$340 Million is the total value of Mount Lucas Management LP's 111 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 10.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $12,066,000 | -30.9% | 139,894 | -30.8% | 3.55% | -3.3% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $6,047,000 | -36.9% | 171,502 | -43.0% | 1.78% | -11.8% |
| CWB | Sell | SPDR BBG BARC CONVERTIBLEetp | $5,477,000 | -9.5% | 65,712 | -10.1% | 1.61% | +26.6% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $4,411,000 | +7.9% | 43,632 | -2.3% | 1.30% | +51.0% |
| GHYG | Sell | ISHARES US&INTL HIGH YIELD Cetp | $3,805,000 | -1.3% | 75,800 | -0.2% | 1.12% | +38.1% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGIetp | $3,706,000 | -8.0% | 34,035 | -2.0% | 1.09% | +28.8% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $3,191,000 | -73.3% | 49,823 | -73.9% | 0.94% | -62.7% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $2,999,000 | +4.9% | 32,648 | -3.0% | 0.88% | +46.7% |
| VNQI | Sell | VANGUARD GLBL EX-US REAL ESTetp | $2,911,000 | -0.6% | 52,212 | -3.1% | 0.86% | +39.1% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $1,391,000 | -85.2% | 14,130 | -86.7% | 0.41% | -79.3% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $1,386,000 | -85.3% | 20,289 | -85.5% | 0.41% | -79.5% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $1,374,000 | -85.6% | 17,434 | -86.7% | 0.40% | -79.8% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $1,367,000 | -85.5% | 34,605 | -86.6% | 0.40% | -79.8% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $1,352,000 | -86.3% | 39,699 | -88.2% | 0.40% | -80.9% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $1,333,000 | -86.0% | 7,929 | -86.6% | 0.39% | -80.4% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $1,328,000 | -86.2% | 11,376 | -86.6% | 0.39% | -80.7% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,318,000 | -85.9% | 26,857 | -89.1% | 0.39% | -80.2% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $1,309,000 | -86.4% | 17,858 | -87.4% | 0.38% | -80.9% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $1,299,000 | -86.8% | 9,783 | -87.0% | 0.38% | -81.5% |
| ECH | Sell | ISHARES MSCI CHILE ETFetp | $908,000 | -69.8% | 26,522 | -73.4% | 0.27% | -57.8% |
| EWW | Sell | ISHARES MSCI MEXICO ETFetp | $898,000 | -68.6% | 20,488 | -69.2% | 0.26% | -56.1% |
| EZA | Sell | ISHARES MSCI SOUTH AFRICA ETetp | $889,000 | -68.8% | 18,013 | -72.2% | 0.26% | -56.3% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $886,000 | -69.9% | 33,497 | -71.0% | 0.26% | -57.9% |
| THD | Sell | ISHARES MSCI THAILAND ETFetp | $879,000 | -68.0% | 10,695 | -70.0% | 0.26% | -55.2% |
| BBJP | Sell | JPMORGAN BETABUILDERS JAPANetp | $879,000 | -91.3% | 15,430 | -95.7% | 0.26% | -87.8% |
| EWZ | Sell | ISHARES MSCI BRAZIL ETFetp | $874,000 | -70.7% | 26,115 | -67.5% | 0.26% | -59.0% |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $856,000 | -70.9% | 20,303 | -72.3% | 0.25% | -59.3% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $854,000 | -70.7% | 14,251 | -74.1% | 0.25% | -59.1% |
| EWY | Sell | ISHARES MSCI SOUTH KOREA ETFetp | $849,000 | -71.9% | 9,470 | -73.1% | 0.25% | -60.8% |
| EWM | Sell | ISHARES MSCI MALAYSIA ETFetp | $830,000 | -70.0% | 30,627 | -68.2% | 0.24% | -58.1% |
| EPOL | Sell | ISHARES MSCI POLAND ETFetp | $808,000 | -72.2% | 44,622 | -70.8% | 0.24% | -61.0% |
| EPHE | Sell | ISHARES MSCI PHILIPPINES ETFetp | $806,000 | -71.6% | 27,594 | -68.2% | 0.24% | -60.4% |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $797,000 | -72.4% | 36,457 | -70.5% | 0.24% | -61.4% |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $792,000 | -70.4% | 16,977 | -70.5% | 0.23% | -58.6% |
| EPU | Sell | ISHARES MSCI PERU ETFetp | $764,000 | -72.5% | 22,472 | -71.9% | 0.22% | -61.5% |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $649,000 | -79.6% | 28,208 | -76.5% | 0.19% | -71.4% |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $154,000 | -95.3% | 3,465 | -95.8% | 0.04% | -93.5% |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $152,000 | -95.4% | 4,548 | -95.6% | 0.04% | -93.5% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $153,000 | -95.5% | 3,307 | -96.0% | 0.04% | -93.7% |
| EWI | Sell | ISHARES MSCI ITALY ETFetp | $153,000 | -95.4% | 4,866 | -95.7% | 0.04% | -93.5% |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $150,000 | -95.4% | 4,299 | -95.6% | 0.04% | -93.6% |
| EWP | Sell | ISHARES MSCI SPAIN ETFetp | $148,000 | -95.5% | 5,386 | -95.5% | 0.04% | -93.6% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $149,000 | -95.5% | 3,368 | -95.5% | 0.04% | -93.7% |
| EWU | Sell | ISHARES MSCI UNITED KINGDOMetp | $150,000 | -95.5% | 4,794 | -95.8% | 0.04% | -93.7% |
| EWO | Sell | ISHARES MSCI AUSTRIA ETFetp | $150,000 | -90.3% | 6,852 | -91.3% | 0.04% | -86.5% |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -7,597 | -100.0% | -0.22% | – |
| Exit | SPDR S&P REGIONAL BANKINGcall | $0 | – | -31,200 | -100.0% | -0.34% | – | |
| KRE | Exit | SPDR S&P REGIONAL BANKINGetp | $0 | – | -31,495 | -100.0% | -0.34% | – |
| VGK | Exit | VANGUARD FTSE EUROPE ETFetp | $0 | – | -30,733 | -100.0% | -0.39% | – |
| Exit | ENERGY SELECT SECTOR SPDRcall | $0 | – | -450,000 | -100.0% | -3.59% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-05-17
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.