$290 Million is the total value of Mount Lucas Management LP's 93 reported holdings in Q3 2022. The portfolio turnover from Q2 2022 to Q3 2022 was 3.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $80,511,000 | -2.9% | 991,389 | -1.1% | 27.73% | -0.2% |
| RPV | Buy | INVESCO S&P 500 PURE VALUE Eetp | $24,335,000 | +3.0% | 348,437 | +10.7% | 8.38% | +5.9% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $6,494,000 | +2.1% | 80,724 | -1.5% | 2.24% | +5.0% |
| NUE | Sell | NUCOR CORP | $6,427,000 | +0.9% | 60,070 | -1.5% | 2.21% | +3.8% |
| MOS | Sell | MOSAIC CO/THE | $6,366,000 | +0.6% | 131,728 | -1.6% | 2.19% | +3.4% |
| CVS | Sell | CVS HEALTH CORP | $5,911,000 | +1.5% | 61,977 | -1.4% | 2.04% | +4.4% |
| MET | Sell | METLIFE INC | $5,786,000 | -4.3% | 95,191 | -1.2% | 1.99% | -1.6% |
| HIG | Sell | HARTFORD FINANCIAL SVCS GRP | $5,271,000 | -6.6% | 85,101 | -1.4% | 1.82% | -4.0% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $4,983,000 | -8.4% | 104,944 | -1.4% | 1.72% | -5.8% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE | $4,756,000 | -10.6% | 397,011 | -1.0% | 1.64% | -8.1% |
| TSN | Sell | TYSON FOODS INC-CL A | $4,590,000 | -24.4% | 69,618 | -1.4% | 1.58% | -22.3% |
| HPQ | Sell | HP INC | $4,418,000 | -24.8% | 177,296 | -1.0% | 1.52% | -22.6% |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $3,864,000 | +8.7% | 39,104 | -1.7% | 1.33% | +11.8% |
| OXY | Sell | OCCIDENTAL PETROLEUM CORP | $3,669,000 | +2.6% | 59,705 | -1.7% | 1.26% | +5.6% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $3,600,000 | -0.2% | 29,885 | +0.4% | 1.24% | +2.6% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $3,402,000 | +6.7% | 47,147 | -1.2% | 1.17% | +9.8% |
| MPC | Sell | MARATHON PETROLEUM CORP | $3,336,000 | +19.3% | 33,588 | -1.3% | 1.15% | +22.6% |
| GIS | Sell | GENERAL MILLS INC | $2,993,000 | -0.2% | 39,073 | -1.7% | 1.03% | +2.7% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $2,968,000 | -3.7% | 5,877 | -2.1% | 1.02% | -1.0% |
| RSG | Sell | REPUBLIC SERVICES INC | $2,967,000 | +1.8% | 21,813 | -2.0% | 1.02% | +4.7% |
| HSY | Sell | HERSHEY CO/THE | $2,794,000 | +0.5% | 12,673 | -1.9% | 0.96% | +3.3% |
| VLO | Sell | VALERO ENERGY CORP | $2,753,000 | -0.5% | 25,763 | -1.0% | 0.95% | +2.4% |
| WRB | Sell | WR BERKLEY CORP | $2,749,000 | -7.4% | 42,561 | -2.2% | 0.95% | -4.8% |
| K | Sell | KELLOGG CO | $2,751,000 | -3.9% | 39,485 | -1.6% | 0.95% | -1.1% |
| PEP | Sell | PEPSICO INC | $2,701,000 | -3.7% | 16,542 | -1.7% | 0.93% | -1.0% |
| APA | Sell | APA CORP | $2,657,000 | -3.5% | 77,714 | -1.5% | 0.92% | -0.8% |
| PSA | Buy | PUBLIC STORAGE | $2,648,000 | -4.4% | 9,045 | +2.1% | 0.91% | -1.7% |
| LKQ | Sell | LKQ CORP | $2,648,000 | -5.5% | 56,159 | -1.6% | 0.91% | -2.8% |
| DFS | Sell | DISCOVER FINANCIAL SERVICES | $2,612,000 | -5.3% | 28,733 | -1.5% | 0.90% | -2.6% |
| XOM | Sell | EXXON MOBIL CORP | $2,577,000 | +1.1% | 29,510 | -0.9% | 0.89% | +3.9% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $2,528,000 | +4.5% | 11,286 | -2.3% | 0.87% | +7.5% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $2,518,000 | -6.4% | 18,604 | -2.1% | 0.87% | -3.8% |
| MMC | Sell | MARSH & MCLENNAN COS | $2,512,000 | -5.8% | 16,826 | -2.1% | 0.86% | -3.1% |
| ABBV | Sell | ABBVIE INC | $2,502,000 | -13.7% | 18,645 | -1.5% | 0.86% | -11.2% |
| EXR | Sell | EXTRA SPACE STORAGE INC | $2,475,000 | -0.5% | 14,333 | -2.0% | 0.85% | +2.3% |
| KO | Sell | COCA-COLA CO/THE | $2,452,000 | -12.4% | 43,773 | -1.6% | 0.84% | -10.0% |
| DRE | Sell | DUKE REALTY CORP | $2,341,000 | -14.2% | 48,562 | -2.2% | 0.81% | -11.8% |
| NDAQ | Buy | NASDAQ INC | $2,338,000 | +9.2% | 41,249 | +193.7% | 0.80% | +12.3% |
| FCX | Sell | FREEPORT-MCMORAN INC | $2,329,000 | -7.9% | 85,235 | -1.4% | 0.80% | -5.3% |
| TRV | Sell | TRAVELERS COS INC/THE | $2,328,000 | -10.6% | 15,196 | -1.3% | 0.80% | -8.0% |
| PSX | Sell | PHILLIPS 66 | $2,263,000 | -2.3% | 28,040 | -0.8% | 0.78% | +0.4% |
| MAA | Sell | MID-AMERICA APARTMENT COMM | $2,210,000 | -12.8% | 14,251 | -1.7% | 0.76% | -10.3% |
| IWD | Buy | ISHARES RUSSELL 1000 VALUE Eetp | $2,095,000 | +5.7% | 15,402 | +12.6% | 0.72% | +8.6% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP | $1,984,000 | -12.9% | 21,523 | -1.5% | 0.68% | -10.5% |
| ACN | Sell | ACCENTURE PLC-CL A | $1,980,000 | -9.3% | 7,697 | -2.1% | 0.68% | -6.7% |
| LYB | Sell | LYONDELLBASELL INDU-CL A | $1,966,000 | -14.1% | 26,112 | -0.3% | 0.68% | -11.7% |
| WHR | Sell | WHIRLPOOL CORP | $1,950,000 | -13.9% | 14,464 | -1.1% | 0.67% | -11.3% |
| PLD | Sell | PROLOGIS INC | $1,944,000 | -15.4% | 19,135 | -2.0% | 0.67% | -13.1% |
| SYF | Sell | SYNCHRONY FINANCIAL | $1,931,000 | +0.7% | 68,501 | -1.4% | 0.66% | +3.6% |
| MSFT | Sell | MICROSOFT CORP | $1,926,000 | -11.4% | 8,268 | -2.3% | 0.66% | -8.9% |
| IVZ | Sell | INVESCO LTD | $1,880,000 | -16.0% | 137,242 | -1.0% | 0.65% | -13.6% |
| TELL | TELLURIAN INC | $1,834,000 | -19.8% | 767,240 | 0.0% | 0.63% | -17.5% | |
| CVE | Sell | CENOVUS ENERGY INC | $1,760,000 | -20.4% | 114,488 | -1.5% | 0.61% | -18.1% |
| DOW | Sell | DOW INC | $1,730,000 | -15.3% | 39,370 | -0.5% | 0.60% | -12.9% |
| PXD | Buy | PIONEER NATURAL RESOURCES CO | $1,496,000 | -2.0% | 6,907 | +1.0% | 0.52% | +0.8% |
| IMO | Sell | IMPERIAL OIL LTD | $1,493,000 | -9.6% | 34,505 | -1.5% | 0.51% | -7.1% |
| Sell | BATH & BODY WORKS INC | $1,394,000 | +19.1% | 42,774 | -1.6% | 0.48% | +22.4% | |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $1,282,000 | -4.0% | 209,550 | -2.0% | 0.44% | -1.1% |
| STLD | Sell | STEEL DYNAMICS INC | $1,235,000 | +5.6% | 17,410 | -1.5% | 0.42% | +8.7% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $1,147,000 | +128.0% | 17,502 | +144.2% | 0.40% | +135.1% |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $973,000 | +7.6% | 16,509 | -2.0% | 0.34% | +10.6% |
| AN | Sell | AUTONATION INC | $935,000 | -10.6% | 9,183 | -1.9% | 0.32% | -8.0% |
| XLE | Buy | ENERGY SELECT SECTOR SPDRetp | $916,000 | +11.2% | 12,725 | +10.4% | 0.32% | +14.1% |
| COP | Sell | CONOCOPHILLIPS | $896,000 | +13.6% | 8,756 | -0.3% | 0.31% | +17.0% |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $893,000 | – | 40,452 | +100.0% | 0.31% | – |
| EIDO | Buy | ISHARES MSCI INDONESIA ETFetp | $893,000 | +20.8% | 38,290 | +15.9% | 0.31% | +24.7% |
| COG | Buy | COTERRA ENERGY INC | $790,000 | +1.5% | 30,236 | +0.2% | 0.27% | +4.2% |
| CAR | Sell | AVIS BUDGET GROUP INC | $738,000 | -0.9% | 4,968 | -1.9% | 0.25% | +2.0% |
| CLF | Sell | CLEVELAND-CLIFFS INC | $732,000 | -14.1% | 54,357 | -1.9% | 0.25% | -11.6% |
| TECK | Sell | TECK RESOURCES LTD-CLS B | $724,000 | -2.2% | 23,809 | -1.7% | 0.25% | +0.4% |
| Sell | HF SINCLAIR CORP | $685,000 | +17.7% | 12,721 | -1.3% | 0.24% | +21.0% | |
| CNQ | Buy | CANADIAN NATURAL RESOURCES | $679,000 | -11.7% | 14,578 | +1.7% | 0.23% | -9.3% |
| FLRN | New | SPDR BLOOMBERG INVESTMENT GRetp | $586,000 | – | 19,340 | +100.0% | 0.20% | – |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $547,000 | – | 18,453 | +100.0% | 0.19% | – |
| CF | Sell | CF INDUSTRIES HOLDINGS INC | $546,000 | +10.5% | 5,671 | -1.6% | 0.19% | +13.9% |
| X | Sell | UNITED STATES STEEL CORP | $444,000 | -0.7% | 24,511 | -1.8% | 0.15% | +2.0% |
| DVN | Buy | DEVON ENERGY CORP | $425,000 | +9.3% | 7,063 | +0.2% | 0.15% | +12.3% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $418,000 | -2.8% | 11,540 | -0.9% | 0.14% | 0.0% |
| ECH | Buy | ISHARES MSCI CHILE ETFetp | $412,000 | +10.5% | 17,161 | +10.7% | 0.14% | +13.6% |
| WLK | Sell | WESTLAKE CORP | $392,000 | -12.9% | 4,514 | -1.7% | 0.14% | -10.6% |
| DDOG | Sell | DATADOG INC - CLASS A | $388,000 | -8.5% | 4,368 | -1.9% | 0.13% | -5.6% |
| ACI | Sell | ALBERTSONS COS INC - CLASS A | $388,000 | -8.3% | 15,598 | -1.5% | 0.13% | -5.6% |
| ENPH | Sell | ENPHASE ENERGY INC | $351,000 | +39.8% | 1,264 | -1.9% | 0.12% | +44.0% |
| CLR | Sell | CONTINENTAL RESOURCES INC/OK | $340,000 | +0.6% | 5,091 | -1.6% | 0.12% | +3.5% |
| M | Sell | MACY'S INC | $331,000 | -15.3% | 21,106 | -1.1% | 0.11% | -13.0% |
| MRNA | Sell | MODERNA INC | $318,000 | -18.9% | 2,693 | -1.9% | 0.11% | -16.0% |
| MPWR | Sell | MONOLITHIC POWER SYSTEMS INC | $248,000 | -7.1% | 683 | -1.6% | 0.08% | -4.5% |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $219,000 | -3.1% | 5,107 | -1.8% | 0.08% | -1.3% |
| TSLA | Buy | TESLA INC | $215,000 | +16.8% | 809 | +196.3% | 0.07% | +19.4% |
| HZNP | Sell | HORIZON THERAPEUTICS PLC | $170,000 | -24.1% | 2,754 | -1.9% | 0.06% | -21.3% |
| BILL | Sell | BILL.COM HOLDINGS INC | $153,000 | +17.7% | 1,156 | -2.0% | 0.05% | +20.5% |
| ZS | Sell | ZSCALER INC | $143,000 | +7.5% | 873 | -2.1% | 0.05% | +8.9% |
| AMD | Sell | ADVANCED MICRO DEVICES | $121,000 | -18.8% | 1,909 | -2.0% | 0.04% | -16.0% |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2022-11-14
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.