13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2023-09-30, filed 2023-11-14, with 129 holding rows worth $283,142,799.
- Accession
- 0001140361-23-053158
- Filer
- CIK 1185072
- Filed
- 2023-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2023
A holdings report, 129 entries on the cover page, a total value of $283,142,799 stated on the cover page (in dollars after the unit check, H1), rows summing to $283,142,799 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 |
|---|---|---|---|---|---|---|
| INVESCO EXCHANGE TRADED FD T | 46137V258 | S&P500 PUR VAL | 316,482 | $23,286,746 | dollars as filed | |
| ISHARES TR | 464287457 | COM | 283,452 | $22,951,108 | dollars as filed | |
| ISHARES TR | 464287904 | CALL | 500,000 | $13,265,000 | dollars as filed | call |
| PAYPAL HLDGS INC | 70450Y903 | CALL | 125,000 | $7,307,500 | dollars as filed | call |
| Cigna Corporation | 125523100 | COM | 23,762 | $6,797,595 | dollars as filed | |
| MCKESSON CORP COM | 58155Q103 | Stock | 12,577 | $5,469,108 | dollars as filed | |
| EQT CORP COM | 26884L109 | Stock | 131,479 | $5,335,418 | dollars as filed | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 59,609 | $5,175,253 | dollars as filed | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 25,739 | $3,895,340 | dollars as filed | |
| ANNALY CAPITAL MANAGEMENT INC COM NEW | 035710839 | REIT | 196,600 | $3,698,046 | dollars as filed | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 384,900 | $3,633,456 | dollars as filed | |
| EXXON MOBIL CORP | 30231G102 | COM | 29,725 | $3,495,066 | dollars as filed | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 23,818 | $3,375,249 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 27,629 | $3,319,624 | dollars as filed | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 121,248 | $3,279,758 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F BETABULDRS JAPAN | 46641Q217 | BETABULDRS JAPAN | 64,468 | $3,238,872 | dollars as filed | |
| ConocoPhillips | 20825C104 | COM | 26,976 | $3,231,725 | dollars as filed | |
| AFLAC INC COM | 001055102 | Stock | 40,183 | $3,084,045 | dollars as filed | |
| PACCAR INC COM | 693718108 | Stock | 35,489 | $3,017,275 | dollars as filed | |
| Progressive Corporation | 743315103 | COM | 21,472 | $2,991,050 | dollars as filed | |
| MARATHON OIL CORP | 565849106 | COM | 111,083 | $2,971,470 | dollars as filed | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 43,536 | $2,824,616 | dollars as filed | |
| PULTE GROUP INC COM | 745867101 | Stock | 38,008 | $2,814,492 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 16,526 | $2,786,614 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 10,168 | $2,732,752 | dollars as filed | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 64,487 | $2,727,800 | dollars as filed | |
| UNITED RENTALS INC COM | 911363109 | Stock | 6,087 | $2,706,098 | dollars as filed | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 71,286 | $2,637,582 | dollars as filed | |
| APA CORPORATION COM | 03743Q108 | Stock | 63,844 | $2,623,988 | dollars as filed | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 16,919 | $2,620,415 | dollars as filed | |
| AUTOZONE INC COM | 053332102 | Stock | 1,027 | $2,608,570 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 123,560 | $2,593,524 | dollars as filed | |
| GLOBE LIFE INC | 37959E102 | COM | 23,677 | $2,574,400 | dollars as filed | |
| Boston Scientific Corporation | 101137107 | COM | 48,074 | $2,538,307 | dollars as filed | |
| Johnson & Johnson | 478160104 | COM | 16,273 | $2,534,520 | dollars as filed | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 37,176 | $2,520,533 | dollars as filed | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 143,479 | $2,492,230 | dollars as filed | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 2,689 | $2,443,925 | dollars as filed | |
| HUMANA INC COM | 444859102 | Stock | 5,013 | $2,438,925 | dollars as filed | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 10,525 | $2,416,014 | dollars as filed | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 70,648 | $2,404,858 | dollars as filed | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 107,355 | $2,398,311 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 111,618 | $2,381,772 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 72,085 | $2,371,597 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 27,200 | $2,363,680 | dollars as filed | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 15,410 | $2,329,067 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 8,821 | $2,323,804 | dollars as filed | |
| Mondelez International,Inc. Class A | 609207105 | COM | 33,428 | $2,319,903 | dollars as filed | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 63,020 | $2,316,615 | dollars as filed | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 180,099 | $2,307,068 | dollars as filed | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 43,360 | $2,295,912 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 37,597 | $2,278,378 | dollars as filed | |
| GENUINE PARTS CO COM | 372460105 | Stock | 15,631 | $2,256,804 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 180,739 | $2,244,778 | dollars as filed | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 14,193 | $2,154,781 | dollars as filed | |
| LAMB WESTON HLDGS INC | 513272104 | COM | 22,893 | $2,116,687 | dollars as filed | |
| LENNAR CORP CL A | 526057104 | Stock | 18,831 | $2,113,403 | dollars as filed | |
| MOSAIC CO COM | 61945C103 | Stock | 59,071 | $2,102,928 | dollars as filed | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 5,654 | $2,101,422 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 36,009 | $2,089,962 | dollars as filed | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 29,398 | $2,084,612 | dollars as filed | |
| SMUCKER J M CO | 832696405 | COM NEW | 16,928 | $2,080,620 | dollars as filed | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 63,069 | $2,079,385 | dollars as filed | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 22,675 | $1,944,155 | dollars as filed | |
| HERSHEY CO COM | 427866108 | Stock | 9,562 | $1,913,165 | dollars as filed | |
| HCA Healthcare Inc | 40412C101 | COM | 7,678 | $1,888,634 | dollars as filed | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 25,916 | $1,867,766 | dollars as filed | |
| ISHARES TR | 464288687 | COM | 60,125 | $1,812,769 | dollars as filed | |
| BORGWARNER INC COM | 099724106 | Stock | 43,342 | $1,749,717 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 20,561 | $1,696,694 | dollars as filed | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 16,410 | $1,695,481 | dollars as filed | |
| TAPESTRY INC COM | 876030107 | Stock | 50,367 | $1,448,051 | dollars as filed | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 29,786 | $1,222,120 | dollars as filed | |
| FLEXSHARES TR | 33939L662 | HIG YLD VL ETF | 30,591 | $1,216,298 | dollars as filed | |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 13,405 | $1,211,812 | dollars as filed | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 29,120 | $1,208,911 | dollars as filed | |
| ISHARES FALLEN ANGELS USD BOND ETF | 46435G474 | ETF | 48,673 | $1,207,090 | dollars as filed | |
| Uber Technologies | 90353T100 | COM | 19,427 | $893,448 | dollars as filed | |
| TELLURIAN INC NEW | 87968A104 | COM | 767,240 | $889,998 | dollars as filed | |
| CENOVUS ENERGY INC | 15135U109 | COM | 41,310 | $860,074 | dollars as filed | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 22,109 | $852,523 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 18,840 | $833,105 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 26,853 | $823,582 | dollars as filed | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 18,167 | $809,340 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 13,435 | $782,320 | dollars as filed | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 25,864 | $780,576 | dollars as filed | |
| EOG RES INC COM | 26875P101 | Stock | 6,087 | $771,588 | dollars as filed | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 43,259 | $740,161 | dollars as filed | |
| GLOBAL X FDS | 37954Y319 | CMN | 22,044 | $732,522 | dollars as filed | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 23,012 | $728,100 | dollars as filed | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 25,856 | $711,040 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 22,939 | $697,804 | dollars as filed | |
| JABIL INC COM | 466313103 | Stock | 5,391 | $684,064 | dollars as filed | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 32,933 | $647,245 | dollars as filed | |
| APOLLO GLOBAL MGMT INC COM | 03769M106 | Stock | 7,091 | $636,488 | dollars as filed | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 17,691 | $629,623 | dollars as filed | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 9,395 | $607,575 | dollars as filed | |
| IMPERIAL OIL LTD COM NEW | 453038408 | Stock | 9,815 | $604,506 | dollars as filed | |
| HF SINCLAIR CORP COM | 403949100 | Stock | 9,982 | $568,275 | dollars as filed | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 9,475 | $558,457 | dollars as filed | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 17,641 | $541,932 | dollars as filed | |
| COUPANG INC | 22266T109 | CL A | 31,798 | $540,566 | dollars as filed | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 10,764 | $536,370 | dollars as filed | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 38,750 | $531,650 | dollars as filed | |
| MERCADOLIBREINC | 58733R102 | STOK | 416 | $527,438 | dollars as filed | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 5,546 | $511,008 | dollars as filed | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 11,402 | $496,785 | dollars as filed | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 18,839 | $493,582 | dollars as filed | |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 29,669 | $488,945 | dollars as filed | |
| OVINTIV INC | 69047Q102 | COM | 10,085 | $479,743 | dollars as filed | |
| HYATT HOTELS CORP COM CL A | 448579102 | Stock | 4,336 | $459,963 | dollars as filed | |
| WYNN RESORTS LTD | 983134107 | COM | 4,904 | $453,179 | dollars as filed | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 16,075 | $407,984 | dollars as filed | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 8,663 | $397,112 | dollars as filed | |
| ARISTA NETWORKS INC | 040413106 | COM | 1,622 | $298,334 | dollars as filed | |
| DRAFTKINGS INC NEW | 26142V105 | COM CL A | 10,076 | $296,637 | dollars as filed | |
| HESS CORP | 42809H107 | COM | 1,853 | $283,509 | dollars as filed | |
| THETRADEDESKINCCLASSCLASSA | 88339J105 | STOK | 3,427 | $267,820 | dollars as filed | |
| SAREPTA THERAPEUTICS INC | 803607100 | COM | 1,974 | $239,288 | dollars as filed | |
| MONGODB INC CL A | 60937P106 | Stock | 685 | $236,914 | dollars as filed | |
| PHINIA INC | 71880K101 | COMMON STOCK | 8,701 | $233,100 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 1,493 | $228,086 | dollars as filed | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 2,202 | $225,793 | dollars as filed | |
| FORTINET INC COM | 34959E109 | Stock | 3,766 | $220,989 | dollars as filed | |
| CONFLUENT INC | 20717M103 | CLASS A COM | 7,335 | $217,189 | dollars as filed | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 4,126 | $196,810 | dollars as filed | |
| SHOCKWAVE MED INC | 82489T104 | COM | 878 | $174,810 | dollars as filed | |
| ALBEMARLE CORP | 012653101 | COM | 971 | $165,109 | dollars as filed | |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 805 | $96,721 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-23-053158 | this filing | 2023-11-14 | acceptance time not in the bulk data set |