$283 Million is the total value of Mount Lucas Management LP's 129 reported holdings in Q3 2023. The portfolio turnover from Q2 2023 to Q3 2023 was 12.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RPV | Sell | INVESCO S&P 500 PURE VALUE Eetp | $23,286,746 | -7.4% | 316,482 | -2.4% | 8.22% | -2.2% |
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $22,951,108 | +70.2% | 283,452 | +70.4% | 8.11% | +79.7% |
| New | ISHARES CHINA LARGE-CAP ETFcall | $13,265,000 | – | 500,000 | +100.0% | 4.68% | – | |
| PAYPAL HOLDINGS INCcall | $7,307,500 | -12.4% | 125,000 | 0.0% | 2.58% | -7.5% | ||
| CI | Sell | THE CIGNA GROUP | $6,797,595 | -0.9% | 23,762 | -2.8% | 2.40% | +4.7% |
| MCK | Sell | MCKESSON CORP | $5,469,108 | -0.8% | 12,577 | -2.5% | 1.93% | +4.8% |
| EQT | Sell | EQT CORP | $5,335,418 | -5.8% | 131,479 | -4.5% | 1.88% | -0.5% |
| CAH | Sell | CARDINAL HEALTH INC | $5,175,253 | -11.5% | 59,609 | -3.6% | 1.83% | -6.5% |
| MPC | Sell | MARATHON PETROLEUM CORP | $3,895,340 | +10.3% | 25,739 | -15.0% | 1.38% | +16.5% |
| Buy | ANNALY CAPITAL MANAGEMENT IN | $3,698,046 | +20.9% | 196,600 | +28.7% | 1.31% | +27.8% | |
| AGNC | Buy | AGNC INVESTMENT CORP | $3,633,456 | +15.7% | 384,900 | +24.2% | 1.28% | +22.2% |
| XOM | Sell | EXXON MOBIL CORP | $3,495,066 | +3.9% | 29,725 | -5.2% | 1.23% | +9.8% |
| VLO | Sell | VALERO ENERGY CORP | $3,375,249 | +2.4% | 23,818 | -15.3% | 1.19% | +8.2% |
| PSX | Sell | PHILLIPS 66 | $3,319,624 | +20.1% | 27,629 | -4.6% | 1.17% | +26.8% |
| COG | Sell | COTERRA ENERGY INC | $3,279,758 | +1.2% | 121,248 | -5.3% | 1.16% | +6.9% |
| BBJP | Sell | JPMORGAN BETABUILDERS JAPANetp | $3,238,872 | -2.6% | 64,468 | -0.1% | 1.14% | +2.9% |
| COP | Sell | CONOCOPHILLIPS | $3,231,725 | +9.9% | 26,976 | -5.0% | 1.14% | +16.0% |
| AFL | Sell | AFLAC INC | $3,084,045 | +8.8% | 40,183 | -1.1% | 1.09% | +14.9% |
| PCAR | Sell | PACCAR INC | $3,017,275 | -3.7% | 35,489 | -5.3% | 1.07% | +1.7% |
| PGR | Sell | PROGRESSIVE CORP | $2,991,050 | +3.6% | 21,472 | -1.5% | 1.06% | +9.4% |
| MRO | Sell | MARATHON OIL CORP | $2,971,470 | +9.6% | 111,083 | -5.6% | 1.05% | +15.8% |
| OXY | Sell | OCCIDENTAL PETROLEUM CORP | $2,824,616 | +4.6% | 43,536 | -5.2% | 1.00% | +10.5% |
| PHM | Sell | PULTEGROUP INC | $2,814,492 | -9.8% | 38,008 | -5.3% | 0.99% | -4.7% |
| CVX | Sell | CHEVRON CORP | $2,786,614 | +2.3% | 16,526 | -4.6% | 0.98% | +8.0% |
| AMGN | Sell | AMGEN INC | $2,732,752 | +20.0% | 10,168 | -0.8% | 0.96% | +26.8% |
| UAL | Sell | UNITED AIRLINES HOLDINGS INC | $2,727,800 | -28.0% | 64,487 | -6.6% | 0.96% | -24.0% |
| URI | Sell | UNITED RENTALS INC | $2,706,098 | -4.0% | 6,087 | -3.8% | 0.96% | +1.5% |
| DAL | Sell | DELTA AIR LINES INC | $2,637,582 | -26.4% | 71,286 | -5.4% | 0.93% | -22.2% |
| APA | Sell | APA CORP | $2,623,988 | +14.4% | 63,844 | -4.9% | 0.93% | +20.9% |
| FANG | Sell | DIAMONDBACK ENERGY INC | $2,620,415 | +13.7% | 16,919 | -3.5% | 0.92% | +20.1% |
| AZO | Sell | AUTOZONE INC | $2,608,570 | +0.1% | 1,027 | -1.7% | 0.92% | +5.7% |
| BKLN | Buy | INVESCO SENIOR LOAN ETFetp | $2,593,524 | +2.3% | 123,560 | +2.5% | 0.92% | +8.0% |
| GL | Sell | GLOBE LIFE INC | $2,574,400 | -2.2% | 23,677 | -1.4% | 0.91% | +3.2% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $2,538,307 | -4.0% | 48,074 | -1.6% | 0.90% | +1.4% |
| JNJ | Sell | JOHNSON & JOHNSON | $2,534,520 | -6.8% | 16,273 | -0.9% | 0.90% | -1.5% |
| CWB | Buy | SPDR BLOOMBERG CONVERTIBLE Setp | $2,520,533 | -2.5% | 37,176 | +0.6% | 0.89% | +2.9% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE | $2,492,230 | -0.1% | 143,479 | -3.4% | 0.88% | +5.5% |
| ORLY | Sell | O'REILLY AUTOMOTIVE INC | $2,443,925 | -6.4% | 2,689 | -1.6% | 0.86% | -1.1% |
| HUM | Sell | HUMANA INC | $2,438,925 | +2.8% | 5,013 | -5.5% | 0.86% | +8.6% |
| PXD | Sell | PIONEER NATURAL RESOURCES CO | $2,416,014 | +7.0% | 10,525 | -3.4% | 0.85% | +13.0% |
| EMHY | Buy | ISHARES J.P. MORGAN EM HIGHetp | $2,404,858 | -0.9% | 70,648 | +2.3% | 0.85% | +4.6% |
| REM | New | ISHARES MORTGAGE REAL ESTATEetp | $2,398,311 | – | 107,355 | +100.0% | 0.85% | – |
| PBP | Buy | INVESCO S&P 500 BUYWRITE ETFetp | $2,381,772 | -0.5% | 111,618 | +3.1% | 0.84% | +5.0% |
| DWX | Buy | SPDR S&P INTER DVD ETFetp | $2,371,597 | -1.0% | 72,085 | +3.5% | 0.84% | +4.6% |
| TSM | Buy | TAIWAN SEMICONDUCTOR-SP ADR | $2,363,680 | -13.5% | 27,200 | +0.4% | 0.84% | -8.6% |
| JKHY | Sell | JACK HENRY & ASSOCIATES INC | $2,329,067 | -10.9% | 15,410 | -1.3% | 0.82% | -5.8% |
| MCD | Sell | MCDONALD'S CORP | $2,323,804 | -12.7% | 8,821 | -1.1% | 0.82% | -7.8% |
| MDLZ | Sell | MONDELEZ INTERNATIONAL INC-A | $2,319,903 | -5.8% | 33,428 | -1.0% | 0.82% | -0.6% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $2,316,615 | -21.0% | 63,020 | -5.6% | 0.82% | -16.5% |
| AAL | Sell | AMERICAN AIRLINES GROUP INC | $2,307,068 | -32.5% | 180,099 | -5.5% | 0.82% | -28.7% |
| MNST | Sell | MONSTER BEVERAGE CORP | $2,295,912 | -9.3% | 43,360 | -1.6% | 0.81% | -4.3% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $2,278,378 | +1.7% | 37,597 | -3.5% | 0.80% | +7.5% |
| GPC | Sell | GENUINE PARTS CO | $2,256,804 | -15.6% | 15,631 | -1.0% | 0.80% | -10.9% |
| F | Sell | FORD MOTOR CO | $2,244,778 | -20.4% | 180,739 | -3.0% | 0.79% | -15.9% |
| IWD | Sell | ISHARES RUSSELL 1000 VALUE Eetp | $2,154,781 | -9.0% | 14,193 | -5.4% | 0.76% | -3.9% |
| LW | Sell | LAMB WESTON HOLDINGS INC | $2,116,687 | -20.7% | 22,893 | -1.4% | 0.75% | -16.1% |
| LEN | Sell | LENNAR CORP-A | $2,113,403 | -13.8% | 18,831 | -3.8% | 0.75% | -9.0% |
| MOS | Sell | MOSAIC CO/THE | $2,102,928 | -3.4% | 59,071 | -5.0% | 0.74% | +2.1% |
| RE | Sell | EVEREST GROUP LTD | $2,101,422 | +4.8% | 5,654 | -3.6% | 0.74% | +10.6% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $2,089,962 | -9.9% | 36,009 | -0.7% | 0.74% | -4.9% |
| HIG | Sell | HARTFORD FINANCIAL SVCS GRP | $2,084,612 | -5.0% | 29,398 | -3.5% | 0.74% | +0.3% |
| SJM | Sell | JM SMUCKER CO/THE | $2,080,620 | -17.5% | 16,928 | -0.9% | 0.74% | -12.9% |
| GM | Sell | GENERAL MOTORS CO | $2,079,385 | -17.8% | 63,069 | -3.8% | 0.73% | -13.1% |
| CF | Sell | CF INDUSTRIES HOLDINGS INC | $1,944,155 | +19.1% | 22,675 | -3.6% | 0.69% | +25.8% |
| HSY | Sell | HERSHEY CO/THE | $1,913,165 | -20.7% | 9,562 | -1.1% | 0.68% | -16.2% |
| HCA | Sell | HCA HEALTHCARE INC | $1,888,634 | -22.1% | 7,678 | -3.9% | 0.67% | -17.8% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $1,867,766 | -8.1% | 25,916 | -3.3% | 0.66% | -2.9% |
| PFF | New | ISHARES PREFERRED & INCOME Setp | $1,812,769 | – | 60,125 | +100.0% | 0.64% | – |
| BWA | Sell | BORGWARNER INC | $1,749,717 | -11.3% | 43,342 | -5.5% | 0.62% | -6.4% |
| VYM | Buy | VANGUARD HIGH DVD YIELD ETFetp | $1,695,481 | +61.7% | 16,410 | +66.0% | 0.60% | +70.7% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGIetp | $1,696,694 | -29.2% | 20,561 | -25.8% | 0.60% | -25.3% |
| TPR | Sell | TAPESTRY INC | $1,448,051 | -34.9% | 50,367 | -3.1% | 0.51% | -31.3% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $1,222,120 | +2.3% | 29,786 | +3.3% | 0.43% | +8.3% |
| HYGV | Buy | FLEXSHARES HIGH YIELD VALUEetp | $1,216,298 | +1.2% | 30,591 | +2.9% | 0.43% | +7.0% |
| JNK | Buy | SPDR BLOOMBERG HIGH YIELD BOetp | $1,211,812 | +1.2% | 13,405 | +3.0% | 0.43% | +7.0% |
| GHYG | Buy | ISHARES US&INTL HIGH YIELD Cetp | $1,208,911 | +1.0% | 29,120 | +3.4% | 0.43% | +6.8% |
| FALN | Buy | ISHARES FALLEN ANGELS ETFetp | $1,207,090 | +0.4% | 48,673 | +2.7% | 0.43% | +6.0% |
| UBER | Sell | UBER TECHNOLOGIES INC | $893,448 | -5.6% | 19,427 | -11.4% | 0.32% | -0.3% |
| TELL | TELLURIAN INC | $889,998 | -17.7% | 767,240 | 0.0% | 0.31% | -13.3% | |
| CVE | Sell | CENOVUS ENERGY INC | $860,074 | +9.2% | 41,310 | -11.0% | 0.30% | +15.6% |
| TUR | Buy | ISHARES MSCI TURKEY ETFetp | $852,523 | +87.4% | 22,109 | +37.3% | 0.30% | +98.0% |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $833,105 | +0.7% | 18,840 | -0.5% | 0.29% | +6.1% |
| EWZ | Sell | ISHARES MSCI BRAZIL ETFetp | $823,582 | -9.2% | 26,853 | -3.9% | 0.29% | -4.0% |
| EWT | Buy | ISHARES MSCI TAIWAN ETFetp | $809,340 | +0.7% | 18,167 | +6.3% | 0.29% | +6.3% |
| EPU | Sell | ISHARES MSCI PERU AND GLOBALetp | $780,576 | -6.9% | 25,864 | -5.5% | 0.28% | -1.4% |
| EWW | Buy | ISHARES MSCI MEXICO ETFetp | $782,320 | -5.2% | 13,435 | +1.2% | 0.28% | 0.0% |
| EOG | Sell | EOG RESOURCES INC | $771,588 | -1.2% | 6,087 | -10.8% | 0.27% | +4.6% |
| EPOL | Sell | ISHARES MSCI POLAND ETFetp | $740,161 | -17.0% | 43,259 | -7.0% | 0.26% | -12.4% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $732,522 | -15.5% | 22,044 | -5.5% | 0.26% | -10.7% |
| EWU | Buy | ISHARES MSCI UNITED KINGDOMetp | $728,100 | +0.7% | 23,012 | +2.9% | 0.26% | +6.2% |
| EWP | Sell | ISHARES MSCI SPAIN ETFetp | $711,040 | -6.3% | 25,856 | -1.5% | 0.25% | -1.2% |
| EWI | Sell | ISHARES MSCI ITALY ETFetp | $697,804 | -9.1% | 22,939 | -4.9% | 0.25% | -4.3% |
| JBL | Sell | JABIL INC | $684,064 | +4.2% | 5,391 | -11.3% | 0.24% | +10.5% |
| EWO | Sell | ISHARES MSCI AUSTRIA ETFetp | $647,245 | -12.8% | 32,933 | -10.0% | 0.23% | -7.7% |
| Sell | APOLLO GLOBAL MANAGEMENT INC | $636,488 | +4.0% | 7,091 | -11.0% | 0.22% | +9.8% | |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $629,623 | -15.4% | 17,691 | -8.4% | 0.22% | -10.8% |
| CNQ | Sell | CANADIAN NATURAL RESOURCES | $607,575 | +2.9% | 9,395 | -10.5% | 0.22% | +9.1% |
| IMO | Sell | IMPERIAL OIL LTD | $604,506 | +7.3% | 9,815 | -10.9% | 0.21% | +13.3% |
| Sell | HF SINCLAIR CORP | $568,275 | +13.9% | 9,982 | -10.7% | 0.20% | +20.4% | |
| EWY | Sell | ISHARES MSCI SOUTH KOREA ETFetp | $558,457 | -29.9% | 9,475 | -24.7% | 0.20% | -26.2% |
| FLRN | Buy | SPDR BLOOMBERG INVESTMENT GRetp | $541,932 | +4.8% | 17,641 | +4.7% | 0.19% | +10.4% |
| CPNG | Sell | COUPANG INC | $540,566 | -13.5% | 31,798 | -11.4% | 0.19% | -8.6% |
| IGSB | Buy | ISHARES 1-5Y INV GRADE CORPetp | $536,370 | +4.4% | 10,764 | +5.1% | 0.19% | +9.9% |
| CCL | Sell | CARNIVAL CORP | $531,650 | -35.5% | 38,750 | -11.4% | 0.19% | -31.6% |
| MELI | Sell | MERCADOLIBRE INC | $527,438 | -5.5% | 416 | -11.7% | 0.19% | -0.5% |
| RCL | Sell | ROYAL CARIBBEAN CRUISES LTD | $511,008 | -21.3% | 5,546 | -11.4% | 0.18% | -17.1% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $496,785 | -30.4% | 11,402 | -26.2% | 0.18% | -26.8% |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $493,582 | -32.6% | 18,839 | -26.6% | 0.17% | -29.0% |
| NCLH | Sell | NORWEGIAN CRUISE LINE HOLDIN | $488,945 | -32.9% | 29,669 | -11.4% | 0.17% | -29.1% |
| OVV | Sell | OVINTIV INC | $479,743 | +11.4% | 10,085 | -10.8% | 0.17% | +17.4% |
| H | Sell | HYATT HOTELS CORP - CL A | $459,963 | -17.9% | 4,336 | -11.3% | 0.16% | -13.4% |
| WYNN | Sell | WYNN RESORTS LTD | $453,179 | -22.3% | 4,904 | -11.2% | 0.16% | -17.9% |
| AR | Sell | ANTERO RESOURCES CORP | $407,984 | -2.4% | 16,075 | -11.4% | 0.14% | +2.9% |
| LVS | Sell | LAS VEGAS SANDS CORP | $397,112 | -29.7% | 8,663 | -11.1% | 0.14% | -25.9% |
| ANET | Sell | ARISTA NETWORKS INC | $298,334 | +0.5% | 1,622 | -11.5% | 0.10% | +6.1% |
| Sell | DRAFTKINGS INC-CL A | $296,637 | -1.9% | 10,076 | -11.4% | 0.10% | +4.0% | |
| HES | Sell | HESS CORP | $283,509 | -0.1% | 1,853 | -11.3% | 0.10% | +5.3% |
| TTD | Sell | TRADE DESK INC/THE -CLASS A | $267,820 | -10.4% | 3,427 | -11.4% | 0.10% | -5.0% |
| SRPT | Sell | SAREPTA THERAPEUTICS INC | $239,288 | -6.2% | 1,974 | -11.4% | 0.08% | 0.0% |
| MDB | Sell | MONGODB INC | $236,914 | -25.5% | 685 | -11.5% | 0.08% | -20.8% |
| New | PHINIA INC | $233,100 | – | 8,701 | +100.0% | 0.08% | – | |
| SNOW | Sell | SNOWFLAKE INC-CLASS A | $228,086 | -23.2% | 1,493 | -11.5% | 0.08% | -18.2% |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $225,793 | -56.3% | 2,202 | -54.5% | 0.08% | -53.8% |
| FTNT | Sell | FORTINET INC | $220,989 | -31.2% | 3,766 | -11.4% | 0.08% | -27.1% |
| CFLT | Sell | CONFLUENT INC-CLASS A | $217,189 | -25.7% | 7,335 | -11.4% | 0.08% | -21.4% |
| DVN | Sell | DEVON ENERGY CORP | $196,810 | -11.7% | 4,126 | -10.5% | 0.07% | -6.7% |
| SWAV | Sell | SHOCKWAVE MEDICAL INC | $174,810 | -38.3% | 878 | -11.5% | 0.06% | -34.7% |
| ALB | Sell | ALBEMARLE CORP | $165,109 | -32.4% | 971 | -11.3% | 0.06% | -29.3% |
| ENPH | Sell | ENPHASE ENERGY INC | $96,721 | -36.3% | 805 | -11.2% | 0.03% | -33.3% |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -103 | -100.0% | -0.00% | – |
| WIP | Exit | SPDR FTSE INTERNATIONAL GOVEetp | $0 | – | -11,358 | -100.0% | -0.16% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -4,789 | -100.0% | -0.17% | – |
| ACGL | Exit | ARCH CAPITAL GROUP LTD | $0 | – | -8,000 | -100.0% | -0.20% | – |
| FHN | Exit | FIRST HORIZON CORP | $0 | – | -60,750 | -100.0% | -0.23% | – |
| EWD | Exit | ISHARES MSCI SWEDEN ETFetp | $0 | – | -20,440 | -100.0% | -0.24% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -16,917 | -100.0% | -0.24% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -34,347 | -100.0% | -0.26% | – |
| ECH | Exit | ISHARES MSCI CHILE ETFetp | $0 | – | -28,870 | -100.0% | -0.28% | – |
| PBR | Exit | PETROLEO BRASILEIRO-SPON ADR | $0 | – | -105,300 | -100.0% | -0.49% | – |
| ADM | Exit | ARCHER-DANIELS-MIDLAND CO | $0 | – | -26,303 | -100.0% | -0.66% | – |
| EWA | Exit | ISHARES MSCI AUSTRALIA ETFetp | $0 | – | -132,471 | -100.0% | -1.00% | – |
| IEI | Exit | ISHARES 3-7 YEAR TREASURY BOetp | $0 | – | -42,958 | -100.0% | -1.66% | – |
| Exit | WALT DISNEY CO/THEcall | $0 | – | -140,000 | -100.0% | -4.18% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2023-11-14
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 | 2024-02-07 |
| 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.