$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 38.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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% |
| Sell | HF SINCLAIR CORP | $1,069,875 | -11.4% | 22,114 | -5.0% | 0.28% | -28.8% | |
| 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% |
| 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% |
| 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% |
| 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% |
| AN | Sell | AUTONATION INC | $578,017 | +18.2% | 4,302 | -5.6% | 0.15% | -4.4% |
| 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% |
| 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% |
| 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 | 2024-05-10 |
| 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.