$305 Million is the total value of Mount Lucas Management LP's 107 reported holdings in Q4 2022. The portfolio turnover from Q3 2022 to Q4 2022 was 64.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SCHO | New | SCHWAB SHORT-TERM US TREASetp | $35,891,959 | – | 744,029 | +100.0% | 11.76% | – |
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $26,688,777 | -66.9% | 328,801 | -66.8% | 8.74% | -68.5% |
| RPV | Sell | INVESCO S&P 500 PURE VALUE Eetp | $25,284,859 | +3.9% | 324,248 | -6.9% | 8.28% | -1.1% |
| IWD | Buy | ISHARES RUSSELL 1000 VALUE Eetp | $7,880,189 | +276.1% | 51,963 | +237.4% | 2.58% | +258.1% |
| MPC | Buy | MARATHON PETROLEUM CORP | $7,100,023 | +112.8% | 61,002 | +81.6% | 2.33% | +102.4% |
| APA | Buy | APA CORP | $6,835,492 | +157.3% | 146,433 | +88.4% | 2.24% | +144.8% |
| XOM | Buy | EXXON MOBIL CORP | $6,757,750 | +162.2% | 61,267 | +107.6% | 2.21% | +149.6% |
| VLO | Buy | VALERO ENERGY CORP | $6,516,418 | +136.7% | 51,367 | +99.4% | 2.14% | +125.2% |
| PSX | Buy | PHILLIPS 66 | $5,982,518 | +164.4% | 57,480 | +105.0% | 1.96% | +151.6% |
| CI | New | CIGNA CORP | $5,849,808 | – | 17,655 | +100.0% | 1.92% | – |
| FANG | Buy | DIAMONDBACK ENERGY INC | $5,792,496 | +60.9% | 42,349 | +41.7% | 1.90% | +53.1% |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $5,555,151 | +51.4% | 88,191 | +47.7% | 1.82% | +44.0% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $5,417,961 | +8.7% | 85,673 | -18.4% | 1.78% | +3.4% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $5,410,927 | -16.7% | 58,276 | -27.8% | 1.77% | -20.7% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE | $5,077,626 | +6.8% | 318,147 | -19.9% | 1.66% | +1.6% |
| MOS | Sell | MOSAIC CO/THE | $4,713,349 | -26.0% | 107,439 | -18.4% | 1.54% | -29.6% |
| COP | Buy | CONOCOPHILLIPS | $4,632,326 | +417.0% | 39,257 | +348.3% | 1.52% | +391.3% |
| COG | Buy | COTERRA ENERGY INC | $4,097,711 | +418.7% | 166,777 | +451.6% | 1.34% | +393.8% |
| PXD | Buy | PIONEER NATURAL RESOURCES CO | $3,522,002 | +135.4% | 15,421 | +123.3% | 1.15% | +124.1% |
| MRO | New | MARATHON OIL CORP | $3,485,777 | – | 128,769 | +100.0% | 1.14% | – |
| CVX | New | CHEVRON CORP | $3,395,412 | – | 18,917 | +100.0% | 1.11% | – |
| GIS | Sell | GENERAL MILLS INC | $3,243,150 | +8.4% | 38,678 | -1.0% | 1.06% | +3.1% |
| NUE | Sell | NUCOR CORP | $3,208,255 | -50.1% | 24,340 | -59.5% | 1.05% | -52.5% |
| AFL | New | AFLAC INC | $3,165,216 | – | 43,998 | +100.0% | 1.04% | – |
| GL | New | GLOBE LIFE INC | $3,163,232 | – | 26,240 | +100.0% | 1.04% | – |
| JNJ | New | JOHNSON & JOHNSON | $3,136,421 | – | 17,755 | +100.0% | 1.03% | – |
| MCK | New | MCKESSON CORP | $3,104,118 | – | 8,275 | +100.0% | 1.02% | – |
| PGR | New | PROGRESSIVE CORP | $3,097,864 | – | 23,883 | +100.0% | 1.02% | – |
| UNH | Sell | UNITEDHEALTH GROUP INC | $3,072,923 | +3.5% | 5,796 | -1.4% | 1.01% | -1.5% |
| WRB | Sell | WR BERKLEY CORP | $3,053,963 | +11.1% | 42,083 | -1.1% | 1.00% | +5.7% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $3,040,281 | +20.7% | 18,347 | -1.4% | 1.00% | +14.9% |
| JKHY | New | JACK HENRY & ASSOCIATES INC | $2,991,542 | – | 17,040 | +100.0% | 0.98% | – |
| ABBV | Sell | ABBVIE INC | $2,992,048 | +19.6% | 18,514 | -0.7% | 0.98% | +13.7% |
| EQT | New | EQT CORP | $2,982,216 | – | 88,153 | +100.0% | 0.98% | – |
| GPC | New | GENUINE PARTS CO | $2,971,359 | – | 17,125 | +100.0% | 0.97% | – |
| PEP | Sell | PEPSICO INC | $2,956,140 | +9.4% | 16,363 | -1.1% | 0.97% | +4.2% |
| AMGN | New | AMGEN INC | $2,900,334 | – | 11,043 | +100.0% | 0.95% | – |
| HSY | Sell | HERSHEY CO/THE | $2,898,330 | +3.7% | 12,516 | -1.2% | 0.95% | -1.2% |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $2,816,051 | – | 39,139 | +100.0% | 0.92% | – |
| MET | Sell | METLIFE INC | $2,788,633 | -51.8% | 38,533 | -59.5% | 0.91% | -54.1% |
| K | Sell | KELLOGG CO | $2,787,336 | +1.3% | 39,126 | -0.9% | 0.91% | -3.6% |
| RSG | Sell | REPUBLIC SERVICES INC | $2,775,994 | -6.4% | 21,521 | -1.3% | 0.91% | -11.0% |
| KO | Sell | COCA-COLA CO/THE | $2,757,175 | +12.4% | 43,345 | -1.0% | 0.90% | +7.0% |
| CF | Buy | CF INDUSTRIES HOLDINGS INC | $2,725,889 | +399.2% | 31,994 | +464.2% | 0.89% | +375.0% |
| HIG | Sell | HARTFORD FINANCIAL SVCS GRP | $2,667,927 | -49.4% | 35,183 | -58.7% | 0.87% | -51.8% |
| TRV | Sell | TRAVELERS COS INC/THE | $2,621,673 | +12.6% | 13,983 | -8.0% | 0.86% | +7.1% |
| VYM | New | VANGUARD HIGH DVD YIELD ETFetp | $2,618,682 | – | 24,200 | +100.0% | 0.86% | – |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $2,548,650 | -25.1% | 30,370 | -35.6% | 0.84% | -28.8% |
| CVS | Sell | CVS HEALTH CORP | $2,328,818 | -60.6% | 24,990 | -59.7% | 0.76% | -62.5% |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADRadr | $2,234,700 | – | 30,000 | +100.0% | 0.73% | – |
| BKLN | New | INVESCO SENIOR LOAN ETFetp | $2,017,996 | – | 98,295 | +100.0% | 0.66% | – |
| CVE | Sell | CENOVUS ENERGY INC | $1,720,269 | -2.3% | 88,628 | -22.6% | 0.56% | -6.9% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $1,693,128 | +47.6% | 24,016 | +37.2% | 0.56% | +40.5% |
| EWA | New | ISHARES MSCI AUSTRALIA ETFetp | $1,507,905 | – | 67,832 | +100.0% | 0.49% | – |
| IMO | Sell | IMPERIAL OIL LTD | $1,370,423 | -8.2% | 28,117 | -18.5% | 0.45% | -12.6% |
| TELL | TELLURIAN INC | $1,288,963 | -29.7% | 767,240 | 0.0% | 0.42% | -33.2% | |
| Buy | HF SINCLAIR CORP | $1,207,325 | +76.3% | 23,267 | +82.9% | 0.40% | +67.8% | |
| XLV | New | HEALTH CARE SELECT SECTORetp | $1,009,230 | – | 7,429 | +100.0% | 0.33% | – |
| XLP | New | CONSUMER STAPLES SPDRetp | $999,716 | – | 13,410 | +100.0% | 0.33% | – |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $996,706 | +11.6% | 26,938 | -33.4% | 0.33% | +6.2% |
| XLI | New | INDUSTRIAL SELECT SECT SPDRetp | $997,715 | – | 10,159 | +100.0% | 0.33% | – |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $995,671 | +8.7% | 11,383 | -10.5% | 0.33% | +3.5% |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $944,415 | – | 35,451 | +100.0% | 0.31% | – |
| THD | New | ISHARES MSCI THAILAND ETFetp | $941,604 | – | 12,523 | +100.0% | 0.31% | – |
| ECH | Buy | ISHARES MSCI CHILE ETFetp | $933,440 | +126.6% | 34,457 | +100.8% | 0.31% | +115.5% |
| TECK | Sell | TECK RESOURCES LTD-CLS B | $867,780 | +19.9% | 22,945 | -3.6% | 0.28% | +14.1% |
| EOG | New | EOG RESOURCES INC | $862,474 | – | 6,659 | +100.0% | 0.28% | – |
| EWW | New | ISHARES MSCI MEXICO ETFetp | $858,205 | – | 17,355 | +100.0% | 0.28% | – |
| SHYG | New | ISHARES 0-5 YR HY CORP BONDetp | $822,666 | – | 20,119 | +100.0% | 0.27% | – |
| EWP | New | ISHARES MSCI SPAIN ETFetp | $809,377 | – | 33,473 | +100.0% | 0.26% | – |
| EWQ | New | ISHARES MSCI FRANCE ETFetp | $803,458 | – | 24,259 | +100.0% | 0.26% | – |
| EWI | New | ISHARES MSCI ITALY ETFetp | $800,899 | – | 29,729 | +100.0% | 0.26% | – |
| STLD | Sell | STEEL DYNAMICS INC | $752,388 | -39.1% | 7,701 | -55.8% | 0.25% | -41.9% |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $644,381 | – | 21,017 | +100.0% | 0.21% | – |
| FLRN | Buy | SPDR BLOOMBERG INVESTMENT GRetp | $597,893 | +2.0% | 19,674 | +1.7% | 0.20% | -3.0% |
| LYB | Sell | LYONDELLBASELL INDU-CL A | $570,997 | -71.0% | 6,877 | -73.7% | 0.19% | -72.4% |
| CNQ | Sell | CANADIAN NATURAL RESOURCES | $568,072 | -16.3% | 10,230 | -29.8% | 0.19% | -20.5% |
| OVV | New | OVINTIV INC | $565,417 | – | 11,150 | +100.0% | 0.18% | – |
| AR | New | ANTERO RESOURCES CORP | $562,066 | – | 18,137 | +100.0% | 0.18% | – |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $547,003 | -43.8% | 8,431 | -48.9% | 0.18% | -46.6% |
| DOW | Sell | DOW INC | $523,502 | -69.7% | 10,389 | -73.6% | 0.17% | -71.1% |
| HPQ | Sell | HP INC | $505,290 | -88.6% | 18,805 | -89.4% | 0.17% | -89.1% |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $501,468 | -60.9% | 85,721 | -59.1% | 0.16% | -62.9% |
| AN | Sell | AUTONATION INC | $489,181 | -47.7% | 4,559 | -50.4% | 0.16% | -50.3% |
| TSN | Sell | TYSON FOODS INC-CL A | $476,150 | -89.6% | 7,649 | -89.0% | 0.16% | -90.1% |
| UAL | New | UNITED AIRLINES HOLDINGS INC | $461,373 | – | 12,238 | +100.0% | 0.15% | – |
| CAR | Sell | AVIS BUDGET GROUP INC | $450,644 | -38.9% | 2,749 | -44.7% | 0.15% | -41.7% |
| WLK | Sell | WESTLAKE CORP | $446,459 | +13.9% | 4,354 | -3.5% | 0.15% | +8.1% |
| CLF | Sell | CLEVELAND-CLIFFS INC | $418,151 | -42.9% | 25,956 | -52.2% | 0.14% | -45.6% |
| HES | New | HESS CORP | $294,560 | – | 2,077 | +100.0% | 0.10% | – |
| EPU | New | ISHARES MSCI PERU ETFetp | $296,304 | – | 10,335 | +100.0% | 0.10% | – |
| DVN | Sell | DEVON ENERGY CORP | $274,089 | -35.5% | 4,456 | -36.9% | 0.09% | -38.4% |
| ENPH | Sell | ENPHASE ENERGY INC | $240,319 | -31.5% | 907 | -28.2% | 0.08% | -34.7% |
| ALB | New | ALBEMARLE CORP | $236,161 | – | 1,089 | +100.0% | 0.08% | – |
| MPWR | Sell | MONOLITHIC POWER SYSTEMS INC | $231,261 | -6.7% | 654 | -4.2% | 0.08% | -10.6% |
| DDOG | Sell | DATADOG INC - CLASS A | $190,218 | -51.0% | 2,588 | -40.8% | 0.06% | -53.7% |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $181,978 | -16.9% | 4,913 | -3.8% | 0.06% | -20.0% |
| XLB | New | MATERIALS SELECT SECTOR SPDRetp | $48,938 | – | 630 | +100.0% | 0.02% | – |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $29,597 | -99.2% | 277 | -99.3% | 0.01% | -99.2% |
| DFS | Sell | DISCOVER FINANCIAL SERVICES | $23,284 | -99.1% | 238 | -99.2% | 0.01% | -99.1% |
| LKQ | Sell | LKQ CORP | $24,942 | -99.1% | 467 | -99.2% | 0.01% | -99.1% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $13,916 | -99.4% | 54 | -99.5% | 0.01% | -99.4% |
| PSA | Sell | PUBLIC STORAGE | $11,488 | -99.6% | 41 | -99.5% | 0.00% | -99.6% |
| NDAQ | Sell | NASDAQ INC | $12,147 | -99.5% | 198 | -99.5% | 0.00% | -99.5% |
| MMC | Sell | MARSH & MCLENNAN COS | $13,238 | -99.5% | 80 | -99.5% | 0.00% | -99.5% |
| EXR | Sell | EXTRA SPACE STORAGE INC | $10,008 | -99.6% | 68 | -99.5% | 0.00% | -99.6% |
| IVZ | Sell | INVESCO LTD | $54 | -100.0% | 3 | -100.0% | 0.00% | -100.0% |
| AMD | Exit | ADVANCED MICRO DEVICES | $0 | – | -1,909 | -100.0% | -0.04% | – |
| ZS | Exit | ZSCALER INC | $0 | – | -873 | -100.0% | -0.05% | – |
| BILL | Exit | BILL.COM HOLDINGS INC | $0 | – | -1,156 | -100.0% | -0.05% | – |
| HZNP | Exit | HORIZON THERAPEUTICS PLC | $0 | – | -2,754 | -100.0% | -0.06% | – |
| TSLA | Exit | TESLA INC | $0 | – | -809 | -100.0% | -0.07% | – |
| MRNA | Exit | MODERNA INC | $0 | – | -2,693 | -100.0% | -0.11% | – |
| M | Exit | MACY'S INC | $0 | – | -21,106 | -100.0% | -0.11% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC/OK | $0 | – | -5,091 | -100.0% | -0.12% | – |
| ACI | Exit | ALBERTSONS COS INC - CLASS A | $0 | – | -15,598 | -100.0% | -0.13% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -11,540 | -100.0% | -0.14% | – |
| X | Exit | UNITED STATES STEEL CORP | $0 | – | -24,511 | -100.0% | -0.15% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -18,453 | -100.0% | -0.19% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -38,290 | -100.0% | -0.31% | – |
| Exit | BATH & BODY WORKS INC | $0 | – | -42,774 | -100.0% | -0.48% | – | |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -8,268 | -100.0% | -0.66% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -68,501 | -100.0% | -0.66% | – |
| PLD | Exit | PROLOGIS INC | $0 | – | -19,135 | -100.0% | -0.67% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -14,464 | -100.0% | -0.67% | – |
| ACN | Exit | ACCENTURE PLC-CL A | $0 | – | -7,697 | -100.0% | -0.68% | – |
| COF | Exit | CAPITAL ONE FINANCIAL CORP | $0 | – | -21,523 | -100.0% | -0.68% | – |
| MAA | Exit | MID-AMERICA APARTMENT COMM | $0 | – | -14,251 | -100.0% | -0.76% | – |
| FCX | Exit | FREEPORT-MCMORAN INC | $0 | – | -85,235 | -100.0% | -0.80% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -48,562 | -100.0% | -0.81% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2023-02-14
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.