | Exit | REAL ESTATE SELECT SECT SPDRetp | $0 | – | -332,609 | -100.0% | -2.56% | – |
| XLP | Exit | CONSUMER STAPLES SPDRetp | $0 | – | -205,099 | -100.0% | -2.57% | – |
| XLC | Exit | COMM SERV SELECT SECTOR SPDRetp | $0 | – | -242,464 | -100.0% | -2.59% | – |
| XLB | Exit | MATERIALS SELECT SECTOR SPDRetp | $0 | – | -211,795 | -100.0% | -2.59% | – |
| XLF | Exit | FINANCIAL SELECT SECTOR SPDRetp | $0 | – | -423,924 | -100.0% | -2.60% | – |
| XLY | Exit | CONSUMER DISCRETIONARY SELTetp | $0 | – | -104,191 | -100.0% | -2.60% | – |
| XLV | Exit | HEALTH CARE SELECT SECTORetp | $0 | – | -129,171 | -100.0% | -2.62% | – |
| IEF | Exit | ISHARES 7-10 YEAR TREASURY Betp | $0 | – | -188,420 | -100.0% | -4.14% | – |
| IEI | Exit | ISHARES 3-7 YEAR TREASURY BOetp | $0 | – | -166,433 | -100.0% | -4.17% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-05-15
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.