Mount Lucas Management LP
- SEC CIK
- 0001185072
- Latest filing
- Aug 10, 2026
Holdings in Q2 2023
Holdings as of Jun 30, 2023, filed Aug 14, 2023. Long positions only; changes compare share counts with Q1 2023.
- Positions
- 137
- +28 vs. Q1 2023
- Portfolio value
- $278.2M
- −$15.4M (−5.2%) vs. Q1 2023
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Invesco Exchange Traded FD T46137V258 | S&P500 PUR VAL | 324,323 | $25.2M | 9.0% | +324,323 | New | – |
| iShares Tr464287457 | 1 3 YR TREAS BD | 166,334 | $13.5M | 4.8% | −256,068−60.6% | Reduced | – |
| CICigna Group | Stock | 24,446 | $6.86M | 2.5% | +5,816+31.2% | Added | History |
| CAHCardinal Health Inc | Stock | 61,866 | $5.85M | 2.1% | +61,866 | New | History |
| EQTEQT Corp | Stock | 137,733 | $5.66M | 2.0% | +45,647+49.6% | Added | History |
| MCKMcKesson Corp | Stock | 12,898 | $5.51M | 2.0% | +4,249+49.1% | Added | History |
| iShares Tr464288661 | 3 7 YR TREAS BD | 42,958 | $4.95M | 1.8% | +17,200+66.8% | Added | – |
| UALUnited Airlines Holdings, Inc. | COM | 69,037 | $3.79M | 1.4% | +57,484+497.6% | Added | History |
| DALDelta Air Lines, Inc. | COM NEW | 75,353 | $3.58M | 1.3% | +75,353 | New | History |
| MPCMarathon Petroleum Corp | Stock | 30,296 | $3.53M | 1.3% | −33,136−52.2% | Reduced | History |
| AALAmerican Airlines Group Inc. | Stock | 190,589 | $3.42M | 1.2% | +190,589 | New | History |
| XOMExxonMobil Holdings Corp | COM | 31,354 | $3.36M | 1.2% | −32,842−51.2% | Reduced | History |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 64,527 | $3.33M | 1.2% | −7,127−9.9% | Reduced | – |
| VLOValero Energy Corp | Stock | 28,104 | $3.30M | 1.2% | −25,439−47.5% | Reduced | History |
| CTRACoterra Energy Inc. | Stock | 128,051 | $3.24M | 1.2% | −44,999−26.0% | Reduced | History |
| AGNCAGNC Investment Corp. | REIT | 309,900 | $3.14M | 1.1% | +11,300+3.8% | Added | History |
| PCARPaccar Inc | COM | 37,462 | $3.13M | 1.1% | +37,462 | New | History |
| PHMPultegroup Inc | COM | 40,149 | $3.12M | 1.1% | +40,149 | New | History |
| NLYAnnaly Capital Management Inc | REIT | 152,800 | $3.06M | 1.1% | +4,800+3.2% | Added | History |
| iShares Inc464286103 | MSCI AUST ETF | 132,471 | $2.99M | 1.1% | +132,471 | New | – |
| COPConocoPhillips | Stock | 28,388 | $2.94M | 1.1% | −11,800−29.4% | Reduced | History |
| MGMMGM Resorts International | Stock | 66,736 | $2.93M | 1.1% | +66,736 | New | History |
| PGRProgressive Corp | Stock | 21,807 | $2.89M | 1.0% | −3,137−12.6% | Reduced | History |
| AFLAflac Inc | Stock | 40,613 | $2.83M | 1.0% | −5,583−12.1% | Reduced | History |
| FFord Motor Co | Stock | 186,332 | $2.82M | 1.0% | +186,332 | New | History |
| URIUnited Rentals, Inc. | COM | 6,326 | $2.82M | 1.0% | +6,326 | New | History |
| PSXPhillips 66 | Stock | 28,971 | $2.76M | 1.0% | −31,616−52.2% | Reduced | History |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 27,090 | $2.73M | 1.0% | −3,010−10.0% | Reduced | History |
| CVXChevron Corp | Stock | 17,318 | $2.72M | 1.0% | −2,527−12.7% | Reduced | History |
| JNJJohnson & Johnson | Stock | 16,424 | $2.72M | 1.0% | −2,239−12.0% | Reduced | History |
| MROMarathon Oil Corp | COM | 117,733 | $2.71M | 1.0% | −15,666−11.7% | Reduced | History |
| OXYOccidental Petroleum Corp | Stock | 45,929 | $2.70M | 1.0% | −46,204−50.1% | Reduced | History |
| GPCGenuine Parts Co | Stock | 15,795 | $2.67M | 1.0% | −2,170−12.1% | Reduced | History |
| LWLamb Weston Holdings, Inc. | Stock | 23,217 | $2.67M | 1.0% | +23,217 | New | History |
| MCDMcDonalds Corp | Stock | 8,919 | $2.66M | 1.0% | +8,919 | New | History |
| BSXBoston Scientific Corp | Stock | 48,868 | $2.64M | 1.0% | +48,868 | New | History |
| GLGlobe Life Inc. | COM | 24,021 | $2.63M | 0.9% | −3,465−12.6% | Reduced | History |
| JKHYJack Henry & Associates Inc | Stock | 15,616 | $2.61M | 0.9% | −2,224−12.5% | Reduced | History |
| ORLYO Reilly Automotive Inc | Stock | 2,732 | $2.61M | 0.9% | +2,732 | New | History |
| AZOAutoZone Inc | COM | 1,045 | $2.61M | 0.9% | +1,045 | New | History |
| State Street SPDR Bloomberg Convertible Securities ETF78464A359 | ETF | 36,960 | $2.59M | 0.9% | +36,960 | New | – |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 120,546 | $2.54M | 0.9% | −3,116−2.5% | Reduced | – |
| MNSTMonster Beverage Corp | COM | 44,082 | $2.53M | 0.9% | +44,082 | New | History |
| GMGeneral Motors Co | COM | 65,572 | $2.53M | 0.9% | +65,572 | New | History |
| SJMJ M SMUCKER Co | Stock | 17,088 | $2.52M | 0.9% | +17,088 | New | History |
| HPEHewlett Packard Enterprise Co | COM | 148,509 | $2.49M | 0.9% | −191,343−56.3% | Reduced | History |
| MDLZMondelez International, Inc. | Stock | 33,778 | $2.46M | 0.9% | +33,778 | New | History |
| LENLennar Corp | CL A | 19,567 | $2.45M | 0.9% | +19,567 | New | History |
| iShares Inc464286285 | JP MRGN EM HI BD | 69,092 | $2.43M | 0.9% | −642−0.9% | Reduced | – |
| HCAHCA Healthcare, Inc. | COM | 7,987 | $2.42M | 0.9% | +7,987 | New | History |
| HSYHershey Co | COM | 9,665 | $2.41M | 0.9% | −3,360−25.8% | Reduced | History |
| iShares Tr464288281 | JPMORGAN USD EMG | 27,701 | $2.40M | 0.9% | +20,869+305.5% | Added | – |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 69,633 | $2.39M | 0.9% | +24,476+54.2% | Added | – |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 108,252 | $2.39M | 0.9% | +35,811+49.4% | Added | – |
| HUMHumana Inc | Stock | 5,305 | $2.37M | 0.9% | +5,305 | New | History |
| iShares Russell 1000 Value ETF464287598 | ETF | 15,005 | $2.37M | 0.9% | +15,005 | New | – |
| BMYBristol Myers Squibb Co | Stock | 36,270 | $2.32M | 0.8% | −4,903−11.9% | Reduced | History |
| FANGDiamondback Energy, Inc. | Stock | 17,539 | $2.30M | 0.8% | −27,181−60.8% | Reduced | History |
| APAAPA Corp | Stock | 67,124 | $2.29M | 0.8% | −84,675−55.8% | Reduced | History |
| AMGNAmgen Inc | Stock | 10,255 | $2.28M | 0.8% | −1,367−11.8% | Reduced | History |
| PXDPioneer Natural Resources Co | COM | 10,895 | $2.26M | 0.8% | −5,269−32.6% | Reduced | History |
| AIGAmerican International Group, Inc. | Stock | 38,941 | $2.24M | 0.8% | −51,490−56.9% | Reduced | History |
| TPRTapestry, Inc. | COM | 51,952 | $2.22M | 0.8% | +51,952 | New | History |
| HIGHartford Insurance Group, Inc. | Stock | 30,458 | $2.19M | 0.8% | −6,243−17.0% | Reduced | History |
| MOSMosaic Co | COM | 62,209 | $2.18M | 0.8% | −50,042−44.6% | Reduced | History |
| PFGPrincipal Financial Group Inc | COM | 26,795 | $2.03M | 0.7% | −5,243−16.4% | Reduced | History |
| EGEverest Group, Ltd. | COM | 5,867 | $2.01M | 0.7% | +5,867 | New | History |
| ADMArcher-Daniels-Midland Co | Stock | 26,303 | $1.99M | 0.7% | −35,049−57.1% | Reduced | History |
| BWABorgwarner Inc | COM | 45,863 | $1.97M | 0.7% | +45,863 | New | History |
| CFCF Industries Holdings, Inc. | COM | 23,515 | $1.63M | 0.6% | −9,900−29.6% | Reduced | History |
| PBRPetrobras - Petroleo Brasileiro SA | SPONSORED ADR | 105,300 | $1.46M | 0.5% | +105,300 | New | History |
| iShares Tr46435G474 | FALN ANGLS USD | 47,387 | $1.20M | 0.4% | +12,113+34.3% | Added | – |
| Flexshares Tr33939L662 | HIG YLD VL ETF | 29,722 | $1.20M | 0.4% | +29,722 | New | – |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 13,009 | $1.20M | 0.4% | +13,009 | New | – |
| iShares Inc464286178 | US INTL HGH YLD | 28,175 | $1.20M | 0.4% | −1,242−4.2% | Reduced | – |
| iShares Tr46434V407 | 0-5YR HI YL CP | 28,822 | $1.19M | 0.4% | −1,031−3.5% | Reduced | – |
| TELLTellurian Inc. | COM | 767,240 | $1.08M | 0.4% | 00.0% | Unchanged | History |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 9,888 | $1.05M | 0.4% | +9,888 | New | – |
| UBERUber Technologies, Inc | Stock | 21,931 | $946.8K | 0.3% | +21,931 | New | History |
| iShares Inc464286400 | MSCI BRAZIL ETF | 27,956 | $906.6K | 0.3% | +27,956 | New | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 46,504 | $891.9K | 0.3% | +4,066+9.6% | Added | – |
| Global X FDS37954Y319 | MSCI GREECE ETF | 23,339 | $866.6K | 0.3% | −2,051−8.1% | Reduced | – |
| iShares Inc464286640 | MSCI CHILE ETF | 28,870 | $842.4K | 0.3% | −540−1.8% | Reduced | – |
| iShares Tr464289842 | MSCI PERU GL ETF | 27,357 | $838.5K | 0.3% | −1,111−3.9% | Reduced | – |
| iShares MSCI India ETF46429B598 | ETF | 18,936 | $827.5K | 0.3% | +18,936 | New | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 13,273 | $825.3K | 0.3% | −1,070−7.5% | Reduced | – |
| CCLCarnival Corp Ltd. | UNIT 99/99/9999 | 43,750 | $823.8K | 0.3% | +43,750 | New | History |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 17,092 | $803.7K | 0.3% | +1,774+11.6% | Added | – |
| iShares Inc464286772 | MSCI STH KOR ETF | 12,578 | $797.2K | 0.3% | +12,578 | New | – |
| iShares Tr46429B309 | MSCI INDONIA ETF | 34,347 | $791.7K | 0.3% | +34,347 | New | – |
| CVECenovus Energy Inc. | COM | 46,394 | $787.8K | 0.3% | −37,643−44.8% | Reduced | History |
| EOGEOG Resources Inc | Stock | 6,827 | $781.3K | 0.3% | +439+6.9% | Added | History |
| iShares Inc46434G830 | MSCI ITALY ETF | 24,124 | $767.9K | 0.3% | −363−1.5% | Reduced | – |
| iShares Inc464286764 | MSCI SPAIN ETF | 26,250 | $758.6K | 0.3% | −559−2.1% | Reduced | – |
| iShares Inc464286707 | MSCI FRANCE ETF | 19,317 | $744.3K | 0.3% | −805−4.0% | Reduced | – |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 36,585 | $742.7K | 0.3% | +2,309+6.7% | Added | – |
| iShares Inc464286806 | MSCI GERMANY ETF | 25,650 | $732.8K | 0.3% | −1,277−4.7% | Reduced | – |
| iShares Inc464286814 | MSCI NETHERL ETF | 16,917 | $732.2K | 0.3% | −1,094−6.1% | Reduced | – |
| NCLHNorwegian Cruise Line Holdings Ltd. | SHS | 33,494 | $729.2K | 0.3% | +33,494 | New | History |
| iShares Inc464286756 | MSCI SWEDEN ETF | 20,440 | $724.0K | 0.3% | +1,616+8.6% | Added | – |
Options (2)
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 |
|---|---|---|---|
| Disney Walt Co254687906 | CALL | – | $12.5M |
| PayPal Hldgs Inc70450Y903 | CALL | – | $8.34M |
Sold out since Q1 2023 (31)
Positions held at the end of Q1 2023 that are gone from this filing.
| Security | Class | Shares in Q1 2023 | Value in Q1 2023 | % of portfolio in Q1 2023 | History |
|---|---|---|---|---|---|
| Invesco QQQ Trust Series I46090E103 | ETF | 81,482 | $26.2M | 8.9% | – |
| NUENucor Corp | COM | 24,890 | $3.84M | 1.3% | History |
| GISGeneral Mills Inc | Stock | 40,331 | $3.45M | 1.2% | History |
| PEPPepsiCo Inc | Stock | 17,056 | $3.11M | 1.1% | History |
| ABBVAbbVie Inc. | Stock | 19,370 | $3.09M | 1.1% | History |
| CORCencora, Inc. | Stock | 19,066 | $3.05M | 1.0% | History |
| RSGRepublic Services, Inc. | COM | 22,380 | $3.03M | 1.0% | History |
| UNHUnitedHealth Group Inc | Stock | 6,022 | $2.85M | 1.0% | History |
| Invesco Nasdaq 100 ETF46138G649 | ETF | 21,262 | $2.81M | 1.0% | – |
| KOCoca Cola Co | Stock | 45,215 | $2.80M | 1.0% | History |
| KKellanova | Stock | 40,906 | $2.74M | 0.9% | History |
| WRBBerkley W R Corp | COM | 43,781 | $2.73M | 0.9% | History |
| TRVTravelers Companies, Inc. | Stock | 14,692 | $2.52M | 0.9% | History |
| LYBLyondellBasell Industries N.V. | SHS - A - | 25,705 | $2.41M | 0.8% | History |
| METMetlife Inc | Stock | 40,245 | $2.33M | 0.8% | History |
| DOWDow Inc. | Stock | 38,216 | $2.10M | 0.7% | History |
| HPQHP Inc | Stock | 70,180 | $2.06M | 0.7% | History |
| CVSCVS Health Corp | Stock | 26,090 | $1.94M | 0.7% | History |
| TSNTyson Foods, Inc. | Stock | 28,487 | $1.69M | 0.6% | History |
| STLDSteel Dynamics Inc | COM | 7,297 | $825.0K | 0.3% | History |
| TECKTeck Resources Ltd | CL B | 21,983 | $802.4K | 0.3% | History |
| BLDRBuilders FirstSource, Inc. | Stock | 7,958 | $706.5K | 0.2% | History |
| ANAutonation, Inc. | COM | 4,302 | $578.0K | 0.2% | History |
| CARAvis Budget Group, Inc. | COM | 2,596 | $505.7K | 0.2% | History |
| WLKWestlake Corp | COM | 4,123 | $478.2K | 0.2% | History |
| CLFCleveland-Cliffs Inc. | COM | 24,505 | $449.2K | 0.2% | History |
| SWNSouthwestern Energy Co | COM | 80,926 | $404.6K | 0.1% | History |
| MPWRMonolithic Power Systems, Inc. | COM | 617 | $308.8K | 0.1% | History |
| MRVLMarvell Technology, Inc. | COM | 4,642 | $201.0K | 0.1% | History |
| DDOGDatadog, Inc. | CL A COM | 2,443 | $177.5K | 0.1% | History |
| iShares Inc464286624 | MSCI THAILND ETF | 1,661 | $121.8K | <0.1% | – |