$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 25.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $67,510,000 | +54.2% | 809,961 | +58.2% | 19.66% | +57.1% |
| RPV | Buy | INVESCO S&P 500 PURE VALUE Eetp | $12,521,000 | +501.1% | 146,192 | +467.4% | 3.65% | +512.9% |
| EFV | New | ISHARES MSCI EAFE VALUE ETFetp | $10,377,000 | – | 206,458 | +100.0% | 3.02% | – |
| BBJP | New | JPMORGAN BETABUILDERS JAPANetp | $8,963,000 | – | 176,638 | +100.0% | 2.61% | – |
| BBEU | New | JPMORGAN BETABUILDERS EUROPEetp | $6,395,000 | – | 116,524 | +100.0% | 1.86% | – |
| TELL | Buy | TELLURIAN INC | $4,240,000 | +244.2% | 800,000 | +100.0% | 1.24% | +250.9% |
| PSA | Buy | PUBLIC STORAGE | $3,328,000 | +4.4% | 8,528 | +0.2% | 0.97% | +6.4% |
| PLD | Buy | PROLOGIS INC | $3,034,000 | -4.0% | 18,786 | +0.1% | 0.88% | -2.1% |
| MAA | Buy | MID-AMERICA APARTMENT COMM | $2,928,000 | -8.6% | 13,978 | +0.1% | 0.85% | -6.8% |
| EXR | Buy | EXTRA SPACE STORAGE INC | $2,886,000 | -9.0% | 14,039 | +0.4% | 0.84% | -7.2% |
| MMC | Buy | MARSH & MCLENNAN COS | $2,828,000 | -1.9% | 16,592 | +0.0% | 0.82% | 0.0% |
| DRE | Buy | DUKE REALTY CORP | $2,786,000 | -11.4% | 47,980 | +0.2% | 0.81% | -9.7% |
| XLRE | Buy | REAL ESTATE SELECT SECT SPDRetp | $1,563,000 | +32.9% | 32,349 | +42.5% | 0.46% | +35.4% |
| XLP | Buy | CONSUMER STAPLES SPDRetp | $1,477,000 | +25.6% | 19,461 | +27.6% | 0.43% | +28.0% |
| XLV | Buy | HEALTH CARE SELECT SECTORetp | $1,444,000 | +22.8% | 10,541 | +26.3% | 0.42% | +25.3% |
| CVE | Buy | CENOVUS ENERGY INC | $1,075,000 | +44.9% | 64,462 | +6.7% | 0.31% | +47.6% |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $989,000 | +108.6% | 17,439 | +6.8% | 0.29% | +113.3% |
| EPU | New | ISHARES MSCI PERU ETFetp | $942,000 | – | 25,310 | +100.0% | 0.27% | – |
| EZA | New | ISHARES MSCI SOUTH AFRICA ETetp | $930,000 | – | 16,745 | +100.0% | 0.27% | – |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $917,000 | – | 24,259 | +100.0% | 0.27% | – |
| EIDO | Buy | ISHARES MSCI INDONESIA ETFetp | $897,000 | +13.5% | 36,244 | +5.4% | 0.26% | +15.5% |
| EWW | Buy | ISHARES MSCI MEXICO ETFetp | $871,000 | +10.3% | 15,849 | +1.6% | 0.25% | +12.4% |
| IWD | Buy | ISHARES RUSSELL 1000 VALUE Eetp | $854,000 | +107.8% | 5,145 | +110.0% | 0.25% | +112.8% |
| X | Buy | UNITED STATES STEEL CORP | $850,000 | +69.3% | 22,519 | +6.7% | 0.25% | +73.4% |
| CLF | Buy | CLEVELAND-CLIFFS INC | $812,000 | +57.7% | 25,208 | +6.5% | 0.24% | +61.2% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $796,000 | +63.8% | 110,984 | +6.5% | 0.23% | +66.9% |
| CNQ | Buy | CANADIAN NATURAL RESOURCES | $795,000 | +57.7% | 12,828 | +7.4% | 0.23% | +61.1% |
| IMO | Buy | IMPERIAL OIL LTD | $735,000 | +43.6% | 15,211 | +7.3% | 0.21% | +46.6% |
| PXD | Buy | PIONEER NATURAL RESOURCES CO | $730,000 | +48.7% | 2,921 | +8.1% | 0.21% | +52.1% |
| STLD | Buy | STEEL DYNAMICS INC | $716,000 | +43.2% | 8,578 | +6.5% | 0.21% | +46.2% |
| EWM | New | ISHARES MSCI MALAYSIA ETFetp | $705,000 | – | 27,529 | +100.0% | 0.20% | – |
| FANG | Buy | DIAMONDBACK ENERGY INC | $658,000 | +36.0% | 4,802 | +6.9% | 0.19% | +39.1% |
| CAR | Buy | AVIS BUDGET GROUP INC | $511,000 | +35.2% | 1,941 | +6.5% | 0.15% | +38.0% |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $509,000 | +0.6% | 10,418 | +7.4% | 0.15% | +2.1% |
| ACI | Buy | ALBERTSONS COS INC - CLASS A | $474,000 | +17.6% | 14,266 | +6.9% | 0.14% | +20.0% |
| M | Buy | MACY'S INC | $467,000 | -0.2% | 19,166 | +7.2% | 0.14% | +1.5% |
| BLDR | Buy | BUILDERS FIRSTSOURCE INC | $460,000 | -19.9% | 7,131 | +6.5% | 0.13% | -18.3% |
| MRNA | Buy | MODERNA INC | $427,000 | -27.9% | 2,481 | +6.5% | 0.12% | -26.6% |
| AN | Buy | AUTONATION INC | $407,000 | -9.4% | 4,089 | +6.5% | 0.12% | -7.0% |
| DVN | Buy | DEVON ENERGY CORP | $372,000 | +45.3% | 6,287 | +8.2% | 0.11% | +47.9% |
| THD | New | ISHARES MSCI THAILAND ETFetp | $369,000 | – | 4,726 | +100.0% | 0.11% | – |
| TSLA | Buy | TESLA INC | $268,000 | +8.5% | 249 | +6.4% | 0.08% | +9.9% |
| HZNP | Buy | HORIZON THERAPEUTICS PLC | $267,000 | +3.9% | 2,538 | +6.5% | 0.08% | +6.8% |
| BILL | Buy | BILL.COM HOLDINGS INC | $242,000 | -3.2% | 1,067 | +6.2% | 0.07% | -1.4% |
| ENPH | Buy | ENPHASE ENERGY INC | $235,000 | +16.9% | 1,166 | +6.3% | 0.07% | +19.3% |
| DDOG | Buy | DATADOG INC - CLASS A | $234,000 | -9.3% | 1,542 | +6.4% | 0.07% | -8.1% |
| ZS | Buy | ZSCALER INC | $195,000 | -20.1% | 807 | +6.5% | 0.06% | -18.6% |
| AMD | Buy | ADVANCED MICRO DEVICES | $193,000 | -18.9% | 1,761 | +6.5% | 0.06% | -17.6% |
| ECH | New | ISHARES MSCI CHILE ETFetp | $4,000 | – | 134 | +100.0% | 0.00% | – |
| WIP | New | SPDR FTSE INTERNATIONAL GOVEetp | $3,000 | – | 47 | +100.0% | 0.00% | – |
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.