13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2023-12-31, filed 2024-02-07, with 142 holding rows worth $347,634,303.
- Accession
- 0001140361-24-006062
- Filer
- CIK 1185072
- Filed
- 2024-02-07
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2023
A holdings report, 142 entries on the cover page, a total value of $347,634,303 stated on the cover page (in dollars after the unit check, H1), rows summing to $347,634,303 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 |
|---|---|---|---|---|---|---|
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 500,000 | $38,755,000 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 45,165 | $18,495,971 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 500,000 | $13,500,000 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 500,000 | $12,015,000 | dollars as filed | call |
| PACCAR INC COM | 693718108 | Stock | 68,919 | $6,729,940 | dollars as filed | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 65,383 | $6,590,606 | dollars as filed | |
| PULTE GROUP INC COM | 745867101 | Stock | 61,692 | $6,367,848 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V258 | S&P500 PUR VAL | 75,114 | $6,165,357 | dollars as filed | |
| UNITED RENTALS INC COM | 911363109 | Stock | 10,696 | $6,133,300 | dollars as filed | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 139,045 | $5,593,780 | dollars as filed | |
| LOEWS CORP COM | 540424108 | Stock | 71,771 | $4,994,544 | dollars as filed | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 119,853 | $4,945,135 | dollars as filed | |
| ANNALY CAPITAL MANAGEMENT INC COM NEW | 035710839 | REIT | 244,632 | $4,738,522 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 388,644 | $4,737,570 | dollars as filed | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 480,920 | $4,717,825 | dollars as filed | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 58,475 | $4,700,221 | dollars as filed | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 12,922 | $4,568,961 | dollars as filed | |
| HCA Healthcare Inc | 40412C101 | COM | 16,480 | $4,460,806 | dollars as filed | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 29,779 | $3,488,014 | dollars as filed | |
| ISHARES TR | 464287457 | COM | 42,516 | $3,488,013 | dollars as filed | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 36,184 | $3,487,776 | dollars as filed | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 74,866 | $3,345,013 | dollars as filed | |
| ISHARES INC | 464286103 | MSCI AUST ETF | 136,817 | $3,330,126 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F BETABULDRS JAPAN | 46641Q217 | BETABULDRS JAPAN | 63,406 | $3,330,083 | dollars as filed | |
| SIMPLIFY EXCHANGE TRADED FUN | 82889N525 | MBS ETF | 61,750 | $3,191,858 | dollars as filed | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 41,915 | $3,113,027 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 4,524 | $2,986,202 | dollars as filed | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 14,185 | $2,918,564 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 17,143 | $2,916,024 | dollars as filed | |
| LENNAR CORP CL A | 526057104 | Stock | 19,159 | $2,855,457 | dollars as filed | |
| COPART INC COM | 217204106 | Stock | 57,051 | $2,795,499 | dollars as filed | |
| Boston Scientific Corporation | 101137107 | COM | 48,057 | $2,778,175 | dollars as filed | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 16,766 | $2,764,881 | dollars as filed | |
| CME Group Inc. Class A | 12572Q105 | COM | 13,089 | $2,756,543 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 10,575 | $2,753,201 | dollars as filed | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 5,046 | $2,750,928 | dollars as filed | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 15,135 | $2,702,506 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 100,000 | $2,700,000 | dollars as filed | |
| AUTOZONE INC COM | 053332102 | Stock | 1,029 | $2,660,593 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 8,873 | $2,630,933 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 123,305 | $2,611,600 | dollars as filed | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 35,995 | $2,597,039 | dollars as filed | |
| ISHARES TR | 464288687 | COM | 83,264 | $2,597,004 | dollars as filed | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 110,089 | $2,597,000 | dollars as filed | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 2,686 | $2,551,915 | dollars as filed | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 11,219 | $2,522,929 | dollars as filed | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 43,357 | $2,497,797 | dollars as filed | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 181,643 | $2,495,775 | dollars as filed | |
| Cigna Corporation | 125523100 | COM | 8,310 | $2,488,430 | dollars as filed | |
| LAMB WESTON HLDGS INC | 513272104 | COM | 22,957 | $2,481,422 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 114,238 | $2,478,965 | dollars as filed | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 67,789 | $2,464,130 | dollars as filed | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 22,074 | $2,464,121 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 69,314 | $2,464,113 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 27,668 | $2,464,112 | dollars as filed | |
| CELANESE CORP DEL COM | 150870103 | Stock | 15,822 | $2,458,264 | dollars as filed | |
| Mondelez International,Inc. Class A | 609207105 | COM | 33,640 | $2,436,545 | dollars as filed | |
| SYNCHRONYFINL | 87165B103 | STOK | 63,384 | $2,420,635 | dollars as filed | |
| MCKESSON CORP COM | 58155Q103 | Stock | 5,186 | $2,401,014 | dollars as filed | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 45,917 | $2,389,980 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 48,512 | $2,387,761 | dollars as filed | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 6,082 | $2,363,952 | dollars as filed | |
| Comcast Corp | 20030N101 | COM | 53,474 | $2,344,835 | dollars as filed | |
| HUMANA INC COM | 444859102 | Stock | 5,064 | $2,318,350 | dollars as filed | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 63,959 | $2,297,407 | dollars as filed | |
| ASSURANT INC COM | 04621X108 | Stock | 13,336 | $2,246,983 | dollars as filed | |
| EQT CORP COM | 26884L109 | Stock | 56,461 | $2,182,782 | dollars as filed | |
| DAVITA INC COM | 23918K108 | Stock | 20,783 | $2,177,227 | dollars as filed | |
| SMUCKER J M CO | 832696405 | COM NEW | 17,078 | $2,158,318 | dollars as filed | |
| TAPESTRY INC COM | 876030107 | Stock | 51,500 | $1,895,715 | dollars as filed | |
| HERSHEY CO COM | 427866108 | Stock | 9,619 | $1,793,366 | dollars as filed | |
| BORGWARNER INC COM | 099724106 | Stock | 43,696 | $1,566,502 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 15,000 | $1,560,000 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G649 | COM | 8,808 | $1,484,500 | dollars as filed | |
| Vanguard Real Estate | 922908553 | SHS | 14,696 | $1,298,539 | dollars as filed | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 30,488 | $1,298,484 | dollars as filed | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 27,960 | $1,236,805 | dollars as filed | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 29,292 | $1,236,708 | dollars as filed | |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 13,055 | $1,236,700 | dollars as filed | |
| FLEXSHARES TR | 33939L662 | HIG YLD VL ETF | 30,259 | $1,236,685 | dollars as filed | |
| ISHARES FALLEN ANGELS USD BOND ETF | 46435G474 | ETF | 46,843 | $1,236,655 | dollars as filed | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 9,520 | $1,232,745 | dollars as filed | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 64,912 | $1,203,468 | dollars as filed | |
| Uber Technologies | 90353T100 | COM | 19,420 | $1,195,689 | dollars as filed | |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 53,582 | $1,073,783 | dollars as filed | |
| MERCADOLIBREINC | 58733R102 | STOK | 566 | $889,492 | dollars as filed | |
| DRAFTKINGS INC NEW | 26142V105 | COM CL A | 23,852 | $840,783 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 17,057 | $832,552 | dollars as filed | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 18,087 | $832,545 | dollars as filed | |
| ISHARES TR | 46429B408 | CMN | 32,033 | $832,538 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 23,814 | $832,537 | dollars as filed | |
| ISHARES INC | 46434G814 | MSCI MLY ETF NEW | 39,178 | $832,533 | dollars as filed | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 36,756 | $832,523 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 12,270 | $832,520 | dollars as filed | |
| GLOBAL X FDS | 37954Y319 | CMN | 22,470 | $832,514 | dollars as filed | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 24,215 | $832,512 | dollars as filed | |
| PERMIAN RESOURCES CORP CLASS A COM | 71424F105 | Stock | 54,860 | $746,096 | dollars as filed | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 18,889 | $740,071 | dollars as filed | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 34,245 | $740,034 | dollars as filed | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 24,925 | $740,023 | dollars as filed | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 18,749 | $740,023 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 21,810 | $740,013 | dollars as filed | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 16,581 | $740,010 | dollars as filed | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 24,167 | $739,994 | dollars as filed | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 22,390 | $739,990 | dollars as filed | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 15,330 | $739,979 | dollars as filed | |
| JABIL INC COM | 466313103 | Stock | 5,392 | $686,941 | dollars as filed | |
| APOLLO GLOBAL MGMT INC COM | 03769M106 | Stock | 7,125 | $663,979 | dollars as filed | |
| ARISTA NETWORKS INC | 040413106 | COM | 2,658 | $625,986 | dollars as filed | |
| HYATT HOTELS CORP COM CL A | 448579102 | Stock | 4,339 | $565,849 | dollars as filed | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 4,991 | $541,074 | dollars as filed | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 10,552 | $541,054 | dollars as filed | |
| Schwab US TIPS ETF | 808524870 | SHS | 10,365 | $541,053 | dollars as filed | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 17,687 | $541,045 | dollars as filed | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 12,900 | $541,026 | dollars as filed | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 4,889 | $541,017 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 2,718 | $540,882 | dollars as filed | |
| COUPANG INC | 22266T109 | CL A | 31,785 | $514,599 | dollars as filed | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 2,995 | $494,924 | dollars as filed | |
| VERTIV HOLDINGS CO COM CL A | 92537N108 | Stock | 10,206 | $490,194 | dollars as filed | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 24,272 | $488,838 | dollars as filed | |
| KINROSS GOLD CORP | 496902404 | COM | 80,791 | $488,786 | dollars as filed | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 6,465 | $488,560 | dollars as filed | |
| GXO LOGISTICS INCORPORATED COMMON STOCK | 36262G101 | Stock | 7,947 | $486,039 | dollars as filed | |
| FIRST CTZNS BANCSHARES INC DEL CL A | 31946M103 | Stock | 341 | $483,869 | dollars as filed | |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 39,737 | $452,207 | dollars as filed | |
| WYNN RESORTS LTD | 983134107 | COM | 4,915 | $447,806 | dollars as filed | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 8,694 | $427,832 | dollars as filed | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 11,054 | $356,823 | dollars as filed | |
| MONGODB INC CL A | 60937P106 | Stock | 685 | $280,062 | dollars as filed | |
| PHINIA INC | 71880K101 | COMMON STOCK | 8,836 | $267,642 | dollars as filed | |
| HUBSPOTINC | 443573100 | STOK | 437 | $253,696 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 498 | $246,620 | dollars as filed | |
| THETRADEDESKINCCLASSCLASSA | 88339J105 | STOK | 3,425 | $246,463 | dollars as filed | |
| ZSCALERINC | 98980G102 | STOK | 1,099 | $243,494 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 1,986 | $241,061 | dollars as filed | |
| DOORDASH INC CL A | 25809K105 | Stock | 2,397 | $237,039 | dollars as filed | |
| FORTINET INC COM | 34959E109 | Stock | 3,764 | $220,307 | dollars as filed | |
| SAREPTA THERAPEUTICS INC | 803607100 | COM | 1,972 | $190,160 | dollars as filed | |
| TELLURIAN INC NEW | 87968A104 | COM | 250,000 | $188,900 | dollars as filed | |
| CONFLUENT INC | 20717M103 | CLASS A COM | 7,330 | $171,522 | dollars as filed | |
| SHOCKWAVE MED INC | 82489T104 | COM | 877 | $167,121 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-24-006062 | this filing | 2024-02-07 | acceptance time not in the bulk data set |