$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 42.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WHR | Sell | WHIRLPOOL CORP | $8,126,000 | +10.2% | 34,630 | -4.3% | 2.32% | +4.2% |
| HCA | Sell | HCA HEALTHCARE INC | $5,190,000 | +3.0% | 20,199 | -2.7% | 1.48% | -2.6% |
| PFF | Sell | ISHARES PREFERRED & INCOME Setp | $5,036,000 | -9.5% | 127,709 | -10.9% | 1.44% | -14.4% |
| BKLN | Sell | INVESCO SENIOR LOAN ETFetp | $5,036,000 | -10.6% | 227,852 | -10.6% | 1.44% | -15.5% |
| MS | Sell | MORGAN STANLEY | $5,020,000 | -58.1% | 51,140 | -58.4% | 1.44% | -60.3% |
| LEN | Sell | LENNAR CORP-A | $4,662,000 | -43.7% | 40,133 | -54.6% | 1.33% | -46.8% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $4,647,000 | -1.2% | 12,147 | -2.3% | 1.33% | -6.5% |
| AFL | Sell | AFLAC INC | $4,526,000 | +9.4% | 77,520 | -2.3% | 1.29% | +3.4% |
| DHI | Sell | DR HORTON INC | $4,517,000 | -41.9% | 41,648 | -55.0% | 1.29% | -45.0% |
| CE | Sell | CELANESE CORP | $4,380,000 | +8.8% | 26,061 | -2.5% | 1.25% | +3.0% |
| PHM | Sell | PULTEGROUP INC | $4,345,000 | -40.7% | 76,017 | -52.4% | 1.24% | -43.9% |
| GM | Sell | GENERAL MOTORS CO | $4,143,000 | +8.0% | 70,670 | -2.9% | 1.18% | +2.2% |
| ALL | Sell | ALLSTATE CORP | $3,886,000 | -58.0% | 33,031 | -54.5% | 1.11% | -60.2% |
| PBP | Sell | INVESCO S&P 500 BUYWRITE ETFetp | $3,821,000 | -5.0% | 165,304 | -5.6% | 1.09% | -10.2% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $3,821,000 | -3.0% | 34,087 | -10.6% | 1.09% | -8.3% |
| FDX | Sell | FEDEX CORP | $3,807,000 | +14.5% | 14,718 | -2.9% | 1.09% | +8.4% |
| CI | Sell | CIGNA CORP | $3,746,000 | -50.1% | 16,313 | -56.5% | 1.07% | -52.9% |
| BWA | Sell | BORGWARNER INC | $3,623,000 | +1.4% | 80,387 | -2.8% | 1.04% | -4.2% |
| BBY | Sell | BEST BUY CO INC | $3,565,000 | -49.3% | 35,093 | -47.3% | 1.02% | -52.1% |
| Sell | GENERAL ELECTRIC CO | $3,541,000 | -11.2% | 37,487 | -3.1% | 1.01% | -15.9% | |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $3,424,000 | +8.1% | 47,833 | -3.5% | 0.98% | +2.2% |
| JNK | Sell | SPDR BLOOMBERG HIGH YIELD BOetp | $3,399,000 | -9.2% | 31,308 | -8.5% | 0.97% | -14.1% |
| SHYG | Sell | ISHARES 0-5 YR HY CORP BONDetp | $3,399,000 | -9.4% | 75,036 | -8.6% | 0.97% | -14.3% |
| DISH | Sell | DISH NETWORK CORP-A | $3,096,000 | -27.7% | 95,444 | -3.2% | 0.88% | -31.7% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE | $2,805,000 | +20.6% | 7,827 | -3.8% | 0.80% | +14.1% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $2,638,000 | -52.1% | 76,431 | -49.8% | 0.75% | -54.7% |
| JCI | Sell | JOHNSON CONTROLS INTERNATION | $2,633,000 | +15.3% | 32,383 | -3.4% | 0.75% | +9.0% |
| HD | Sell | HOME DEPOT INC | $2,617,000 | +22.1% | 6,306 | -3.4% | 0.75% | +15.6% |
| LOW | Sell | LOWE'S COS INC | $2,610,000 | +22.9% | 10,098 | -3.5% | 0.75% | +16.4% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $2,518,000 | -5.1% | 21,703 | -16.7% | 0.72% | -10.2% |
| AJG | Sell | ARTHUR J GALLAGHER & CO | $2,500,000 | +10.1% | 14,732 | -3.5% | 0.71% | +4.1% |
| EL | Sell | ESTEE LAUDER COMPANIES-CL A | $2,386,000 | +18.9% | 6,446 | -3.7% | 0.68% | +12.5% |
| DWX | Sell | SPDR S&P INTER DVD ETFetp | $2,366,000 | -38.9% | 60,848 | -40.4% | 0.68% | -42.3% |
| PNR | Sell | PENTAIR PLC | $2,299,000 | -3.0% | 31,480 | -3.6% | 0.66% | -8.2% |
| TGT | Sell | TARGET CORP | $2,283,000 | -69.1% | 9,865 | -69.4% | 0.65% | -70.7% |
| DE | Sell | DEERE & CO | $1,851,000 | -1.3% | 5,397 | -3.6% | 0.53% | -6.7% |
| GLW | Sell | CORNING INC | $1,646,000 | -1.6% | 44,216 | -3.5% | 0.47% | -6.9% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $1,176,000 | +0.4% | 30,125 | -3.5% | 0.34% | -5.1% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $1,176,000 | +6.2% | 12,982 | -7.3% | 0.34% | +0.6% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $1,176,000 | +4.3% | 8,349 | -5.7% | 0.34% | -1.2% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $1,176,000 | +2.8% | 15,256 | -8.2% | 0.34% | -2.9% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $1,176,000 | +0.7% | 5,754 | -11.6% | 0.34% | -4.8% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,176,000 | -9.4% | 21,195 | -15.0% | 0.34% | -14.3% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $1,176,000 | +4.9% | 11,117 | -3.0% | 0.34% | -0.9% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $1,176,000 | +4.6% | 6,766 | -10.1% | 0.34% | -1.2% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $1,176,000 | +5.2% | 22,706 | -9.8% | 0.34% | -0.6% |
| Sell | VICTORIA'S SECRET & CO | $1,121,000 | -2.3% | 20,177 | -2.8% | 0.32% | -7.8% | |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $1,049,000 | -1.4% | 9,021 | -1.5% | 0.30% | -6.5% |
| LQD | Sell | ISHARES IBOXX INVESTMENT GRAetp | $1,049,000 | -0.6% | 7,916 | -0.2% | 0.30% | -6.0% |
| SCHP | Sell | SCHWAB U.S. TIPS ETFetp | $1,049,000 | -1.3% | 16,680 | -1.8% | 0.30% | -6.5% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $790,000 | +1.0% | 11,854 | -6.0% | 0.23% | -4.2% |
| EWW | Sell | ISHARES MSCI MEXICO ETFetp | $790,000 | +2.2% | 15,604 | -2.6% | 0.23% | -3.4% |
| FLRN | Sell | SPDR BLOOMBERG INVESTMENT GRetp | $549,000 | -48.8% | 17,963 | -48.6% | 0.16% | -51.5% |
| EWP | Exit | ISHARES MSCI SPAIN ETFetp | $0 | – | -3,925 | -100.0% | -0.03% | – |
| EWG | Exit | ISHARES MSCI GERMANY ETFetp | $0 | – | -3,489 | -100.0% | -0.04% | – |
| BBJP | Exit | JPMORGAN BETABUILDERS JAPANetp | $0 | – | -6,384 | -100.0% | -0.11% | – |
| THD | Exit | ISHARES MSCI THAILAND ETFetp | $0 | – | -7,356 | -100.0% | -0.17% | – |
| EZA | Exit | ISHARES MSCI SOUTH AFRICA ETetp | $0 | – | -14,993 | -100.0% | -0.21% | – |
| WIP | Exit | SPDR FTSE INTERNATIONAL GOVEetp | $0 | – | -13,454 | -100.0% | -0.22% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -28,164 | -100.0% | -0.23% | – |
| RSX | Exit | VANECK RUSSIA ETFetp | $0 | – | -25,238 | -100.0% | -0.23% | – |
| EPOL | Exit | ISHARES MSCI POLAND ETFetp | $0 | – | -35,454 | -100.0% | -0.24% | – |
| IGSB | Exit | ISHARES 1-5Y INV GRADE CORPetp | $0 | – | -19,563 | -100.0% | -0.32% | – |
| XLC | Exit | COMM SERV SELECT SECTOR SPDRetp | $0 | – | -13,965 | -100.0% | -0.34% | – |
| PNGAY | Exit | PING AN INSURANCE-ADRadr | $0 | – | -109,400 | -100.0% | -0.45% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -42,903 | -100.0% | -0.46% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -21,607 | -100.0% | -0.58% | – |
| TYL | Exit | TYLER TECHNOLOGIES INC | $0 | – | -4,310 | -100.0% | -0.60% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -3,555 | -100.0% | -0.61% | – |
| BIO | Exit | BIO-RAD LABORATORIES-A | $0 | – | -2,950 | -100.0% | -0.66% | – |
| DHR | Exit | DANAHER CORP | $0 | – | -7,299 | -100.0% | -0.67% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -13,016 | -100.0% | -0.68% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -3,795 | -100.0% | -0.71% | – |
| WST | Exit | WEST PHARMACEUTICAL SERVICES | $0 | – | -6,096 | -100.0% | -0.78% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -16,492 | -100.0% | -0.78% | – |
| VNQI | Exit | VANGUARD GLBL EX-US REAL ESTetp | $0 | – | -47,950 | -100.0% | -0.82% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -57,360 | -100.0% | -0.94% | – |
| EMB | Exit | ISHARES JP MORGAN USD EMERGIetp | $0 | – | -29,192 | -100.0% | -0.97% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -97,282 | -100.0% | -1.00% | – |
| HUM | Exit | HUMANA INC | $0 | – | -8,486 | -100.0% | -1.00% | – |
| MAS | Exit | MASCO CORP | $0 | – | -62,741 | -100.0% | -1.05% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -38,636 | -100.0% | -1.06% | – |
| CNC | Exit | CENTENE CORP | $0 | – | -57,437 | -100.0% | -1.08% | – |
| GHYG | Exit | ISHARES US&INTL HIGH YIELD Cetp | $0 | – | -74,405 | -100.0% | -1.12% | – |
| EMHY | Exit | ISHARES J.P. MORGAN EM HIGHetp | $0 | – | -89,333 | -100.0% | -1.20% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -27,621 | -100.0% | -1.21% | – |
| KR | Exit | KROGER CO | $0 | – | -106,009 | -100.0% | -1.30% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -11,185 | -100.0% | -1.32% | – |
| DVA | Exit | DAVITA INC | $0 | – | -39,080 | -100.0% | -1.37% | – |
| EBAY | Exit | EBAY INC | $0 | – | -68,781 | -100.0% | -1.45% | – |
| CWB | Exit | SPDR BLOOMBERG CONVERTIBLE Setp | $0 | – | -64,518 | -100.0% | -1.66% | – |
| Exit | KRANESHARES CSI CHINA INTERNcall | $0 | – | -300,000 | -100.0% | -4.29% | – |
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.