Mount Lucas Management Corporation

Mount Lucas Management as of Sept. 30, 2023

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 129 positions in its portfolio as reported in the September 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Invesco S&p 500 Pure Value E Etp (RPV) 8.2 $23M 317k 73.58
Ishares 1-3 Year Treasury Bo Etp (SHY) 8.1 $23M 284k 80.97
Ishares China Large-cap Etf Etp Call Option 4.7 $13M 500k 26.53
Paypal Holdings Common Stock Call Option 2.6 $7.3M 125k 58.46
The Cigna Group Common Stock (CI) 2.4 $6.8M 24k 286.07
Mckesson Corp Common Stock (MCK) 1.9 $5.5M 13k 434.85
Eqt Corp Common Stock (EQT) 1.9 $5.3M 132k 40.58
Cardinal Health Common Stock (CAH) 1.8 $5.2M 60k 86.82
Marathon Petroleum Corp Common Stock (MPC) 1.4 $3.9M 26k 151.34
Annaly Capital Management In Common Stock (NLY) 1.3 $3.7M 197k 18.81
Agnc Investment Corp Common Stock (AGNC) 1.3 $3.6M 385k 9.44
Exxon Mobil Corp Common Stock (XOM) 1.2 $3.5M 30k 117.58
Valero Energy Corp Common Stock (VLO) 1.2 $3.4M 24k 141.71
Phillips 66 Common Stock (PSX) 1.2 $3.3M 28k 120.15
Coterra Energy Common Stock (CTRA) 1.2 $3.3M 121k 27.05
Jpmorgan Betabuilders Japan Etp (BBJP) 1.1 $3.2M 65k 50.24
Conocophillips Common Stock (COP) 1.1 $3.2M 27k 119.80
Aflac Common Stock (AFL) 1.1 $3.1M 40k 76.75
Paccar Common Stock (PCAR) 1.1 $3.0M 36k 85.02
Progressive Corp Common Stock (PGR) 1.1 $3.0M 22k 139.30
Marathon Oil Corp Common Stock (MRO) 1.0 $3.0M 111k 26.75
Occidental Petroleum Corp Common Stock (OXY) 1.0 $2.8M 44k 64.88
Pultegroup Common Stock (PHM) 1.0 $2.8M 38k 74.05
Chevron Corp Common Stock (CVX) 1.0 $2.8M 17k 168.62
Amgen Common Stock (AMGN) 1.0 $2.7M 10k 268.76
United Airlines Holdings Common Stock (UAL) 1.0 $2.7M 65k 42.30
United Rentals Common Stock (URI) 1.0 $2.7M 6.1k 444.57
Delta Air Lines Common Stock (DAL) 0.9 $2.6M 71k 37.00
Apa Corp Common Stock (APA) 0.9 $2.6M 64k 41.10
Diamondback Energy Common Stock (FANG) 0.9 $2.6M 17k 154.88
Autozone Common Stock (AZO) 0.9 $2.6M 1.0k 2539.99
Invesco Senior Loan Etf Etp (BKLN) 0.9 $2.6M 124k 20.99
Globe Life Common Stock (GL) 0.9 $2.6M 24k 108.73
Boston Scientific Corp Common Stock (BSX) 0.9 $2.5M 48k 52.80
Johnson & Johnson Common Stock (JNJ) 0.9 $2.5M 16k 155.75
Spdr Bloomberg Convertible S Etp (CWB) 0.9 $2.5M 37k 67.80
Hewlett Packard Enterprise Common Stock (HPE) 0.9 $2.5M 144k 17.37
O'reilly Automotive Common Stock (ORLY) 0.9 $2.4M 2.7k 908.86
Humana Common Stock (HUM) 0.9 $2.4M 5.0k 486.52
Pioneer Natural Resources Common Stock 0.9 $2.4M 11k 229.55
Ishares J.p. Morgan Em High Etp (EMHY) 0.8 $2.4M 71k 34.04
Ishares Mortgage Real Estate Etp (REM) 0.8 $2.4M 107k 22.34
Invesco S&p 500 Buywrite Etf Etp (PBP) 0.8 $2.4M 112k 21.34
Spdr S&p Inter Dvd Etf Etp (DWX) 0.8 $2.4M 72k 32.90
Taiwan Semiconductor-sp Common Stock (TSM) 0.8 $2.4M 27k 86.90
Jack Henry & Associates Common Stock (JKHY) 0.8 $2.3M 15k 151.14
Mcdonald's Corp Common Stock (MCD) 0.8 $2.3M 8.8k 263.44
Mondelez International Inc-a Common Stock (MDLZ) 0.8 $2.3M 33k 69.40
Mgm Resorts International Common Stock (MGM) 0.8 $2.3M 63k 36.76
American Airlines Group Common Stock (AAL) 0.8 $2.3M 180k 12.81
Monster Beverage Corp Common Stock (MNST) 0.8 $2.3M 43k 52.95
American International Group Common Stock (AIG) 0.8 $2.3M 38k 60.60
Genuine Parts Common Stock (GPC) 0.8 $2.3M 16k 144.38
Ford Motor Common Stock (F) 0.8 $2.2M 181k 12.42
Ishares Russell 1000 Value E Etp (IWD) 0.8 $2.2M 14k 151.82
Lamb Weston Holdings Common Stock (LW) 0.7 $2.1M 23k 92.46
Lennar Corp-a Common Stock (LEN) 0.7 $2.1M 19k 112.23
Mosaic Co/the Common Stock (MOS) 0.7 $2.1M 59k 35.60
Everest Group Common Stock (EG) 0.7 $2.1M 5.7k 371.67
Bristol-myers Squibb Common Stock (BMY) 0.7 $2.1M 36k 58.04
Hartford Financial Svcs Grp Common Stock (HIG) 0.7 $2.1M 29k 70.91
Jm Smucker Co/the Common Stock (SJM) 0.7 $2.1M 17k 122.91
General Motors Common Stock (GM) 0.7 $2.1M 63k 32.97
Cf Industries Holdings Common Stock (CF) 0.7 $1.9M 23k 85.74
Hershey Co/the Common Stock (HSY) 0.7 $1.9M 9.6k 200.08
Hca Healthcare Common Stock (HCA) 0.7 $1.9M 7.7k 245.98
Principal Financial Group Common Stock (PFG) 0.7 $1.9M 26k 72.07
Ishares Preferred & Income S Etp (PFF) 0.6 $1.8M 60k 30.15
Borgwarner Common Stock (BWA) 0.6 $1.7M 43k 40.37
Ishares Jp Morgan Usd Emergi Etp (EMB) 0.6 $1.7M 21k 82.52
Vanguard High Dvd Yield Etf Etp (VYM) 0.6 $1.7M 16k 103.32
Tapestry Common Stock (TPR) 0.5 $1.4M 50k 28.75
Ishares 0-5 Yr Hy Corp Bond Etp (SHYG) 0.4 $1.2M 30k 41.03
Flexshares High Yield Value Etp (HYGV) 0.4 $1.2M 31k 39.76
Spdr Bloomberg High Yield Bo Etp (JNK) 0.4 $1.2M 13k 90.40
Ishares Us&intl High Yield C Etp (GHYG) 0.4 $1.2M 29k 41.51
Ishares Fallen Angels Etf Etp (FALN) 0.4 $1.2M 49k 24.80
Uber Technologies Common Stock (UBER) 0.3 $893k 19k 45.99
Tellurian Common Stock (TELL) 0.3 $890k 767k 1.16
Cenovus Energy Common Stock (CVE) 0.3 $860k 41k 20.82
Ishares Msci Turkey Etf Etp (TUR) 0.3 $853k 22k 38.56
Ishares Msci India Etf Etp (INDA) 0.3 $833k 19k 44.22
Ishares Msci Brazil Etf Etp (EWZ) 0.3 $824k 27k 30.67
Ishares Msci Taiwan Etf Etp (EWT) 0.3 $809k 18k 44.55
Ishares Msci Mexico Etf Etp (EWW) 0.3 $782k 13k 58.23
Ishares Msci Peru And Global Etp (EPU) 0.3 $781k 26k 30.18
Eog Resources Common Stock (EOG) 0.3 $772k 6.1k 126.76
Ishares Msci Poland Etf Etp (EPOL) 0.3 $740k 43k 17.11
Global X Msci Greece Etf Etp (GREK) 0.3 $733k 22k 33.23
Ishares Msci United Kingdom Etp (EWU) 0.3 $728k 23k 31.64
Ishares Msci Spain Etf Etp (EWP) 0.3 $711k 26k 27.50
Ishares Msci Italy Etf Etp (EWI) 0.2 $698k 23k 30.42
Jabil Common Stock (JBL) 0.2 $684k 5.4k 126.89
Ishares Msci Austria Etf Etp (EWO) 0.2 $647k 33k 19.65
Apollo Global Management Common Stock (APO) 0.2 $637k 7.1k 89.76
Ishares Msci France Etf Etp (EWQ) 0.2 $630k 18k 35.59
Canadian Natural Resources Common Stock (CNQ) 0.2 $608k 9.4k 64.67
Imperial Oil Common Stock (IMO) 0.2 $605k 9.8k 61.59
Hf Sinclair Corp Common Stock (DINO) 0.2 $568k 10k 56.93
Ishares Msci South Korea Etf Etp (EWY) 0.2 $559k 9.5k 58.94
Spdr Bloomberg Investment Gr Etp (FLRN) 0.2 $542k 18k 30.72
Coupang Common Stock (CPNG) 0.2 $541k 32k 17.00
Ishares 1-5y Inv Grade Corp Etp (IGSB) 0.2 $536k 11k 49.83
Carnival Corp Common Stock (CCL) 0.2 $532k 39k 13.72
Mercadolibre Common Stock (MELI) 0.2 $527k 416.00 1267.88
Royal Caribbean Cruises Common Stock (RCL) 0.2 $511k 5.5k 92.14
Ishares Msci Switzerland Etf Etp (EWL) 0.2 $497k 11k 43.57
Ishares Msci Germany Etf Etp (EWG) 0.2 $494k 19k 26.20
Norwegian Cruise Line Holdin Common Stock (NCLH) 0.2 $489k 30k 16.48
Ovintiv Common Stock (OVV) 0.2 $480k 10k 47.57
Hyatt Hotels Corp - Cl A Common Stock (H) 0.2 $460k 4.3k 106.08
Wynn Resorts Common Stock (WYNN) 0.2 $453k 4.9k 92.41
Antero Resources Corp Common Stock (AR) 0.1 $408k 16k 25.38
Las Vegas Sands Corp Common Stock (LVS) 0.1 $397k 8.7k 45.84
Arista Networks Common Stock 0.1 $298k 1.6k 183.93
Draftkings Inc-cl A Common Stock (DKNG) 0.1 $297k 10k 29.44
Hess Corp Common Stock (HES) 0.1 $284k 1.9k 153.00
Trade Desk Inc/the -class A Common Stock (TTD) 0.1 $268k 3.4k 78.15
Sarepta Therapeutics Common Stock (SRPT) 0.1 $239k 2.0k 121.22
Mongodb Common Stock (MDB) 0.1 $237k 685.00 345.86
Phinia Common Stock (PHIN) 0.1 $233k 8.7k 26.79
Snowflake Inc-class A Common Stock (SNOW) 0.1 $228k 1.5k 152.77
Ishares National Muni Bond E Etp (MUB) 0.1 $226k 2.2k 102.54
Fortinet Common Stock (FTNT) 0.1 $221k 3.8k 58.68
Confluent Inc-class A Common Stock (CFLT) 0.1 $217k 7.3k 29.61
Devon Energy Corp Common Stock (DVN) 0.1 $197k 4.1k 47.70
Shockwave Medical Common Stock 0.1 $175k 878.00 199.10
Albemarle Corp Common Stock (ALB) 0.1 $165k 971.00 170.04
Enphase Energy Common Stock (ENPH) 0.0 $97k 805.00 120.15