$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 - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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% | – |
| 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% | – |
| VLO | New | VALERO ENERGY CORP | $2,766,000 | – | 26,025 | +100.0% | 0.93% | – |
| APA | New | APA CORP | $2,753,000 | – | 78,878 | +100.0% | 0.92% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $2,689,000 | – | 19,004 | +100.0% | 0.90% | – |
| 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% | – |
| PSX | New | PHILLIPS 66 | $2,316,000 | – | 28,253 | +100.0% | 0.78% | – |
| LYB | New | LYONDELLBASELL INDU-CL A | $2,290,000 | – | 26,185 | +100.0% | 0.77% | – |
| DOW | New | DOW INC | $2,042,000 | – | 39,560 | +100.0% | 0.68% | – |
| COP | New | CONOCOPHILLIPS | $789,000 | – | 8,784 | +100.0% | 0.26% | – |
| COG | New | COTERRA ENERGY INC | $778,000 | – | 30,161 | +100.0% | 0.26% | – |
| TECK | New | TECK RESOURCES LTD-CLS B | $740,000 | – | 24,220 | +100.0% | 0.25% | – |
| New | HF SINCLAIR CORP | $582,000 | – | 12,887 | +100.0% | 0.20% | – | |
| 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% | – |
| 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% | – |
| MRVL | New | MARVELL TECHNOLOGY INC | $226,000 | – | 5,201 | +100.0% | 0.08% | – |
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 | 2024-05-10 |
| 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.