Filed: 11/14/2023ACC: 0001140361-23-053158
📋 What this filing means
MOUNT LUCAS MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 129 equity positions with a total reported market value of $283.14M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
129
Positions
$283.14M
Total AUM (reported)
6.40M
Total Shares
Allocation by class
COMMON STOCK$179.68M63.5%
ETP$103.46M36.5%
Portfolio Concentration
Top 3$59.50M21.0%
4–10$37.68M13.3%
11–25$46.80M16.5%
Rest$139.17M49.2%
Top 3 weight
21.0%
Top 10 weight
34.3%
Voting Authority Distribution
Total shares with voting rights: 6.40M
Sole
Full voting authority
6.40M
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)
Sole129
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings129
Rows:
INVESCO S&P 500 PURE VALUE E
SOLEShares316.48K
TypeSH
Market value$23.29M
8.22%
Sole
316.48K
Shared
0.00
None
0.00
ISHARES 1-3 YEAR TREASURY BO
SOLEShares283.45K
TypeSH
Market value$22.95M
8.11%
Sole
283.45K
Shared
0.00
None
0.00
ISHARES CHINA LARGE-CAP ETF
SOLEShares500K
TypeSH
Market value$13.27M
4.68%
Sole
500K
Shared
0.00
None
0.00
PAYPAL HOLDINGS INC
SOLEShares125K
TypeSH
Market value$7.31M
2.58%
Sole
125K
Shared
0.00
None
0.00
THE CIGNA GROUP
SOLEShares23.76K
TypeSH
Market value$6.80M
2.40%
Sole
23.76K
Shared
0.00
None
0.00
MCKESSON CORP
SOLEShares12.58K
TypeSH
Market value$5.47M
1.93%
Sole
12.58K
Shared
0.00
None
0.00
EQT CORP
SOLEShares131.48K
TypeSH
Market value$5.34M
1.88%
Sole
131.48K
Shared
0.00
None
0.00
CARDINAL HEALTH INC
SOLEShares59.61K
TypeSH
Market value$5.18M
1.83%
Sole
59.61K
Shared
0.00
None
0.00
MARATHON PETROLEUM CORP
SOLEShares25.74K
TypeSH
Market value$3.90M
1.38%
Sole
25.74K
Shared
0.00
None
0.00
ANNALY CAPITAL MANAGEMENT IN
SOLEShares196.60K
TypeSH
Market value$3.70M
1.31%
Sole
196.60K
Shared
0.00
None
0.00
AGNC INVESTMENT CORP
SOLEShares384.90K
TypeSH
Market value$3.63M
1.28%
Sole
384.90K
Shared
0.00
None
0.00
EXXON MOBIL CORP
SOLEShares29.73K
TypeSH
Market value$3.50M
1.23%
Sole
29.73K
Shared
0.00
None
0.00
VALERO ENERGY CORP
SOLEShares23.82K
TypeSH
Market value$3.38M
1.19%
Sole
23.82K
Shared
0.00
None
0.00
PHILLIPS 66
SOLEShares27.63K
TypeSH
Market value$3.32M
1.17%
Sole
27.63K
Shared
0.00
None
0.00
COTERRA ENERGY INC
SOLEShares121.25K
TypeSH
Market value$3.28M
1.16%
Sole
121.25K
Shared
0.00
None
0.00
JPMORGAN BETABUILDERS JAPAN
SOLEShares64.47K
TypeSH
Market value$3.24M
1.14%
Sole
64.47K
Shared
0.00
None
0.00
CONOCOPHILLIPS
SOLEShares26.98K
TypeSH
Market value$3.23M
1.14%
Sole
26.98K
Shared
0.00
None
0.00
AFLAC INC
SOLEShares40.18K
TypeSH
Market value$3.08M
1.09%
Sole
40.18K
Shared
0.00
None
0.00
PACCAR INC
SOLEShares35.49K
TypeSH
Market value$3.02M
1.07%
Sole
35.49K
Shared
0.00
None
0.00
PROGRESSIVE CORP
SOLEShares21.47K
TypeSH
Market value$2.99M
1.06%
Sole
21.47K
Shared
0.00
None
0.00
MARATHON OIL CORP
SOLEShares111.08K
TypeSH
Market value$2.97M
1.05%
Sole
111.08K
Shared
0.00
None
0.00
OCCIDENTAL PETROLEUM CORP
SOLEShares43.54K
TypeSH
Market value$2.82M
1.00%
Sole
43.54K
Shared
0.00
None
0.00
PULTEGROUP INC
SOLEShares38.01K
TypeSH
Market value$2.81M
0.99%
Sole
38.01K
Shared
0.00
None
0.00
CHEVRON CORP
SOLEShares16.53K
TypeSH
Market value$2.79M
0.98%
Sole
16.53K
Shared
0.00
None
0.00
AMGEN INC
SOLEShares10.17K
TypeSH
Market value$2.73M
0.97%
Sole
10.17K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
INVESCO S&P 500 PURE VALUE ESOLE | ETP | 316.48K | SH | $23.29M 8.22% | 316.48K | 0.00 | 0.00 |
ISHARES 1-3 YEAR TREASURY BOSOLE | ETP | 283.45K | SH | $22.95M 8.11% | 283.45K | 0.00 | 0.00 |
ISHARES CHINA LARGE-CAP ETFSOLE | ETP | 500K | SH | $13.27M 4.68% | 500K | 0.00 | 0.00 |
PAYPAL HOLDINGS INCSOLE | Common Stock | 125K | SH | $7.31M 2.58% | 125K | 0.00 | 0.00 |
THE CIGNA GROUPSOLE | Common Stock | 23.76K | SH | $6.80M 2.40% | 23.76K | 0.00 | 0.00 |
MCKESSON CORPSOLE | Common Stock | 12.58K | SH | $5.47M 1.93% | 12.58K | 0.00 | 0.00 |
EQT CORPSOLE | Common Stock | 131.48K | SH | $5.34M 1.88% | 131.48K | 0.00 | 0.00 |
CARDINAL HEALTH INCSOLE | Common Stock | 59.61K | SH | $5.18M 1.83% | 59.61K | 0.00 | 0.00 |
MARATHON PETROLEUM CORPSOLE | Common Stock | 25.74K | SH | $3.90M 1.38% | 25.74K | 0.00 | 0.00 |
ANNALY CAPITAL MANAGEMENT INSOLE | Common Stock | 196.60K | SH | $3.70M 1.31% | 196.60K | 0.00 | 0.00 |
AGNC INVESTMENT CORPSOLE | Common Stock | 384.90K | SH | $3.63M 1.28% | 384.90K | 0.00 | 0.00 |
EXXON MOBIL CORPSOLE | Common Stock | 29.73K | SH | $3.50M 1.23% | 29.73K | 0.00 | 0.00 |
VALERO ENERGY CORPSOLE | Common Stock | 23.82K | SH | $3.38M 1.19% | 23.82K | 0.00 | 0.00 |
PHILLIPS 66SOLE | Common Stock | 27.63K | SH | $3.32M 1.17% | 27.63K | 0.00 | 0.00 |
COTERRA ENERGY INCSOLE | Common Stock | 121.25K | SH | $3.28M 1.16% | 121.25K | 0.00 | 0.00 |
JPMORGAN BETABUILDERS JAPANSOLE | ETP | 64.47K | SH | $3.24M 1.14% | 64.47K | 0.00 | 0.00 |
CONOCOPHILLIPSSOLE | Common Stock | 26.98K | SH | $3.23M 1.14% | 26.98K | 0.00 | 0.00 |
AFLAC INCSOLE | Common Stock | 40.18K | SH | $3.08M 1.09% | 40.18K | 0.00 | 0.00 |
PACCAR INCSOLE | Common Stock | 35.49K | SH | $3.02M 1.07% | 35.49K | 0.00 | 0.00 |
PROGRESSIVE CORPSOLE | Common Stock | 21.47K | SH | $2.99M 1.06% | 21.47K | 0.00 | 0.00 |
MARATHON OIL CORPSOLE | Common Stock | 111.08K | SH | $2.97M 1.05% | 111.08K | 0.00 | 0.00 |
OCCIDENTAL PETROLEUM CORPSOLE | Common Stock | 43.54K | SH | $2.82M 1.00% | 43.54K | 0.00 | 0.00 |
PULTEGROUP INCSOLE | Common Stock | 38.01K | SH | $2.81M 0.99% | 38.01K | 0.00 | 0.00 |
CHEVRON CORPSOLE | Common Stock | 16.53K | SH | $2.79M 0.98% | 16.53K | 0.00 | 0.00 |
AMGEN INCSOLE | Common Stock | 10.17K | SH | $2.73M 0.97% | 10.17K | 0.00 | 0.00 |
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