$299 Million is the total value of Mount Lucas Management LP's 90 reported holdings in Q2 2022. The portfolio turnover from Q1 2022 to Q2 2022 was 67.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $82,954,000 | +22.9% | 1,001,984 | +23.7% | 27.78% | +41.3% |
| RPV | Buy | INVESCO S&P 500 PURE VALUE Eetp | $23,628,000 | +88.7% | 314,661 | +115.2% | 7.91% | +117.0% |
| NUE | Buy | NUCOR CORP | $6,368,000 | +18.9% | 60,990 | +69.2% | 2.13% | +36.7% |
| ADM | Buy | ARCHER-DANIELS-MIDLAND CO | $6,360,000 | +30.1% | 81,965 | +51.3% | 2.13% | +49.6% |
| MOS | Sell | MOSAIC CO/THE | $6,326,000 | -54.1% | 133,935 | -35.4% | 2.12% | -47.2% |
| TSN | Buy | TYSON FOODS INC-CL A | $6,073,000 | +55.2% | 70,572 | +61.7% | 2.03% | +78.6% |
| MET | Buy | METLIFE INC | $6,047,000 | +48.4% | 96,313 | +66.2% | 2.02% | +70.6% |
| HPQ | Sell | HP INC | $5,872,000 | -27.7% | 179,141 | -19.9% | 1.97% | -16.8% |
| CVS | Buy | CVS HEALTH CORP | $5,823,000 | +51.4% | 62,839 | +65.4% | 1.95% | +74.1% |
| HIG | Buy | HARTFORD FINANCIAL SVCS GRP | $5,645,000 | +53.8% | 86,273 | +68.8% | 1.89% | +76.8% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $5,439,000 | +33.8% | 106,383 | +64.2% | 1.82% | +53.8% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE | $5,320,000 | +28.2% | 401,208 | +61.6% | 1.78% | +47.5% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $3,606,000 | +448.0% | 29,762 | +519.8% | 1.21% | +529.2% |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $3,575,000 | +261.5% | 60,715 | +248.2% | 1.20% | +315.6% |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $3,556,000 | -21.7% | 39,770 | -3.7% | 1.19% | -9.9% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $3,187,000 | -14.1% | 47,717 | -5.6% | 1.07% | -1.3% |
| UNH | New | UNITEDHEALTH GROUP INC | $3,082,000 | – | 6,001 | +100.0% | 1.03% | – |
| GIS | New | GENERAL MILLS INC | $2,999,000 | – | 39,749 | +100.0% | 1.00% | – |
| WRB | New | WR BERKLEY CORP | $2,970,000 | – | 43,510 | +100.0% | 1.00% | – |
| RSG | New | REPUBLIC SERVICES INC | $2,914,000 | – | 22,268 | +100.0% | 0.98% | – |
| ABBV | New | ABBVIE INC | $2,899,000 | – | 18,926 | +100.0% | 0.97% | – |
| K | New | KELLOGG CO | $2,862,000 | – | 40,119 | +100.0% | 0.96% | – |
| PEP | New | PEPSICO INC | $2,804,000 | – | 16,825 | +100.0% | 0.94% | – |
| LKQ | Sell | LKQ CORP | $2,802,000 | +1.6% | 57,070 | -6.1% | 0.94% | +16.7% |
| KO | New | COCA-COLA CO/THE | $2,800,000 | – | 44,503 | +100.0% | 0.94% | – |
| MPC | New | MARATHON PETROLEUM CORP | $2,797,000 | – | 34,025 | +100.0% | 0.94% | – |
| HSY | New | HERSHEY CO/THE | $2,780,000 | – | 12,922 | +100.0% | 0.93% | – |
| PSA | Buy | PUBLIC STORAGE | $2,771,000 | -16.7% | 8,861 | +3.9% | 0.93% | -4.2% |
| VLO | New | VALERO ENERGY CORP | $2,766,000 | – | 26,025 | +100.0% | 0.93% | – |
| DFS | Sell | DISCOVER FINANCIAL SERVICES | $2,758,000 | -19.3% | 29,163 | -6.0% | 0.92% | -7.2% |
| APA | New | APA CORP | $2,753,000 | – | 78,878 | +100.0% | 0.92% | – |
| DRE | Buy | DUKE REALTY CORP | $2,728,000 | -2.1% | 49,649 | +3.5% | 0.91% | +12.7% |
| ABC | New | AMERISOURCEBERGEN CORP | $2,689,000 | – | 19,004 | +100.0% | 0.90% | – |
| MMC | Buy | MARSH & MCLENNAN COS | $2,667,000 | -5.7% | 17,181 | +3.5% | 0.89% | +8.4% |
| TRV | New | TRAVELERS COS INC/THE | $2,604,000 | – | 15,394 | +100.0% | 0.87% | – |
| XOM | New | EXXON MOBIL CORP | $2,550,000 | – | 29,772 | +100.0% | 0.85% | – |
| MAA | Buy | MID-AMERICA APARTMENT COMM | $2,533,000 | -13.5% | 14,502 | +3.7% | 0.85% | -0.6% |
| FCX | Sell | FREEPORT-MCMORAN INC | $2,530,000 | -44.9% | 86,480 | -6.3% | 0.85% | -36.6% |
| EXR | Buy | EXTRA SPACE STORAGE INC | $2,487,000 | -13.8% | 14,622 | +4.2% | 0.83% | -1.0% |
| MSI | Buy | MOTOROLA SOLUTIONS INC | $2,420,000 | -10.3% | 11,546 | +3.7% | 0.81% | +3.1% |
| PSX | New | PHILLIPS 66 | $2,316,000 | – | 28,253 | +100.0% | 0.78% | – |
| PLD | Buy | PROLOGIS INC | $2,298,000 | -24.3% | 19,530 | +4.0% | 0.77% | -12.9% |
| LYB | New | LYONDELLBASELL INDU-CL A | $2,290,000 | – | 26,185 | +100.0% | 0.77% | – |
| TELL | Sell | TELLURIAN INC | $2,286,000 | -46.1% | 767,240 | -4.1% | 0.77% | -38.0% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP | $2,277,000 | -25.8% | 21,852 | -6.5% | 0.76% | -14.7% |
| WHR | Sell | WHIRLPOOL CORP | $2,264,000 | -58.2% | 14,620 | -53.4% | 0.76% | -52.0% |
| IVZ | Sell | INVESCO LTD | $2,237,000 | -33.9% | 138,662 | -5.6% | 0.75% | -24.0% |
| CVE | Buy | CENOVUS ENERGY INC | $2,211,000 | +105.7% | 116,282 | +80.4% | 0.74% | +136.4% |
| ACN | Buy | ACCENTURE PLC-CL A | $2,184,000 | -14.8% | 7,866 | +3.6% | 0.73% | -2.0% |
| MSFT | Buy | MICROSOFT CORP | $2,173,000 | -13.8% | 8,462 | +3.5% | 0.73% | -0.8% |
| NDAQ | Buy | NASDAQ INC | $2,142,000 | -11.3% | 14,043 | +3.6% | 0.72% | +2.0% |
| DOW | New | DOW INC | $2,042,000 | – | 39,560 | +100.0% | 0.68% | – |
| IWD | Buy | ISHARES RUSSELL 1000 VALUE Eetp | $1,982,000 | +132.1% | 13,673 | +165.8% | 0.66% | +166.7% |
| SYF | Sell | SYNCHRONY FINANCIAL | $1,918,000 | -25.4% | 69,446 | -6.0% | 0.64% | -14.3% |
| IMO | Buy | IMPERIAL OIL LTD | $1,651,000 | +124.6% | 35,037 | +130.3% | 0.55% | +158.4% |
| PXD | Buy | PIONEER NATURAL RESOURCES CO | $1,526,000 | +109.0% | 6,841 | +134.2% | 0.51% | +139.9% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $1,336,000 | +67.8% | 213,761 | +92.6% | 0.45% | +92.7% |
| Sell | BATH & BODY WORKS INC | $1,170,000 | -75.9% | 43,467 | -57.2% | 0.39% | -72.3% | |
| STLD | Buy | STEEL DYNAMICS INC | $1,169,000 | +63.3% | 17,678 | +106.1% | 0.39% | +87.1% |
| AN | Buy | AUTONATION INC | $1,046,000 | +157.0% | 9,363 | +129.0% | 0.35% | +194.1% |
| BLDR | Buy | BUILDERS FIRSTSOURCE INC | $904,000 | +96.5% | 16,838 | +136.1% | 0.30% | +126.1% |
| CLF | Buy | CLEVELAND-CLIFFS INC | $852,000 | +4.9% | 55,438 | +119.9% | 0.28% | +20.3% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $824,000 | -48.0% | 11,525 | -44.4% | 0.28% | -40.3% |
| COP | New | CONOCOPHILLIPS | $789,000 | – | 8,784 | +100.0% | 0.26% | – |
| COG | New | COTERRA ENERGY INC | $778,000 | – | 30,161 | +100.0% | 0.26% | – |
| CNQ | Buy | CANADIAN NATURAL RESOURCES | $769,000 | -3.3% | 14,328 | +11.7% | 0.26% | +11.2% |
| CAR | Buy | AVIS BUDGET GROUP INC | $745,000 | +45.8% | 5,066 | +161.0% | 0.25% | +67.1% |
| TECK | New | TECK RESOURCES LTD-CLS B | $740,000 | – | 24,220 | +100.0% | 0.25% | – |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $739,000 | -17.6% | 33,032 | -8.9% | 0.25% | -5.4% |
| New | HF SINCLAIR CORP | $582,000 | – | 12,887 | +100.0% | 0.20% | – | |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $503,000 | -79.7% | 7,168 | -78.4% | 0.17% | -76.7% |
| CF | New | CF INDUSTRIES HOLDINGS INC | $494,000 | – | 5,765 | +100.0% | 0.16% | – |
| WLK | New | WESTLAKE CORP | $450,000 | – | 4,594 | +100.0% | 0.15% | – |
| X | Buy | UNITED STATES STEEL CORP | $447,000 | -47.4% | 24,953 | +10.8% | 0.15% | -39.5% |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $430,000 | -15.5% | 11,642 | +11.7% | 0.14% | -2.7% |
| ACI | Buy | ALBERTSONS COS INC - CLASS A | $423,000 | -10.8% | 15,839 | +11.0% | 0.14% | +2.9% |
| DDOG | Buy | DATADOG INC - CLASS A | $424,000 | +81.2% | 4,454 | +188.8% | 0.14% | +108.8% |
| M | Buy | MACY'S INC | $391,000 | -16.3% | 21,337 | +11.3% | 0.13% | -3.7% |
| MRNA | Buy | MODERNA INC | $392,000 | -8.2% | 2,746 | +10.7% | 0.13% | +5.6% |
| DVN | Buy | DEVON ENERGY CORP | $389,000 | +4.6% | 7,052 | +12.2% | 0.13% | +20.4% |
| ECH | Buy | ISHARES MSCI CHILE ETFetp | $373,000 | +9225.0% | 15,504 | +11470.1% | 0.12% | +12400.0% |
| CLR | New | CONTINENTAL RESOURCES INC/OK | $338,000 | – | 5,174 | +100.0% | 0.11% | – |
| MPWR | New | MONOLITHIC POWER SYSTEMS INC | $267,000 | – | 694 | +100.0% | 0.09% | – |
| ENPH | Buy | ENPHASE ENERGY INC | $251,000 | +6.8% | 1,288 | +10.5% | 0.08% | +23.5% |
| MRVL | New | MARVELL TECHNOLOGY INC | $226,000 | – | 5,201 | +100.0% | 0.08% | – |
| HZNP | Buy | HORIZON THERAPEUTICS PLC | $224,000 | -16.1% | 2,808 | +10.6% | 0.08% | -3.8% |
| TSLA | Buy | TESLA INC | $184,000 | -31.3% | 273 | +9.6% | 0.06% | -20.5% |
| AMD | Buy | ADVANCED MICRO DEVICES | $149,000 | -22.8% | 1,948 | +10.6% | 0.05% | -10.7% |
| ZS | Buy | ZSCALER INC | $133,000 | -31.8% | 892 | +10.5% | 0.04% | -21.1% |
| BILL | Buy | BILL.COM HOLDINGS INC | $130,000 | -46.3% | 1,180 | +10.6% | 0.04% | -37.1% |
| WIP | Exit | SPDR FTSE INTERNATIONAL GOVEetp | $0 | – | -47 | -100.0% | -0.00% | – |
| EPHE | Exit | ISHARES MSCI PHILIPPINES ETFetp | $0 | – | -1,274 | -100.0% | -0.01% | – |
| EWU | Exit | ISHARES MSCI UNITED KINGDOMetp | $0 | – | -3,352 | -100.0% | -0.03% | – |
| THD | Exit | ISHARES MSCI THAILAND ETFetp | $0 | – | -4,726 | -100.0% | -0.11% | – |
| SCHP | Exit | SCHWAB U.S. TIPS ETFetp | $0 | – | -9,361 | -100.0% | -0.16% | – |
| XLF | Exit | FINANCIAL SELECT SECTOR SPDRetp | $0 | – | -17,946 | -100.0% | -0.20% | – |
| EWM | Exit | ISHARES MSCI MALAYSIA ETFetp | $0 | – | -27,529 | -100.0% | -0.20% | – |
| PDBC | Exit | INVESCO OPTIMUM YIELD DIVERSetp | $0 | – | -46,261 | -100.0% | -0.24% | – |
| EWW | Exit | ISHARES MSCI MEXICO ETFetp | $0 | – | -15,849 | -100.0% | -0.25% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -24,259 | -100.0% | -0.27% | – |
| EZA | Exit | ISHARES MSCI SOUTH AFRICA ETetp | $0 | – | -16,745 | -100.0% | -0.27% | – |
| Exit | VICTORIA'S SECRET & CO | $0 | – | -18,311 | -100.0% | -0.27% | – | |
| EPU | Exit | ISHARES MSCI PERU ETFetp | $0 | – | -25,310 | -100.0% | -0.27% | – |
| VNQ | Exit | VANGUARD REAL ESTATE ETFetp | $0 | – | -11,157 | -100.0% | -0.35% | – |
| XLV | Exit | HEALTH CARE SELECT SECTORetp | $0 | – | -10,541 | -100.0% | -0.42% | – |
| XLP | Exit | CONSUMER STAPLES SPDRetp | $0 | – | -19,461 | -100.0% | -0.43% | – |
| GLW | Exit | CORNING INC | $0 | – | -40,989 | -100.0% | -0.44% | – |
| XLRE | Exit | REAL ESTATE SELECT SECT SPDRetp | $0 | – | -32,349 | -100.0% | -0.46% | – |
| PNR | Exit | PENTAIR PLC | $0 | – | -29,020 | -100.0% | -0.46% | – |
| EL | Exit | ESTEE LAUDER COMPANIES-CL A | $0 | – | -5,931 | -100.0% | -0.47% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -5,824 | -100.0% | -0.51% | – |
| LOW | Exit | LOWE'S COS INC | $0 | – | -9,304 | -100.0% | -0.55% | – |
| TGT | Exit | TARGET CORP | $0 | – | -9,097 | -100.0% | -0.56% | – |
| JCI | Exit | JOHNSON CONTROLS INTERNATION | $0 | – | -29,909 | -100.0% | -0.57% | – |
| DE | Exit | DEERE & CO | $0 | – | -4,956 | -100.0% | -0.60% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE | $0 | – | -7,192 | -100.0% | -0.63% | – |
| AJG | Exit | ARTHUR J GALLAGHER & CO | $0 | – | -13,563 | -100.0% | -0.69% | – |
| VYM | Exit | VANGUARD HIGH DVD YIELD ETFetp | $0 | – | -22,914 | -100.0% | -0.75% | – |
| PBP | Exit | INVESCO S&P 500 BUYWRITE ETFetp | $0 | – | -112,482 | -100.0% | -0.76% | – |
| DISH | Exit | DISH NETWORK CORP-A | $0 | – | -86,911 | -100.0% | -0.80% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -64,179 | -100.0% | -0.82% | – |
| DHI | Exit | DR HORTON INC | $0 | – | -37,925 | -100.0% | -0.82% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -73,531 | -100.0% | -0.83% | – |
| PHM | Exit | PULTEGROUP INC | $0 | – | -69,237 | -100.0% | -0.84% | – |
| BBY | Exit | BEST BUY CO INC | $0 | – | -32,222 | -100.0% | -0.85% | – |
| LEN | Exit | LENNAR CORP-A | $0 | – | -36,568 | -100.0% | -0.86% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -13,444 | -100.0% | -0.91% | – |
| Exit | GENERAL ELECTRIC CO | $0 | – | -34,168 | -100.0% | -0.91% | – | |
| CE | Exit | CELANESE CORP | $0 | – | -23,772 | -100.0% | -0.99% | – |
| CI | Exit | CIGNA CORP | $0 | – | -14,924 | -100.0% | -1.04% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -11,090 | -100.0% | -1.07% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -46,749 | -100.0% | -1.19% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -30,283 | -100.0% | -1.22% | – |
| AFL | Exit | AFLAC INC | $0 | – | -70,820 | -100.0% | -1.33% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -18,368 | -100.0% | -1.34% | – |
| BBEU | Exit | JPMORGAN BETABUILDERS EUROPEetp | $0 | – | -116,524 | -100.0% | -1.86% | – |
| BBJP | Exit | JPMORGAN BETABUILDERS JAPANetp | $0 | – | -176,638 | -100.0% | -2.61% | – |
| EFV | Exit | ISHARES MSCI EAFE VALUE ETFetp | $0 | – | -206,458 | -100.0% | -3.02% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-08-10
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.