Mount Lucas Management LP
- SEC CIK
- 0001185072
- Latest filing
- Aug 10, 2026
Holdings in Q1 2023
Holdings as of Mar 31, 2023, filed May 12, 2023. Long positions only; changes compare share counts with Q4 2022.
- Positions
- 109
- +2 vs. Q4 2022
- Portfolio value
- $293.6M
- −$11.6M (−3.8%) vs. Q4 2022
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| iShares Tr464287457 | 1 3 YR TREAS BD | 422,402 | $34.7M | 11.8% | +93,601+28.5% | Added | – |
| Invesco QQQ Trust Series I46090E103 | ETF | 81,482 | $26.2M | 8.9% | +81,482 | New | – |
| MPCMarathon Petroleum Corp | Stock | 63,432 | $8.55M | 2.9% | +2,430+4.0% | Added | History |
| VLOValero Energy Corp | Stock | 53,543 | $7.47M | 2.5% | +2,176+4.2% | Added | History |
| XOMExxonMobil Holdings Corp | COM | 64,196 | $7.04M | 2.4% | +2,929+4.8% | Added | History |
| PSXPhillips 66 | Stock | 60,587 | $6.14M | 2.1% | +3,107+5.4% | Added | History |
| FANGDiamondback Energy, Inc. | Stock | 44,720 | $6.04M | 2.1% | +2,371+5.6% | Added | History |
| OXYOccidental Petroleum Corp | Stock | 92,133 | $5.75M | 2.0% | +3,942+4.5% | Added | History |
| APAAPA Corp | Stock | 151,799 | $5.47M | 1.9% | +5,366+3.7% | Added | History |
| HPEHewlett Packard Enterprise Co | COM | 339,852 | $5.41M | 1.8% | +21,705+6.8% | Added | History |
| MOSMosaic Co | COM | 112,251 | $5.15M | 1.8% | +4,812+4.5% | Added | History |
| ADMArcher-Daniels-Midland Co | Stock | 61,352 | $4.89M | 1.7% | +3,076+5.3% | Added | History |
| CICigna Group | Stock | 18,630 | $4.76M | 1.6% | +975+5.5% | Added | History |
| AIGAmerican International Group, Inc. | Stock | 90,431 | $4.55M | 1.6% | +4,758+5.6% | Added | History |
| CTRACoterra Energy Inc. | Stock | 173,050 | $4.25M | 1.4% | +6,273+3.8% | Added | History |
| COPConocoPhillips | Stock | 40,188 | $3.99M | 1.4% | +931+2.4% | Added | History |
| NUENucor Corp | COM | 24,890 | $3.84M | 1.3% | +550+2.3% | Added | History |
| PGRProgressive Corp | Stock | 24,944 | $3.57M | 1.2% | +1,061+4.4% | Added | History |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 71,654 | $3.47M | 1.2% | +71,654 | New | – |
| GISGeneral Mills Inc | Stock | 40,331 | $3.45M | 1.2% | +1,653+4.3% | Added | History |
| HSYHershey Co | COM | 13,025 | $3.31M | 1.1% | +509+4.1% | Added | History |
| PXDPioneer Natural Resources Co | COM | 16,164 | $3.30M | 1.1% | +743+4.8% | Added | History |
| CVXChevron Corp | Stock | 19,845 | $3.24M | 1.1% | +928+4.9% | Added | History |
| MROMarathon Oil Corp | COM | 133,399 | $3.20M | 1.1% | +4,630+3.6% | Added | History |
| PEPPepsiCo Inc | Stock | 17,056 | $3.11M | 1.1% | +693+4.2% | Added | History |
| ABBVAbbVie Inc. | Stock | 19,370 | $3.09M | 1.1% | +856+4.6% | Added | History |
| MCKMcKesson Corp | Stock | 8,649 | $3.08M | 1.0% | +374+4.5% | Added | History |
| CORCencora, Inc. | Stock | 19,066 | $3.05M | 1.0% | +719+3.9% | Added | History |
| iShares Tr464288661 | 3 7 YR TREAS BD | 25,758 | $3.03M | 1.0% | +25,758 | New | – |
| RSGRepublic Services, Inc. | COM | 22,380 | $3.03M | 1.0% | +859+4.0% | Added | History |
| GLGlobe Life Inc. | COM | 27,486 | $3.02M | 1.0% | +1,246+4.7% | Added | History |
| AGNCAGNC Investment Corp. | REIT | 298,600 | $3.01M | 1.0% | +298,600 | New | History |
| GPCGenuine Parts Co | Stock | 17,965 | $3.01M | 1.0% | +840+4.9% | Added | History |
| AFLAflac Inc | Stock | 46,196 | $2.98M | 1.0% | +2,198+5.0% | Added | History |
| EQTEQT Corp | Stock | 92,086 | $2.94M | 1.0% | +3,933+4.5% | Added | History |
| JNJJohnson & Johnson | Stock | 18,663 | $2.89M | 1.0% | +908+5.1% | Added | History |
| BMYBristol Myers Squibb Co | Stock | 41,173 | $2.85M | 1.0% | +2,034+5.2% | Added | History |
| UNHUnitedHealth Group Inc | Stock | 6,022 | $2.85M | 1.0% | +226+3.9% | Added | History |
| NLYAnnaly Capital Management Inc | REIT | 148,000 | $2.83M | 1.0% | +148,000 | New | History |
| AMGNAmgen Inc | Stock | 11,622 | $2.81M | 1.0% | +579+5.2% | Added | History |
| Invesco Nasdaq 100 ETF46138G649 | ETF | 21,262 | $2.81M | 1.0% | +21,262 | New | – |
| KOCoca Cola Co | Stock | 45,215 | $2.80M | 1.0% | +1,870+4.3% | Added | History |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 30,100 | $2.80M | 1.0% | +100+0.3% | Added | History |
| KKellanova | Stock | 40,906 | $2.74M | 0.9% | +1,780+4.5% | Added | History |
| WRBBerkley W R Corp | COM | 43,781 | $2.73M | 0.9% | +1,698+4.0% | Added | History |
| JKHYJack Henry & Associates Inc | Stock | 17,840 | $2.69M | 0.9% | +800+4.7% | Added | History |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 123,662 | $2.57M | 0.9% | +25,367+25.8% | Added | – |
| HIGHartford Insurance Group, Inc. | Stock | 36,701 | $2.56M | 0.9% | +1,518+4.3% | Added | History |
| TRVTravelers Companies, Inc. | Stock | 14,692 | $2.52M | 0.9% | +709+5.1% | Added | History |
| iShares Inc464286285 | JP MRGN EM HI BD | 69,734 | $2.46M | 0.8% | +69,734 | New | – |
| CFCF Industries Holdings, Inc. | COM | 33,415 | $2.42M | 0.8% | +1,421+4.4% | Added | History |
| LYBLyondellBasell Industries N.V. | SHS - A - | 25,705 | $2.41M | 0.8% | +18,828+273.8% | Added | History |
| PFGPrincipal Financial Group Inc | COM | 32,038 | $2.38M | 0.8% | +1,668+5.5% | Added | History |
| METMetlife Inc | Stock | 40,245 | $2.33M | 0.8% | +1,712+4.4% | Added | History |
| DOWDow Inc. | Stock | 38,216 | $2.10M | 0.7% | +27,827+267.9% | Added | History |
| HPQHP Inc | Stock | 70,180 | $2.06M | 0.7% | +51,375+273.2% | Added | History |
| CVSCVS Health Corp | Stock | 26,090 | $1.94M | 0.7% | +1,100+4.4% | Added | History |
| TSNTyson Foods, Inc. | Stock | 28,487 | $1.69M | 0.6% | +20,838+272.4% | Added | History |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 45,157 | $1.55M | 0.5% | +45,157 | New | – |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 72,441 | $1.54M | 0.5% | +72,441 | New | – |
| CVECenovus Energy Inc. | COM | 84,037 | $1.47M | 0.5% | −4,591−5.2% | Reduced | History |
| IMOImperial Oil Ltd | COM NEW | 26,681 | $1.36M | 0.5% | −1,436−5.1% | Reduced | History |
| iShares Inc464286178 | US INTL HGH YLD | 29,417 | $1.26M | 0.4% | +29,417 | New | – |
| iShares Tr46434V407 | 0-5YR HI YL CP | 29,853 | $1.24M | 0.4% | +9,734+48.4% | Added | – |
| DINOHF Sinclair Corp | COM | 22,114 | $1.07M | 0.4% | −1,153−5.0% | Reduced | History |
| TELLTellurian Inc. | COM | 767,240 | $943.7K | 0.3% | 00.0% | Unchanged | History |
| iShares Tr46435G474 | FALN ANGLS USD | 35,274 | $891.4K | 0.3% | +35,274 | New | – |
| iShares Tr464289842 | MSCI PERU GL ETF | 28,468 | $867.7K | 0.3% | +18,133+175.5% | Added | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 14,343 | $853.8K | 0.3% | −3,012−17.4% | Reduced | – |
| iShares Inc464286640 | MSCI CHILE ETF | 29,410 | $846.4K | 0.3% | −5,047−14.6% | Reduced | – |
| STLDSteel Dynamics Inc | COM | 7,297 | $825.0K | 0.3% | −404−5.2% | Reduced | History |
| TECKTeck Resources Ltd | CL B | 21,983 | $802.4K | 0.3% | −962−4.2% | Reduced | History |
| Global X FDS37954Y319 | MSCI GREECE ETF | 25,390 | $770.8K | 0.3% | −10,061−28.4% | Reduced | – |
| iShares Inc464286806 | MSCI GERMANY ETF | 26,927 | $766.3K | 0.3% | +26,927 | New | – |
| iShares Inc464286707 | MSCI FRANCE ETF | 20,122 | $760.6K | 0.3% | −4,137−17.1% | Reduced | – |
| iShares Inc464286715 | MSCI TURKEY ETF | 23,301 | $760.1K | 0.3% | −3,637−13.5% | Reduced | – |
| iShares Inc464286814 | MSCI NETHERL ETF | 18,011 | $760.1K | 0.3% | +18,011 | New | – |
| iShares Inc464286764 | MSCI SPAIN ETF | 26,809 | $747.2K | 0.3% | −6,664−19.9% | Reduced | – |
| iShares Inc46434G830 | MSCI ITALY ETF | 24,487 | $745.1K | 0.3% | −5,242−17.6% | Reduced | – |
| iShares Tr46435G334 | MSCI UK ETF NEW | 22,766 | $734.4K | 0.3% | +1,749+8.3% | Added | – |
| EOGEOG Resources Inc | Stock | 6,388 | $732.3K | 0.2% | −271−4.1% | Reduced | History |
| BLDRBuilders FirstSource, Inc. | Stock | 7,958 | $706.5K | 0.2% | −473−5.6% | Reduced | History |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 15,318 | $694.4K | 0.2% | +15,318 | New | – |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 34,276 | $693.9K | 0.2% | +34,276 | New | – |
| iShares Inc464286756 | MSCI SWEDEN ETF | 18,824 | $669.0K | 0.2% | +18,824 | New | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 42,438 | $656.9K | 0.2% | +42,438 | New | – |
| iShares Inc464286749 | MSCI SWITZERLAND | 13,716 | $621.6K | 0.2% | +13,716 | New | – |
| iShares Tr464288281 | JPMORGAN USD EMG | 6,832 | $589.5K | 0.2% | +6,832 | New | – |
| ANAutonation, Inc. | COM | 4,302 | $578.0K | 0.2% | −257−5.6% | Reduced | History |
| iShares Tr464288414 | NATIONAL MUN ETF | 5,097 | $549.2K | 0.2% | +5,097 | New | – |
| CNQCanadian Natural Resources Ltd | COM | 9,779 | $541.3K | 0.2% | −451−4.4% | Reduced | History |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 17,569 | $534.6K | 0.2% | −2,105−10.7% | Reduced | – |
| UALUnited Airlines Holdings, Inc. | COM | 11,553 | $511.2K | 0.2% | −685−5.6% | Reduced | History |
| CARAvis Budget Group, Inc. | COM | 2,596 | $505.7K | 0.2% | −153−5.6% | Reduced | History |
| WLKWestlake Corp | COM | 4,123 | $478.2K | 0.2% | −231−5.3% | Reduced | History |
| CLFCleveland-Cliffs Inc. | COM | 24,505 | $449.2K | 0.2% | −1,451−5.6% | Reduced | History |
| SWNSouthwestern Energy Co | COM | 80,926 | $404.6K | 0.1% | −4,795−5.6% | Reduced | History |
| ARAntero Resources Corp | COM | 17,122 | $395.3K | 0.1% | −1,015−5.6% | Reduced | History |
| OVVOvintiv Inc. | COM | 10,590 | $382.1K | 0.1% | −560−5.0% | Reduced | History |
| iShares Tr464288646 | ISHS 1-5YR INVS | 6,678 | $337.5K | 0.1% | +6,678 | New | – |
Options (4)
Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.
| Security | Class | Puts | Calls |
|---|---|---|---|
| iShares Tr464287904 | CALL | – | $51.3M |
| Disney Walt Co254687906 | CALL | – | $14.0M |
| Sea Ltd81141R900 | CALL | – | $10.4M |
| PayPal Hldgs Inc70450Y903 | CALL | – | $9.49M |
Sold out since Q4 2022 (20)
Positions held at the end of Q4 2022 that are gone from this filing.
| Security | Class | Shares in Q4 2022 | Value in Q4 2022 | % of portfolio in Q4 2022 | History |
|---|---|---|---|---|---|
| Schwab Strategic Tr808524862 | SHT TM US TRES | 744,029 | $35.9M | 11.8% | – |
| Invesco Exchange Traded FD T46137V258 | S&P500 PUR VAL | 324,248 | $25.3M | 8.3% | – |
| iShares Russell 1000 Value ETF464287598 | ETF | 51,963 | $7.88M | 2.6% | – |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 24,200 | $2.62M | 0.9% | – |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 24,016 | $1.69M | 0.6% | – |
| iShares Inc464286103 | MSCI AUST ETF | 67,832 | $1.51M | 0.5% | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 7,429 | $1.01M | 0.3% | – |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 13,410 | $999.7K | 0.3% | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 10,159 | $997.7K | 0.3% | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 11,383 | $995.7K | 0.3% | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 630 | $48.9K | <0.1% | – |
| RJFRaymond James Financial Inc | COM | 277 | $29.6K | <0.1% | History |
| LKQLKQ Corp | COM | 467 | $24.9K | <0.1% | History |
| DFSDiscover Financial Services | COM | 238 | $23.3K | <0.1% | History |
| MSIMotorola Solutions, Inc. | Stock | 54 | $13.9K | <0.1% | History |
| MRSHMarsh & McLennan Companies, Inc. | Stock | 80 | $13.2K | <0.1% | History |
| NDAQNasdaq, Inc. | COM | 198 | $12.1K | <0.1% | History |
| PSAPublic Storage | COM | 41 | $11.5K | <0.1% | History |
| EXRExtra Space Storage Inc. | COM | 68 | $10.0K | <0.1% | History |
| IVZInvesco Ltd. | Stock | 3 | $54 | <0.1% | History |