Filed: 8/14/2023ACC: 0001140361-23-039524
📋 What this filing means
MOUNT LUCAS MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 139 equity positions with a total reported market value of $299.05M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
139
Positions
$299.05M
Total AUM (reported)
6.28M
Total Shares
Allocation by class
COMMON STOCK$206.98M69.2%
ETP$92.07M30.8%
Portfolio Concentration
Top 3$51.14M17.1%
4–10$40.97M13.7%
11–25$47.95M16.0%
Rest$158.99M53.2%
Top 3 weight
17.1%
Top 10 weight
30.8%
Voting Authority Distribution
Total shares with voting rights: 6.28M
Sole
Full voting authority
6.28M
shares
% of voting shares100.0%
Shared
Joint voting authority
0.00
shares
% of voting shares0.0%
None
No voting authority
0.00
shares
% of voting shares0.0%
Investment Discretion (by position count)
Sole139
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings139
Rows:
INVESCO S&P 500 PURE VALUE E
SOLEShares324.32K
TypeSH
Market value$25.15M
8.41%
Sole
324.32K
Shared
0.00
None
0.00
ISHARES 1-3 YEAR TREASURY BO
SOLEShares166.33K
TypeSH
Market value$13.49M
4.51%
Sole
166.33K
Shared
0.00
None
0.00
WALT DISNEY CO/THE
SOLEShares140K
TypeSH
Market value$12.50M
4.18%
Sole
140K
Shared
0.00
None
0.00
PAYPAL HOLDINGS INC
SOLEShares125K
TypeSH
Market value$8.34M
2.79%
Sole
125K
Shared
0.00
None
0.00
THE CIGNA GROUP
SOLEShares24.45K
TypeSH
Market value$6.86M
2.29%
Sole
24.45K
Shared
0.00
None
0.00
CARDINAL HEALTH INC
SOLEShares61.87K
TypeSH
Market value$5.85M
1.96%
Sole
61.87K
Shared
0.00
None
0.00
EQT CORP
SOLEShares137.73K
TypeSH
Market value$5.66M
1.89%
Sole
137.73K
Shared
0.00
None
0.00
MCKESSON CORP
SOLEShares12.90K
TypeSH
Market value$5.51M
1.84%
Sole
12.90K
Shared
0.00
None
0.00
ISHARES 3-7 YEAR TREASURY BO
SOLEShares42.96K
TypeSH
Market value$4.95M
1.66%
Sole
42.96K
Shared
0.00
None
0.00
UNITED AIRLINES HOLDINGS INC
SOLEShares69.04K
TypeSH
Market value$3.79M
1.27%
Sole
69.04K
Shared
0.00
None
0.00
DELTA AIR LINES INC
SOLEShares75.35K
TypeSH
Market value$3.58M
1.20%
Sole
75.35K
Shared
0.00
None
0.00
MARATHON PETROLEUM CORP
SOLEShares30.30K
TypeSH
Market value$3.53M
1.18%
Sole
30.30K
Shared
0.00
None
0.00
AMERICAN AIRLINES GROUP INC
SOLEShares190.59K
TypeSH
Market value$3.42M
1.14%
Sole
190.59K
Shared
0.00
None
0.00
EXXON MOBIL CORP
SOLEShares31.35K
TypeSH
Market value$3.36M
1.12%
Sole
31.35K
Shared
0.00
None
0.00
JPMORGAN BETABUILDERS JAPAN
SOLEShares64.53K
TypeSH
Market value$3.33M
1.11%
Sole
64.53K
Shared
0.00
None
0.00
VALERO ENERGY CORP
SOLEShares28.10K
TypeSH
Market value$3.30M
1.10%
Sole
28.10K
Shared
0.00
None
0.00
COTERRA ENERGY INC
SOLEShares128.05K
TypeSH
Market value$3.24M
1.08%
Sole
128.05K
Shared
0.00
None
0.00
AGNC INVESTMENT CORP
SOLEShares309.90K
TypeSH
Market value$3.14M
1.05%
Sole
309.90K
Shared
0.00
None
0.00
PACCAR INC
SOLEShares37.46K
TypeSH
Market value$3.13M
1.05%
Sole
37.46K
Shared
0.00
None
0.00
PULTEGROUP INC
SOLEShares40.15K
TypeSH
Market value$3.12M
1.04%
Sole
40.15K
Shared
0.00
None
0.00
ANNALY CAPITAL MANAGEMENT IN
SOLEShares152.80K
TypeSH
Market value$3.06M
1.02%
Sole
152.80K
Shared
0.00
None
0.00
ISHARES MSCI AUSTRALIA ETF
SOLEShares132.47K
TypeSH
Market value$2.99M
1.00%
Sole
132.47K
Shared
0.00
None
0.00
CONOCOPHILLIPS
SOLEShares28.39K
TypeSH
Market value$2.94M
0.98%
Sole
28.39K
Shared
0.00
None
0.00
MGM RESORTS INTERNATIONAL
SOLEShares66.74K
TypeSH
Market value$2.93M
0.98%
Sole
66.74K
Shared
0.00
None
0.00
PROGRESSIVE CORP
SOLEShares21.81K
TypeSH
Market value$2.89M
0.97%
Sole
21.81K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
INVESCO S&P 500 PURE VALUE ESOLE | ETP | 324.32K | SH | $25.15M 8.41% | 324.32K | 0.00 | 0.00 |
ISHARES 1-3 YEAR TREASURY BOSOLE | ETP | 166.33K | SH | $13.49M 4.51% | 166.33K | 0.00 | 0.00 |
WALT DISNEY CO/THESOLE | Common Stock | 140K | SH | $12.50M 4.18% | 140K | 0.00 | 0.00 |
PAYPAL HOLDINGS INCSOLE | Common Stock | 125K | SH | $8.34M 2.79% | 125K | 0.00 | 0.00 |
THE CIGNA GROUPSOLE | Common Stock | 24.45K | SH | $6.86M 2.29% | 24.45K | 0.00 | 0.00 |
CARDINAL HEALTH INCSOLE | Common Stock | 61.87K | SH | $5.85M 1.96% | 61.87K | 0.00 | 0.00 |
EQT CORPSOLE | Common Stock | 137.73K | SH | $5.66M 1.89% | 137.73K | 0.00 | 0.00 |
MCKESSON CORPSOLE | Common Stock | 12.90K | SH | $5.51M 1.84% | 12.90K | 0.00 | 0.00 |
ISHARES 3-7 YEAR TREASURY BOSOLE | ETP | 42.96K | SH | $4.95M 1.66% | 42.96K | 0.00 | 0.00 |
UNITED AIRLINES HOLDINGS INCSOLE | Common Stock | 69.04K | SH | $3.79M 1.27% | 69.04K | 0.00 | 0.00 |
DELTA AIR LINES INCSOLE | Common Stock | 75.35K | SH | $3.58M 1.20% | 75.35K | 0.00 | 0.00 |
MARATHON PETROLEUM CORPSOLE | Common Stock | 30.30K | SH | $3.53M 1.18% | 30.30K | 0.00 | 0.00 |
AMERICAN AIRLINES GROUP INCSOLE | Common Stock | 190.59K | SH | $3.42M 1.14% | 190.59K | 0.00 | 0.00 |
EXXON MOBIL CORPSOLE | Common Stock | 31.35K | SH | $3.36M 1.12% | 31.35K | 0.00 | 0.00 |
JPMORGAN BETABUILDERS JAPANSOLE | ETP | 64.53K | SH | $3.33M 1.11% | 64.53K | 0.00 | 0.00 |
VALERO ENERGY CORPSOLE | Common Stock | 28.10K | SH | $3.30M 1.10% | 28.10K | 0.00 | 0.00 |
COTERRA ENERGY INCSOLE | Common Stock | 128.05K | SH | $3.24M 1.08% | 128.05K | 0.00 | 0.00 |
AGNC INVESTMENT CORPSOLE | Common Stock | 309.90K | SH | $3.14M 1.05% | 309.90K | 0.00 | 0.00 |
PACCAR INCSOLE | Common Stock | 37.46K | SH | $3.13M 1.05% | 37.46K | 0.00 | 0.00 |
PULTEGROUP INCSOLE | Common Stock | 40.15K | SH | $3.12M 1.04% | 40.15K | 0.00 | 0.00 |
ANNALY CAPITAL MANAGEMENT INSOLE | Common Stock | 152.80K | SH | $3.06M 1.02% | 152.80K | 0.00 | 0.00 |
ISHARES MSCI AUSTRALIA ETFSOLE | ETP | 132.47K | SH | $2.99M 1.00% | 132.47K | 0.00 | 0.00 |
CONOCOPHILLIPSSOLE | Common Stock | 28.39K | SH | $2.94M 0.98% | 28.39K | 0.00 | 0.00 |
MGM RESORTS INTERNATIONALSOLE | Common Stock | 66.74K | SH | $2.93M 0.98% | 66.74K | 0.00 | 0.00 |
PROGRESSIVE CORPSOLE | Common Stock | 21.81K | SH | $2.89M 0.97% | 21.81K | 0.00 | 0.00 |
Page 1 of 6
…