13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q3 2023 · Filed August 14, 2023 · Accession 0001140361-23-039524
Total Value
$299.1M
Positions
139
Other Managers
0
Confidential Omitted
No
Holdings (139)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | INVESCO S&P 500 PURE VALUE E | IVZ | 324,323 | $25.2M | 8.41% |
| 2 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 166,334 | $13.5M | 4.51% |
| 3 | WALT DISNEY CO/THE | 254687906 | 140,000 | $12.5M | 4.18% |
| 4 | PAYPAL HOLDINGS INC | PYPL | 125,000 | $8.3M | 2.79% |
| 5 | THE CIGNA GROUP | 125523100 | 24,446 | $6.9M | 2.29% |
| 6 | CARDINAL HEALTH INC | CAH | 61,866 | $5.9M | 1.96% |
| 7 | EQT CORP | EQT | 137,733 | $5.7M | 1.89% |
| 8 | MCKESSON CORP | MCK | 12,898 | $5.5M | 1.84% |
| 9 | ISHARES 3-7 YEAR TREASURY BO | 464288661 | 42,958 | $5.0M | 1.66% |
| 10 | UNITED AIRLINES HOLDINGS INC | UNTCW | 69,037 | $3.8M | 1.27% |
| 11 | DELTA AIR LINES INC | DAL | 75,353 | $3.6M | 1.20% |
| 12 | MARATHON PETROLEUM CORP | MARA | 30,296 | $3.5M | 1.18% |
| 13 | AMERICAN AIRLINES GROUP INC | 02376R102 | 190,589 | $3.4M | 1.14% |
| 14 | EXXON MOBIL CORP | XOM | 31,354 | $3.4M | 1.12% |
| 15 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 64,527 | $3.3M | 1.11% |
| 16 | VALERO ENERGY CORP | VLO | 28,104 | $3.3M | 1.10% |
| 17 | COTERRA ENERGY INC | CTRA | 128,051 | $3.2M | 1.08% |
| 18 | AGNC INVESTMENT CORP | 00123Q104 | 309,900 | $3.1M | 1.05% |
| 19 | PACCAR INC | PCAR | 37,462 | $3.1M | 1.05% |
| 20 | PULTEGROUP INC | 745867101 | 40,149 | $3.1M | 1.04% |
| 21 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 152,800 | $3.1M | 1.02% |
| 22 | ISHARES MSCI AUSTRALIA ETF | 464286103 | 132,471 | $3.0M | 1.00% |
| 23 | CONOCOPHILLIPS | COP | 28,388 | $2.9M | 0.98% |
| 24 | MGM RESORTS INTERNATIONAL | MGM | 66,736 | $2.9M | 0.98% |
| 25 | PROGRESSIVE CORP | 743315103 | 21,807 | $2.9M | 0.97% |
| 26 | AFLAC INC | AFL | 40,613 | $2.8M | 0.95% |
| 27 | FORD MOTOR CO | 345370860 | 186,332 | $2.8M | 0.94% |
| 28 | UNITED RENTALS INC | URI | 6,326 | $2.8M | 0.94% |
| 29 | PHILLIPS 66 | PSX | 28,971 | $2.8M | 0.92% |
| 30 | TAIWAN SEMICONDUCTOR-SP ADR | 874039100 | 27,090 | $2.7M | 0.91% |
| 31 | CHEVRON CORP | CVX | 17,318 | $2.7M | 0.91% |
| 32 | JOHNSON & JOHNSON | JNJ | 16,424 | $2.7M | 0.91% |
| 33 | MARATHON OIL CORP | MARA | 117,733 | $2.7M | 0.91% |
| 34 | OCCIDENTAL PETROLEUM CORP | 674599105 | 45,929 | $2.7M | 0.90% |
| 35 | GENUINE PARTS CO | GPC | 15,795 | $2.7M | 0.89% |
| 36 | LAMB WESTON HOLDINGS INC | LW | 23,217 | $2.7M | 0.89% |
| 37 | MCDONALD'S CORP | MCD | 8,919 | $2.7M | 0.89% |
| 38 | BOSTON SCIENTIFIC CORP | BSX | 48,868 | $2.6M | 0.88% |
| 39 | GLOBE LIFE INC | GL-PD | 24,021 | $2.6M | 0.88% |
| 40 | JACK HENRY & ASSOCIATES INC | 426281101 | 15,616 | $2.6M | 0.87% |
| 41 | O'REILLY AUTOMOTIVE INC | 67103H107 | 2,732 | $2.6M | 0.87% |
| 42 | AUTOZONE INC | AZO | 1,045 | $2.6M | 0.87% |
| 43 | SPDR BLOOMBERG CONVERTIBLE S | 78464A359 | 36,960 | $2.6M | 0.86% |
| 44 | INVESCO SENIOR LOAN ETF | IVZ | 120,546 | $2.5M | 0.85% |
| 45 | MONSTER BEVERAGE CORP | MNST | 44,082 | $2.5M | 0.85% |
| 46 | GENERAL MOTORS CO | 37045V100 | 65,572 | $2.5M | 0.85% |
| 47 | JM SMUCKER CO/THE | 832696405 | 17,088 | $2.5M | 0.84% |
| 48 | HEWLETT PACKARD ENTERPRISE | HPE-PC | 148,509 | $2.5M | 0.83% |
| 49 | MONDELEZ INTERNATIONAL INC-A | 609207105 | 33,778 | $2.5M | 0.82% |
| 50 | LENNAR CORP-A | LEN-B | 19,567 | $2.5M | 0.82% |
| 51 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 69,092 | $2.4M | 0.81% |
| 52 | HCA HEALTHCARE INC | HCA | 7,987 | $2.4M | 0.81% |
| 53 | HERSHEY CO/THE | HSY | 9,665 | $2.4M | 0.81% |
| 54 | ISHARES JP MORGAN USD EMERGI | 464288281 | 27,701 | $2.4M | 0.80% |
| 55 | SPDR S&P INTER DVD ETF | 78463X772 | 69,633 | $2.4M | 0.80% |
| 56 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 108,252 | $2.4M | 0.80% |
| 57 | HUMANA INC | HUM | 5,305 | $2.4M | 0.79% |
| 58 | ISHARES RUSSELL 1000 VALUE E | 464287598 | 15,005 | $2.4M | 0.79% |
| 59 | BRISTOL-MYERS SQUIBB CO | CELG-RI | 36,270 | $2.3M | 0.78% |
| 60 | DIAMONDBACK ENERGY INC | FANG | 17,539 | $2.3M | 0.77% |
| 61 | APA CORP | APA | 67,124 | $2.3M | 0.77% |
| 62 | AMGEN INC | AMGN | 10,255 | $2.3M | 0.76% |
| 63 | PIONEER NATURAL RESOURCES CO | 723787107 | 10,895 | $2.3M | 0.75% |
| 64 | AMERICAN INTERNATIONAL GROUP | 026874784 | 38,941 | $2.2M | 0.75% |
| 65 | TAPESTRY INC | TPR | 51,952 | $2.2M | 0.74% |
| 66 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 30,458 | $2.2M | 0.73% |
| 67 | MOSAIC CO/THE | MOS | 62,209 | $2.2M | 0.73% |
| 68 | PRINCIPAL FINANCIAL GROUP | PFG | 26,795 | $2.0M | 0.68% |
| 69 | EVEREST GROUP LTD | EG | 5,867 | $2.0M | 0.67% |
| 70 | ARCHER-DANIELS-MIDLAND CO | ADM | 26,303 | $2.0M | 0.66% |
| 71 | BORGWARNER INC | BWA | 45,863 | $2.0M | 0.66% |
| 72 | CF INDUSTRIES HOLDINGS INC | 125269100 | 23,515 | $1.6M | 0.55% |
| 73 | PETROLEO BRASILEIRO-SPON ADR | 71654V408 | 105,300 | $1.5M | 0.49% |
| 74 | ISHARES FALLEN ANGELS ETF | 46435G474 | 47,387 | $1.2M | 0.40% |
| 75 | FLEXSHARES HIGH YIELD VALUE | FLEX | 29,722 | $1.2M | 0.40% |
| 76 | SPDR BLOOMBERG HIGH YIELD BO | 78468R622 | 13,009 | $1.2M | 0.40% |
| 77 | ISHARES US&INTL HIGH YIELD C | 464286178 | 28,175 | $1.2M | 0.40% |
| 78 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 28,822 | $1.2M | 0.40% |
| 79 | TELLURIAN INC | 87968A104 | 767,240 | $1.1M | 0.36% |
| 80 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 9,888 | $1.0M | 0.35% |
| 81 | UBER TECHNOLOGIES INC | UBER | 21,931 | $946,761 | 0.32% |
| 82 | ISHARES MSCI BRAZIL ETF | 464286400 | 27,956 | $906,613 | 0.30% |
| 83 | ISHARES MSCI POLAND ETF | 46429B606 | 46,504 | $891,947 | 0.30% |
| 84 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 23,339 | $866,577 | 0.29% |
| 85 | ISHARES MSCI CHILE ETF | 464286640 | 28,870 | $842,427 | 0.28% |
| 86 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 27,357 | $838,492 | 0.28% |
| 87 | ISHARES MSCI INDIA ETF | 46429B598 | 18,936 | $827,503 | 0.28% |
| 88 | ISHARES MSCI MEXICO ETF | 464286822 | 13,273 | $825,315 | 0.28% |
| 89 | CARNIVAL CORP | CUKPF | 43,750 | $823,813 | 0.28% |
| 90 | ISHARES MSCI TAIWAN ETF | 46434G772 | 17,092 | $803,666 | 0.27% |
| 91 | ISHARES MSCI SOUTH KOREA ETF | 464286772 | 12,578 | $797,194 | 0.27% |
| 92 | ISHARES MSCI INDONESIA ETF | 46429B309 | 34,347 | $791,698 | 0.26% |
| 93 | CENOVUS ENERGY INC | CVE | 46,394 | $787,770 | 0.26% |
| 94 | EOG RESOURCES INC | EOG | 6,827 | $781,282 | 0.26% |
| 95 | ISHARES MSCI ITALY ETF | 46434G830 | 24,124 | $767,867 | 0.26% |
| 96 | ISHARES MSCI SPAIN ETF | 464286764 | 26,250 | $758,625 | 0.25% |
| 97 | ISHARES MSCI FRANCE ETF | 464286707 | 19,317 | $744,284 | 0.25% |
| 98 | ISHARES MSCI AUSTRIA ETF | 464286202 | 36,585 | $742,676 | 0.25% |
| 99 | ISHARES MSCI GERMANY ETF | 464286806 | 25,650 | $732,821 | 0.25% |
| 100 | ISHARES MSCI NETHERLANDS ETF | 464286814 | 16,917 | $732,168 | 0.24% |
| 101 | NORWEGIAN CRUISE LINE HOLDIN | NCLH | 33,494 | $729,164 | 0.24% |
| 102 | ISHARES MSCI SWEDEN ETF | 464286756 | 20,440 | $723,985 | 0.24% |
| 103 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 22,355 | $723,184 | 0.24% |
| 104 | ISHARES MSCI SWITZERLAND ETF | 464286749 | 15,446 | $713,760 | 0.24% |
| 105 | FIRST HORIZON CORP | FHN-PH | 60,750 | $684,653 | 0.23% |
| 106 | JABIL INC | JBL | 6,081 | $656,322 | 0.22% |
| 107 | ROYAL CARIBBEAN CRUISES LTD | V7780T103 | 6,263 | $649,724 | 0.22% |
| 108 | COUPANG INC | CPNG | 35,899 | $624,643 | 0.21% |
| 109 | APOLLO GLOBAL MANAGEMENT INC | 03769M106 | 7,964 | $611,715 | 0.20% |
| 110 | ARCH CAPITAL GROUP LTD | G0450A105 | 8,000 | $598,800 | 0.20% |
| 111 | CANADIAN NATURAL RESOURCES | 136385101 | 10,494 | $590,392 | 0.20% |
| 112 | WYNN RESORTS LTD | WYNN | 5,521 | $583,073 | 0.19% |
| 113 | LAS VEGAS SANDS CORP | LVS | 9,746 | $565,268 | 0.19% |
| 114 | IMPERIAL OIL LTD | IMO | 11,010 | $563,272 | 0.19% |
| 115 | HYATT HOTELS CORP - CL A | H | 4,890 | $560,296 | 0.19% |
| 116 | MERCADOLIBRE INC | MELI | 471 | $557,947 | 0.19% |
| 117 | ISHARES IBOXX INVESTMENT GRA | 464287242 | 4,789 | $517,882 | 0.17% |
| 118 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 16,842 | $516,881 | 0.17% |
| 119 | ISHARES NATIONAL MUNI BOND E | 464288414 | 4,841 | $516,680 | 0.17% |
| 120 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 10,237 | $513,590 | 0.17% |
| 121 | HF SINCLAIR CORP | DINO | 11,181 | $498,784 | 0.17% |
| 122 | SPDR FTSE INTERNATIONAL GOVE | 78464A490 | 11,358 | $474,310 | 0.16% |
| 123 | ISHARES MSCI TURKEY ETF | 464286715 | 16,106 | $454,995 | 0.15% |
| 124 | OVINTIV INC | OVV | 11,311 | $430,610 | 0.14% |
| 125 | ANTERO RESOURCES CORP | AR | 18,149 | $417,971 | 0.14% |
| 126 | FORTINET INC | FTNT | 4,250 | $321,258 | 0.11% |
| 127 | MONGODB INC | MDB | 774 | $318,106 | 0.11% |
| 128 | DRAFTKINGS INC-CL A | DKNG | 11,375 | $302,234 | 0.10% |
| 129 | TRADE DESK INC/THE -CLASS A | 88339J105 | 3,870 | $298,841 | 0.10% |
| 130 | ARISTA NETWORKS INC | ANET | 1,832 | $296,894 | 0.10% |
| 131 | SNOWFLAKE INC-CLASS A | SNOW | 1,687 | $296,878 | 0.10% |
| 132 | CONFLUENT INC-CLASS A | 20717M103 | 8,278 | $292,296 | 0.10% |
| 133 | HESS CORP | HESM | 2,088 | $283,864 | 0.09% |
| 134 | SHOCKWAVE MEDICAL INC | 82489T104 | 992 | $283,127 | 0.09% |
| 135 | SAREPTA THERAPEUTICS INC | SRPT | 2,228 | $255,151 | 0.09% |
| 136 | ALBEMARLE CORP | ALB-PA | 1,095 | $244,284 | 0.08% |
| 137 | DEVON ENERGY CORP | 25179M103 | 4,609 | $222,799 | 0.07% |
| 138 | ENPHASE ENERGY INC | ENPH | 907 | $151,904 | 0.05% |
| 139 | ISHARES MSCI PHILIPPINES ETF | 46429B408 | 103 | $2,682 | 0.00% |