$331 Million is the total value of Mount Lucas Management LP's 108 reported holdings in Q3 2021. The portfolio turnover from Q2 2021 to Q3 2021 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWM | Exit | ISHARES MSCI MALAYSIA ETFetp | $0 | – | -1,585 | -100.0% | -0.01% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -13,796 | -100.0% | -0.07% | – |
| ECH | Exit | ISHARES MSCI CHILE ETFetp | $0 | – | -21,448 | -100.0% | -0.16% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -15,451 | -100.0% | -0.19% | – |
| EWY | Exit | ISHARES MSCI SOUTH KOREA ETFetp | $0 | – | -9,588 | -100.0% | -0.24% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -22,981 | -100.0% | -0.25% | – |
| IPFF | Exit | ISHARES INTERNATIONAL PREFERetp | $0 | – | -167,529 | -100.0% | -0.77% | – |
| LB | Exit | L BRANDS INC | $0 | – | -67,120 | -100.0% | -1.04% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-11-15
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 | 2024-02-07 |
| 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 |
| 13F-HR | 2022-02-14 |
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.