$379 Million is the total value of Mount Lucas Management LP's 113 reported holdings in Q1 2023. The portfolio turnover from Q4 2022 to Q1 2023 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | ISHARES MSCI EMERGING MARKETcall | $51,298,000 | – | 1,300,000 | +100.0% | 13.54% | – | |
| QQQ | New | INVESCO QQQ TRUST SERIES 1etp | $26,150,018 | – | 81,482 | +100.0% | 6.90% | – |
| New | WALT DISNEY CO/THEcall | $14,018,200 | – | 140,000 | +100.0% | 3.70% | – | |
| New | SEA LTD-ADRcall | $10,386,000 | – | 120,000 | +100.0% | 2.74% | – | |
| New | PAYPAL HOLDINGS INCcall | $9,492,500 | – | 125,000 | +100.0% | 2.51% | – | |
| BBJP | New | JPMORGAN BETABUILDERS JAPANetp | $3,468,054 | – | 71,654 | +100.0% | 0.92% | – |
| IEI | New | ISHARES 3-7 YEAR TREASURY BOetp | $3,030,429 | – | 25,758 | +100.0% | 0.80% | – |
| AGNC | New | AGNC INVESTMENT CORP | $3,009,888 | – | 298,600 | +100.0% | 0.80% | – |
| New | ANNALY CAPITAL MANAGEMENT IN | $2,828,280 | – | 148,000 | +100.0% | 0.75% | – | |
| QQQM | New | INVESCO NASDAQ 100 ETFetp | $2,806,797 | – | 21,262 | +100.0% | 0.74% | – |
| EMHY | New | ISHARES J.P. MORGAN EM HIGHetp | $2,457,426 | – | 69,734 | +100.0% | 0.65% | – |
| DWX | New | SPDR S&P INTER DVD ETFetp | $1,547,982 | – | 45,157 | +100.0% | 0.41% | – |
| PBP | New | INVESCO S&P 500 BUYWRITE ETFetp | $1,535,749 | – | 72,441 | +100.0% | 0.40% | – |
| GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $1,259,636 | – | 29,417 | +100.0% | 0.33% | – |
| FALN | New | ISHARES FALLEN ANGELS ETFetp | $891,374 | – | 35,274 | +100.0% | 0.24% | – |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $766,342 | – | 26,927 | +100.0% | 0.20% | – |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $760,064 | – | 18,011 | +100.0% | 0.20% | – |
| EWO | New | ISHARES MSCI AUSTRIA ETFetp | $693,942 | – | 34,276 | +100.0% | 0.18% | – |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $694,365 | – | 15,318 | +100.0% | 0.18% | – |
| EWD | New | ISHARES MSCI SWEDEN ETFetp | $669,005 | – | 18,824 | +100.0% | 0.18% | – |
| EPOL | New | ISHARES MSCI POLAND ETFetp | $656,940 | – | 42,438 | +100.0% | 0.17% | – |
| EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $621,609 | – | 13,716 | +100.0% | 0.16% | – |
| EMB | New | ISHARES JP MORGAN USD EMERGIetp | $589,465 | – | 6,832 | +100.0% | 0.16% | – |
| MUB | New | ISHARES NATIONAL MUNI BOND Eetp | $549,151 | – | 5,097 | +100.0% | 0.14% | – |
| IGSB | New | ISHARES 1-5Y INV GRADE CORPetp | $337,506 | – | 6,678 | +100.0% | 0.09% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $40,170 | – | 1,490 | +100.0% | 0.01% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2023-05-12
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.