$343 Million is the total value of Mount Lucas Management LP's 111 reported holdings in Q1 2022. The portfolio turnover from Q4 2021 to Q1 2022 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFV | New | ISHARES MSCI EAFE VALUE ETFetp | $10,377,000 | – | 206,458 | +100.0% | 3.02% | – |
| BBJP | New | JPMORGAN BETABUILDERS JAPANetp | $8,963,000 | – | 176,638 | +100.0% | 2.61% | – |
| BBEU | New | JPMORGAN BETABUILDERS EUROPEetp | $6,395,000 | – | 116,524 | +100.0% | 1.86% | – |
| EPU | New | ISHARES MSCI PERU ETFetp | $942,000 | – | 25,310 | +100.0% | 0.27% | – |
| EZA | New | ISHARES MSCI SOUTH AFRICA ETetp | $930,000 | – | 16,745 | +100.0% | 0.27% | – |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $917,000 | – | 24,259 | +100.0% | 0.27% | – |
| EWM | New | ISHARES MSCI MALAYSIA ETFetp | $705,000 | – | 27,529 | +100.0% | 0.20% | – |
| THD | New | ISHARES MSCI THAILAND ETFetp | $369,000 | – | 4,726 | +100.0% | 0.11% | – |
| ECH | New | ISHARES MSCI CHILE ETFetp | $4,000 | – | 134 | +100.0% | 0.00% | – |
| WIP | New | SPDR FTSE INTERNATIONAL GOVEetp | $3,000 | – | 47 | +100.0% | 0.00% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-05-12
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.