13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q2 2023 · Filed May 12, 2023 · Accession 0001140361-23-024323
Total Value
$378.8M
Positions
113
Other Managers
0
Confidential Omitted
No
Holdings (113)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | ISHARES MSCI EMERGING MARKET | 464287904 | 1,300,000 | $51.3M | 13.54% |
| 2 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 422,402 | $34.7M | 9.16% |
| 3 | INVESCO QQQ TRUST SERIES 1 | IVZ | 81,482 | $26.2M | 6.90% |
| 4 | WALT DISNEY CO/THE | 254687906 | 140,000 | $14.0M | 3.70% |
| 5 | SEA LTD-ADR | SE | 120,000 | $10.4M | 2.74% |
| 6 | PAYPAL HOLDINGS INC | PYPL | 125,000 | $9.5M | 2.51% |
| 7 | MARATHON PETROLEUM CORP | MARA | 63,432 | $8.6M | 2.26% |
| 8 | VALERO ENERGY CORP | VLO | 53,543 | $7.5M | 1.97% |
| 9 | EXXON MOBIL CORP | XOM | 64,196 | $7.0M | 1.86% |
| 10 | PHILLIPS 66 | PSX | 60,587 | $6.1M | 1.62% |
| 11 | DIAMONDBACK ENERGY INC | FANG | 44,720 | $6.0M | 1.60% |
| 12 | OCCIDENTAL PETROLEUM CORP | 674599105 | 92,133 | $5.8M | 1.52% |
| 13 | APA CORP | APA | 151,799 | $5.5M | 1.45% |
| 14 | HEWLETT PACKARD ENTERPRISE | HPE-PC | 339,852 | $5.4M | 1.43% |
| 15 | MOSAIC CO/THE | MOS | 112,251 | $5.2M | 1.36% |
| 16 | ARCHER-DANIELS-MIDLAND CO | ADM | 61,352 | $4.9M | 1.29% |
| 17 | THE CIGNA GROUP | 125523100 | 18,630 | $4.8M | 1.26% |
| 18 | AMERICAN INTERNATIONAL GROUP | 026874784 | 90,431 | $4.6M | 1.20% |
| 19 | COTERRA ENERGY INC | CTRA | 173,050 | $4.2M | 1.12% |
| 20 | CONOCOPHILLIPS | COP | 40,188 | $4.0M | 1.05% |
| 21 | NUCOR CORP | NUE | 24,890 | $3.8M | 1.01% |
| 22 | PROGRESSIVE CORP | 743315103 | 24,944 | $3.6M | 0.94% |
| 23 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 71,654 | $3.5M | 0.92% |
| 24 | GENERAL MILLS INC | 370334104 | 40,331 | $3.4M | 0.91% |
| 25 | HERSHEY CO/THE | HSY | 13,025 | $3.3M | 0.87% |
| 26 | PIONEER NATURAL RESOURCES CO | 723787107 | 16,164 | $3.3M | 0.87% |
| 27 | CHEVRON CORP | CVX | 19,845 | $3.2M | 0.85% |
| 28 | MARATHON OIL CORP | MARA | 133,399 | $3.2M | 0.84% |
| 29 | PEPSICO INC | PEP | 17,056 | $3.1M | 0.82% |
| 30 | ABBVIE INC | ABBV | 19,370 | $3.1M | 0.81% |
| 31 | MCKESSON CORP | MCK | 8,649 | $3.1M | 0.81% |
| 32 | AMERISOURCEBERGEN CORP | COR | 19,066 | $3.1M | 0.81% |
| 33 | ISHARES 3-7 YEAR TREASURY BO | 464288661 | 25,758 | $3.0M | 0.80% |
| 34 | REPUBLIC SERVICES INC | 760759100 | 22,380 | $3.0M | 0.80% |
| 35 | GLOBE LIFE INC | GL-PD | 27,486 | $3.0M | 0.80% |
| 36 | AGNC INVESTMENT CORP | 00123Q104 | 298,600 | $3.0M | 0.79% |
| 37 | GENUINE PARTS CO | GPC | 17,965 | $3.0M | 0.79% |
| 38 | AFLAC INC | AFL | 46,196 | $3.0M | 0.79% |
| 39 | EQT CORP | EQT | 92,086 | $2.9M | 0.78% |
| 40 | JOHNSON & JOHNSON | JNJ | 18,663 | $2.9M | 0.76% |
| 41 | BRISTOL-MYERS SQUIBB CO | CELG-RI | 41,173 | $2.9M | 0.75% |
| 42 | UNITEDHEALTH GROUP INC | UNH | 6,022 | $2.8M | 0.75% |
| 43 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 148,000 | $2.8M | 0.75% |
| 44 | AMGEN INC | AMGN | 11,622 | $2.8M | 0.74% |
| 45 | INVESCO NASDAQ 100 ETF | IVZ | 21,262 | $2.8M | 0.74% |
| 46 | COCA-COLA CO/THE | KO | 45,215 | $2.8M | 0.74% |
| 47 | TAIWAN SEMICONDUCTOR-SP ADR | 874039100 | 30,100 | $2.8M | 0.74% |
| 48 | KELLOGG CO | BEKE | 40,906 | $2.7M | 0.72% |
| 49 | WR BERKLEY CORP | WRB-PH | 43,781 | $2.7M | 0.72% |
| 50 | JACK HENRY & ASSOCIATES INC | 426281101 | 17,840 | $2.7M | 0.71% |
| 51 | INVESCO SENIOR LOAN ETF | IVZ | 123,662 | $2.6M | 0.68% |
| 52 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 36,701 | $2.6M | 0.68% |
| 53 | TRAVELERS COS INC/THE | TRV | 14,692 | $2.5M | 0.66% |
| 54 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 69,734 | $2.5M | 0.65% |
| 55 | CF INDUSTRIES HOLDINGS INC | 125269100 | 33,415 | $2.4M | 0.64% |
| 56 | LYONDELLBASELL INDU-CL A | LYB | 25,705 | $2.4M | 0.64% |
| 57 | PRINCIPAL FINANCIAL GROUP | PFG | 32,038 | $2.4M | 0.63% |
| 58 | METLIFE INC | MET-PF | 40,245 | $2.3M | 0.62% |
| 59 | DOW INC | DOW | 38,216 | $2.1M | 0.55% |
| 60 | HP INC | HPQ | 70,180 | $2.1M | 0.54% |
| 61 | CVS HEALTH CORP | CVS | 26,090 | $1.9M | 0.51% |
| 62 | TYSON FOODS INC-CL A | TSN | 28,487 | $1.7M | 0.45% |
| 63 | SPDR S&P INTER DVD ETF | 78463X772 | 45,157 | $1.5M | 0.41% |
| 64 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 72,441 | $1.5M | 0.41% |
| 65 | CENOVUS ENERGY INC | CVE | 84,037 | $1.5M | 0.39% |
| 66 | IMPERIAL OIL LTD | IMO | 26,681 | $1.4M | 0.36% |
| 67 | ISHARES US&INTL HIGH YIELD C | 464286178 | 29,417 | $1.3M | 0.33% |
| 68 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 29,853 | $1.2M | 0.33% |
| 69 | HF SINCLAIR CORP | DINO | 22,114 | $1.1M | 0.28% |
| 70 | TELLURIAN INC | 87968A104 | 767,240 | $943,705 | 0.25% |
| 71 | ISHARES FALLEN ANGELS ETF | 46435G474 | 35,274 | $891,374 | 0.24% |
| 72 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 28,468 | $867,705 | 0.23% |
| 73 | ISHARES MSCI MEXICO ETF | 464286822 | 14,343 | $853,839 | 0.23% |
| 74 | ISHARES MSCI CHILE ETF | 464286640 | 29,410 | $846,420 | 0.22% |
| 75 | STEEL DYNAMICS INC | STLD | 7,297 | $824,999 | 0.22% |
| 76 | TECK RESOURCES LTD-CLS B | TCKRF | 21,983 | $802,380 | 0.21% |
| 77 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 25,390 | $770,840 | 0.20% |
| 78 | ISHARES MSCI GERMANY ETF | 464286806 | 26,927 | $766,342 | 0.20% |
| 79 | ISHARES MSCI FRANCE ETF | 464286707 | 20,122 | $760,612 | 0.20% |
| 80 | ISHARES MSCI TURKEY ETF | 464286715 | 23,301 | $760,079 | 0.20% |
| 81 | ISHARES MSCI NETHERLANDS ETF | 464286814 | 18,011 | $760,064 | 0.20% |
| 82 | ISHARES MSCI SPAIN ETF | 464286764 | 26,809 | $747,167 | 0.20% |
| 83 | ISHARES MSCI ITALY ETF | 46434G830 | 24,487 | $745,139 | 0.20% |
| 84 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 22,766 | $734,431 | 0.19% |
| 85 | EOG RESOURCES INC | EOG | 6,388 | $732,256 | 0.19% |
| 86 | BUILDERS FIRSTSOURCE INC | BLDR | 7,958 | $706,511 | 0.19% |
| 87 | ISHARES MSCI TAIWAN ETF | 46434G772 | 15,318 | $694,365 | 0.18% |
| 88 | ISHARES MSCI AUSTRIA ETF | 464286202 | 34,276 | $693,942 | 0.18% |
| 89 | ISHARES MSCI SWEDEN ETF | 464286756 | 18,824 | $669,005 | 0.18% |
| 90 | ISHARES MSCI POLAND ETF | 46429B606 | 42,438 | $656,940 | 0.17% |
| 91 | ISHARES MSCI SWITZERLAND ETF | 464286749 | 13,716 | $621,609 | 0.16% |
| 92 | ISHARES JP MORGAN USD EMERGI | 464288281 | 6,832 | $589,465 | 0.16% |
| 93 | AUTONATION INC | AN | 4,302 | $578,017 | 0.15% |
| 94 | ISHARES NATIONAL MUNI BOND E | 464288414 | 5,097 | $549,151 | 0.14% |
| 95 | CANADIAN NATURAL RESOURCES | 136385101 | 9,779 | $541,268 | 0.14% |
| 96 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 17,569 | $534,625 | 0.14% |
| 97 | UNITED AIRLINES HOLDINGS INC | UNTCW | 11,553 | $511,220 | 0.13% |
| 98 | AVIS BUDGET GROUP INC | CAR | 2,596 | $505,701 | 0.13% |
| 99 | WESTLAKE CORP | WLK | 4,123 | $478,186 | 0.13% |
| 100 | CLEVELAND-CLIFFS INC | CLF | 24,505 | $449,177 | 0.12% |
| 101 | SOUTHWESTERN ENERGY CO | 845467109 | 80,926 | $404,630 | 0.11% |
| 102 | ANTERO RESOURCES CORP | AR | 17,122 | $395,347 | 0.10% |
| 103 | OVINTIV INC | OVV | 10,590 | $382,087 | 0.10% |
| 104 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 6,678 | $337,506 | 0.09% |
| 105 | MONOLITHIC POWER SYSTEMS INC | 609839105 | 617 | $308,833 | 0.08% |
| 106 | HESS CORP | HESM | 1,965 | $260,048 | 0.07% |
| 107 | ALBEMARLE CORP | ALB-PA | 1,031 | $227,892 | 0.06% |
| 108 | DEVON ENERGY CORP | 25179M103 | 4,284 | $216,813 | 0.06% |
| 109 | MARVELL TECHNOLOGY INC | MRVL | 4,642 | $200,999 | 0.05% |
| 110 | ENPHASE ENERGY INC | ENPH | 856 | $180,000 | 0.05% |
| 111 | DATADOG INC - CLASS A | DDOG | 2,443 | $177,508 | 0.05% |
| 112 | ISHARES MSCI THAILAND ETF | 464286624 | 1,661 | $121,834 | 0.03% |
| 113 | ISHARES MSCI PHILIPPINES ETF | 46429B408 | 1,490 | $40,170 | 0.01% |