13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q4 2023 · Filed November 14, 2023 · Accession 0001140361-23-053158
Total Value
$283.1M
Positions
129
Other Managers
0
Confidential Omitted
No
Holdings (129)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | INVESCO S&P 500 PURE VALUE E | IVZ | 316,482 | $23.3M | 8.22% |
| 2 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 283,452 | $23.0M | 8.11% |
| 3 | ISHARES CHINA LARGE-CAP ETF | 464287904 | 500,000 | $13.3M | 4.68% |
| 4 | PAYPAL HOLDINGS INC | PYPL | 125,000 | $7.3M | 2.58% |
| 5 | THE CIGNA GROUP | 125523100 | 23,762 | $6.8M | 2.40% |
| 6 | MCKESSON CORP | MCK | 12,577 | $5.5M | 1.93% |
| 7 | EQT CORP | EQT | 131,479 | $5.3M | 1.88% |
| 8 | CARDINAL HEALTH INC | CAH | 59,609 | $5.2M | 1.83% |
| 9 | MARATHON PETROLEUM CORP | MARA | 25,739 | $3.9M | 1.38% |
| 10 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 196,600 | $3.7M | 1.31% |
| 11 | AGNC INVESTMENT CORP | 00123Q104 | 384,900 | $3.6M | 1.28% |
| 12 | EXXON MOBIL CORP | XOM | 29,725 | $3.5M | 1.23% |
| 13 | VALERO ENERGY CORP | VLO | 23,818 | $3.4M | 1.19% |
| 14 | PHILLIPS 66 | PSX | 27,629 | $3.3M | 1.17% |
| 15 | COTERRA ENERGY INC | CTRA | 121,248 | $3.3M | 1.16% |
| 16 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 64,468 | $3.2M | 1.14% |
| 17 | CONOCOPHILLIPS | COP | 26,976 | $3.2M | 1.14% |
| 18 | AFLAC INC | AFL | 40,183 | $3.1M | 1.09% |
| 19 | PACCAR INC | PCAR | 35,489 | $3.0M | 1.07% |
| 20 | PROGRESSIVE CORP | 743315103 | 21,472 | $3.0M | 1.06% |
| 21 | MARATHON OIL CORP | MARA | 111,083 | $3.0M | 1.05% |
| 22 | OCCIDENTAL PETROLEUM CORP | 674599105 | 43,536 | $2.8M | 1.00% |
| 23 | PULTEGROUP INC | 745867101 | 38,008 | $2.8M | 0.99% |
| 24 | CHEVRON CORP | CVX | 16,526 | $2.8M | 0.98% |
| 25 | AMGEN INC | AMGN | 10,168 | $2.7M | 0.97% |
| 26 | UNITED AIRLINES HOLDINGS INC | UNTCW | 64,487 | $2.7M | 0.96% |
| 27 | UNITED RENTALS INC | URI | 6,087 | $2.7M | 0.96% |
| 28 | DELTA AIR LINES INC | DAL | 71,286 | $2.6M | 0.93% |
| 29 | APA CORP | APA | 63,844 | $2.6M | 0.93% |
| 30 | DIAMONDBACK ENERGY INC | FANG | 16,919 | $2.6M | 0.93% |
| 31 | AUTOZONE INC | AZO | 1,027 | $2.6M | 0.92% |
| 32 | INVESCO SENIOR LOAN ETF | IVZ | 123,560 | $2.6M | 0.92% |
| 33 | GLOBE LIFE INC | GL-PD | 23,677 | $2.6M | 0.91% |
| 34 | BOSTON SCIENTIFIC CORP | BSX | 48,074 | $2.5M | 0.90% |
| 35 | JOHNSON & JOHNSON | JNJ | 16,273 | $2.5M | 0.90% |
| 36 | SPDR BLOOMBERG CONVERTIBLE S | 78464A359 | 37,176 | $2.5M | 0.89% |
| 37 | HEWLETT PACKARD ENTERPRISE | HPE-PC | 143,479 | $2.5M | 0.88% |
| 38 | O'REILLY AUTOMOTIVE INC | 67103H107 | 2,689 | $2.4M | 0.86% |
| 39 | HUMANA INC | HUM | 5,013 | $2.4M | 0.86% |
| 40 | PIONEER NATURAL RESOURCES CO | 723787107 | 10,525 | $2.4M | 0.85% |
| 41 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 70,648 | $2.4M | 0.85% |
| 42 | ISHARES MORTGAGE REAL ESTATE | 46435G342 | 107,355 | $2.4M | 0.85% |
| 43 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 111,618 | $2.4M | 0.84% |
| 44 | SPDR S&P INTER DVD ETF | 78463X772 | 72,085 | $2.4M | 0.84% |
| 45 | TAIWAN SEMICONDUCTOR-SP ADR | 874039100 | 27,200 | $2.4M | 0.83% |
| 46 | JACK HENRY & ASSOCIATES INC | 426281101 | 15,410 | $2.3M | 0.82% |
| 47 | MCDONALD'S CORP | MCD | 8,821 | $2.3M | 0.82% |
| 48 | MONDELEZ INTERNATIONAL INC-A | 609207105 | 33,428 | $2.3M | 0.82% |
| 49 | MGM RESORTS INTERNATIONAL | MGM | 63,020 | $2.3M | 0.82% |
| 50 | AMERICAN AIRLINES GROUP INC | 02376R102 | 180,099 | $2.3M | 0.81% |
| 51 | MONSTER BEVERAGE CORP | MNST | 43,360 | $2.3M | 0.81% |
| 52 | AMERICAN INTERNATIONAL GROUP | 026874784 | 37,597 | $2.3M | 0.80% |
| 53 | GENUINE PARTS CO | GPC | 15,631 | $2.3M | 0.80% |
| 54 | FORD MOTOR CO | 345370860 | 180,739 | $2.2M | 0.79% |
| 55 | ISHARES RUSSELL 1000 VALUE E | 464287598 | 14,193 | $2.2M | 0.76% |
| 56 | LAMB WESTON HOLDINGS INC | LW | 22,893 | $2.1M | 0.75% |
| 57 | LENNAR CORP-A | LEN-B | 18,831 | $2.1M | 0.75% |
| 58 | MOSAIC CO/THE | MOS | 59,071 | $2.1M | 0.74% |
| 59 | EVEREST GROUP LTD | EG | 5,654 | $2.1M | 0.74% |
| 60 | BRISTOL-MYERS SQUIBB CO | CELG-RI | 36,009 | $2.1M | 0.74% |
| 61 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 29,398 | $2.1M | 0.74% |
| 62 | JM SMUCKER CO/THE | 832696405 | 16,928 | $2.1M | 0.73% |
| 63 | GENERAL MOTORS CO | 37045V100 | 63,069 | $2.1M | 0.73% |
| 64 | CF INDUSTRIES HOLDINGS INC | 125269100 | 22,675 | $1.9M | 0.69% |
| 65 | HERSHEY CO/THE | HSY | 9,562 | $1.9M | 0.68% |
| 66 | HCA HEALTHCARE INC | HCA | 7,678 | $1.9M | 0.67% |
| 67 | PRINCIPAL FINANCIAL GROUP | PFG | 25,916 | $1.9M | 0.66% |
| 68 | ISHARES PREFERRED & INCOME S | 464288687 | 60,125 | $1.8M | 0.64% |
| 69 | BORGWARNER INC | BWA | 43,342 | $1.7M | 0.62% |
| 70 | ISHARES JP MORGAN USD EMERGI | 464288281 | 20,561 | $1.7M | 0.60% |
| 71 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 16,410 | $1.7M | 0.60% |
| 72 | TAPESTRY INC | TPR | 50,367 | $1.4M | 0.51% |
| 73 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 29,786 | $1.2M | 0.43% |
| 74 | FLEXSHARES HIGH YIELD VALUE | FLEX | 30,591 | $1.2M | 0.43% |
| 75 | SPDR BLOOMBERG HIGH YIELD BO | 78468R622 | 13,405 | $1.2M | 0.43% |
| 76 | ISHARES US&INTL HIGH YIELD C | 464286178 | 29,120 | $1.2M | 0.43% |
| 77 | ISHARES FALLEN ANGELS ETF | 46435G474 | 48,673 | $1.2M | 0.43% |
| 78 | UBER TECHNOLOGIES INC | UBER | 19,427 | $893,448 | 0.32% |
| 79 | TELLURIAN INC | 87968A104 | 767,240 | $889,998 | 0.31% |
| 80 | CENOVUS ENERGY INC | CVE | 41,310 | $860,074 | 0.30% |
| 81 | ISHARES MSCI TURKEY ETF | 464286715 | 22,109 | $852,523 | 0.30% |
| 82 | ISHARES MSCI INDIA ETF | 46429B598 | 18,840 | $833,105 | 0.29% |
| 83 | ISHARES MSCI BRAZIL ETF | 464286400 | 26,853 | $823,582 | 0.29% |
| 84 | ISHARES MSCI TAIWAN ETF | 46434G772 | 18,167 | $809,340 | 0.29% |
| 85 | ISHARES MSCI MEXICO ETF | 464286822 | 13,435 | $782,320 | 0.28% |
| 86 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 25,864 | $780,576 | 0.28% |
| 87 | EOG RESOURCES INC | EOG | 6,087 | $771,588 | 0.27% |
| 88 | ISHARES MSCI POLAND ETF | 46429B606 | 43,259 | $740,161 | 0.26% |
| 89 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 22,044 | $732,522 | 0.26% |
| 90 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 23,012 | $728,100 | 0.26% |
| 91 | ISHARES MSCI SPAIN ETF | 464286764 | 25,856 | $711,040 | 0.25% |
| 92 | ISHARES MSCI ITALY ETF | 46434G830 | 22,939 | $697,804 | 0.25% |
| 93 | JABIL INC | JBL | 5,391 | $684,064 | 0.24% |
| 94 | ISHARES MSCI AUSTRIA ETF | 464286202 | 32,933 | $647,245 | 0.23% |
| 95 | APOLLO GLOBAL MANAGEMENT INC | 03769M106 | 7,091 | $636,488 | 0.22% |
| 96 | ISHARES MSCI FRANCE ETF | 464286707 | 17,691 | $629,623 | 0.22% |
| 97 | CANADIAN NATURAL RESOURCES | 136385101 | 9,395 | $607,575 | 0.21% |
| 98 | IMPERIAL OIL LTD | IMO | 9,815 | $604,506 | 0.21% |
| 99 | HF SINCLAIR CORP | DINO | 9,982 | $568,275 | 0.20% |
| 100 | ISHARES MSCI SOUTH KOREA ETF | 464286772 | 9,475 | $558,457 | 0.20% |
| 101 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 17,641 | $541,932 | 0.19% |
| 102 | COUPANG INC | CPNG | 31,798 | $540,566 | 0.19% |
| 103 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 10,764 | $536,370 | 0.19% |
| 104 | CARNIVAL CORP | CUKPF | 38,750 | $531,650 | 0.19% |
| 105 | MERCADOLIBRE INC | MELI | 416 | $527,438 | 0.19% |
| 106 | ROYAL CARIBBEAN CRUISES LTD | V7780T103 | 5,546 | $511,008 | 0.18% |
| 107 | ISHARES MSCI SWITZERLAND ETF | 464286749 | 11,402 | $496,785 | 0.18% |
| 108 | ISHARES MSCI GERMANY ETF | 464286806 | 18,839 | $493,582 | 0.17% |
| 109 | NORWEGIAN CRUISE LINE HOLDIN | NCLH | 29,669 | $488,945 | 0.17% |
| 110 | OVINTIV INC | OVV | 10,085 | $479,743 | 0.17% |
| 111 | HYATT HOTELS CORP - CL A | H | 4,336 | $459,963 | 0.16% |
| 112 | WYNN RESORTS LTD | WYNN | 4,904 | $453,179 | 0.16% |
| 113 | ANTERO RESOURCES CORP | AR | 16,075 | $407,984 | 0.14% |
| 114 | LAS VEGAS SANDS CORP | LVS | 8,663 | $397,112 | 0.14% |
| 115 | ARISTA NETWORKS INC | ANET | 1,622 | $298,334 | 0.11% |
| 116 | DRAFTKINGS INC-CL A | DKNG | 10,076 | $296,637 | 0.10% |
| 117 | HESS CORP | HESM | 1,853 | $283,509 | 0.10% |
| 118 | TRADE DESK INC/THE -CLASS A | 88339J105 | 3,427 | $267,820 | 0.09% |
| 119 | SAREPTA THERAPEUTICS INC | SRPT | 1,974 | $239,288 | 0.08% |
| 120 | MONGODB INC | MDB | 685 | $236,914 | 0.08% |
| 121 | PHINIA INC | PHIN | 8,701 | $233,100 | 0.08% |
| 122 | SNOWFLAKE INC-CLASS A | SNOW | 1,493 | $228,086 | 0.08% |
| 123 | ISHARES NATIONAL MUNI BOND E | 464288414 | 2,202 | $225,793 | 0.08% |
| 124 | FORTINET INC | FTNT | 3,766 | $220,989 | 0.08% |
| 125 | CONFLUENT INC-CLASS A | 20717M103 | 7,335 | $217,189 | 0.08% |
| 126 | DEVON ENERGY CORP | 25179M103 | 4,126 | $196,810 | 0.07% |
| 127 | SHOCKWAVE MEDICAL INC | 82489T104 | 878 | $174,810 | 0.06% |
| 128 | ALBEMARLE CORP | ALB-PA | 971 | $165,109 | 0.06% |
| 129 | ENPHASE ENERGY INC | ENPH | 805 | $96,721 | 0.03% |