$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 30.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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% |
| 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% |
| 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% |
| 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% |
| ABBV | Sell | ABBVIE INC | $2,992,048 | +19.6% | 18,514 | -0.7% | 0.98% | +13.7% |
| PEP | Sell | PEPSICO INC | $2,956,140 | +9.4% | 16,363 | -1.1% | 0.97% | +4.2% |
| HSY | Sell | HERSHEY CO/THE | $2,898,330 | +3.7% | 12,516 | -1.2% | 0.95% | -1.2% |
| 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% |
| 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% |
| 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% |
| CVE | Sell | CENOVUS ENERGY INC | $1,720,269 | -2.3% | 88,628 | -22.6% | 0.56% | -6.9% |
| IMO | Sell | IMPERIAL OIL LTD | $1,370,423 | -8.2% | 28,117 | -18.5% | 0.45% | -12.6% |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $996,706 | +11.6% | 26,938 | -33.4% | 0.33% | +6.2% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $995,671 | +8.7% | 11,383 | -10.5% | 0.33% | +3.5% |
| TECK | Sell | TECK RESOURCES LTD-CLS B | $867,780 | +19.9% | 22,945 | -3.6% | 0.28% | +14.1% |
| STLD | Sell | STEEL DYNAMICS INC | $752,388 | -39.1% | 7,701 | -55.8% | 0.25% | -41.9% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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 | 2024-05-10 |
| 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.