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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q4 2023

Holdings as of Dec 31, 2023, filed Feb 7, 2024. Long positions only; changes compare share counts with Q3 2023.

Institution overview
Positions
139
+12 vs. Q3 2023
Portfolio value
$283.4M
+$20.8M (+7.9%) vs. Q3 2023
Filed
Feb 7, 2024
SEC
Holdings of Mount Lucas Management LP in Q4 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
Invesco QQQ Trust Series I46090E103ETF45,165$18.5M6.5%+45,165New–
PCARPaccar IncCOM68,919$6.73M2.4%+33,430+94.2%AddedHistory
CAHCardinal Health IncStock65,383$6.59M2.3%+5,774+9.7%AddedHistory
PHMPultegroup IncCOM61,692$6.37M2.2%+23,684+62.3%AddedHistory
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL75,114$6.17M2.2%−241,368−76.3%Reduced–
URIUnited Rentals, Inc.COM10,696$6.13M2.2%+4,609+75.7%AddedHistory
DALDelta Air Lines, Inc.COM NEW139,045$5.59M2.0%+67,759+95.1%AddedHistory
LLoews CorpCOM71,771$4.99M1.8%+71,771NewHistory
UALUnited Airlines Holdings, Inc.COM119,853$4.95M1.7%+55,366+85.9%AddedHistory
NLYAnnaly Capital Management IncREIT244,632$4.74M1.7%+48,032+24.4%AddedHistory
FFord Motor CoStock388,644$4.74M1.7%+207,905+115.0%AddedHistory
AGNCAGNC Investment Corp.REIT480,920$4.72M1.7%+96,020+24.9%AddedHistory
HIGHartford Insurance Group, Inc.Stock58,475$4.70M1.7%+29,077+98.9%AddedHistory
EGEverest Group, Ltd.COM12,922$4.57M1.6%+7,268+128.5%AddedHistory
HCAHCA Healthcare, Inc.COM16,480$4.46M1.6%+8,802+114.6%AddedHistory
iShares Tr4642886613 7 YR TREAS BD29,779$3.49M1.2%+29,779New–
iShares Tr4642874571 3 YR TREAS BD42,516$3.49M1.2%−240,936−85.0%Reduced–
iShares Tr4642874407-10 YR TRSY BD36,184$3.49M1.2%+36,184New–
MGMMGM Resorts InternationalStock74,866$3.35M1.2%+11,846+18.8%AddedHistory
iShares Inc464286103MSCI AUST ETF136,817$3.33M1.2%+136,817New–
J P Morgan Exchange Traded F46641Q217BETABULDRS JAPAN63,406$3.33M1.2%−1,062−1.6%Reduced–
Simplify Exchange Traded Fun82889N525MBS ETF61,750$3.19M1.1%+61,750New–
ACGLArch Capital Group Ltd.Stock41,915$3.11M1.1%+41,915NewHistory
COSTCostco Wholesale CorpStock4,524$2.99M1.1%+4,524NewHistory
BRBroadridge Financial Solutions, Inc.Stock14,185$2.92M1.0%+14,185NewHistory
JPMJPMorgan Chase & CoStock17,143$2.92M1.0%+17,143NewHistory
LENLennar CorpCL A19,159$2.86M1.0%+328+1.7%AddedHistory
CPRTCopart IncCOM57,051$2.80M1.0%+57,051NewHistory
BSXBoston Scientific CorpStock48,057$2.78M1.0%−170.0%ReducedHistory
RSGRepublic Services, Inc.COM16,766$2.76M1.0%+16,766NewHistory
CMECME Group Inc.COM13,089$2.76M1.0%+13,089NewHistory
VVisa Inc.Stock10,575$2.75M1.0%+10,575NewHistory
ROPRoper Technologies IncStock5,046$2.75M1.0%+5,046NewHistory
CBOECboe Global Markets, Inc.COM15,135$2.70M1.0%+15,135NewHistory
Kraneshares Trust500767306CSI CHI INTERNET100,000$2.70M1.0%+100,000New–
AZOAutoZone IncCOM1,029$2.66M0.9%+2+0.2%AddedHistory
MCDMcDonalds CorpStock8,873$2.63M0.9%+52+0.6%AddedHistory
Invesco Exch Traded FD Tr II46138G508SR LN ETF123,305$2.61M0.9%−255−0.2%Reduced–
State Street SPDR Bloomberg Convertible Securities ETF78464A359ETF35,995$2.60M0.9%−1,181−3.2%Reduced–
iShares Tr464288687PFD AND INCM SEC83,264$2.60M0.9%+23,139+38.5%Added–
iShares Tr46435G342MORTGE REL ETF110,089$2.60M0.9%+2,734+2.5%Added–
ORLYO Reilly Automotive IncStock2,686$2.55M0.9%−3−0.1%ReducedHistory
AJGArthur J. Gallagher & Co.COM11,219$2.52M0.9%+11,219NewHistory
MNSTMonster Beverage CorpCOM43,357$2.50M0.9%−30.0%ReducedHistory
AALAmerican Airlines Group Inc.Stock181,643$2.50M0.9%+1,544+0.9%AddedHistory
CICigna GroupStock8,310$2.49M0.9%−15,452−65.0%ReducedHistory
LWLamb Weston Holdings, Inc.Stock22,957$2.48M0.9%+64+0.3%AddedHistory
Invesco Exchange Traded FD T46137V399S&P500 BUY WRT114,238$2.48M0.9%+2,620+2.3%Added–
iShares Inc464286285JP MRGN EM HI BD67,789$2.46M0.9%−2,859−4.0%Reduced–
Vanguard High Dividend Yield Index ETF921946406ETF22,074$2.46M0.9%+5,664+34.5%Added–
SPDR Index Shs FDS78463X772ST S&P INTL ETF69,314$2.46M0.9%−2,771−3.8%Reduced–
iShares Tr464288281JPMORGAN USD EMG27,668$2.46M0.9%+7,107+34.6%Added–
CECelanese CorpStock15,822$2.46M0.9%+15,822NewHistory
MDLZMondelez International, Inc.Stock33,640$2.44M0.9%+212+0.6%AddedHistory
SYFSynchrony FinancialCOM63,384$2.42M0.9%+63,384NewHistory
MCKMcKesson CorpStock5,186$2.40M0.8%−7,391−58.8%ReducedHistory
BNYBank of New York Mellon CorpStock45,917$2.39M0.8%+45,917NewHistory
WFCWells Fargo & CompanyStock48,512$2.39M0.8%+48,512NewHistory
CHTRCharter Communications, Inc.CL A6,082$2.36M0.8%+6,082NewHistory
CMCSAComcast CorpStock53,474$2.34M0.8%+53,474NewHistory
HUMHumana IncStock5,064$2.32M0.8%+51+1.0%AddedHistory
GMGeneral Motors CoCOM63,959$2.30M0.8%+890+1.4%AddedHistory
AIZAssurant, Inc.Stock13,336$2.25M0.8%+13,336NewHistory
EQTEQT CorpStock56,461$2.18M0.8%−75,018−57.1%ReducedHistory
DVADavita Inc.COM20,783$2.18M0.8%+20,783NewHistory
SJMJ M SMUCKER CoStock17,078$2.16M0.8%+150+0.9%AddedHistory
TPRTapestry, Inc.COM51,500$1.90M0.7%+1,133+2.2%AddedHistory
HSYHershey CoCOM9,619$1.79M0.6%+57+0.6%AddedHistory
BWABorgwarner IncCOM43,696$1.57M0.6%+354+0.8%AddedHistory
TSMTaiwan Semiconductor Manufacturing Co LtdADR15,000$1.56M0.6%−12,200−44.9%ReducedHistory
Invesco Nasdaq 100 ETF46138G649ETF8,808$1.48M0.5%+8,808New–
Vanguard Real Estate ETF922908553ETF14,696$1.30M0.5%+14,696New–
Vanguard Intl Equity Index F922042676GLB EX US ETF30,488$1.30M0.5%+30,488New–
iShares Inc464286178US INTL HGH YLD27,960$1.24M0.4%−1,160−4.0%Reduced–
iShares Tr46434V4070-5YR HI YL CP29,292$1.24M0.4%−494−1.7%Reduced–
SPDR Series Trust78468R622ST BLOO HIGH ETF13,055$1.24M0.4%−350−2.6%Reduced–
Flexshares Tr33939L662HIG YLD VL ETF30,259$1.24M0.4%−332−1.1%Reduced–
iShares Tr46435G474FALN ANGLS USD46,843$1.24M0.4%−1,830−3.8%Reduced–
RCLRoyal Caribbean Cruises LtdCOM9,520$1.23M0.4%+3,974+71.7%AddedHistory
CCLCarnival Corp Ltd.UNIT 99/99/999964,912$1.20M0.4%+26,162+67.5%AddedHistory
UBERUber Technologies, IncStock19,420$1.20M0.4%−70.0%ReducedHistory
NCLHNorwegian Cruise Line Holdings Ltd.SHS53,582$1.07M0.4%+23,913+80.6%AddedHistory
MELIMercadolibre IncCOM566$889.5K0.3%+150+36.1%AddedHistory
DKNGDraftKings Inc.Stock23,852$840.8K0.3%+13,776+136.7%AddedHistory
iShares MSCI India ETF46429B598ETF17,057$832.6K0.3%−1,783−9.5%Reduced–
iShares Inc46434G772MSCI TAIWAN ETF18,087$832.5K0.3%−80−0.4%Reduced–
iShares Tr46429B408MSCI PHILIPS ETF32,033$832.5K0.3%+32,033New–
iShares Inc464286400MSCI BRAZIL ETF23,814$832.5K0.3%−3,039−11.3%Reduced–
iShares Inc46434G814MSCI MLY ETF NEW39,178$832.5K0.3%+39,178New–
iShares Tr46429B606MSCI POLAND ETF36,756$832.5K0.3%−6,503−15.0%Reduced–
iShares Inc464286822MSCI MEXICO ETF12,270$832.5K0.3%−1,165−8.7%Reduced–
Global X FDS37954Y319MSCI GREECE ETF22,470$832.5K0.3%+426+1.9%Added–
iShares Tr464289842MSCI PERU GL ETF24,215$832.5K0.3%−1,649−6.4%Reduced–
PRPermian Resources CorpCLASS A COM54,860$746.1K0.3%+54,860NewHistory
iShares Inc464286707MSCI FRANCE ETF18,889$740.1K0.3%+1,198+6.8%Added–
iShares Inc464286202MSCI AUSTRIA ETF34,245$740.0K0.3%+1,312+4.0%Added–
iShares Inc464286806MSCI GERMANY ETF24,925$740.0K0.3%+6,086+32.3%Added–
iShares Inc464286756MSCI SWEDEN ETF18,749$740.0K0.3%+18,749New–
iShares Inc46434G830MSCI ITALY ETF21,810$740.0K0.3%−1,129−4.9%Reduced–
iShares Inc464286814MSCI NETHERL ETF16,581$740.0K0.3%+16,581New–

Options (3)

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 Q4 2023
SecurityClassPutsCalls
BABAAlibaba Group Holding LtdADR–$38.8M
Kraneshares Trust500767306CSI CHI INTERNET–$13.5M
iShares Tr464287184CHINA LG-CAP ETF–$12.0M

Sold out since Q3 2023 (37)

Positions held at the end of Q3 2023 that are gone from this filing.

Positions of Mount Lucas Management LP sold out since Q3 2023
SecurityClassShares in Q3 2023Value in Q3 2023% of portfolio in Q3 2023History
MPCMarathon Petroleum CorpStock25,739$3.90M1.5%History
XOMExxonMobil Holdings CorpCOM29,725$3.50M1.3%History
VLOValero Energy CorpStock23,818$3.38M1.3%History
PSXPhillips 66Stock27,629$3.32M1.3%History
CTRACoterra Energy Inc.Stock121,248$3.28M1.2%History
COPConocoPhillipsStock26,976$3.23M1.2%History
AFLAflac IncStock40,183$3.08M1.2%History
PGRProgressive CorpStock21,472$2.99M1.1%History
MROMarathon Oil CorpCOM111,083$2.97M1.1%History
OXYOccidental Petroleum CorpStock43,536$2.82M1.1%History
CVXChevron CorpStock16,526$2.79M1.1%History
AMGNAmgen IncStock10,168$2.73M1.0%History
APAAPA CorpStock63,844$2.62M1.0%History
FANGDiamondback Energy, Inc.Stock16,919$2.62M1.0%History
GLGlobe Life Inc.COM23,677$2.57M1.0%History
JNJJohnson & JohnsonStock16,273$2.53M1.0%History
HPEHewlett Packard Enterprise CoCOM143,479$2.49M0.9%History
PXDPioneer Natural Resources CoCOM10,525$2.42M0.9%History
JKHYJack Henry & Associates IncStock15,410$2.33M0.9%History
AIGAmerican International Group, Inc.Stock37,597$2.28M0.9%History
GPCGenuine Parts CoStock15,631$2.26M0.9%History
MOSMosaic CoCOM59,071$2.10M0.8%History
BMYBristol Myers Squibb CoStock36,009$2.09M0.8%History
CFCF Industries Holdings, Inc.COM22,675$1.94M0.7%History
PFGPrincipal Financial Group IncCOM25,916$1.87M0.7%History
CVECenovus Energy Inc.COM41,310$860.1K0.3%History
EOGEOG Resources IncStock6,087$771.6K0.3%History
CNQCanadian Natural Resources LtdCOM9,395$607.6K0.2%History
IMOImperial Oil LtdCOM NEW9,815$604.5K0.2%History
DINOHF Sinclair CorpCOM9,982$568.3K0.2%History
iShares Inc464286772MSCI STH KOR ETF9,475$558.5K0.2%–
OVVOvintiv Inc.COM10,085$479.7K0.2%History
ARAntero Resources CorpCOM16,075$408.0K0.2%History
HESHess CorpStock1,853$283.5K0.1%History
DVNDevon Energy CorpStock4,126$196.8K0.1%History
ALBAlbemarle CorpStock971$165.1K0.1%History
ENPHEnphase Energy, Inc.Stock805$96.7K<0.1%History