13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q1 2023 · Filed February 14, 2023 · Accession 0001140361-23-006693
Total Value
$305.2M
Positions
107
Other Managers
0
Confidential Omitted
No
Holdings (107)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | SCHWAB SHORT-TERM US TREAS | 808524862 | 744,029 | $35.9M | 11.76% |
| 2 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 328,801 | $26.7M | 8.74% |
| 3 | INVESCO S&P 500 PURE VALUE E | IVZ | 324,248 | $25.3M | 8.28% |
| 4 | ISHARES RUSSELL 1000 VALUE E | 464287598 | 51,963 | $7.9M | 2.58% |
| 5 | MARATHON PETROLEUM CORP | MARA | 61,002 | $7.1M | 2.33% |
| 6 | APA CORP | APA | 146,433 | $6.8M | 2.24% |
| 7 | EXXON MOBIL CORP | XOM | 61,267 | $6.8M | 2.21% |
| 8 | VALERO ENERGY CORP | VLO | 51,367 | $6.5M | 2.14% |
| 9 | PHILLIPS 66 | PSX | 57,480 | $6.0M | 1.96% |
| 10 | CIGNA CORP | 125523100 | 17,655 | $5.8M | 1.92% |
| 11 | DIAMONDBACK ENERGY INC | FANG | 42,349 | $5.8M | 1.90% |
| 12 | OCCIDENTAL PETROLEUM CORP | 674599105 | 88,191 | $5.6M | 1.82% |
| 13 | AMERICAN INTERNATIONAL GROUP | 026874784 | 85,673 | $5.4M | 1.78% |
| 14 | ARCHER-DANIELS-MIDLAND CO | ADM | 58,276 | $5.4M | 1.77% |
| 15 | HEWLETT PACKARD ENTERPRISE | HPE-PC | 318,147 | $5.1M | 1.66% |
| 16 | MOSAIC CO/THE | MOS | 107,439 | $4.7M | 1.54% |
| 17 | CONOCOPHILLIPS | COP | 39,257 | $4.6M | 1.52% |
| 18 | COTERRA ENERGY INC | CTRA | 166,777 | $4.1M | 1.34% |
| 19 | PIONEER NATURAL RESOURCES CO | 723787107 | 15,421 | $3.5M | 1.15% |
| 20 | MARATHON OIL CORP | MARA | 128,769 | $3.5M | 1.14% |
| 21 | CHEVRON CORP | CVX | 18,917 | $3.4M | 1.11% |
| 22 | GENERAL MILLS INC | 370334104 | 38,678 | $3.2M | 1.06% |
| 23 | NUCOR CORP | NUE | 24,340 | $3.2M | 1.05% |
| 24 | AFLAC INC | AFL | 43,998 | $3.2M | 1.04% |
| 25 | GLOBE LIFE INC | GL-PD | 26,240 | $3.2M | 1.04% |
| 26 | JOHNSON & JOHNSON | JNJ | 17,755 | $3.1M | 1.03% |
| 27 | MCKESSON CORP | MCK | 8,275 | $3.1M | 1.02% |
| 28 | PROGRESSIVE CORP | 743315103 | 23,883 | $3.1M | 1.02% |
| 29 | UNITEDHEALTH GROUP INC | UNH | 5,796 | $3.1M | 1.01% |
| 30 | WR BERKLEY CORP | WRB-PH | 42,083 | $3.1M | 1.00% |
| 31 | AMERISOURCEBERGEN CORP | COR | 18,347 | $3.0M | 1.00% |
| 32 | ABBVIE INC | ABBV | 18,514 | $3.0M | 0.98% |
| 33 | JACK HENRY & ASSOCIATES INC | 426281101 | 17,040 | $3.0M | 0.98% |
| 34 | EQT CORP | EQT | 88,153 | $3.0M | 0.98% |
| 35 | GENUINE PARTS CO | GPC | 17,125 | $3.0M | 0.97% |
| 36 | PEPSICO INC | PEP | 16,363 | $3.0M | 0.97% |
| 37 | AMGEN INC | AMGN | 11,043 | $2.9M | 0.95% |
| 38 | HERSHEY CO/THE | HSY | 12,516 | $2.9M | 0.95% |
| 39 | BRISTOL-MYERS SQUIBB CO | CELG-RI | 39,139 | $2.8M | 0.92% |
| 40 | METLIFE INC | MET-PF | 38,533 | $2.8M | 0.91% |
| 41 | KELLOGG CO | BEKE | 39,126 | $2.8M | 0.91% |
| 42 | REPUBLIC SERVICES INC | 760759100 | 21,521 | $2.8M | 0.91% |
| 43 | COCA-COLA CO/THE | KO | 43,345 | $2.8M | 0.90% |
| 44 | CF INDUSTRIES HOLDINGS INC | 125269100 | 31,994 | $2.7M | 0.89% |
| 45 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 35,183 | $2.7M | 0.87% |
| 46 | TRAVELERS COS INC/THE | TRV | 13,983 | $2.6M | 0.86% |
| 47 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 24,200 | $2.6M | 0.86% |
| 48 | PRINCIPAL FINANCIAL GROUP | PFG | 30,370 | $2.5M | 0.84% |
| 49 | CVS HEALTH CORP | CVS | 24,990 | $2.3M | 0.76% |
| 50 | TAIWAN SEMICONDUCTOR-SP ADR | 874039100 | 30,000 | $2.2M | 0.73% |
| 51 | INVESCO SENIOR LOAN ETF | IVZ | 98,295 | $2.0M | 0.66% |
| 52 | CENOVUS ENERGY INC | CVE | 88,628 | $1.7M | 0.56% |
| 53 | UTILITIES SELECT SECTOR SPDR | 81369Y886 | 24,016 | $1.7M | 0.55% |
| 54 | ISHARES MSCI AUSTRALIA ETF | 464286103 | 67,832 | $1.5M | 0.49% |
| 55 | IMPERIAL OIL LTD | IMO | 28,117 | $1.4M | 0.45% |
| 56 | TELLURIAN INC | 87968A104 | 767,240 | $1.3M | 0.42% |
| 57 | HF SINCLAIR CORP | DINO | 23,267 | $1.2M | 0.40% |
| 58 | HEALTH CARE SELECT SECTOR | 81369Y209 | 7,429 | $1.0M | 0.33% |
| 59 | CONSUMER STAPLES SPDR | 81369Y308 | 13,410 | $999,716 | 0.33% |
| 60 | INDUSTRIAL SELECT SECT SPDR | 81369Y704 | 10,159 | $997,715 | 0.33% |
| 61 | ISHARES MSCI TURKEY ETF | 464286715 | 26,938 | $996,706 | 0.33% |
| 62 | ENERGY SELECT SECTOR SPDR | 81369Y506 | 11,383 | $995,671 | 0.33% |
| 63 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 35,451 | $944,415 | 0.31% |
| 64 | ISHARES MSCI THAILAND ETF | 464286624 | 12,523 | $941,604 | 0.31% |
| 65 | ISHARES MSCI CHILE ETF | 464286640 | 34,457 | $933,440 | 0.31% |
| 66 | TECK RESOURCES LTD-CLS B | TCKRF | 22,945 | $867,780 | 0.28% |
| 67 | EOG RESOURCES INC | EOG | 6,659 | $862,474 | 0.28% |
| 68 | ISHARES MSCI MEXICO ETF | 464286822 | 17,355 | $858,205 | 0.28% |
| 69 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 20,119 | $822,666 | 0.27% |
| 70 | ISHARES MSCI SPAIN ETF | 464286764 | 33,473 | $809,377 | 0.27% |
| 71 | ISHARES MSCI FRANCE ETF | 464286707 | 24,259 | $803,458 | 0.26% |
| 72 | ISHARES MSCI ITALY ETF | 46434G830 | 29,729 | $800,899 | 0.26% |
| 73 | STEEL DYNAMICS INC | STLD | 7,701 | $752,388 | 0.25% |
| 74 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 21,017 | $644,381 | 0.21% |
| 75 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 19,674 | $597,893 | 0.20% |
| 76 | LYONDELLBASELL INDU-CL A | LYB | 6,877 | $570,997 | 0.19% |
| 77 | CANADIAN NATURAL RESOURCES | 136385101 | 10,230 | $568,072 | 0.19% |
| 78 | OVINTIV INC | OVV | 11,150 | $565,417 | 0.19% |
| 79 | ANTERO RESOURCES CORP | AR | 18,137 | $562,066 | 0.18% |
| 80 | BUILDERS FIRSTSOURCE INC | BLDR | 8,431 | $547,003 | 0.18% |
| 81 | DOW INC | DOW | 10,389 | $523,502 | 0.17% |
| 82 | HP INC | HPQ | 18,805 | $505,290 | 0.17% |
| 83 | SOUTHWESTERN ENERGY CO | 845467109 | 85,721 | $501,468 | 0.16% |
| 84 | AUTONATION INC | AN | 4,559 | $489,181 | 0.16% |
| 85 | TYSON FOODS INC-CL A | TSN | 7,649 | $476,150 | 0.16% |
| 86 | UNITED AIRLINES HOLDINGS INC | UNTCW | 12,238 | $461,373 | 0.15% |
| 87 | AVIS BUDGET GROUP INC | CAR | 2,749 | $450,644 | 0.15% |
| 88 | WESTLAKE CORP | WLK | 4,354 | $446,459 | 0.15% |
| 89 | CLEVELAND-CLIFFS INC | CLF | 25,956 | $418,151 | 0.14% |
| 90 | ISHARES MSCI PERU ETF | 464289842 | 10,335 | $296,304 | 0.10% |
| 91 | HESS CORP | HESM | 2,077 | $294,560 | 0.10% |
| 92 | DEVON ENERGY CORP | 25179M103 | 4,456 | $274,089 | 0.09% |
| 93 | ENPHASE ENERGY INC | ENPH | 907 | $240,319 | 0.08% |
| 94 | ALBEMARLE CORP | ALB-PA | 1,089 | $236,161 | 0.08% |
| 95 | MONOLITHIC POWER SYSTEMS INC | 609839105 | 654 | $231,261 | 0.08% |
| 96 | DATADOG INC - CLASS A | DDOG | 2,588 | $190,218 | 0.06% |
| 97 | MARVELL TECHNOLOGY INC | MRVL | 4,913 | $181,978 | 0.06% |
| 98 | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 630 | $48,938 | 0.02% |
| 99 | RAYMOND JAMES FINANCIAL INC | 754730109 | 277 | $29,597 | 0.01% |
| 100 | LKQ CORP | LKQ | 467 | $24,942 | 0.01% |
| 101 | DISCOVER FINANCIAL SERVICES | 254709108 | 238 | $23,284 | 0.01% |
| 102 | MOTOROLA SOLUTIONS INC | MSI | 54 | $13,916 | 0.00% |
| 103 | MARSH & MCLENNAN COS | 571748102 | 80 | $13,238 | 0.00% |
| 104 | NASDAQ INC | NDAQ | 198 | $12,147 | 0.00% |
| 105 | PUBLIC STORAGE | PSA-PS | 41 | $11,488 | 0.00% |
| 106 | EXTRA SPACE STORAGE INC | EXR | 68 | $10,008 | 0.00% |
| 107 | INVESCO LTD | IVZ | 3 | $54 | 0.00% |