13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2023-03-31, filed 2023-05-12, with 113 holding rows worth $378,803,085.
- Accession
- 0001140361-23-024323
- Filer
- CIK 1185072
- Filed
- 2023-05-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2023
A holdings report, 113 entries on the cover page, a total value of $378,803,085 stated on the cover page (in dollars after the unit check, H1), rows summing to $378,803,085 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 |
|---|---|---|---|---|---|---|
| ISHARES TR | 464287904 | CALL | 1,300,000 | $51,298,000 | dollars as filed | call |
| ISHARES TR | 464287457 | COM | 422,402 | $34,704,548 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 81,482 | $26,150,018 | dollars as filed | |
| DISNEY WALT CO | 254687906 | COM | 140,000 | $14,018,200 | dollars as filed | call |
| SEA LTD | 81141R900 | CALL | 120,000 | $10,386,000 | dollars as filed | call |
| PAYPAL HLDGS INC | 70450Y903 | CALL | 125,000 | $9,492,500 | dollars as filed | call |
| MARATHON PETE CORP COM | 56585A102 | Stock | 63,432 | $8,552,537 | dollars as filed | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 53,543 | $7,474,603 | dollars as filed | |
| EXXON MOBIL CORP | 30231G102 | COM | 64,196 | $7,039,733 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 60,587 | $6,142,310 | dollars as filed | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 44,720 | $6,044,802 | dollars as filed | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 92,133 | $5,751,863 | dollars as filed | |
| APA CORPORATION COM | 03743Q108 | Stock | 151,799 | $5,473,872 | dollars as filed | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 339,852 | $5,413,842 | dollars as filed | |
| MOSAIC CO COM | 61945C103 | Stock | 112,251 | $5,150,076 | dollars as filed | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 61,352 | $4,887,300 | dollars as filed | |
| Cigna Corporation | 125523100 | COM | 18,630 | $4,760,524 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 90,431 | $4,554,105 | dollars as filed | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 173,050 | $4,246,647 | dollars as filed | |
| ConocoPhillips | 20825C104 | COM | 40,188 | $3,987,051 | dollars as filed | |
| NUCOR CORP COM | 670346105 | Stock | 24,890 | $3,844,758 | dollars as filed | |
| Progressive Corporation | 743315103 | COM | 24,944 | $3,568,489 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F BETABULDRS JAPAN | 46641Q217 | BETABULDRS JAPAN | 71,654 | $3,468,054 | dollars as filed | |
| GENERAL MILLS INC COM | 370334104 | Stock | 40,331 | $3,446,687 | dollars as filed | |
| HERSHEY CO COM | 427866108 | Stock | 13,025 | $3,313,690 | dollars as filed | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 16,164 | $3,301,335 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 19,845 | $3,237,910 | dollars as filed | |
| MARATHON OIL CORP | 565849106 | COM | 133,399 | $3,196,240 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 17,056 | $3,109,309 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 19,370 | $3,086,997 | dollars as filed | |
| MCKESSON CORP COM | 58155Q103 | Stock | 8,649 | $3,079,476 | dollars as filed | |
| CENCORA INC COM | 03073E105 | Stock | 19,066 | $3,052,657 | dollars as filed | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 25,758 | $3,030,429 | dollars as filed | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 22,380 | $3,026,224 | dollars as filed | |
| GLOBE LIFE INC | 37959E102 | COM | 27,486 | $3,024,010 | dollars as filed | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 298,600 | $3,009,888 | dollars as filed | |
| GENUINE PARTS CO COM | 372460105 | Stock | 17,965 | $3,005,724 | dollars as filed | |
| AFLAC INC COM | 001055102 | Stock | 46,196 | $2,980,566 | dollars as filed | |
| EQT CORP COM | 26884L109 | Stock | 92,086 | $2,938,464 | dollars as filed | |
| Johnson & Johnson | 478160104 | COM | 18,663 | $2,892,765 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 41,173 | $2,853,701 | dollars as filed | |
| UnitedHealth Group Inc | 91324P102 | COM | 6,022 | $2,845,937 | dollars as filed | |
| ANNALY CAPITAL MANAGEMENT INC COM NEW | 035710839 | REIT | 148,000 | $2,828,280 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 11,622 | $2,809,619 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G649 | COM | 21,262 | $2,806,797 | dollars as filed | |
| Coca-Cola Company | 191216100 | COM | 45,215 | $2,804,686 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 30,100 | $2,799,902 | dollars as filed | |
| KELLANOVA | 487836108 | COM | 40,906 | $2,739,066 | dollars as filed | |
| BERKLEY W R CORP COM | 084423102 | Stock | 43,781 | $2,725,805 | dollars as filed | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 17,840 | $2,688,845 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 123,662 | $2,572,170 | dollars as filed | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 36,701 | $2,557,693 | dollars as filed | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 14,692 | $2,518,356 | dollars as filed | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 69,734 | $2,457,426 | dollars as filed | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 33,415 | $2,422,253 | dollars as filed | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 25,705 | $2,413,442 | dollars as filed | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 32,038 | $2,381,064 | dollars as filed | |
| METLIFE INC COM | 59156R108 | Stock | 40,245 | $2,331,795 | dollars as filed | |
| DOW HLDGS INC COM | 260557103 | Stock | 38,216 | $2,095,001 | dollars as filed | |
| HP INC COM | 40434L105 | Stock | 70,180 | $2,059,783 | dollars as filed | |
| CVS Health Corporation | 126650100 | COM | 26,090 | $1,938,748 | dollars as filed | |
| TYSON FOODS INC CL A | 902494103 | Stock | 28,487 | $1,689,849 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 45,157 | $1,547,982 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 72,441 | $1,535,749 | dollars as filed | |
| CENOVUS ENERGY INC | 15135U109 | COM | 84,037 | $1,467,286 | dollars as filed | |
| IMPERIAL OIL LTD COM NEW | 453038408 | Stock | 26,681 | $1,355,662 | dollars as filed | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 29,417 | $1,259,636 | dollars as filed | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 29,853 | $1,244,273 | dollars as filed | |
| HF SINCLAIR CORP COM | 403949100 | Stock | 22,114 | $1,069,875 | dollars as filed | |
| TELLURIAN INC NEW | 87968A104 | COM | 767,240 | $943,705 | dollars as filed | |
| ISHARES FALLEN ANGELS USD BOND ETF | 46435G474 | ETF | 35,274 | $891,374 | dollars as filed | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 28,468 | $867,705 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 14,343 | $853,839 | dollars as filed | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 29,410 | $846,420 | dollars as filed | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 7,297 | $824,999 | dollars as filed | |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 21,983 | $802,380 | dollars as filed | |
| GLOBAL X FDS | 37954Y319 | CMN | 25,390 | $770,840 | dollars as filed | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 26,927 | $766,342 | dollars as filed | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 20,122 | $760,612 | dollars as filed | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 23,301 | $760,079 | dollars as filed | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 18,011 | $760,064 | dollars as filed | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 26,809 | $747,167 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 24,487 | $745,139 | dollars as filed | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 22,766 | $734,431 | dollars as filed | |
| EOG RES INC COM | 26875P101 | Stock | 6,388 | $732,256 | dollars as filed | |
| BUILDERS FIRSTSOURCE INC COM | 12008R107 | Stock | 7,958 | $706,511 | dollars as filed | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 15,318 | $694,365 | dollars as filed | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 34,276 | $693,942 | dollars as filed | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 18,824 | $669,005 | dollars as filed | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 42,438 | $656,940 | dollars as filed | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 13,716 | $621,609 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 6,832 | $589,465 | dollars as filed | |
| AUTONATION INC COM | 05329W102 | Stock | 4,302 | $578,017 | dollars as filed | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 5,097 | $549,151 | dollars as filed | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 9,779 | $541,268 | dollars as filed | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 17,569 | $534,625 | dollars as filed | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 11,553 | $511,220 | dollars as filed | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 2,596 | $505,701 | dollars as filed | |
| WESTLAKE CORPORATION | 960413102 | COM | 4,123 | $478,186 | dollars as filed | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 24,505 | $449,177 | dollars as filed | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 80,926 | $404,630 | dollars as filed | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 17,122 | $395,347 | dollars as filed | |
| OVINTIV INC | 69047Q102 | COM | 10,590 | $382,087 | dollars as filed | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 6,678 | $337,506 | dollars as filed | |
| MONOLITHIC PWR SYS INC COM | 609839105 | Stock | 617 | $308,833 | dollars as filed | |
| HESS CORP | 42809H107 | COM | 1,965 | $260,048 | dollars as filed | |
| ALBEMARLE CORP | 012653101 | COM | 1,031 | $227,892 | dollars as filed | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 4,284 | $216,813 | dollars as filed | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 4,642 | $200,999 | dollars as filed | |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 856 | $180,000 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 2,443 | $177,508 | dollars as filed | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 1,661 | $121,834 | dollars as filed | |
| ISHARES TR | 46429B408 | CMN | 1,490 | $40,170 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-23-024323 | this filing | 2023-05-12 | acceptance time not in the bulk data set |