$350 Million is the total value of Mount Lucas Management LP's 129 reported holdings in Q4 2021. The portfolio turnover from Q3 2021 to Q4 2021 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWP | Exit | ISHARES MSCI SPAIN ETFetp | $0 | – | -3,925 | -100.0% | -0.03% | – |
| EWG | Exit | ISHARES MSCI GERMANY ETFetp | $0 | – | -3,489 | -100.0% | -0.04% | – |
| BBJP | Exit | JPMORGAN BETABUILDERS JAPANetp | $0 | – | -6,384 | -100.0% | -0.11% | – |
| THD | Exit | ISHARES MSCI THAILAND ETFetp | $0 | – | -7,356 | -100.0% | -0.17% | – |
| EZA | Exit | ISHARES MSCI SOUTH AFRICA ETetp | $0 | – | -14,993 | -100.0% | -0.21% | – |
| WIP | Exit | SPDR FTSE INTERNATIONAL GOVEetp | $0 | – | -13,454 | -100.0% | -0.22% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -28,164 | -100.0% | -0.23% | – |
| RSX | Exit | VANECK RUSSIA ETFetp | $0 | – | -25,238 | -100.0% | -0.23% | – |
| EPOL | Exit | ISHARES MSCI POLAND ETFetp | $0 | – | -35,454 | -100.0% | -0.24% | – |
| IGSB | Exit | ISHARES 1-5Y INV GRADE CORPetp | $0 | – | -19,563 | -100.0% | -0.32% | – |
| XLC | Exit | COMM SERV SELECT SECTOR SPDRetp | $0 | – | -13,965 | -100.0% | -0.34% | – |
| PNGAY | Exit | PING AN INSURANCE-ADRadr | $0 | – | -109,400 | -100.0% | -0.45% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -42,903 | -100.0% | -0.46% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -21,607 | -100.0% | -0.58% | – |
| TYL | Exit | TYLER TECHNOLOGIES INC | $0 | – | -4,310 | -100.0% | -0.60% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -3,555 | -100.0% | -0.61% | – |
| BIO | Exit | BIO-RAD LABORATORIES-A | $0 | – | -2,950 | -100.0% | -0.66% | – |
| DHR | Exit | DANAHER CORP | $0 | – | -7,299 | -100.0% | -0.67% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -13,016 | -100.0% | -0.68% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -3,795 | -100.0% | -0.71% | – |
| WST | Exit | WEST PHARMACEUTICAL SERVICES | $0 | – | -6,096 | -100.0% | -0.78% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -16,492 | -100.0% | -0.78% | – |
| VNQI | Exit | VANGUARD GLBL EX-US REAL ESTetp | $0 | – | -47,950 | -100.0% | -0.82% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -57,360 | -100.0% | -0.94% | – |
| EMB | Exit | ISHARES JP MORGAN USD EMERGIetp | $0 | – | -29,192 | -100.0% | -0.97% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -97,282 | -100.0% | -1.00% | – |
| HUM | Exit | HUMANA INC | $0 | – | -8,486 | -100.0% | -1.00% | – |
| MAS | Exit | MASCO CORP | $0 | – | -62,741 | -100.0% | -1.05% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -38,636 | -100.0% | -1.06% | – |
| CNC | Exit | CENTENE CORP | $0 | – | -57,437 | -100.0% | -1.08% | – |
| GHYG | Exit | ISHARES US&INTL HIGH YIELD Cetp | $0 | – | -74,405 | -100.0% | -1.12% | – |
| EMHY | Exit | ISHARES J.P. MORGAN EM HIGHetp | $0 | – | -89,333 | -100.0% | -1.20% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -27,621 | -100.0% | -1.21% | – |
| KR | Exit | KROGER CO | $0 | – | -106,009 | -100.0% | -1.30% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -11,185 | -100.0% | -1.32% | – |
| DVA | Exit | DAVITA INC | $0 | – | -39,080 | -100.0% | -1.37% | – |
| EBAY | Exit | EBAY INC | $0 | – | -68,781 | -100.0% | -1.45% | – |
| CWB | Exit | SPDR BLOOMBERG CONVERTIBLE Setp | $0 | – | -64,518 | -100.0% | -1.66% | – |
| Exit | KRANESHARES CSI CHINA INTERNcall | $0 | – | -300,000 | -100.0% | -4.29% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-02-14
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.