0001140361-23-039524.txt : 20230814 0001140361-23-039524.hdr.sgml : 20230814 20230814122939 ACCESSION NUMBER: 0001140361-23-039524 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230814 DATE AS OF CHANGE: 20230814 EFFECTIVENESS DATE: 20230814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mount Lucas Management LP CENTRAL INDEX KEY: 0001185072 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11021 FILM NUMBER: 231167933 BUSINESS ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 BUSINESS PHONE: 267-759-3500 MAIL ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT LP DATE OF NAME CHANGE: 20111130 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT CORP DATE OF NAME CHANGE: 20020903 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE 0001185072 XXXXXXXX 06-30-2023 06-30-2023 false Mount Lucas Management LP
405 South State Street Newtown PA 18940
13F HOLDINGS REPORT 028-11021 N
Timothy J. Rudderow Chief Investment Officer 267-759-3500 /s/ Timothy J. Rudderow Newtown PA 08-14-2023 0 139 299051091
INFORMATION TABLE 2 informationtable.xml AMERICAN AIRLINES GROUP INC Common Stock 02376R102 3419167 190589 SH SOLE 190589 0 0 ARCH CAPITAL GROUP LTD Common Stock G0450A105 598800 8000 SH SOLE 8000 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 1987455 26303 SH SOLE 26303 0 0 AFLAC INC Common Stock 001055102 2834787 40613 SH SOLE 40613 0 0 AGNC INVESTMENT CORP Common Stock 00123Q104 3139287 309900 SH SOLE 309900 0 0 AMERICAN INTERNATIONAL GROUP Common Stock 026874784 2240665 38941 SH SOLE 38941 0 0 ALBEMARLE CORP Common Stock 012653101 244284 1095 SH SOLE 1095 0 0 AMGEN INC Common Stock 031162100 2276815 10255 SH SOLE 10255 0 0 ARISTA NETWORKS INC Common Stock 040413106 296894 1832 SH SOLE 1832 0 0 APA CORP Common Stock 03743Q108 2293627 67124 SH SOLE 67124 0 0 APOLLO GLOBAL MANAGEMENT INC Common Stock 03769M106 611715 7964 SH SOLE 7964 0 0 ANTERO RESOURCES CORP Common Stock 03674X106 417971 18149 SH SOLE 18149 0 0 AUTOZONE INC Common Stock 053332102 2605561 1045 SH SOLE 1045 0 0 JPMORGAN BETABUILDERS JAPAN ETP 46641Q217 3325722 64527 SH SOLE 64527 0 0 INVESCO SENIOR LOAN ETF ETP 46138G508 2536288 120546 SH SOLE 120546 0 0 BRISTOL-MYERS SQUIBB CO Common Stock 110122108 2319467 36270 SH SOLE 36270 0 0 BOSTON SCIENTIFIC CORP Common Stock 101137107 2643270 48868 SH SOLE 48868 0 0 BORGWARNER INC Common Stock 099724106 1973100 45863 SH SOLE 45863 0 0 CARDINAL HEALTH INC Common Stock 14149Y108 5850668 61866 SH SOLE 61866 0 0 CARNIVAL CORP Common Stock 143658300 823813 43750 SH SOLE 43750 0 0 CF INDUSTRIES HOLDINGS INC Common Stock 125269100 1632411 23515 SH SOLE 23515 0 0 CONFLUENT INC-CLASS A Common Stock 20717M103 292296 8278 SH SOLE 8278 0 0 THE CIGNA GROUP Common Stock 125523100 6859548 24446 SH SOLE 24446 0 0 CANADIAN NATURAL RESOURCES Common Stock 136385101 590392 10494 SH SOLE 10494 0 0 CONOCOPHILLIPS Common Stock 20825C104 2941281 28388 SH SOLE 28388 0 0 COUPANG INC Common Stock 22266T109 624643 35899 SH SOLE 35899 0 0 COTERRA ENERGY INC Common Stock 127097103 3239690 128051 SH SOLE 128051 0 0 CENOVUS ENERGY INC Common Stock 15135U109 787770 46394 SH SOLE 46394 0 0 CHEVRON CORP Common Stock 166764100 2724987 17318 SH SOLE 17318 0 0 SPDR BLOOMBERG CONVERTIBLE S ETP 78464A359 2585352 36960 SH SOLE 36960 0 0 DELTA AIR LINES INC Common Stock 247361702 3582282 75353 SH SOLE 75353 0 0 HF SINCLAIR CORP Common Stock 403949100 498784 11181 SH SOLE 11181 0 0 DRAFTKINGS INC-CL A Common Stock 26142V105 302234 11375 SH SOLE 11375 0 0 DEVON ENERGY CORP Common Stock 25179M103 222799 4609 SH SOLE 4609 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 2394679 69633 SH SOLE 69633 0 0 ISHARES MSCI CHILE ETF ETP 464286640 842427 28870 SH SOLE 28870 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 791698 34347 SH SOLE 34347 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 2397245 27701 SH SOLE 27701 0 0 ISHARES J.P. MORGAN EM HIGH ETP 464286285 2427202 69092 SH SOLE 69092 0 0 ENPHASE ENERGY INC Common Stock 29355A107 151904 907 SH SOLE 907 0 0 EOG RESOURCES INC Common Stock 26875P101 781282 6827 SH SOLE 6827 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 2682 103 SH SOLE 103 0 0 ISHARES MSCI POLAND ETF ETP 46429B606 891947 46504 SH SOLE 46504 0 0 ISHARES MSCI PERU AND GLOBAL ETP 464289842 838492 27357 SH SOLE 27357 0 0 EQT CORP Common Stock 26884L109 5664958 137733 SH SOLE 137733 0 0 ISHARES MSCI AUSTRALIA ETF ETP 464286103 2987221 132471 SH SOLE 132471 0 0 ISHARES MSCI SWEDEN ETF ETP 464286756 723985 20440 SH SOLE 20440 0 0 ISHARES MSCI GERMANY ETF ETP 464286806 732821 25650 SH SOLE 25650 0 0 ISHARES MSCI ITALY ETF ETP 46434G830 767867 24124 SH SOLE 24124 0 0 ISHARES MSCI SWITZERLAND ETF ETP 464286749 713760 15446 SH SOLE 15446 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 732168 16917 SH SOLE 16917 0 0 ISHARES MSCI AUSTRIA ETF ETP 464286202 742676 36585 SH SOLE 36585 0 0 ISHARES MSCI SPAIN ETF ETP 464286764 758625 26250 SH SOLE 26250 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 744284 19317 SH SOLE 19317 0 0 ISHARES MSCI TAIWAN ETF ETP 46434G772 803666 17092 SH SOLE 17092 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 723184 22355 SH SOLE 22355 0 0 ISHARES MSCI MEXICO ETF ETP 464286822 825315 13273 SH SOLE 13273 0 0 ISHARES MSCI SOUTH KOREA ETF ETP 464286772 797194 12578 SH SOLE 12578 0 0 ISHARES MSCI BRAZIL ETF ETP 464286400 906613 27956 SH SOLE 27956 0 0 FORD MOTOR CO Common Stock 345370860 2819203 186332 SH SOLE 186332 0 0 ISHARES FALLEN ANGELS ETF ETP 46435G474 1202208 47387 SH SOLE 47387 0 0 DIAMONDBACK ENERGY INC Common Stock 25278X109 2303923 17539 SH SOLE 17539 0 0 FIRST HORIZON CORP Common Stock 320517105 684653 60750 SH SOLE 60750 0 0 SPDR BLOOMBERG INVESTMENT GR ETP 78468R200 516881 16842 SH SOLE 16842 0 0 FORTINET INC Common Stock 34959E109 321258 4250 SH SOLE 4250 0 0 ISHARES US&INTL HIGH YIELD C ETP 464286178 1196733 28175 SH SOLE 28175 0 0 GLOBE LIFE INC Common Stock 37959E102 2633182 24021 SH SOLE 24021 0 0 GENERAL MOTORS CO Common Stock 37045V100 2528456 65572 SH SOLE 65572 0 0 GENUINE PARTS CO Common Stock 372460105 2672988 15795 SH SOLE 15795 0 0 GLOBAL X MSCI GREECE ETF ETP 37954Y319 866577 23339 SH SOLE 23339 0 0 HYATT HOTELS CORP - CL A Common Stock 448579102 560296 4890 SH SOLE 4890 0 0 HCA HEALTHCARE INC Common Stock 40412C101 2423895 7987 SH SOLE 7987 0 0 HESS CORP Common Stock 42809H107 283864 2088 SH SOLE 2088 0 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 2193585 30458 SH SOLE 30458 0 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 2494951 148509 SH SOLE 148509 0 0 HERSHEY CO/THE Common Stock 427866108 2413351 9665 SH SOLE 9665 0 0 HUMANA INC Common Stock 444859102 2372025 5305 SH SOLE 5305 0 0 FLEXSHARES HIGH YIELD VALUE ETP 33939L662 1201958 29722 SH SOLE 29722 0 0 ISHARES 3-7 YEAR TREASURY BO ETP 464288661 4951339 42958 SH SOLE 42958 0 0 ISHARES 1-5Y INV GRADE CORP ETP 464288646 513590 10237 SH SOLE 10237 0 0 IMPERIAL OIL LTD Common Stock 453038408 563272 11010 SH SOLE 11010 0 0 ISHARES MSCI INDIA ETF ETP 46429B598 827503 18936 SH SOLE 18936 0 0 ISHARES RUSSELL 1000 VALUE E ETP 464287598 2368239 15005 SH SOLE 15005 0 0 JABIL INC Common Stock 466313103 656322 6081 SH SOLE 6081 0 0 JACK HENRY & ASSOCIATES INC Common Stock 426281101 2613025 15616 SH SOLE 15616 0 0 JOHNSON & JOHNSON Common Stock 478160104 2718500 16424 SH SOLE 16424 0 0 SPDR BLOOMBERG HIGH YIELD BO ETP 78468R622 1197218 13009 SH SOLE 13009 0 0 LENNAR CORP-A Common Stock 526057104 2451941 19567 SH SOLE 19567 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 517882 4789 SH SOLE 4789 0 0 LAS VEGAS SANDS CORP Common Stock 517834107 565268 9746 SH SOLE 9746 0 0 LAMB WESTON HOLDINGS INC Common Stock 513272104 2668794 23217 SH SOLE 23217 0 0 MCDONALD'S CORP Common Stock 580135101 2661519 8919 SH SOLE 8919 0 0 MCKESSON CORP Common Stock 58155Q103 5511444 12898 SH SOLE 12898 0 0 MONGODB INC Common Stock 60937P106 318106 774 SH SOLE 774 0 0 MONDELEZ INTERNATIONAL INC-A Common Stock 609207105 2463767 33778 SH SOLE 33778 0 0 MERCADOLIBRE INC Common Stock 58733R102 557947 471 SH SOLE 471 0 0 MGM RESORTS INTERNATIONAL Common Stock 552953101 2931045 66736 SH SOLE 66736 0 0 MONSTER BEVERAGE CORP Common Stock 61174X109 2532070 44082 SH SOLE 44082 0 0 MOSAIC CO/THE Common Stock 61945C103 2177315 62209 SH SOLE 62209 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 3532514 30296 SH SOLE 30296 0 0 MARATHON OIL CORP Common Stock 565849106 2710214 117733 SH SOLE 117733 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 516680 4841 SH SOLE 4841 0 0 NORWEGIAN CRUISE LINE HOLDIN Common Stock G66721104 729164 33494 SH SOLE 33494 0 0 ANNALY CAPITAL MANAGEMENT IN Common Stock 035710839 3057528 152800 SH SOLE 152800 0 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 2609880 2732 SH SOLE 2732 0 0 OVINTIV INC Common Stock 69047Q102 430610 11311 SH SOLE 11311 0 0 OCCIDENTAL PETROLEUM CORP Common Stock 674599105 2700625 45929 SH SOLE 45929 0 0 INVESCO S&P 500 BUYWRITE ETF ETP 46137V399 2394534 108252 SH SOLE 108252 0 0 PETROLEO BRASILEIRO-SPON ADR Common Stock 71654V408 1456299 105300 SH SOLE 105300 0 0 PACCAR INC Common Stock 693718108 3133696 37462 SH SOLE 37462 0 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 2032133 26795 SH SOLE 26795 0 0 PROGRESSIVE CORP Common Stock 743315103 2886593 21807 SH SOLE 21807 0 0 PULTEGROUP INC Common Stock 745867101 3118774 40149 SH SOLE 40149 0 0 PHILLIPS 66 Common Stock 718546104 2763254 28971 SH SOLE 28971 0 0 PIONEER NATURAL RESOURCES CO Common Stock 723787107 2257226 10895 SH SOLE 10895 0 0 ROYAL CARIBBEAN CRUISES LTD Common Stock V7780T103 649724 6263 SH SOLE 6263 0 0 EVEREST GROUP LTD Common Stock G3223R108 2005693 5867 SH SOLE 5867 0 0 INVESCO S&P 500 PURE VALUE E ETP 46137V258 25151249 324323 SH SOLE 324323 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 13486361 166334 SH SOLE 166334 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 1194672 28822 SH SOLE 28822 0 0 JM SMUCKER CO/THE Common Stock 832696405 2523385 17088 SH SOLE 17088 0 0 SNOWFLAKE INC-CLASS A Common Stock 833445109 296878 1687 SH SOLE 1687 0 0 SAREPTA THERAPEUTICS INC Common Stock 803607100 255151 2228 SH SOLE 2228 0 0 SHOCKWAVE MEDICAL INC Common Stock 82489T104 283127 992 SH SOLE 992 0 0 TELLURIAN INC Common Stock 87968A104 1081808 767240 SH SOLE 767240 0 0 TAPESTRY INC Common Stock 876030107 2223546 51952 SH SOLE 51952 0 0 TAIWAN SEMICONDUCTOR-SP ADR Common Stock 874039100 2733923 27090 SH SOLE 27090 0 0 TRADE DESK INC/THE -CLASS A Common Stock 88339J105 298841 3870 SH SOLE 3870 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 454995 16106 SH SOLE 16106 0 0 UNITED AIRLINES HOLDINGS INC Common Stock 910047109 3788060 69037 SH SOLE 69037 0 0 UBER TECHNOLOGIES INC Common Stock 90353T100 946761 21931 SH SOLE 21931 0 0 UNITED RENTALS INC Common Stock 911363109 2817411 6326 SH SOLE 6326 0 0 VALERO ENERGY CORP Common Stock 91913Y100 3296599 28104 SH SOLE 28104 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 1048820 9888 SH SOLE 9888 0 0 SPDR FTSE INTERNATIONAL GOVE ETP 78464A490 474310 11358 SH SOLE 11358 0 0 WYNN RESORTS LTD Common Stock 983134107 583073 5521 SH SOLE 5521 0 0 EXXON MOBIL CORP Common Stock 30231G102 3362717 31354 SH SOLE 31354 0 0 WALT DISNEY CO/THE Common Stock 254687906 12499200 140000 SH Call SOLE 140000 0 0 PAYPAL HOLDINGS INC Common Stock 70450Y903 8341250 125000 SH Call SOLE 125000 0 0