$379 Million is the total value of Mount Lucas Management LP's 113 reported holdings in Q1 2023. The portfolio turnover from Q4 2022 to Q1 2023 was 43.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | ISHARES MSCI EMERGING MARKETcall | $51,298,000 | – | 1,300,000 | +100.0% | 13.54% | – | |
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $34,704,548 | +30.0% | 422,402 | +28.5% | 9.16% | +4.8% |
| QQQ | New | INVESCO QQQ TRUST SERIES 1etp | $26,150,018 | – | 81,482 | +100.0% | 6.90% | – |
| New | WALT DISNEY CO/THEcall | $14,018,200 | – | 140,000 | +100.0% | 3.70% | – | |
| New | SEA LTD-ADRcall | $10,386,000 | – | 120,000 | +100.0% | 2.74% | – | |
| New | PAYPAL HOLDINGS INCcall | $9,492,500 | – | 125,000 | +100.0% | 2.51% | – | |
| MPC | Buy | MARATHON PETROLEUM CORP | $8,552,537 | +20.5% | 63,432 | +4.0% | 2.26% | -2.9% |
| VLO | Buy | VALERO ENERGY CORP | $7,474,603 | +14.7% | 53,543 | +4.2% | 1.97% | -7.6% |
| XOM | Buy | EXXON MOBIL CORP | $7,039,733 | +4.2% | 64,196 | +4.8% | 1.86% | -16.1% |
| PSX | Buy | PHILLIPS 66 | $6,142,310 | +2.7% | 60,587 | +5.4% | 1.62% | -17.2% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $6,044,802 | +4.4% | 44,720 | +5.6% | 1.60% | -15.9% |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $5,751,863 | +3.5% | 92,133 | +4.5% | 1.52% | -16.6% |
| APA | Buy | APA CORP | $5,473,872 | -19.9% | 151,799 | +3.7% | 1.44% | -35.5% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE | $5,413,842 | +6.6% | 339,852 | +6.8% | 1.43% | -14.1% |
| MOS | Buy | MOSAIC CO/THE | $5,150,076 | +9.3% | 112,251 | +4.5% | 1.36% | -11.9% |
| ADM | Buy | ARCHER-DANIELS-MIDLAND CO | $4,887,300 | -9.7% | 61,352 | +5.3% | 1.29% | -27.2% |
| CI | Buy | THE CIGNA GROUP | $4,760,524 | -18.6% | 18,630 | +5.5% | 1.26% | -34.4% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $4,554,105 | -15.9% | 90,431 | +5.6% | 1.20% | -32.3% |
| COG | Buy | COTERRA ENERGY INC | $4,246,647 | +3.6% | 173,050 | +3.8% | 1.12% | -16.5% |
| COP | Buy | CONOCOPHILLIPS | $3,987,051 | -13.9% | 40,188 | +2.4% | 1.05% | -30.6% |
| NUE | Buy | NUCOR CORP | $3,844,758 | +19.8% | 24,890 | +2.3% | 1.02% | -3.4% |
| PGR | Buy | PROGRESSIVE CORP | $3,568,489 | +15.2% | 24,944 | +4.4% | 0.94% | -7.2% |
| BBJP | New | JPMORGAN BETABUILDERS JAPANetp | $3,468,054 | – | 71,654 | +100.0% | 0.92% | – |
| GIS | Buy | GENERAL MILLS INC | $3,446,687 | +6.3% | 40,331 | +4.3% | 0.91% | -14.4% |
| HSY | Buy | HERSHEY CO/THE | $3,313,690 | +14.3% | 13,025 | +4.1% | 0.88% | -7.9% |
| PXD | Buy | PIONEER NATURAL RESOURCES CO | $3,301,335 | -6.3% | 16,164 | +4.8% | 0.87% | -24.4% |
| CVX | Buy | CHEVRON CORP | $3,237,910 | -4.6% | 19,845 | +4.9% | 0.86% | -23.2% |
| MRO | Buy | MARATHON OIL CORP | $3,196,240 | -8.3% | 133,399 | +3.6% | 0.84% | -26.1% |
| PEP | Buy | PEPSICO INC | $3,109,309 | +5.2% | 17,056 | +4.2% | 0.82% | -15.3% |
| ABBV | Buy | ABBVIE INC | $3,086,997 | +3.2% | 19,370 | +4.6% | 0.82% | -16.8% |
| MCK | Buy | MCKESSON CORP | $3,079,476 | -0.8% | 8,649 | +4.5% | 0.81% | -20.1% |
| ABC | Buy | AMERISOURCEBERGEN CORP | $3,052,657 | +0.4% | 19,066 | +3.9% | 0.81% | -19.1% |
| IEI | New | ISHARES 3-7 YEAR TREASURY BOetp | $3,030,429 | – | 25,758 | +100.0% | 0.80% | – |
| RSG | Buy | REPUBLIC SERVICES INC | $3,026,224 | +9.0% | 22,380 | +4.0% | 0.80% | -12.2% |
| GL | Buy | GLOBE LIFE INC | $3,024,010 | -4.4% | 27,486 | +4.7% | 0.80% | -23.0% |
| AGNC | New | AGNC INVESTMENT CORP | $3,009,888 | – | 298,600 | +100.0% | 0.80% | – |
| GPC | Buy | GENUINE PARTS CO | $3,005,724 | +1.2% | 17,965 | +4.9% | 0.79% | -18.6% |
| AFL | Buy | AFLAC INC | $2,980,566 | -5.8% | 46,196 | +5.0% | 0.79% | -24.1% |
| EQT | Buy | EQT CORP | $2,938,464 | -1.5% | 92,086 | +4.5% | 0.78% | -20.6% |
| JNJ | Buy | JOHNSON & JOHNSON | $2,892,765 | -7.8% | 18,663 | +5.1% | 0.76% | -25.7% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $2,853,701 | +1.3% | 41,173 | +5.2% | 0.75% | -18.4% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $2,845,937 | -7.4% | 6,022 | +3.9% | 0.75% | -25.4% |
| New | ANNALY CAPITAL MANAGEMENT IN | $2,828,280 | – | 148,000 | +100.0% | 0.75% | – | |
| AMGN | Buy | AMGEN INC | $2,809,619 | -3.1% | 11,622 | +5.2% | 0.74% | -21.9% |
| QQQM | New | INVESCO NASDAQ 100 ETFetp | $2,806,797 | – | 21,262 | +100.0% | 0.74% | – |
| KO | Buy | COCA-COLA CO/THE | $2,804,686 | +1.7% | 45,215 | +4.3% | 0.74% | -18.1% |
| TSM | Buy | TAIWAN SEMICONDUCTOR-SP ADR | $2,799,902 | +25.3% | 30,100 | +0.3% | 0.74% | +1.0% |
| K | Buy | KELLOGG CO | $2,739,066 | -1.7% | 40,906 | +4.5% | 0.72% | -20.8% |
| WRB | Buy | WR BERKLEY CORP | $2,725,805 | -10.7% | 43,781 | +4.0% | 0.72% | -28.1% |
| JKHY | Buy | JACK HENRY & ASSOCIATES INC | $2,688,845 | -10.1% | 17,840 | +4.7% | 0.71% | -27.6% |
| BKLN | Buy | INVESCO SENIOR LOAN ETFetp | $2,572,170 | +27.5% | 123,662 | +25.8% | 0.68% | +2.7% |
| HIG | Buy | HARTFORD FINANCIAL SVCS GRP | $2,557,693 | -4.1% | 36,701 | +4.3% | 0.68% | -22.8% |
| TRV | Buy | TRAVELERS COS INC/THE | $2,518,356 | -3.9% | 14,692 | +5.1% | 0.66% | -22.6% |
| EMHY | New | ISHARES J.P. MORGAN EM HIGHetp | $2,457,426 | – | 69,734 | +100.0% | 0.65% | – |
| CF | Buy | CF INDUSTRIES HOLDINGS INC | $2,422,253 | -11.1% | 33,415 | +4.4% | 0.64% | -28.4% |
| LYB | Buy | LYONDELLBASELL INDU-CL A | $2,413,442 | +322.7% | 25,705 | +273.8% | 0.64% | +240.6% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP | $2,381,064 | -6.6% | 32,038 | +5.5% | 0.63% | -24.7% |
| MET | Buy | METLIFE INC | $2,331,795 | -16.4% | 40,245 | +4.4% | 0.62% | -32.6% |
| DOW | Buy | DOW INC | $2,095,001 | +300.2% | 38,216 | +267.9% | 0.55% | +221.5% |
| HPQ | Buy | HP INC | $2,059,783 | +307.6% | 70,180 | +273.2% | 0.54% | +227.7% |
| CVS | Buy | CVS HEALTH CORP | $1,938,748 | -16.7% | 26,090 | +4.4% | 0.51% | -32.9% |
| TSN | Buy | TYSON FOODS INC-CL A | $1,689,849 | +254.9% | 28,487 | +272.4% | 0.45% | +185.9% |
| DWX | New | SPDR S&P INTER DVD ETFetp | $1,547,982 | – | 45,157 | +100.0% | 0.41% | – |
| PBP | New | INVESCO S&P 500 BUYWRITE ETFetp | $1,535,749 | – | 72,441 | +100.0% | 0.40% | – |
| CVE | Sell | CENOVUS ENERGY INC | $1,467,286 | -14.7% | 84,037 | -5.2% | 0.39% | -31.4% |
| IMO | Sell | IMPERIAL OIL LTD | $1,355,662 | -1.1% | 26,681 | -5.1% | 0.36% | -20.3% |
| GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $1,259,636 | – | 29,417 | +100.0% | 0.33% | – |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $1,244,273 | +51.2% | 29,853 | +48.4% | 0.33% | +21.5% |
| Sell | HF SINCLAIR CORP | $1,069,875 | -11.4% | 22,114 | -5.0% | 0.28% | -28.8% | |
| TELL | TELLURIAN INC | $943,705 | -26.8% | 767,240 | 0.0% | 0.25% | -41.0% | |
| FALN | New | ISHARES FALLEN ANGELS ETFetp | $891,374 | – | 35,274 | +100.0% | 0.24% | – |
| EPU | Buy | ISHARES MSCI PERU AND GLOBALetp | $867,705 | +192.8% | 28,468 | +175.5% | 0.23% | +136.1% |
| EWW | Sell | ISHARES MSCI MEXICO ETFetp | $853,839 | -0.5% | 14,343 | -17.4% | 0.22% | -19.9% |
| ECH | Sell | ISHARES MSCI CHILE ETFetp | $846,420 | -9.3% | 29,410 | -14.6% | 0.22% | -27.1% |
| STLD | Sell | STEEL DYNAMICS INC | $824,999 | +9.7% | 7,297 | -5.2% | 0.22% | -11.7% |
| TECK | Sell | TECK RESOURCES LTD-CLS B | $802,380 | -7.5% | 21,983 | -4.2% | 0.21% | -25.4% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $770,840 | -18.4% | 25,390 | -28.4% | 0.20% | -34.3% |
| EWG | New | ISHARES MSCI GERMANY ETFetp | $766,342 | – | 26,927 | +100.0% | 0.20% | – |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $760,079 | -23.7% | 23,301 | -13.5% | 0.20% | -38.5% |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $760,612 | -5.3% | 20,122 | -17.1% | 0.20% | -23.6% |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $760,064 | – | 18,011 | +100.0% | 0.20% | – |
| EWP | Sell | ISHARES MSCI SPAIN ETFetp | $747,167 | -7.7% | 26,809 | -19.9% | 0.20% | -25.7% |
| EWI | Sell | ISHARES MSCI ITALY ETFetp | $745,139 | -7.0% | 24,487 | -17.6% | 0.20% | -24.8% |
| EWU | Buy | ISHARES MSCI UNITED KINGDOMetp | $734,431 | +14.0% | 22,766 | +8.3% | 0.19% | -8.1% |
| EOG | Sell | EOG RESOURCES INC | $732,256 | -15.1% | 6,388 | -4.1% | 0.19% | -31.8% |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $706,511 | +29.2% | 7,958 | -5.6% | 0.19% | +4.5% |
| EWO | New | ISHARES MSCI AUSTRIA ETFetp | $693,942 | – | 34,276 | +100.0% | 0.18% | – |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $694,365 | – | 15,318 | +100.0% | 0.18% | – |
| EWD | New | ISHARES MSCI SWEDEN ETFetp | $669,005 | – | 18,824 | +100.0% | 0.18% | – |
| EPOL | New | ISHARES MSCI POLAND ETFetp | $656,940 | – | 42,438 | +100.0% | 0.17% | – |
| EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $621,609 | – | 13,716 | +100.0% | 0.16% | – |
| EMB | New | ISHARES JP MORGAN USD EMERGIetp | $589,465 | – | 6,832 | +100.0% | 0.16% | – |
| AN | Sell | AUTONATION INC | $578,017 | +18.2% | 4,302 | -5.6% | 0.15% | -4.4% |
| MUB | New | ISHARES NATIONAL MUNI BOND Eetp | $549,151 | – | 5,097 | +100.0% | 0.14% | – |
| CNQ | Sell | CANADIAN NATURAL RESOURCES | $541,268 | -4.7% | 9,779 | -4.4% | 0.14% | -23.1% |
| FLRN | Sell | SPDR BLOOMBERG INVESTMENT GRetp | $534,625 | -10.6% | 17,569 | -10.7% | 0.14% | -28.1% |
| UAL | Sell | UNITED AIRLINES HOLDINGS INC | $511,220 | +10.8% | 11,553 | -5.6% | 0.14% | -10.6% |
| CAR | Sell | AVIS BUDGET GROUP INC | $505,701 | +12.2% | 2,596 | -5.6% | 0.13% | -10.1% |
| WLK | Sell | WESTLAKE CORP | $478,186 | +7.1% | 4,123 | -5.3% | 0.13% | -13.7% |
| CLF | Sell | CLEVELAND-CLIFFS INC | $449,177 | +7.4% | 24,505 | -5.6% | 0.12% | -13.1% |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $404,630 | -19.3% | 80,926 | -5.6% | 0.11% | -34.8% |
| AR | Sell | ANTERO RESOURCES CORP | $395,347 | -29.7% | 17,122 | -5.6% | 0.10% | -43.5% |
| OVV | Sell | OVINTIV INC | $382,087 | -32.4% | 10,590 | -5.0% | 0.10% | -45.4% |
| IGSB | New | ISHARES 1-5Y INV GRADE CORPetp | $337,506 | – | 6,678 | +100.0% | 0.09% | – |
| MPWR | Sell | MONOLITHIC POWER SYSTEMS INC | $308,833 | +33.5% | 617 | -5.7% | 0.08% | +7.9% |
| HES | Sell | HESS CORP | $260,048 | -11.7% | 1,965 | -5.4% | 0.07% | -28.9% |
| ALB | Sell | ALBEMARLE CORP | $227,892 | -3.5% | 1,031 | -5.3% | 0.06% | -22.1% |
| DVN | Sell | DEVON ENERGY CORP | $216,813 | -20.9% | 4,284 | -3.9% | 0.06% | -36.7% |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $200,999 | +10.5% | 4,642 | -5.5% | 0.05% | -11.7% |
| ENPH | Sell | ENPHASE ENERGY INC | $180,000 | -25.1% | 856 | -5.6% | 0.05% | -39.2% |
| DDOG | Sell | DATADOG INC - CLASS A | $177,508 | -6.7% | 2,443 | -5.6% | 0.05% | -24.2% |
| THD | Sell | ISHARES MSCI THAILAND ETFetp | $121,834 | -87.1% | 1,661 | -86.7% | 0.03% | -89.6% |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $40,170 | – | 1,490 | +100.0% | 0.01% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -3 | -100.0% | 0.00% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -68 | -100.0% | -0.00% | – |
| MMC | Exit | MARSH & MCLENNAN COS | $0 | – | -80 | -100.0% | -0.00% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -198 | -100.0% | -0.00% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -41 | -100.0% | -0.00% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -54 | -100.0% | -0.01% | – |
| DFS | Exit | DISCOVER FINANCIAL SERVICES | $0 | – | -238 | -100.0% | -0.01% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -467 | -100.0% | -0.01% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -277 | -100.0% | -0.01% | – |
| XLB | Exit | MATERIALS SELECT SECTOR SPDRetp | $0 | – | -630 | -100.0% | -0.02% | – |
| XLE | Exit | ENERGY SELECT SECTOR SPDRetp | $0 | – | -11,383 | -100.0% | -0.33% | – |
| XLI | Exit | INDUSTRIAL SELECT SECT SPDRetp | $0 | – | -10,159 | -100.0% | -0.33% | – |
| XLP | Exit | CONSUMER STAPLES SPDRetp | $0 | – | -13,410 | -100.0% | -0.33% | – |
| XLV | Exit | HEALTH CARE SELECT SECTORetp | $0 | – | -7,429 | -100.0% | -0.33% | – |
| EWA | Exit | ISHARES MSCI AUSTRALIA ETFetp | $0 | – | -67,832 | -100.0% | -0.49% | – |
| XLU | Exit | UTILITIES SELECT SECTOR SPDRetp | $0 | – | -24,016 | -100.0% | -0.56% | – |
| VYM | Exit | VANGUARD HIGH DVD YIELD ETFetp | $0 | – | -24,200 | -100.0% | -0.86% | – |
| IWD | Exit | ISHARES RUSSELL 1000 VALUE Eetp | $0 | – | -51,963 | -100.0% | -2.58% | – |
| RPV | Exit | INVESCO S&P 500 PURE VALUE Eetp | $0 | – | -324,248 | -100.0% | -8.28% | – |
| SCHO | Exit | SCHWAB SHORT-TERM US TREASetp | $0 | – | -744,029 | -100.0% | -11.76% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2023-05-12
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.