$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 31.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MOS | Sell | MOSAIC CO/THE | $13,779,000 | +52.3% | 207,204 | -10.0% | 4.01% | +55.2% |
| HPQ | Sell | HP INC | $8,117,000 | -12.9% | 223,606 | -9.6% | 2.36% | -11.3% |
| WHR | Sell | WHIRLPOOL CORP | $5,418,000 | -33.3% | 31,357 | -9.5% | 1.58% | -32.0% |
| NUE | Sell | NUCOR CORP | $5,357,000 | +18.8% | 36,036 | -8.8% | 1.56% | +21.0% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $4,889,000 | +19.6% | 54,163 | -10.4% | 1.42% | +21.9% |
| Sell | BATH & BODY WORKS INC | $4,856,000 | -38.2% | 101,595 | -9.8% | 1.41% | -37.1% | |
| HCA | Sell | HCA HEALTHCARE INC | $4,603,000 | -11.3% | 18,368 | -9.1% | 1.34% | -9.6% |
| FCX | Sell | FREEPORT-MCMORAN INC | $4,590,000 | +6.2% | 92,276 | -10.9% | 1.34% | +8.3% |
| AFL | Sell | AFLAC INC | $4,560,000 | +0.8% | 70,820 | -8.6% | 1.33% | +2.7% |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $4,540,000 | -0.4% | 41,308 | -9.1% | 1.32% | +1.5% |
| ALL | Sell | ALLSTATE CORP | $4,194,000 | +7.9% | 30,283 | -8.3% | 1.22% | +10.1% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE | $4,149,000 | -5.3% | 248,275 | -10.6% | 1.21% | -3.4% |
| MS | Sell | MORGAN STANLEY | $4,086,000 | -18.6% | 46,749 | -8.6% | 1.19% | -17.1% |
| MET | Sell | METLIFE INC | $4,074,000 | +0.5% | 57,962 | -10.6% | 1.19% | +2.5% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $4,066,000 | -1.5% | 64,775 | -10.8% | 1.18% | +0.3% |
| TSN | Sell | TYSON FOODS INC-CL A | $3,912,000 | -8.3% | 43,641 | -10.8% | 1.14% | -6.6% |
| CVS | Sell | CVS HEALTH CORP | $3,845,000 | -12.5% | 37,991 | -10.8% | 1.12% | -10.8% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $3,710,000 | -9.2% | 50,540 | -10.5% | 1.08% | -7.4% |
| HIG | Sell | HARTFORD FINANCIAL SVCS GRP | $3,670,000 | -7.2% | 51,108 | -10.8% | 1.07% | -5.4% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $3,661,000 | -21.2% | 11,090 | -8.7% | 1.07% | -19.7% |
| CI | Sell | CIGNA CORP | $3,576,000 | -4.5% | 14,924 | -8.5% | 1.04% | -2.6% |
| DFS | Sell | DISCOVER FINANCIAL SERVICES | $3,419,000 | -15.0% | 31,026 | -10.9% | 1.00% | -13.4% |
| CE | Sell | CELANESE CORP | $3,396,000 | -22.5% | 23,772 | -8.8% | 0.99% | -21.0% |
| IVZ | Sell | INVESCO LTD | $3,386,000 | -10.1% | 146,814 | -10.3% | 0.99% | -8.4% |
| Sell | GENERAL ELECTRIC CO | $3,126,000 | -11.7% | 34,168 | -8.9% | 0.91% | -10.1% | |
| FDX | Sell | FEDEX CORP | $3,111,000 | -18.3% | 13,444 | -8.7% | 0.91% | -16.7% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP | $3,068,000 | -19.4% | 23,366 | -10.9% | 0.89% | -17.8% |
| LEN | Sell | LENNAR CORP-A | $2,968,000 | -36.3% | 36,568 | -8.9% | 0.86% | -35.1% |
| BBY | Sell | BEST BUY CO INC | $2,929,000 | -17.8% | 32,222 | -8.2% | 0.85% | -16.3% |
| PHM | Sell | PULTEGROUP INC | $2,901,000 | -33.2% | 69,237 | -8.9% | 0.84% | -32.0% |
| BWA | Sell | BORGWARNER INC | $2,860,000 | -21.1% | 73,531 | -8.5% | 0.83% | -19.5% |
| DHI | Sell | DR HORTON INC | $2,826,000 | -37.4% | 37,925 | -8.9% | 0.82% | -36.3% |
| GM | Sell | GENERAL MOTORS CO | $2,807,000 | -32.2% | 64,179 | -9.2% | 0.82% | -30.9% |
| LKQ | Sell | LKQ CORP | $2,759,000 | -32.5% | 60,760 | -10.8% | 0.80% | -31.2% |
| DISH | Sell | DISH NETWORK CORP-A | $2,751,000 | -11.1% | 86,911 | -8.9% | 0.80% | -9.5% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $2,697,000 | -10.9% | 11,136 | -0.1% | 0.79% | -9.1% |
| PBP | Sell | INVESCO S&P 500 BUYWRITE ETFetp | $2,616,000 | -31.5% | 112,482 | -32.0% | 0.76% | -30.2% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $2,572,000 | -32.7% | 22,914 | -32.8% | 0.75% | -31.4% |
| SYF | Sell | SYNCHRONY FINANCIAL | $2,572,000 | -33.1% | 73,885 | -10.8% | 0.75% | -31.8% |
| ACN | Sell | ACCENTURE PLC-CL A | $2,562,000 | -18.7% | 7,596 | -0.1% | 0.75% | -17.1% |
| MSFT | Sell | MICROSOFT CORP | $2,521,000 | -8.5% | 8,176 | -0.2% | 0.73% | -6.7% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $2,473,000 | -27.8% | 33,209 | -30.6% | 0.72% | -26.4% |
| NDAQ | Sell | NASDAQ INC | $2,415,000 | -15.2% | 13,552 | -0.1% | 0.70% | -13.6% |
| AJG | Sell | ARTHUR J GALLAGHER & CO | $2,368,000 | -5.3% | 13,563 | -7.9% | 0.69% | -3.4% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE | $2,148,000 | -23.4% | 7,192 | -8.1% | 0.63% | -21.9% |
| DE | Sell | DEERE & CO | $2,059,000 | +11.2% | 4,956 | -8.2% | 0.60% | +13.4% |
| JCI | Sell | JOHNSON CONTROLS INTERNATION | $1,961,000 | -25.5% | 29,909 | -7.6% | 0.57% | -24.1% |
| TGT | Sell | TARGET CORP | $1,931,000 | -15.4% | 9,097 | -7.8% | 0.56% | -13.8% |
| LOW | Sell | LOWE'S COS INC | $1,881,000 | -27.9% | 9,304 | -7.9% | 0.55% | -26.5% |
| HD | Sell | HOME DEPOT INC | $1,743,000 | -33.4% | 5,824 | -7.6% | 0.51% | -32.1% |
| EL | Sell | ESTEE LAUDER COMPANIES-CL A | $1,615,000 | -32.3% | 5,931 | -8.0% | 0.47% | -31.1% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,586,000 | +34.9% | 20,747 | -2.1% | 0.46% | +37.5% |
| PNR | Sell | PENTAIR PLC | $1,573,000 | -31.6% | 29,020 | -7.8% | 0.46% | -30.3% |
| GLW | Sell | CORNING INC | $1,513,000 | -8.1% | 40,989 | -7.3% | 0.44% | -6.2% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $1,209,000 | -52.0% | 11,157 | -48.6% | 0.35% | -51.1% |
| Sell | VICTORIA'S SECRET & CO | $940,000 | -16.1% | 18,311 | -9.2% | 0.27% | -14.4% | |
| PDBC | Sell | INVESCO OPTIMUM YIELD DIVERSetp | $816,000 | -4.9% | 46,261 | -24.2% | 0.24% | -2.9% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $688,000 | -41.5% | 17,946 | -40.4% | 0.20% | -40.5% |
| SCHP | Sell | SCHWAB U.S. TIPS ETFetp | $568,000 | -45.9% | 9,361 | -43.9% | 0.16% | -45.0% |
| EWU | Sell | ISHARES MSCI UNITED KINGDOMetp | $113,000 | -55.0% | 3,352 | -55.8% | 0.03% | -54.2% |
| EPHE | Sell | ISHARES MSCI PHILIPPINES ETFetp | $40,000 | -94.9% | 1,274 | -94.9% | 0.01% | -94.7% |
| EWD | Exit | ISHARES MSCI SWEDEN ETFetp | $0 | – | -3,357 | -100.0% | -0.04% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -4,050 | -100.0% | -0.06% | – |
| EWI | Exit | ISHARES MSCI ITALY ETFetp | $0 | – | -6,929 | -100.0% | -0.06% | – |
| EWO | Exit | ISHARES MSCI AUSTRIA ETFetp | $0 | – | -9,873 | -100.0% | -0.07% | – |
| EWQ | Exit | ISHARES MSCI FRANCE ETFetp | $0 | – | -6,462 | -100.0% | -0.07% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND ETFetp | $0 | – | -4,764 | -100.0% | -0.07% | – |
| IWF | Exit | ISHARES RUSSELL 1000 GROWTHetp | $0 | – | -1,347 | -100.0% | -0.12% | – |
| FLRN | Exit | SPDR BLOOMBERG INVESTMENT GRetp | $0 | – | -17,963 | -100.0% | -0.16% | – |
| TRQ | Exit | TURQUOISE HILL RESOURCES LTD | $0 | – | -34,407 | -100.0% | -0.16% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -11,854 | -100.0% | -0.23% | – |
| INDA | Exit | ISHARES MSCI INDIA ETFetp | $0 | – | -17,225 | -100.0% | -0.23% | – |
| MUB | Exit | ISHARES NATIONAL MUNI BOND Eetp | $0 | – | -9,021 | -100.0% | -0.30% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -7,916 | -100.0% | -0.30% | – |
| XLY | Exit | CONSUMER DISCRETIONARY SELTetp | $0 | – | -5,754 | -100.0% | -0.34% | – |
| XLK | Exit | TECHNOLOGY SELECT SECT SPDRetp | $0 | – | -6,766 | -100.0% | -0.34% | – |
| XLB | Exit | MATERIALS SELECT SECTOR SPDRetp | $0 | – | -12,982 | -100.0% | -0.34% | – |
| XLI | Exit | INDUSTRIAL SELECT SECT SPDRetp | $0 | – | -11,117 | -100.0% | -0.34% | – |
| SJNK | Exit | SPDR BLOOMBERG SHORT TERM HIetp | $0 | – | -58,301 | -100.0% | -0.45% | – |
| FALN | Exit | ISHARES FALLEN ANGELS ETFetp | $0 | – | -52,815 | -100.0% | -0.45% | – |
| HYGV | Exit | FLEXSHARES HIGH YIELD VALUEetp | $0 | – | -32,310 | -100.0% | -0.45% | – |
| RPG | Exit | INVESCO S&P 500 PURE GROWTHetp | $0 | – | -9,293 | -100.0% | -0.56% | – |
| DWX | Exit | SPDR S&P INTER DVD ETFetp | $0 | – | -60,848 | -100.0% | -0.68% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTATEetp | $0 | – | -76,431 | -100.0% | -0.75% | – |
| JNK | Exit | SPDR BLOOMBERG HIGH YIELD BOetp | $0 | – | -31,308 | -100.0% | -0.97% | – |
| SHYG | Exit | ISHARES 0-5 YR HY CORP BONDetp | $0 | – | -75,036 | -100.0% | -0.97% | – |
| BKLN | Exit | INVESCO SENIOR LOAN ETFetp | $0 | – | -227,852 | -100.0% | -1.44% | – |
| PFF | Exit | ISHARES PREFERRED & INCOME Setp | $0 | – | -127,709 | -100.0% | -1.44% | – |
| IEF | Exit | ISHARES 7-10 YEAR TREASURY Betp | $0 | – | -47,555 | -100.0% | -1.56% | – |
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.