$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 - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RJF | New | RAYMOND JAMES FINANCIAL INC | $4,560,000 | – | 45,421 | +100.0% | 1.30% | – |
| NUE | New | NUCOR CORP | $4,510,000 | – | 39,511 | +100.0% | 1.29% | – |
| CVS | New | CVS HEALTH CORP | $4,392,000 | – | 42,574 | +100.0% | 1.26% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE | $4,379,000 | – | 277,673 | +100.0% | 1.25% | – |
| FCX | New | FREEPORT-MCMORAN INC | $4,323,000 | – | 103,599 | +100.0% | 1.24% | – |
| TSN | New | TYSON FOODS INC-CL A | $4,264,000 | – | 48,922 | +100.0% | 1.22% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $4,128,000 | – | 72,597 | +100.0% | 1.18% | – |
| ADM | New | ARCHER-DANIELS-MIDLAND CO | $4,088,000 | – | 60,483 | +100.0% | 1.17% | – |
| LKQ | New | LKQ CORP | $4,088,000 | – | 68,092 | +100.0% | 1.17% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP | $4,084,000 | – | 56,460 | +100.0% | 1.17% | – |
| MET | New | METLIFE INC | $4,053,000 | – | 64,858 | +100.0% | 1.16% | – |
| DFS | New | DISCOVER FINANCIAL SERVICES | $4,024,000 | – | 34,818 | +100.0% | 1.15% | – |
| HIG | New | HARTFORD FINANCIAL SVCS GRP | $3,954,000 | – | 57,270 | +100.0% | 1.13% | – |
| SYF | New | SYNCHRONY FINANCIAL | $3,842,000 | – | 82,817 | +100.0% | 1.10% | – |
| COF | New | CAPITAL ONE FINANCIAL CORP | $3,805,000 | – | 26,225 | +100.0% | 1.09% | – |
| IVZ | New | INVESCO LTD | $3,766,000 | – | 163,616 | +100.0% | 1.08% | – |
| MAA | New | MID-AMERICA APARTMENT COMM | $3,203,000 | – | 13,961 | +100.0% | 0.92% | – |
| PSA | New | PUBLIC STORAGE | $3,189,000 | – | 8,513 | +100.0% | 0.91% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $3,172,000 | – | 13,989 | +100.0% | 0.91% | – |
| PLD | New | PROLOGIS INC | $3,160,000 | – | 18,769 | +100.0% | 0.90% | – |
| ACN | New | ACCENTURE PLC-CL A | $3,151,000 | – | 7,602 | +100.0% | 0.90% | – |
| DRE | New | DUKE REALTY CORP | $3,143,000 | – | 47,885 | +100.0% | 0.90% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $3,028,000 | – | 11,143 | +100.0% | 0.86% | – |
| MMC | New | MARSH & MCLENNAN COS | $2,883,000 | – | 16,588 | +100.0% | 0.82% | – |
| NDAQ | New | NASDAQ INC | $2,848,000 | – | 13,561 | +100.0% | 0.81% | – |
| MSFT | New | MICROSOFT CORP | $2,754,000 | – | 8,190 | +100.0% | 0.79% | – |
| RPV | New | INVESCO S&P 500 PURE VALUE Eetp | $2,083,000 | – | 25,767 | +100.0% | 0.60% | – |
| RPG | New | INVESCO S&P 500 PURE GROWTHetp | $1,959,000 | – | 9,293 | +100.0% | 0.56% | – |
| HYGV | New | FLEXSHARES HIGH YIELD VALUEetp | $1,583,000 | – | 32,310 | +100.0% | 0.45% | – |
| FALN | New | ISHARES FALLEN ANGELS ETFetp | $1,583,000 | – | 52,815 | +100.0% | 0.45% | – |
| SJNK | New | SPDR BLOOMBERG SHORT TERM HIetp | $1,583,000 | – | 58,301 | +100.0% | 0.45% | – |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $790,000 | – | 34,375 | +100.0% | 0.23% | – |
| CVE | New | CENOVUS ENERGY INC | $742,000 | – | 60,414 | +100.0% | 0.21% | – |
| MRNA | New | MODERNA INC | $592,000 | – | 2,329 | +100.0% | 0.17% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $574,000 | – | 6,696 | +100.0% | 0.16% | – |
| TRQ | New | TURQUOISE HILL RESOURCES LTD | $566,000 | – | 34,407 | +100.0% | 0.16% | – |
| CLF | New | CLEVELAND-CLIFFS INC | $515,000 | – | 23,666 | +100.0% | 0.15% | – |
| IMO | New | IMPERIAL OIL LTD | $512,000 | – | 14,175 | +100.0% | 0.15% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $506,000 | – | 9,698 | +100.0% | 0.14% | – |
| CNQ | New | CANADIAN NATURAL RESOURCES | $504,000 | – | 11,940 | +100.0% | 0.14% | – |
| X | New | UNITED STATES STEEL CORP | $502,000 | – | 21,096 | +100.0% | 0.14% | – |
| STLD | New | STEEL DYNAMICS INC | $500,000 | – | 8,053 | +100.0% | 0.14% | – |
| PXD | New | PIONEER NATURAL RESOURCES CO | $491,000 | – | 2,702 | +100.0% | 0.14% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $486,000 | – | 104,196 | +100.0% | 0.14% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $484,000 | – | 4,492 | +100.0% | 0.14% | – |
| OXY | New | OCCIDENTAL PETROLEUM CORP | $474,000 | – | 16,335 | +100.0% | 0.14% | – |
| M | New | MACY'S INC | $468,000 | – | 17,875 | +100.0% | 0.13% | – |
| AN | New | AUTONATION INC | $449,000 | – | 3,839 | +100.0% | 0.13% | – |
| IWF | New | ISHARES RUSSELL 1000 GROWTHetp | $412,000 | – | 1,347 | +100.0% | 0.12% | – |
| IWD | New | ISHARES RUSSELL 1000 VALUE Eetp | $411,000 | – | 2,450 | +100.0% | 0.12% | – |
| ACI | New | ALBERTSONS COS INC - CLASS A | $403,000 | – | 13,339 | +100.0% | 0.12% | – |
| CAR | New | AVIS BUDGET GROUP INC | $378,000 | – | 1,823 | +100.0% | 0.11% | – |
| DDOG | New | DATADOG INC - CLASS A | $258,000 | – | 1,449 | +100.0% | 0.07% | – |
| DVN | New | DEVON ENERGY CORP | $256,000 | – | 5,808 | +100.0% | 0.07% | – |
| HZNP | New | HORIZON THERAPEUTICS PLC | $257,000 | – | 2,384 | +100.0% | 0.07% | – |
| TSLA | New | TESLA INC | $247,000 | – | 234 | +100.0% | 0.07% | – |
| BILL | New | BILL.COM HOLDINGS INC | $250,000 | – | 1,005 | +100.0% | 0.07% | – |
| ZS | New | ZSCALER INC | $244,000 | – | 758 | +100.0% | 0.07% | – |
| AMD | New | ADVANCED MICRO DEVICES | $238,000 | – | 1,653 | +100.0% | 0.07% | – |
| ENPH | New | ENPHASE ENERGY INC | $201,000 | – | 1,097 | +100.0% | 0.06% | – |
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.