Mount Lucas Management LP
- SEC CIK
- 0001185072
- 最新申報
- 2026/8/10
2023 年第 3 季持倉
持倉截至 2023/9/30，2023/11/14 申報。只含多頭部位，變化是跟 2023 年第 2 季比股數。
- 持股檔數
- 127
- 較 2023 年第 2 季 −10
- 總值
- $2.63 億
- 較 2023 年第 2 季 −$1,564 萬 (−5.6%)
| 證券 | 類別 | 股數 | 市值 | 佔組合 % | 股數變化 | 動作 | 紀錄 |
|---|---|---|---|---|---|---|---|
| Invesco Exchange Traded FD T46137V258 | S&P500 PUR VAL | 316,482 | $2,329 萬 | 8.9% | −7,841−2.4% | 減碼 | – |
| iShares Tr464287457 | 1 3 YR TREAS BD | 283,452 | $2,295 萬 | 8.7% | +117,118+70.4% | 加碼 | – |
| CICigna Group | Stock | 23,762 | $679.8 萬 | 2.6% | −684−2.8% | 減碼 | 歷史 |
| MCKMcKesson Corp | Stock | 12,577 | $546.9 萬 | 2.1% | −321−2.5% | 減碼 | 歷史 |
| EQTEQT Corp | Stock | 131,479 | $533.5 萬 | 2.0% | −6,254−4.5% | 減碼 | 歷史 |
| CAHCardinal Health Inc | Stock | 59,609 | $517.5 萬 | 2.0% | −2,257−3.6% | 減碼 | 歷史 |
| MPCMarathon Petroleum Corp | Stock | 25,739 | $389.5 萬 | 1.5% | −4,557−15.0% | 減碼 | 歷史 |
| NLYAnnaly Capital Management Inc | REIT | 196,600 | $369.8 萬 | 1.4% | +43,800+28.7% | 加碼 | 歷史 |
| AGNCAGNC Investment Corp. | REIT | 384,900 | $363.3 萬 | 1.4% | +75,000+24.2% | 加碼 | 歷史 |
| XOMExxonMobil Holdings Corp | COM | 29,725 | $349.5 萬 | 1.3% | −1,629−5.2% | 減碼 | 歷史 |
| VLOValero Energy Corp | Stock | 23,818 | $337.5 萬 | 1.3% | −4,286−15.3% | 減碼 | 歷史 |
| PSXPhillips 66 | Stock | 27,629 | $332.0 萬 | 1.3% | −1,342−4.6% | 減碼 | 歷史 |
| CTRACoterra Energy Inc. | Stock | 121,248 | $328.0 萬 | 1.2% | −6,803−5.3% | 減碼 | 歷史 |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 64,468 | $323.9 萬 | 1.2% | −59−0.1% | 減碼 | – |
| COPConocoPhillips | Stock | 26,976 | $323.2 萬 | 1.2% | −1,412−5.0% | 減碼 | 歷史 |
| AFLAflac Inc | Stock | 40,183 | $308.4 萬 | 1.2% | −430−1.1% | 減碼 | 歷史 |
| PCARPaccar Inc | COM | 35,489 | $301.7 萬 | 1.1% | −1,973−5.3% | 減碼 | 歷史 |
| PGRProgressive Corp | Stock | 21,472 | $299.1 萬 | 1.1% | −335−1.5% | 減碼 | 歷史 |
| MROMarathon Oil Corp | COM | 111,083 | $297.1 萬 | 1.1% | −6,650−5.6% | 減碼 | 歷史 |
| OXYOccidental Petroleum Corp | Stock | 43,536 | $282.5 萬 | 1.1% | −2,393−5.2% | 減碼 | 歷史 |
| PHMPultegroup Inc | COM | 38,008 | $281.4 萬 | 1.1% | −2,141−5.3% | 減碼 | 歷史 |
| CVXChevron Corp | Stock | 16,526 | $278.7 萬 | 1.1% | −792−4.6% | 減碼 | 歷史 |
| AMGNAmgen Inc | Stock | 10,168 | $273.3 萬 | 1.0% | −87−0.8% | 減碼 | 歷史 |
| UALUnited Airlines Holdings, Inc. | COM | 64,487 | $272.8 萬 | 1.0% | −4,550−6.6% | 減碼 | 歷史 |
| URIUnited Rentals, Inc. | COM | 6,087 | $270.6 萬 | 1.0% | −239−3.8% | 減碼 | 歷史 |
| DALDelta Air Lines, Inc. | COM NEW | 71,286 | $263.8 萬 | 1.0% | −4,067−5.4% | 減碼 | 歷史 |
| APAAPA Corp | Stock | 63,844 | $262.4 萬 | 1.0% | −3,280−4.9% | 減碼 | 歷史 |
| FANGDiamondback Energy, Inc. | Stock | 16,919 | $262.0 萬 | 1.0% | −620−3.5% | 減碼 | 歷史 |
| AZOAutoZone Inc | COM | 1,027 | $260.9 萬 | 1.0% | −18−1.7% | 減碼 | 歷史 |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 123,560 | $259.4 萬 | 1.0% | +3,014+2.5% | 加碼 | – |
| GLGlobe Life Inc. | COM | 23,677 | $257.4 萬 | 1.0% | −344−1.4% | 減碼 | 歷史 |
| BSXBoston Scientific Corp | Stock | 48,074 | $253.8 萬 | 1.0% | −794−1.6% | 減碼 | 歷史 |
| JNJJohnson & Johnson | Stock | 16,273 | $253.5 萬 | 1.0% | −151−0.9% | 減碼 | 歷史 |
| State Street SPDR Bloomberg Convertible Securities ETF78464A359 | ETF | 37,176 | $252.1 萬 | 1.0% | +216+0.6% | 加碼 | – |
| HPEHewlett Packard Enterprise Co | COM | 143,479 | $249.2 萬 | 0.9% | −5,030−3.4% | 減碼 | 歷史 |
| ORLYO Reilly Automotive Inc | Stock | 2,689 | $244.4 萬 | 0.9% | −43−1.6% | 減碼 | 歷史 |
| HUMHumana Inc | Stock | 5,013 | $243.9 萬 | 0.9% | −292−5.5% | 減碼 | 歷史 |
| PXDPioneer Natural Resources Co | COM | 10,525 | $241.6 萬 | 0.9% | −370−3.4% | 減碼 | 歷史 |
| iShares Inc464286285 | JP MRGN EM HI BD | 70,648 | $240.5 萬 | 0.9% | +1,556+2.3% | 加碼 | – |
| iShares Tr46435G342 | MORTGE REL ETF | 107,355 | $239.8 萬 | 0.9% | +107,355 | 新進 | – |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 111,618 | $238.2 萬 | 0.9% | +3,366+3.1% | 加碼 | – |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 72,085 | $237.2 萬 | 0.9% | +2,452+3.5% | 加碼 | – |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 27,200 | $236.4 萬 | 0.9% | +110+0.4% | 加碼 | 歷史 |
| JKHYJack Henry & Associates Inc | Stock | 15,410 | $232.9 萬 | 0.9% | −206−1.3% | 減碼 | 歷史 |
| MCDMcDonalds Corp | Stock | 8,821 | $232.4 萬 | 0.9% | −98−1.1% | 減碼 | 歷史 |
| MDLZMondelez International, Inc. | Stock | 33,428 | $232.0 萬 | 0.9% | −350−1.0% | 減碼 | 歷史 |
| MGMMGM Resorts International | Stock | 63,020 | $231.7 萬 | 0.9% | −3,716−5.6% | 減碼 | 歷史 |
| AALAmerican Airlines Group Inc. | Stock | 180,099 | $230.7 萬 | 0.9% | −10,490−5.5% | 減碼 | 歷史 |
| MNSTMonster Beverage Corp | COM | 43,360 | $229.6 萬 | 0.9% | −722−1.6% | 減碼 | 歷史 |
| AIGAmerican International Group, Inc. | Stock | 37,597 | $227.8 萬 | 0.9% | −1,344−3.5% | 減碼 | 歷史 |
| GPCGenuine Parts Co | Stock | 15,631 | $225.7 萬 | 0.9% | −164−1.0% | 減碼 | 歷史 |
| FFord Motor Co | Stock | 180,739 | $224.5 萬 | 0.9% | −5,593−3.0% | 減碼 | 歷史 |
| iShares Russell 1000 Value ETF464287598 | ETF | 14,193 | $215.5 萬 | 0.8% | −812−5.4% | 減碼 | – |
| LWLamb Weston Holdings, Inc. | Stock | 22,893 | $211.7 萬 | 0.8% | −324−1.4% | 減碼 | 歷史 |
| LENLennar Corp | CL A | 18,831 | $211.3 萬 | 0.8% | −736−3.8% | 減碼 | 歷史 |
| MOSMosaic Co | COM | 59,071 | $210.3 萬 | 0.8% | −3,138−5.0% | 減碼 | 歷史 |
| EGEverest Group, Ltd. | COM | 5,654 | $210.1 萬 | 0.8% | −213−3.6% | 減碼 | 歷史 |
| BMYBristol Myers Squibb Co | Stock | 36,009 | $209.0 萬 | 0.8% | −261−0.7% | 減碼 | 歷史 |
| HIGHartford Insurance Group, Inc. | Stock | 29,398 | $208.5 萬 | 0.8% | −1,060−3.5% | 減碼 | 歷史 |
| SJMJ M SMUCKER Co | Stock | 16,928 | $208.1 萬 | 0.8% | −160−0.9% | 減碼 | 歷史 |
| GMGeneral Motors Co | COM | 63,069 | $207.9 萬 | 0.8% | −2,503−3.8% | 減碼 | 歷史 |
| CFCF Industries Holdings, Inc. | COM | 22,675 | $194.4 萬 | 0.7% | −840−3.6% | 減碼 | 歷史 |
| HSYHershey Co | COM | 9,562 | $191.3 萬 | 0.7% | −103−1.1% | 減碼 | 歷史 |
| HCAHCA Healthcare, Inc. | COM | 7,678 | $188.9 萬 | 0.7% | −309−3.9% | 減碼 | 歷史 |
| PFGPrincipal Financial Group Inc | COM | 25,916 | $186.8 萬 | 0.7% | −879−3.3% | 減碼 | 歷史 |
| iShares Tr464288687 | PFD AND INCM SEC | 60,125 | $181.3 萬 | 0.7% | +60,125 | 新進 | – |
| BWABorgwarner Inc | COM | 43,342 | $175.0 萬 | 0.7% | −2,521−5.5% | 減碼 | 歷史 |
| iShares Tr464288281 | JPMORGAN USD EMG | 20,561 | $169.7 萬 | 0.6% | −7,140−25.8% | 減碼 | – |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 16,410 | $169.5 萬 | 0.6% | +6,522+66.0% | 加碼 | – |
| TPRTapestry, Inc. | COM | 50,367 | $144.8 萬 | 0.6% | −1,585−3.1% | 減碼 | 歷史 |
| iShares Tr46434V407 | 0-5YR HI YL CP | 29,786 | $122.2 萬 | 0.5% | +964+3.3% | 加碼 | – |
| Flexshares Tr33939L662 | HIG YLD VL ETF | 30,591 | $121.6 萬 | 0.5% | +869+2.9% | 加碼 | – |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 13,405 | $121.2 萬 | 0.5% | +396+3.0% | 加碼 | – |
| iShares Inc464286178 | US INTL HGH YLD | 29,120 | $120.9 萬 | 0.5% | +945+3.4% | 加碼 | – |
| iShares Tr46435G474 | FALN ANGLS USD | 48,673 | $120.7 萬 | 0.5% | +1,286+2.7% | 加碼 | – |
| UBERUber Technologies, Inc | Stock | 19,427 | $89.3 萬 | 0.3% | −2,504−11.4% | 減碼 | 歷史 |
| TELLTellurian Inc. | COM | 767,240 | $89.0 萬 | 0.3% | 00.0% | 不變 | 歷史 |
| CVECenovus Energy Inc. | COM | 41,310 | $86.0 萬 | 0.3% | −5,084−11.0% | 減碼 | 歷史 |
| iShares Inc464286715 | MSCI TURKEY ETF | 22,109 | $85.3 萬 | 0.3% | +6,003+37.3% | 加碼 | – |
| iShares MSCI India ETF46429B598 | ETF | 18,840 | $83.3 萬 | 0.3% | −96−0.5% | 減碼 | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 26,853 | $82.4 萬 | 0.3% | −1,103−3.9% | 減碼 | – |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 18,167 | $80.9 萬 | 0.3% | +1,075+6.3% | 加碼 | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 13,435 | $78.2 萬 | 0.3% | +162+1.2% | 加碼 | – |
| iShares Tr464289842 | MSCI PERU GL ETF | 25,864 | $78.1 萬 | 0.3% | −1,493−5.5% | 減碼 | – |
| EOGEOG Resources Inc | Stock | 6,087 | $77.2 萬 | 0.3% | −740−10.8% | 減碼 | 歷史 |
| iShares Tr46429B606 | MSCI POLAND ETF | 43,259 | $74.0 萬 | 0.3% | −3,245−7.0% | 減碼 | – |
| Global X FDS37954Y319 | MSCI GREECE ETF | 22,044 | $73.3 萬 | 0.3% | −1,295−5.5% | 減碼 | – |
| iShares Tr46435G334 | MSCI UK ETF NEW | 23,012 | $72.8 萬 | 0.3% | +657+2.9% | 加碼 | – |
| iShares Inc464286764 | MSCI SPAIN ETF | 25,856 | $71.1 萬 | 0.3% | −394−1.5% | 減碼 | – |
| iShares Inc46434G830 | MSCI ITALY ETF | 22,939 | $69.8 萬 | 0.3% | −1,185−4.9% | 減碼 | – |
| JBLJabil Inc | Stock | 5,391 | $68.4 萬 | 0.3% | −690−11.3% | 減碼 | 歷史 |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 32,933 | $64.7 萬 | 0.2% | −3,652−10.0% | 減碼 | – |
| APOApollo Global Management, Inc. | COM | 7,091 | $63.6 萬 | 0.2% | −873−11.0% | 減碼 | 歷史 |
| iShares Inc464286707 | MSCI FRANCE ETF | 17,691 | $63.0 萬 | 0.2% | −1,626−8.4% | 減碼 | – |
| CNQCanadian Natural Resources Ltd | COM | 9,395 | $60.8 萬 | 0.2% | −1,099−10.5% | 減碼 | 歷史 |
| IMOImperial Oil Ltd | COM NEW | 9,815 | $60.5 萬 | 0.2% | −1,195−10.9% | 減碼 | 歷史 |
| DINOHF Sinclair Corp | COM | 9,982 | $56.8 萬 | 0.2% | −1,199−10.7% | 減碼 | 歷史 |
| iShares Inc464286772 | MSCI STH KOR ETF | 9,475 | $55.8 萬 | 0.2% | −3,103−24.7% | 減碼 | – |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 17,641 | $54.2 萬 | 0.2% | +799+4.7% | 加碼 | – |
| CPNGCoupang, Inc. | CL A | 31,798 | $54.1 萬 | 0.2% | −4,101−11.4% | 減碼 | 歷史 |
選擇權（2 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 | – | $1,327 萬 |
| PayPal Hldgs Inc70450Y903 | CALL | – | $730.8 萬 |
2023 年第 2 季之後清倉（13 檔）
2023 年第 2 季季末還持有、這份申報已經沒有的部位。
| 證券 | 類別 | 2023 年第 2 季股數 | 2023 年第 2 季市值 | 2023 年第 2 季佔組合 % | 紀錄 |
|---|---|---|---|---|---|
| iShares Tr464288661 | 3 7 YR TREAS BD | 42,958 | $495.1 萬 | 1.8% | – |
| iShares Inc464286103 | MSCI AUST ETF | 132,471 | $298.7 萬 | 1.1% | – |
| ADMArcher-Daniels-Midland Co | Stock | 26,303 | $198.7 萬 | 0.7% | 歷史 |
| PBRPetrobras - Petroleo Brasileiro SA | SPONSORED ADR | 105,300 | $145.6 萬 | 0.5% | 歷史 |
| iShares Inc464286640 | MSCI CHILE ETF | 28,870 | $84.2 萬 | 0.3% | – |
| iShares Tr46429B309 | MSCI INDONIA ETF | 34,347 | $79.2 萬 | 0.3% | – |
| iShares Inc464286814 | MSCI NETHERL ETF | 16,917 | $73.2 萬 | 0.3% | – |
| iShares Inc464286756 | MSCI SWEDEN ETF | 20,440 | $72.4 萬 | 0.3% | – |
| FHNFirst Horizon Corp | COM | 60,750 | $68.5 萬 | 0.2% | 歷史 |
| ACGLArch Capital Group Ltd. | Stock | 8,000 | $59.9 萬 | 0.2% | 歷史 |
| iShares Iboxx $ Investment Grade Corporate Bond ETF464287242 | ETF | 4,789 | $51.8 萬 | 0.2% | – |
| SPDR Series Trust78464A490 | ST STR FTSE ETF | 11,358 | $47.4 萬 | 0.2% | – |
| iShares Tr46429B408 | MSCI PHILIPS ETF | 103 | $2,682 | <0.1% | – |