Mount Lucas Management Corporation

Mount Lucas Management as of March 31, 2023

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 113 positions in its portfolio as reported in the March 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Msci Emerging Market Etp Call Option 13.5 $51M 1.3M 39.46
Ishares 1-3 Year Treasury Bo Etp (SHY) 9.2 $35M 422k 82.16
Invesco Qqq Trust Series 1 Etp (QQQ) 6.9 $26M 82k 320.93
Walt Disney Co/the Common Stock Call Option 3.7 $14M 140k 100.13
Sea Ltd- Common Stock Call Option 2.7 $10M 120k 86.55
Paypal Holdings Common Stock Call Option 2.5 $9.5M 125k 75.94
Marathon Petroleum Corp Common Stock (MPC) 2.3 $8.6M 63k 134.83
Valero Energy Corp Common Stock (VLO) 2.0 $7.5M 54k 139.60
Exxon Mobil Corp Common Stock (XOM) 1.9 $7.0M 64k 109.66
Phillips 66 Common Stock (PSX) 1.6 $6.1M 61k 101.38
Diamondback Energy Common Stock (FANG) 1.6 $6.0M 45k 135.17
Occidental Petroleum Corp Common Stock (OXY) 1.5 $5.8M 92k 62.43
Apa Corp Common Stock (APA) 1.4 $5.5M 152k 36.06
Hewlett Packard Enterprise Common Stock (HPE) 1.4 $5.4M 340k 15.93
Mosaic Co/the Common Stock (MOS) 1.4 $5.2M 112k 45.88
Archer-daniels-midland Common Stock (ADM) 1.3 $4.9M 61k 79.66
The Cigna Group Common Stock (CI) 1.3 $4.8M 19k 255.53
American International Group Common Stock (AIG) 1.2 $4.6M 90k 50.36
Coterra Energy Common Stock (CTRA) 1.1 $4.2M 173k 24.54
Conocophillips Common Stock (COP) 1.1 $4.0M 40k 99.21
Nucor Corp Common Stock (NUE) 1.0 $3.8M 25k 154.47
Progressive Corp Common Stock (PGR) 0.9 $3.6M 25k 143.06
Jpmorgan Betabuilders Japan Etp (BBJP) 0.9 $3.5M 72k 48.40
General Mills Common Stock (GIS) 0.9 $3.4M 40k 85.46
Hershey Co/the Common Stock (HSY) 0.9 $3.3M 13k 254.41
Pioneer Natural Resources Common Stock 0.9 $3.3M 16k 204.24
Chevron Corp Common Stock (CVX) 0.9 $3.2M 20k 163.16
Marathon Oil Corp Common Stock (MRO) 0.8 $3.2M 133k 23.96
Pepsico Common Stock (PEP) 0.8 $3.1M 17k 182.30
Abbvie Common Stock (ABBV) 0.8 $3.1M 19k 159.37
Mckesson Corp Common Stock (MCK) 0.8 $3.1M 8.6k 356.05
Amerisourcebergen Corp Common Stock (COR) 0.8 $3.1M 19k 160.11
Ishares 3-7 Year Treasury Bo Etp (IEI) 0.8 $3.0M 26k 117.65
Republic Services Common Stock (RSG) 0.8 $3.0M 22k 135.22
Globe Life Common Stock (GL) 0.8 $3.0M 28k 110.02
Agnc Investment Corp Common Stock (AGNC) 0.8 $3.0M 299k 10.08
Genuine Parts Common Stock (GPC) 0.8 $3.0M 18k 167.31
Aflac Common Stock (AFL) 0.8 $3.0M 46k 64.52
Eqt Corp Common Stock (EQT) 0.8 $2.9M 92k 31.91
Johnson & Johnson Common Stock (JNJ) 0.8 $2.9M 19k 155.00
Bristol-myers Squibb Common Stock (BMY) 0.8 $2.9M 41k 69.31
Unitedhealth Group Common Stock (UNH) 0.8 $2.8M 6.0k 472.59
Annaly Capital Management In Common Stock (NLY) 0.7 $2.8M 148k 19.11
Amgen Common Stock (AMGN) 0.7 $2.8M 12k 241.75
Invesco Nasdaq 100 Etf Etp (QQQM) 0.7 $2.8M 21k 132.01
Coca-cola Co/the Common Stock (KO) 0.7 $2.8M 45k 62.03
Taiwan Semiconductor-sp Common Stock (TSM) 0.7 $2.8M 30k 93.02
Kellogg Common Stock (K) 0.7 $2.7M 41k 66.96
Wr Berkley Corp Common Stock (WRB) 0.7 $2.7M 44k 62.26
Jack Henry & Associates Common Stock (JKHY) 0.7 $2.7M 18k 150.72
Invesco Senior Loan Etf Etp (BKLN) 0.7 $2.6M 124k 20.80
Hartford Financial Svcs Grp Common Stock (HIG) 0.7 $2.6M 37k 69.69
Travelers Cos Inc/the Common Stock (TRV) 0.7 $2.5M 15k 171.41
Ishares J.p. Morgan Em High Etp (EMHY) 0.6 $2.5M 70k 35.24
Cf Industries Holdings Common Stock (CF) 0.6 $2.4M 33k 72.49
Lyondellbasell Indu-cl A Common Stock (LYB) 0.6 $2.4M 26k 93.89
Principal Financial Group Common Stock (PFG) 0.6 $2.4M 32k 74.32
Metlife Common Stock (MET) 0.6 $2.3M 40k 57.94
Dow Common Stock (DOW) 0.6 $2.1M 38k 54.82
HP Common Stock (HPQ) 0.5 $2.1M 70k 29.35
Cvs Health Corp Common Stock (CVS) 0.5 $1.9M 26k 74.31
Tyson Foods Inc-cl A Common Stock (TSN) 0.4 $1.7M 29k 59.32
Spdr S&p Inter Dvd Etf Etp (DWX) 0.4 $1.5M 45k 34.28
Invesco S&p 500 Buywrite Etf Etp (PBP) 0.4 $1.5M 72k 21.20
Cenovus Energy Common Stock (CVE) 0.4 $1.5M 84k 17.46
Imperial Oil Common Stock (IMO) 0.4 $1.4M 27k 50.81
Ishares Us&intl High Yield C Etp (GHYG) 0.3 $1.3M 29k 42.82
Ishares 0-5 Yr Hy Corp Bond Etp (SHYG) 0.3 $1.2M 30k 41.68
Hf Sinclair Corp Common Stock (DINO) 0.3 $1.1M 22k 48.38
Tellurian Common Stock (TELL) 0.2 $944k 767k 1.23
Ishares Fallen Angels Etf Etp (FALN) 0.2 $891k 35k 25.27
Ishares Msci Peru And Global Etp (EPU) 0.2 $868k 29k 30.48
Ishares Msci Mexico Etf Etp (EWW) 0.2 $854k 14k 59.53
Ishares Msci Chile Etf Etp (ECH) 0.2 $846k 29k 28.78
Steel Dynamics Common Stock (STLD) 0.2 $825k 7.3k 113.06
Teck Resources Ltd-cls B Common Stock (TECK) 0.2 $802k 22k 36.50
Global X Msci Greece Etf Etp (GREK) 0.2 $771k 25k 30.36
Ishares Msci Germany Etf Etp (EWG) 0.2 $766k 27k 28.46
Ishares Msci France Etf Etp (EWQ) 0.2 $761k 20k 37.80
Ishares Msci Turkey Etf Etp (TUR) 0.2 $760k 23k 32.62
Ishares Msci Netherlands Etf Etp (EWN) 0.2 $760k 18k 42.20
Ishares Msci Spain Etf Etp (EWP) 0.2 $747k 27k 27.87
Ishares Msci Italy Etf Etp (EWI) 0.2 $745k 25k 30.43
Ishares Msci United Kingdom Etp (EWU) 0.2 $734k 23k 32.26
Eog Resources Common Stock (EOG) 0.2 $732k 6.4k 114.63
Builders Firstsource Common Stock (BLDR) 0.2 $707k 8.0k 88.78
Ishares Msci Taiwan Etf Etp (EWT) 0.2 $694k 15k 45.33
Ishares Msci Austria Etf Etp (EWO) 0.2 $694k 34k 20.25
Ishares Msci Sweden Etf Etp (EWD) 0.2 $669k 19k 35.54
Ishares Msci Poland Etf Etp (EPOL) 0.2 $657k 42k 15.48
Ishares Msci Switzerland Etf Etp (EWL) 0.2 $622k 14k 45.32
Ishares Jp Morgan Usd Emergi Etp (EMB) 0.2 $590k 6.8k 86.28
Autonation Common Stock (AN) 0.2 $578k 4.3k 134.36
Ishares National Muni Bond E Etp (MUB) 0.1 $549k 5.1k 107.74
Canadian Natural Resources Common Stock (CNQ) 0.1 $541k 9.8k 55.35
Spdr Bloomberg Investment Gr Etp (FLRN) 0.1 $535k 18k 30.43
United Airlines Holdings Common Stock (UAL) 0.1 $511k 12k 44.25
Avis Budget Group Common Stock (CAR) 0.1 $506k 2.6k 194.80
Westlake Corp Common Stock (WLK) 0.1 $478k 4.1k 115.98
Cleveland-cliffs Common Stock (CLF) 0.1 $449k 25k 18.33
Southwestern Energy Common Stock 0.1 $405k 81k 5.00
Antero Resources Corp Common Stock (AR) 0.1 $395k 17k 23.09
Ovintiv Common Stock (OVV) 0.1 $382k 11k 36.08
Ishares 1-5y Inv Grade Corp Etp (IGSB) 0.1 $338k 6.7k 50.54
Monolithic Power Systems Common Stock (MPWR) 0.1 $309k 617.00 500.54
Hess Corp Common Stock (HES) 0.1 $260k 2.0k 132.34
Albemarle Corp Common Stock (ALB) 0.1 $228k 1.0k 221.04
Devon Energy Corp Common Stock (DVN) 0.1 $217k 4.3k 50.61
Marvell Technology Common Stock (MRVL) 0.1 $201k 4.6k 43.30
Enphase Energy Common Stock (ENPH) 0.0 $180k 856.00 210.28
Datadog Inc - Class A Common Stock (DDOG) 0.0 $178k 2.4k 72.66
Ishares Msci Thailand Etf Etp (THD) 0.0 $122k 1.7k 73.35
Ishares Msci Philippines Etf Etp (EPHE) 0.0 $40k 1.5k 26.96