$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWD | Exit | ISHARES MSCI SWEDEN ETFetp | $0 | – | -3,357 | -100.0% | -0.04% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -4,050 | -100.0% | -0.06% | – |
| EWI | Exit | ISHARES MSCI ITALY ETFetp | $0 | – | -6,929 | -100.0% | -0.06% | – |
| EWO | Exit | ISHARES MSCI AUSTRIA ETFetp | $0 | – | -9,873 | -100.0% | -0.07% | – |
| EWQ | Exit | ISHARES MSCI FRANCE ETFetp | $0 | – | -6,462 | -100.0% | -0.07% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND ETFetp | $0 | – | -4,764 | -100.0% | -0.07% | – |
| IWF | Exit | ISHARES RUSSELL 1000 GROWTHetp | $0 | – | -1,347 | -100.0% | -0.12% | – |
| FLRN | Exit | SPDR BLOOMBERG INVESTMENT GRetp | $0 | – | -17,963 | -100.0% | -0.16% | – |
| TRQ | Exit | TURQUOISE HILL RESOURCES LTD | $0 | – | -34,407 | -100.0% | -0.16% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -11,854 | -100.0% | -0.23% | – |
| INDA | Exit | ISHARES MSCI INDIA ETFetp | $0 | – | -17,225 | -100.0% | -0.23% | – |
| MUB | Exit | ISHARES NATIONAL MUNI BOND Eetp | $0 | – | -9,021 | -100.0% | -0.30% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -7,916 | -100.0% | -0.30% | – |
| XLY | Exit | CONSUMER DISCRETIONARY SELTetp | $0 | – | -5,754 | -100.0% | -0.34% | – |
| XLK | Exit | TECHNOLOGY SELECT SECT SPDRetp | $0 | – | -6,766 | -100.0% | -0.34% | – |
| XLB | Exit | MATERIALS SELECT SECTOR SPDRetp | $0 | – | -12,982 | -100.0% | -0.34% | – |
| XLI | Exit | INDUSTRIAL SELECT SECT SPDRetp | $0 | – | -11,117 | -100.0% | -0.34% | – |
| SJNK | Exit | SPDR BLOOMBERG SHORT TERM HIetp | $0 | – | -58,301 | -100.0% | -0.45% | – |
| FALN | Exit | ISHARES FALLEN ANGELS ETFetp | $0 | – | -52,815 | -100.0% | -0.45% | – |
| HYGV | Exit | FLEXSHARES HIGH YIELD VALUEetp | $0 | – | -32,310 | -100.0% | -0.45% | – |
| RPG | Exit | INVESCO S&P 500 PURE GROWTHetp | $0 | – | -9,293 | -100.0% | -0.56% | – |
| DWX | Exit | SPDR S&P INTER DVD ETFetp | $0 | – | -60,848 | -100.0% | -0.68% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTATEetp | $0 | – | -76,431 | -100.0% | -0.75% | – |
| JNK | Exit | SPDR BLOOMBERG HIGH YIELD BOetp | $0 | – | -31,308 | -100.0% | -0.97% | – |
| SHYG | Exit | ISHARES 0-5 YR HY CORP BONDetp | $0 | – | -75,036 | -100.0% | -0.97% | – |
| BKLN | Exit | INVESCO SENIOR LOAN ETFetp | $0 | – | -227,852 | -100.0% | -1.44% | – |
| PFF | Exit | ISHARES PREFERRED & INCOME Setp | $0 | – | -127,709 | -100.0% | -1.44% | – |
| IEF | Exit | ISHARES 7-10 YEAR TREASURY Betp | $0 | – | -47,555 | -100.0% | -1.56% | – |
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.