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