$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 100.0% .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
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.