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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q3 2023

Holdings as of Sep 30, 2023, filed Nov 14, 2023. Long positions only; changes compare share counts with Q2 2023.

Institution overview
Positions
127
−10 vs. Q2 2023
Portfolio value
$262.6M
−$15.6M (−5.6%) vs. Q2 2023
Filed
Nov 14, 2023
SEC
Holdings of Mount Lucas Management LP in Q3 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL316,482$23.3M8.9%−7,841−2.4%Reduced–
iShares Tr4642874571 3 YR TREAS BD283,452$23.0M8.7%+117,118+70.4%Added–
CICigna GroupStock23,762$6.80M2.6%−684−2.8%ReducedHistory
MCKMcKesson CorpStock12,577$5.47M2.1%−321−2.5%ReducedHistory
EQTEQT CorpStock131,479$5.34M2.0%−6,254−4.5%ReducedHistory
CAHCardinal Health IncStock59,609$5.18M2.0%−2,257−3.6%ReducedHistory
MPCMarathon Petroleum CorpStock25,739$3.90M1.5%−4,557−15.0%ReducedHistory
NLYAnnaly Capital Management IncREIT196,600$3.70M1.4%+43,800+28.7%AddedHistory
AGNCAGNC Investment Corp.REIT384,900$3.63M1.4%+75,000+24.2%AddedHistory
XOMExxonMobil Holdings CorpCOM29,725$3.50M1.3%−1,629−5.2%ReducedHistory
VLOValero Energy CorpStock23,818$3.38M1.3%−4,286−15.3%ReducedHistory
PSXPhillips 66Stock27,629$3.32M1.3%−1,342−4.6%ReducedHistory
CTRACoterra Energy Inc.Stock121,248$3.28M1.2%−6,803−5.3%ReducedHistory
J P Morgan Exchange Traded F46641Q217BETABULDRS JAPAN64,468$3.24M1.2%−59−0.1%Reduced–
COPConocoPhillipsStock26,976$3.23M1.2%−1,412−5.0%ReducedHistory
AFLAflac IncStock40,183$3.08M1.2%−430−1.1%ReducedHistory
PCARPaccar IncCOM35,489$3.02M1.1%−1,973−5.3%ReducedHistory
PGRProgressive CorpStock21,472$2.99M1.1%−335−1.5%ReducedHistory
MROMarathon Oil CorpCOM111,083$2.97M1.1%−6,650−5.6%ReducedHistory
OXYOccidental Petroleum CorpStock43,536$2.82M1.1%−2,393−5.2%ReducedHistory
PHMPultegroup IncCOM38,008$2.81M1.1%−2,141−5.3%ReducedHistory
CVXChevron CorpStock16,526$2.79M1.1%−792−4.6%ReducedHistory
AMGNAmgen IncStock10,168$2.73M1.0%−87−0.8%ReducedHistory
UALUnited Airlines Holdings, Inc.COM64,487$2.73M1.0%−4,550−6.6%ReducedHistory
URIUnited Rentals, Inc.COM6,087$2.71M1.0%−239−3.8%ReducedHistory
DALDelta Air Lines, Inc.COM NEW71,286$2.64M1.0%−4,067−5.4%ReducedHistory
APAAPA CorpStock63,844$2.62M1.0%−3,280−4.9%ReducedHistory
FANGDiamondback Energy, Inc.Stock16,919$2.62M1.0%−620−3.5%ReducedHistory
AZOAutoZone IncCOM1,027$2.61M1.0%−18−1.7%ReducedHistory
Invesco Exch Traded FD Tr II46138G508SR LN ETF123,560$2.59M1.0%+3,014+2.5%Added–
GLGlobe Life Inc.COM23,677$2.57M1.0%−344−1.4%ReducedHistory
BSXBoston Scientific CorpStock48,074$2.54M1.0%−794−1.6%ReducedHistory
JNJJohnson & JohnsonStock16,273$2.53M1.0%−151−0.9%ReducedHistory
State Street SPDR Bloomberg Convertible Securities ETF78464A359ETF37,176$2.52M1.0%+216+0.6%Added–
HPEHewlett Packard Enterprise CoCOM143,479$2.49M0.9%−5,030−3.4%ReducedHistory
ORLYO Reilly Automotive IncStock2,689$2.44M0.9%−43−1.6%ReducedHistory
HUMHumana IncStock5,013$2.44M0.9%−292−5.5%ReducedHistory
PXDPioneer Natural Resources CoCOM10,525$2.42M0.9%−370−3.4%ReducedHistory
iShares Inc464286285JP MRGN EM HI BD70,648$2.40M0.9%+1,556+2.3%Added–
iShares Tr46435G342MORTGE REL ETF107,355$2.40M0.9%+107,355New–
Invesco Exchange Traded FD T46137V399S&P500 BUY WRT111,618$2.38M0.9%+3,366+3.1%Added–
SPDR Index Shs FDS78463X772ST S&P INTL ETF72,085$2.37M0.9%+2,452+3.5%Added–
TSMTaiwan Semiconductor Manufacturing Co LtdADR27,200$2.36M0.9%+110+0.4%AddedHistory
JKHYJack Henry & Associates IncStock15,410$2.33M0.9%−206−1.3%ReducedHistory
MCDMcDonalds CorpStock8,821$2.32M0.9%−98−1.1%ReducedHistory
MDLZMondelez International, Inc.Stock33,428$2.32M0.9%−350−1.0%ReducedHistory
MGMMGM Resorts InternationalStock63,020$2.32M0.9%−3,716−5.6%ReducedHistory
AALAmerican Airlines Group Inc.Stock180,099$2.31M0.9%−10,490−5.5%ReducedHistory
MNSTMonster Beverage CorpCOM43,360$2.30M0.9%−722−1.6%ReducedHistory
AIGAmerican International Group, Inc.Stock37,597$2.28M0.9%−1,344−3.5%ReducedHistory
GPCGenuine Parts CoStock15,631$2.26M0.9%−164−1.0%ReducedHistory
FFord Motor CoStock180,739$2.24M0.9%−5,593−3.0%ReducedHistory
iShares Russell 1000 Value ETF464287598ETF14,193$2.15M0.8%−812−5.4%Reduced–
LWLamb Weston Holdings, Inc.Stock22,893$2.12M0.8%−324−1.4%ReducedHistory
LENLennar CorpCL A18,831$2.11M0.8%−736−3.8%ReducedHistory
MOSMosaic CoCOM59,071$2.10M0.8%−3,138−5.0%ReducedHistory
EGEverest Group, Ltd.COM5,654$2.10M0.8%−213−3.6%ReducedHistory
BMYBristol Myers Squibb CoStock36,009$2.09M0.8%−261−0.7%ReducedHistory
HIGHartford Insurance Group, Inc.Stock29,398$2.08M0.8%−1,060−3.5%ReducedHistory
SJMJ M SMUCKER CoStock16,928$2.08M0.8%−160−0.9%ReducedHistory
GMGeneral Motors CoCOM63,069$2.08M0.8%−2,503−3.8%ReducedHistory
CFCF Industries Holdings, Inc.COM22,675$1.94M0.7%−840−3.6%ReducedHistory
HSYHershey CoCOM9,562$1.91M0.7%−103−1.1%ReducedHistory
HCAHCA Healthcare, Inc.COM7,678$1.89M0.7%−309−3.9%ReducedHistory
PFGPrincipal Financial Group IncCOM25,916$1.87M0.7%−879−3.3%ReducedHistory
iShares Tr464288687PFD AND INCM SEC60,125$1.81M0.7%+60,125New–
BWABorgwarner IncCOM43,342$1.75M0.7%−2,521−5.5%ReducedHistory
iShares Tr464288281JPMORGAN USD EMG20,561$1.70M0.6%−7,140−25.8%Reduced–
Vanguard High Dividend Yield Index ETF921946406ETF16,410$1.70M0.6%+6,522+66.0%Added–
TPRTapestry, Inc.COM50,367$1.45M0.6%−1,585−3.1%ReducedHistory
iShares Tr46434V4070-5YR HI YL CP29,786$1.22M0.5%+964+3.3%Added–
Flexshares Tr33939L662HIG YLD VL ETF30,591$1.22M0.5%+869+2.9%Added–
SPDR Series Trust78468R622ST BLOO HIGH ETF13,405$1.21M0.5%+396+3.0%Added–
iShares Inc464286178US INTL HGH YLD29,120$1.21M0.5%+945+3.4%Added–
iShares Tr46435G474FALN ANGLS USD48,673$1.21M0.5%+1,286+2.7%Added–
UBERUber Technologies, IncStock19,427$893.4K0.3%−2,504−11.4%ReducedHistory
TELLTellurian Inc.COM767,240$890.0K0.3%00.0%UnchangedHistory
CVECenovus Energy Inc.COM41,310$860.1K0.3%−5,084−11.0%ReducedHistory
iShares Inc464286715MSCI TURKEY ETF22,109$852.5K0.3%+6,003+37.3%Added–
iShares MSCI India ETF46429B598ETF18,840$833.1K0.3%−96−0.5%Reduced–
iShares Inc464286400MSCI BRAZIL ETF26,853$823.6K0.3%−1,103−3.9%Reduced–
iShares Inc46434G772MSCI TAIWAN ETF18,167$809.3K0.3%+1,075+6.3%Added–
iShares Inc464286822MSCI MEXICO ETF13,435$782.3K0.3%+162+1.2%Added–
iShares Tr464289842MSCI PERU GL ETF25,864$780.6K0.3%−1,493−5.5%Reduced–
EOGEOG Resources IncStock6,087$771.6K0.3%−740−10.8%ReducedHistory
iShares Tr46429B606MSCI POLAND ETF43,259$740.2K0.3%−3,245−7.0%Reduced–
Global X FDS37954Y319MSCI GREECE ETF22,044$732.5K0.3%−1,295−5.5%Reduced–
iShares Tr46435G334MSCI UK ETF NEW23,012$728.1K0.3%+657+2.9%Added–
iShares Inc464286764MSCI SPAIN ETF25,856$711.0K0.3%−394−1.5%Reduced–
iShares Inc46434G830MSCI ITALY ETF22,939$697.8K0.3%−1,185−4.9%Reduced–
JBLJabil IncStock5,391$684.1K0.3%−690−11.3%ReducedHistory
iShares Inc464286202MSCI AUSTRIA ETF32,933$647.2K0.2%−3,652−10.0%Reduced–
APOApollo Global Management, Inc.COM7,091$636.5K0.2%−873−11.0%ReducedHistory
iShares Inc464286707MSCI FRANCE ETF17,691$629.6K0.2%−1,626−8.4%Reduced–
CNQCanadian Natural Resources LtdCOM9,395$607.6K0.2%−1,099−10.5%ReducedHistory
IMOImperial Oil LtdCOM NEW9,815$604.5K0.2%−1,195−10.9%ReducedHistory
DINOHF Sinclair CorpCOM9,982$568.3K0.2%−1,199−10.7%ReducedHistory
iShares Inc464286772MSCI STH KOR ETF9,475$558.5K0.2%−3,103−24.7%Reduced–
SPDR Series Trust78468R200ST STR RATE ETF17,641$541.9K0.2%+799+4.7%Added–
CPNGCoupang, Inc.CL A31,798$540.6K0.2%−4,101−11.4%ReducedHistory

Options (2)

Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.

Option positions of Mount Lucas Management LP in Q3 2023
SecurityClassPutsCalls
iShares Tr464287904CALL–$13.3M
PayPal Hldgs Inc70450Y903CALL–$7.31M

Sold out since Q2 2023 (13)

Positions held at the end of Q2 2023 that are gone from this filing.

Positions of Mount Lucas Management LP sold out since Q2 2023
SecurityClassShares in Q2 2023Value in Q2 2023% of portfolio in Q2 2023History
iShares Tr4642886613 7 YR TREAS BD42,958$4.95M1.8%–
iShares Inc464286103MSCI AUST ETF132,471$2.99M1.1%–
ADMArcher-Daniels-Midland CoStock26,303$1.99M0.7%History
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR105,300$1.46M0.5%History
iShares Inc464286640MSCI CHILE ETF28,870$842.4K0.3%–
iShares Tr46429B309MSCI INDONIA ETF34,347$791.7K0.3%–
iShares Inc464286814MSCI NETHERL ETF16,917$732.2K0.3%–
iShares Inc464286756MSCI SWEDEN ETF20,440$724.0K0.3%–
FHNFirst Horizon CorpCOM60,750$684.7K0.2%History
ACGLArch Capital Group Ltd.Stock8,000$598.8K0.2%History
iShares Iboxx $ Investment Grade Corporate Bond ETF464287242ETF4,789$517.9K0.2%–
SPDR Series Trust78464A490ST STR FTSE ETF11,358$474.3K0.2%–
iShares Tr46429B408MSCI PHILIPS ETF103$2.68K<0.1%–