$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 75.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MOS | Sell | MOSAIC CO/THE | $6,326,000 | -54.1% | 133,935 | -35.4% | 2.12% | -47.2% |
| HPQ | Sell | HP INC | $5,872,000 | -27.7% | 179,141 | -19.9% | 1.97% | -16.8% |
| 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% |
| LKQ | Sell | LKQ CORP | $2,802,000 | +1.6% | 57,070 | -6.1% | 0.94% | +16.7% |
| DFS | Sell | DISCOVER FINANCIAL SERVICES | $2,758,000 | -19.3% | 29,163 | -6.0% | 0.92% | -7.2% |
| FCX | Sell | FREEPORT-MCMORAN INC | $2,530,000 | -44.9% | 86,480 | -6.3% | 0.85% | -36.6% |
| 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% |
| SYF | Sell | SYNCHRONY FINANCIAL | $1,918,000 | -25.4% | 69,446 | -6.0% | 0.64% | -14.3% |
| Sell | BATH & BODY WORKS INC | $1,170,000 | -75.9% | 43,467 | -57.2% | 0.39% | -72.3% | |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $824,000 | -48.0% | 11,525 | -44.4% | 0.28% | -40.3% |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $739,000 | -17.6% | 33,032 | -8.9% | 0.25% | -5.4% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $503,000 | -79.7% | 7,168 | -78.4% | 0.17% | -76.7% |
| 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 | 2024-05-10 |
| 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.