Mount Lucas Management LP
- SEC CIK
- 0001185072
- 最新申報
- 2026/8/10
2023 年第 1 季持倉
持倉截至 2023/3/31，2023/5/12 申報。只含多頭部位，變化是跟 2022 年第 4 季比股數。
- 持股檔數
- 109
- 較 2022 年第 4 季 +2
- 總值
- $2.94 億
- 較 2022 年第 4 季 −$1,159 萬 (−3.8%)
| 證券 | 類別 | 股數 | 市值 | 佔組合 % | 股數變化 | 動作 | 紀錄 |
|---|---|---|---|---|---|---|---|
| iShares Tr464287457 | 1 3 YR TREAS BD | 422,402 | $3,470 萬 | 11.8% | +93,601+28.5% | 加碼 | – |
| Invesco QQQ Trust Series I46090E103 | ETF | 81,482 | $2,615 萬 | 8.9% | +81,482 | 新進 | – |
| MPCMarathon Petroleum Corp | Stock | 63,432 | $855.3 萬 | 2.9% | +2,430+4.0% | 加碼 | 歷史 |
| VLOValero Energy Corp | Stock | 53,543 | $747.5 萬 | 2.5% | +2,176+4.2% | 加碼 | 歷史 |
| XOMExxonMobil Holdings Corp | COM | 64,196 | $704.0 萬 | 2.4% | +2,929+4.8% | 加碼 | 歷史 |
| PSXPhillips 66 | Stock | 60,587 | $614.2 萬 | 2.1% | +3,107+5.4% | 加碼 | 歷史 |
| FANGDiamondback Energy, Inc. | Stock | 44,720 | $604.5 萬 | 2.1% | +2,371+5.6% | 加碼 | 歷史 |
| OXYOccidental Petroleum Corp | Stock | 92,133 | $575.2 萬 | 2.0% | +3,942+4.5% | 加碼 | 歷史 |
| APAAPA Corp | Stock | 151,799 | $547.4 萬 | 1.9% | +5,366+3.7% | 加碼 | 歷史 |
| HPEHewlett Packard Enterprise Co | COM | 339,852 | $541.4 萬 | 1.8% | +21,705+6.8% | 加碼 | 歷史 |
| MOSMosaic Co | COM | 112,251 | $515.0 萬 | 1.8% | +4,812+4.5% | 加碼 | 歷史 |
| ADMArcher-Daniels-Midland Co | Stock | 61,352 | $488.7 萬 | 1.7% | +3,076+5.3% | 加碼 | 歷史 |
| CICigna Group | Stock | 18,630 | $476.1 萬 | 1.6% | +975+5.5% | 加碼 | 歷史 |
| AIGAmerican International Group, Inc. | Stock | 90,431 | $455.4 萬 | 1.6% | +4,758+5.6% | 加碼 | 歷史 |
| CTRACoterra Energy Inc. | Stock | 173,050 | $424.7 萬 | 1.4% | +6,273+3.8% | 加碼 | 歷史 |
| COPConocoPhillips | Stock | 40,188 | $398.7 萬 | 1.4% | +931+2.4% | 加碼 | 歷史 |
| NUENucor Corp | COM | 24,890 | $384.5 萬 | 1.3% | +550+2.3% | 加碼 | 歷史 |
| PGRProgressive Corp | Stock | 24,944 | $356.8 萬 | 1.2% | +1,061+4.4% | 加碼 | 歷史 |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 71,654 | $346.8 萬 | 1.2% | +71,654 | 新進 | – |
| GISGeneral Mills Inc | Stock | 40,331 | $344.7 萬 | 1.2% | +1,653+4.3% | 加碼 | 歷史 |
| HSYHershey Co | COM | 13,025 | $331.4 萬 | 1.1% | +509+4.1% | 加碼 | 歷史 |
| PXDPioneer Natural Resources Co | COM | 16,164 | $330.1 萬 | 1.1% | +743+4.8% | 加碼 | 歷史 |
| CVXChevron Corp | Stock | 19,845 | $323.8 萬 | 1.1% | +928+4.9% | 加碼 | 歷史 |
| MROMarathon Oil Corp | COM | 133,399 | $319.6 萬 | 1.1% | +4,630+3.6% | 加碼 | 歷史 |
| PEPPepsiCo Inc | Stock | 17,056 | $310.9 萬 | 1.1% | +693+4.2% | 加碼 | 歷史 |
| ABBVAbbVie Inc. | Stock | 19,370 | $308.7 萬 | 1.1% | +856+4.6% | 加碼 | 歷史 |
| MCKMcKesson Corp | Stock | 8,649 | $307.9 萬 | 1.0% | +374+4.5% | 加碼 | 歷史 |
| CORCencora, Inc. | Stock | 19,066 | $305.3 萬 | 1.0% | +719+3.9% | 加碼 | 歷史 |
| iShares Tr464288661 | 3 7 YR TREAS BD | 25,758 | $303.0 萬 | 1.0% | +25,758 | 新進 | – |
| RSGRepublic Services, Inc. | COM | 22,380 | $302.6 萬 | 1.0% | +859+4.0% | 加碼 | 歷史 |
| GLGlobe Life Inc. | COM | 27,486 | $302.4 萬 | 1.0% | +1,246+4.7% | 加碼 | 歷史 |
| AGNCAGNC Investment Corp. | REIT | 298,600 | $301.0 萬 | 1.0% | +298,600 | 新進 | 歷史 |
| GPCGenuine Parts Co | Stock | 17,965 | $300.6 萬 | 1.0% | +840+4.9% | 加碼 | 歷史 |
| AFLAflac Inc | Stock | 46,196 | $298.1 萬 | 1.0% | +2,198+5.0% | 加碼 | 歷史 |
| EQTEQT Corp | Stock | 92,086 | $293.8 萬 | 1.0% | +3,933+4.5% | 加碼 | 歷史 |
| JNJJohnson & Johnson | Stock | 18,663 | $289.3 萬 | 1.0% | +908+5.1% | 加碼 | 歷史 |
| BMYBristol Myers Squibb Co | Stock | 41,173 | $285.4 萬 | 1.0% | +2,034+5.2% | 加碼 | 歷史 |
| UNHUnitedHealth Group Inc | Stock | 6,022 | $284.6 萬 | 1.0% | +226+3.9% | 加碼 | 歷史 |
| NLYAnnaly Capital Management Inc | REIT | 148,000 | $282.8 萬 | 1.0% | +148,000 | 新進 | 歷史 |
| AMGNAmgen Inc | Stock | 11,622 | $281.0 萬 | 1.0% | +579+5.2% | 加碼 | 歷史 |
| Invesco Nasdaq 100 ETF46138G649 | ETF | 21,262 | $280.7 萬 | 1.0% | +21,262 | 新進 | – |
| KOCoca Cola Co | Stock | 45,215 | $280.5 萬 | 1.0% | +1,870+4.3% | 加碼 | 歷史 |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 30,100 | $280.0 萬 | 1.0% | +100+0.3% | 加碼 | 歷史 |
| KKellanova | Stock | 40,906 | $273.9 萬 | 0.9% | +1,780+4.5% | 加碼 | 歷史 |
| WRBBerkley W R Corp | COM | 43,781 | $272.6 萬 | 0.9% | +1,698+4.0% | 加碼 | 歷史 |
| JKHYJack Henry & Associates Inc | Stock | 17,840 | $268.9 萬 | 0.9% | +800+4.7% | 加碼 | 歷史 |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 123,662 | $257.2 萬 | 0.9% | +25,367+25.8% | 加碼 | – |
| HIGHartford Insurance Group, Inc. | Stock | 36,701 | $255.8 萬 | 0.9% | +1,518+4.3% | 加碼 | 歷史 |
| TRVTravelers Companies, Inc. | Stock | 14,692 | $251.8 萬 | 0.9% | +709+5.1% | 加碼 | 歷史 |
| iShares Inc464286285 | JP MRGN EM HI BD | 69,734 | $245.7 萬 | 0.8% | +69,734 | 新進 | – |
| CFCF Industries Holdings, Inc. | COM | 33,415 | $242.2 萬 | 0.8% | +1,421+4.4% | 加碼 | 歷史 |
| LYBLyondellBasell Industries N.V. | SHS - A - | 25,705 | $241.3 萬 | 0.8% | +18,828+273.8% | 加碼 | 歷史 |
| PFGPrincipal Financial Group Inc | COM | 32,038 | $238.1 萬 | 0.8% | +1,668+5.5% | 加碼 | 歷史 |
| METMetlife Inc | Stock | 40,245 | $233.2 萬 | 0.8% | +1,712+4.4% | 加碼 | 歷史 |
| DOWDow Inc. | Stock | 38,216 | $209.5 萬 | 0.7% | +27,827+267.9% | 加碼 | 歷史 |
| HPQHP Inc | Stock | 70,180 | $206.0 萬 | 0.7% | +51,375+273.2% | 加碼 | 歷史 |
| CVSCVS Health Corp | Stock | 26,090 | $193.9 萬 | 0.7% | +1,100+4.4% | 加碼 | 歷史 |
| TSNTyson Foods, Inc. | Stock | 28,487 | $169.0 萬 | 0.6% | +20,838+272.4% | 加碼 | 歷史 |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 45,157 | $154.8 萬 | 0.5% | +45,157 | 新進 | – |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 72,441 | $153.6 萬 | 0.5% | +72,441 | 新進 | – |
| CVECenovus Energy Inc. | COM | 84,037 | $146.7 萬 | 0.5% | −4,591−5.2% | 減碼 | 歷史 |
| IMOImperial Oil Ltd | COM NEW | 26,681 | $135.6 萬 | 0.5% | −1,436−5.1% | 減碼 | 歷史 |
| iShares Inc464286178 | US INTL HGH YLD | 29,417 | $126.0 萬 | 0.4% | +29,417 | 新進 | – |
| iShares Tr46434V407 | 0-5YR HI YL CP | 29,853 | $124.4 萬 | 0.4% | +9,734+48.4% | 加碼 | – |
| DINOHF Sinclair Corp | COM | 22,114 | $107.0 萬 | 0.4% | −1,153−5.0% | 減碼 | 歷史 |
| TELLTellurian Inc. | COM | 767,240 | $94.4 萬 | 0.3% | 00.0% | 不變 | 歷史 |
| iShares Tr46435G474 | FALN ANGLS USD | 35,274 | $89.1 萬 | 0.3% | +35,274 | 新進 | – |
| iShares Tr464289842 | MSCI PERU GL ETF | 28,468 | $86.8 萬 | 0.3% | +18,133+175.5% | 加碼 | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 14,343 | $85.4 萬 | 0.3% | −3,012−17.4% | 減碼 | – |
| iShares Inc464286640 | MSCI CHILE ETF | 29,410 | $84.6 萬 | 0.3% | −5,047−14.6% | 減碼 | – |
| STLDSteel Dynamics Inc | COM | 7,297 | $82.5 萬 | 0.3% | −404−5.2% | 減碼 | 歷史 |
| TECKTeck Resources Ltd | CL B | 21,983 | $80.2 萬 | 0.3% | −962−4.2% | 減碼 | 歷史 |
| Global X FDS37954Y319 | MSCI GREECE ETF | 25,390 | $77.1 萬 | 0.3% | −10,061−28.4% | 減碼 | – |
| iShares Inc464286806 | MSCI GERMANY ETF | 26,927 | $76.6 萬 | 0.3% | +26,927 | 新進 | – |
| iShares Inc464286707 | MSCI FRANCE ETF | 20,122 | $76.1 萬 | 0.3% | −4,137−17.1% | 減碼 | – |
| iShares Inc464286715 | MSCI TURKEY ETF | 23,301 | $76.0 萬 | 0.3% | −3,637−13.5% | 減碼 | – |
| iShares Inc464286814 | MSCI NETHERL ETF | 18,011 | $76.0 萬 | 0.3% | +18,011 | 新進 | – |
| iShares Inc464286764 | MSCI SPAIN ETF | 26,809 | $74.7 萬 | 0.3% | −6,664−19.9% | 減碼 | – |
| iShares Inc46434G830 | MSCI ITALY ETF | 24,487 | $74.5 萬 | 0.3% | −5,242−17.6% | 減碼 | – |
| iShares Tr46435G334 | MSCI UK ETF NEW | 22,766 | $73.4 萬 | 0.3% | +1,749+8.3% | 加碼 | – |
| EOGEOG Resources Inc | Stock | 6,388 | $73.2 萬 | 0.2% | −271−4.1% | 減碼 | 歷史 |
| BLDRBuilders FirstSource, Inc. | Stock | 7,958 | $70.7 萬 | 0.2% | −473−5.6% | 減碼 | 歷史 |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 15,318 | $69.4 萬 | 0.2% | +15,318 | 新進 | – |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 34,276 | $69.4 萬 | 0.2% | +34,276 | 新進 | – |
| iShares Inc464286756 | MSCI SWEDEN ETF | 18,824 | $66.9 萬 | 0.2% | +18,824 | 新進 | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 42,438 | $65.7 萬 | 0.2% | +42,438 | 新進 | – |
| iShares Inc464286749 | MSCI SWITZERLAND | 13,716 | $62.2 萬 | 0.2% | +13,716 | 新進 | – |
| iShares Tr464288281 | JPMORGAN USD EMG | 6,832 | $58.9 萬 | 0.2% | +6,832 | 新進 | – |
| ANAutonation, Inc. | COM | 4,302 | $57.8 萬 | 0.2% | −257−5.6% | 減碼 | 歷史 |
| iShares Tr464288414 | NATIONAL MUN ETF | 5,097 | $54.9 萬 | 0.2% | +5,097 | 新進 | – |
| CNQCanadian Natural Resources Ltd | COM | 9,779 | $54.1 萬 | 0.2% | −451−4.4% | 減碼 | 歷史 |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 17,569 | $53.5 萬 | 0.2% | −2,105−10.7% | 減碼 | – |
| UALUnited Airlines Holdings, Inc. | COM | 11,553 | $51.1 萬 | 0.2% | −685−5.6% | 減碼 | 歷史 |
| CARAvis Budget Group, Inc. | COM | 2,596 | $50.6 萬 | 0.2% | −153−5.6% | 減碼 | 歷史 |
| WLKWestlake Corp | COM | 4,123 | $47.8 萬 | 0.2% | −231−5.3% | 減碼 | 歷史 |
| CLFCleveland-Cliffs Inc. | COM | 24,505 | $44.9 萬 | 0.2% | −1,451−5.6% | 減碼 | 歷史 |
| SWNSouthwestern Energy Co | COM | 80,926 | $40.5 萬 | 0.1% | −4,795−5.6% | 減碼 | 歷史 |
| ARAntero Resources Corp | COM | 17,122 | $39.5 萬 | 0.1% | −1,015−5.6% | 減碼 | 歷史 |
| OVVOvintiv Inc. | COM | 10,590 | $38.2 萬 | 0.1% | −560−5.0% | 減碼 | 歷史 |
| iShares Tr464288646 | ISHS 1-5YR INVS | 6,678 | $33.8 萬 | 0.1% | +6,678 | 新進 | – |
選擇權（4 檔）
同一份申報裡的賣權（put）與買權（call）。金額是標的股票的市值，也就是 13F 申報的數字。
| 證券 | 類別 | 賣權 | 買權 |
|---|---|---|---|
| iShares Tr464287904 | CALL | – | $5,130 萬 |
| Disney Walt Co254687906 | CALL | – | $1,402 萬 |
| Sea Ltd81141R900 | CALL | – | $1,039 萬 |
| PayPal Hldgs Inc70450Y903 | CALL | – | $949.3 萬 |
2022 年第 4 季之後清倉（20 檔）
2022 年第 4 季季末還持有、這份申報已經沒有的部位。
| 證券 | 類別 | 2022 年第 4 季股數 | 2022 年第 4 季市值 | 2022 年第 4 季佔組合 % | 紀錄 |
|---|---|---|---|---|---|
| Schwab Strategic Tr808524862 | SHT TM US TRES | 744,029 | $3,589 萬 | 11.8% | – |
| Invesco Exchange Traded FD T46137V258 | S&P500 PUR VAL | 324,248 | $2,528 萬 | 8.3% | – |
| iShares Russell 1000 Value ETF464287598 | ETF | 51,963 | $788.0 萬 | 2.6% | – |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 24,200 | $261.9 萬 | 0.9% | – |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 24,016 | $169.3 萬 | 0.6% | – |
| iShares Inc464286103 | MSCI AUST ETF | 67,832 | $150.8 萬 | 0.5% | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 7,429 | $100.9 萬 | 0.3% | – |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 13,410 | $100.0 萬 | 0.3% | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 10,159 | $99.8 萬 | 0.3% | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 11,383 | $99.6 萬 | 0.3% | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 630 | $4.89 萬 | <0.1% | – |
| RJFRaymond James Financial Inc | COM | 277 | $2.96 萬 | <0.1% | 歷史 |
| LKQLKQ Corp | COM | 467 | $2.49 萬 | <0.1% | 歷史 |
| DFSDiscover Financial Services | COM | 238 | $2.33 萬 | <0.1% | 歷史 |
| MSIMotorola Solutions, Inc. | Stock | 54 | $1.39 萬 | <0.1% | 歷史 |
| MRSHMarsh & McLennan Companies, Inc. | Stock | 80 | $1.32 萬 | <0.1% | 歷史 |
| NDAQNasdaq, Inc. | COM | 198 | $1.21 萬 | <0.1% | 歷史 |
| PSAPublic Storage | COM | 41 | $1.15 萬 | <0.1% | 歷史 |
| EXRExtra Space Storage Inc. | COM | 68 | $1.00 萬 | <0.1% | 歷史 |
| IVZInvesco Ltd. | Stock | 3 | $54 | <0.1% | 歷史 |