13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2022-12-31, filed 2023-02-14, with 107 holding rows worth $305,199,753.
- Accession
- 0001140361-23-006693
- Filer
- CIK 1185072
- Filed
- 2023-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2022
A holdings report, 107 entries on the cover page, a total value of $305,199,753 stated on the cover page (in dollars after the unit check, H1), rows summing to $305,199,753 with VALUE read as dollars as filed, 13F file number 028-11021. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Schwab Short Term US Treasury ETF | 808524862 | SHS | 744,029 | $35,891,959 | dollars as filed | |
| ISHARES TR | 464287457 | COM | 328,801 | $26,688,777 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V258 | S&P500 PUR VAL | 324,248 | $25,284,859 | dollars as filed | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 51,963 | $7,880,189 | dollars as filed | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 61,002 | $7,100,023 | dollars as filed | |
| APA CORPORATION COM | 03743Q108 | Stock | 146,433 | $6,835,492 | dollars as filed | |
| EXXON MOBIL CORP | 30231G102 | COM | 61,267 | $6,757,750 | dollars as filed | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 51,367 | $6,516,418 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 57,480 | $5,982,518 | dollars as filed | |
| Cigna Corporation | 125523100 | COM | 17,655 | $5,849,808 | dollars as filed | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 42,349 | $5,792,496 | dollars as filed | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 88,191 | $5,555,151 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 85,673 | $5,417,961 | dollars as filed | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 58,276 | $5,410,927 | dollars as filed | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 318,147 | $5,077,626 | dollars as filed | |
| MOSAIC CO COM | 61945C103 | Stock | 107,439 | $4,713,349 | dollars as filed | |
| ConocoPhillips | 20825C104 | COM | 39,257 | $4,632,326 | dollars as filed | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 166,777 | $4,097,711 | dollars as filed | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 15,421 | $3,522,002 | dollars as filed | |
| MARATHON OIL CORP | 565849106 | COM | 128,769 | $3,485,777 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 18,917 | $3,395,412 | dollars as filed | |
| GENERAL MILLS INC COM | 370334104 | Stock | 38,678 | $3,243,150 | dollars as filed | |
| NUCOR CORP COM | 670346105 | Stock | 24,340 | $3,208,255 | dollars as filed | |
| AFLAC INC COM | 001055102 | Stock | 43,998 | $3,165,216 | dollars as filed | |
| GLOBE LIFE INC | 37959E102 | COM | 26,240 | $3,163,232 | dollars as filed | |
| Johnson & Johnson | 478160104 | COM | 17,755 | $3,136,421 | dollars as filed | |
| MCKESSON CORP COM | 58155Q103 | Stock | 8,275 | $3,104,118 | dollars as filed | |
| Progressive Corporation | 743315103 | COM | 23,883 | $3,097,864 | dollars as filed | |
| UnitedHealth Group Inc | 91324P102 | COM | 5,796 | $3,072,923 | dollars as filed | |
| BERKLEY W R CORP COM | 084423102 | Stock | 42,083 | $3,053,963 | dollars as filed | |
| CENCORA INC COM | 03073E105 | Stock | 18,347 | $3,040,281 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 18,514 | $2,992,048 | dollars as filed | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 17,040 | $2,991,542 | dollars as filed | |
| EQT CORP COM | 26884L109 | Stock | 88,153 | $2,982,216 | dollars as filed | |
| GENUINE PARTS CO COM | 372460105 | Stock | 17,125 | $2,971,359 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 16,363 | $2,956,140 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 11,043 | $2,900,334 | dollars as filed | |
| HERSHEY CO COM | 427866108 | Stock | 12,516 | $2,898,330 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 39,139 | $2,816,051 | dollars as filed | |
| METLIFE INC COM | 59156R108 | Stock | 38,533 | $2,788,633 | dollars as filed | |
| KELLANOVA | 487836108 | COM | 39,126 | $2,787,336 | dollars as filed | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 21,521 | $2,775,994 | dollars as filed | |
| Coca-Cola Company | 191216100 | COM | 43,345 | $2,757,175 | dollars as filed | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 31,994 | $2,725,889 | dollars as filed | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 35,183 | $2,667,927 | dollars as filed | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 13,983 | $2,621,673 | dollars as filed | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 24,200 | $2,618,682 | dollars as filed | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 30,370 | $2,548,650 | dollars as filed | |
| CVS Health Corporation | 126650100 | COM | 24,990 | $2,328,818 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 30,000 | $2,234,700 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 98,295 | $2,017,996 | dollars as filed | |
| CENOVUS ENERGY INC | 15135U109 | COM | 88,628 | $1,720,269 | dollars as filed | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 24,016 | $1,693,128 | dollars as filed | |
| ISHARES INC | 464286103 | MSCI AUST ETF | 67,832 | $1,507,905 | dollars as filed | |
| IMPERIAL OIL LTD COM NEW | 453038408 | Stock | 28,117 | $1,370,423 | dollars as filed | |
| TELLURIAN INC NEW | 87968A104 | COM | 767,240 | $1,288,963 | dollars as filed | |
| HF SINCLAIR CORP COM | 403949100 | Stock | 23,267 | $1,207,325 | dollars as filed | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 7,429 | $1,009,230 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 13,410 | $999,716 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 10,159 | $997,715 | dollars as filed | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 26,938 | $996,706 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 11,383 | $995,671 | dollars as filed | |
| GLOBAL X FDS | 37954Y319 | CMN | 35,451 | $944,415 | dollars as filed | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 12,523 | $941,604 | dollars as filed | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 34,457 | $933,440 | dollars as filed | |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 22,945 | $867,780 | dollars as filed | |
| EOG RES INC COM | 26875P101 | Stock | 6,659 | $862,474 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 17,355 | $858,205 | dollars as filed | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 20,119 | $822,666 | dollars as filed | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 33,473 | $809,377 | dollars as filed | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 24,259 | $803,458 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 29,729 | $800,899 | dollars as filed | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 7,701 | $752,388 | dollars as filed | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 21,017 | $644,381 | dollars as filed | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 19,674 | $597,893 | dollars as filed | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 6,877 | $570,997 | dollars as filed | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 10,230 | $568,072 | dollars as filed | |
| OVINTIV INC | 69047Q102 | COM | 11,150 | $565,417 | dollars as filed | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 18,137 | $562,066 | dollars as filed | |
| BUILDERS FIRSTSOURCE INC COM | 12008R107 | Stock | 8,431 | $547,003 | dollars as filed | |
| DOW HLDGS INC COM | 260557103 | Stock | 10,389 | $523,502 | dollars as filed | |
| HP INC COM | 40434L105 | Stock | 18,805 | $505,290 | dollars as filed | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 85,721 | $501,468 | dollars as filed | |
| AUTONATION INC COM | 05329W102 | Stock | 4,559 | $489,181 | dollars as filed | |
| TYSON FOODS INC CL A | 902494103 | Stock | 7,649 | $476,150 | dollars as filed | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 12,238 | $461,373 | dollars as filed | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 2,749 | $450,644 | dollars as filed | |
| WESTLAKE CORPORATION | 960413102 | COM | 4,354 | $446,459 | dollars as filed | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 25,956 | $418,151 | dollars as filed | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 10,335 | $296,304 | dollars as filed | |
| HESS CORP | 42809H107 | COM | 2,077 | $294,560 | dollars as filed | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 4,456 | $274,089 | dollars as filed | |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 907 | $240,319 | dollars as filed | |
| ALBEMARLE CORP | 012653101 | COM | 1,089 | $236,161 | dollars as filed | |
| MONOLITHIC PWR SYS INC COM | 609839105 | Stock | 654 | $231,261 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 2,588 | $190,218 | dollars as filed | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 4,913 | $181,978 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 630 | $48,938 | dollars as filed | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 277 | $29,597 | dollars as filed | |
| LKQ CORP COM | 501889208 | Stock | 467 | $24,942 | dollars as filed | |
| DISCOVER FINL SVCS | 254709108 | COM | 238 | $23,284 | dollars as filed | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 54 | $13,916 | dollars as filed | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 80 | $13,238 | dollars as filed | |
| NASDAQ INC COM | 631103108 | Stock | 198 | $12,147 | dollars as filed | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 41 | $11,488 | dollars as filed | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 68 | $10,008 | dollars as filed | |
| INVESCO LTD SHS | G491BT108 | Stock | 3 | $54 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-23-006693 | this filing | 2023-02-14 | acceptance time not in the bulk data set |