$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 231.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SCHO | New | SCHWAB SHORT-TERM US TREASetp | $35,891,959 | – | 744,029 | +100.0% | 11.76% | – |
| 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% |
| 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% | – |
| 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% | – |
| JKHY | New | JACK HENRY & ASSOCIATES INC | $2,991,542 | – | 17,040 | +100.0% | 0.98% | – |
| 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% | – |
| AMGN | New | AMGEN INC | $2,900,334 | – | 11,043 | +100.0% | 0.95% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $2,816,051 | – | 39,139 | +100.0% | 0.92% | – |
| CF | Buy | CF INDUSTRIES HOLDINGS INC | $2,725,889 | +399.2% | 31,994 | +464.2% | 0.89% | +375.0% |
| VYM | New | VANGUARD HIGH DVD YIELD ETFetp | $2,618,682 | – | 24,200 | +100.0% | 0.86% | – |
| 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% | – |
| 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% | – |
| 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% | – |
| XLI | New | INDUSTRIAL SELECT SECT SPDRetp | $997,715 | – | 10,159 | +100.0% | 0.33% | – |
| 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% |
| 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% | – |
| 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% |
| 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% | – |
| UAL | New | UNITED AIRLINES HOLDINGS INC | $461,373 | – | 12,238 | +100.0% | 0.15% | – |
| 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% | – |
| ALB | New | ALBEMARLE CORP | $236,161 | – | 1,089 | +100.0% | 0.08% | – |
| XLB | New | MATERIALS SELECT SECTOR SPDRetp | $48,938 | – | 630 | +100.0% | 0.02% | – |
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 | 2024-05-10 |
| 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.