0001140361-23-053158.txt : 20231114
0001140361-23-053158.hdr.sgml : 20231114
20231114131704
ACCESSION NUMBER: 0001140361-23-053158
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231114
DATE AS OF CHANGE: 20231114
EFFECTIVENESS DATE: 20231114
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: 231403819
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
09-30-2023
09-30-2023
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
11-14-2023
0
129
283142799
INFORMATION TABLE
2
informationtable.xml
AMERICAN AIRLINES GROUP INC
Common Stock
02376R102
2307068
180099
SH
SOLE
180099
0
0
AFLAC INC
Common Stock
001055102
3084045
40183
SH
SOLE
40183
0
0
AGNC INVESTMENT CORP
Common Stock
00123Q104
3633456
384900
SH
SOLE
384900
0
0
AMERICAN INTERNATIONAL GROUP
Common Stock
026874784
2278378
37597
SH
SOLE
37597
0
0
ALBEMARLE CORP
Common Stock
012653101
165109
971
SH
SOLE
971
0
0
AMGEN INC
Common Stock
031162100
2732752
10168
SH
SOLE
10168
0
0
ARISTA NETWORKS INC
Common Stock
040413106
298334
1622
SH
SOLE
1622
0
0
APA CORP
Common Stock
03743Q108
2623988
63844
SH
SOLE
63844
0
0
APOLLO GLOBAL MANAGEMENT INC
Common Stock
03769M106
636488
7091
SH
SOLE
7091
0
0
ANTERO RESOURCES CORP
Common Stock
03674X106
407984
16075
SH
SOLE
16075
0
0
AUTOZONE INC
Common Stock
053332102
2608570
1027
SH
SOLE
1027
0
0
JPMORGAN BETABUILDERS JAPAN
ETP
46641Q217
3238872
64468
SH
SOLE
64468
0
0
INVESCO SENIOR LOAN ETF
ETP
46138G508
2593524
123560
SH
SOLE
123560
0
0
BRISTOL-MYERS SQUIBB CO
Common Stock
110122108
2089962
36009
SH
SOLE
36009
0
0
BOSTON SCIENTIFIC CORP
Common Stock
101137107
2538307
48074
SH
SOLE
48074
0
0
BORGWARNER INC
Common Stock
099724106
1749717
43342
SH
SOLE
43342
0
0
CARDINAL HEALTH INC
Common Stock
14149Y108
5175253
59609
SH
SOLE
59609
0
0
CARNIVAL CORP
Common Stock
143658300
531650
38750
SH
SOLE
38750
0
0
CF INDUSTRIES HOLDINGS INC
Common Stock
125269100
1944155
22675
SH
SOLE
22675
0
0
CONFLUENT INC-CLASS A
Common Stock
20717M103
217189
7335
SH
SOLE
7335
0
0
THE CIGNA GROUP
Common Stock
125523100
6797595
23762
SH
SOLE
23762
0
0
CANADIAN NATURAL RESOURCES
Common Stock
136385101
607575
9395
SH
SOLE
9395
0
0
CONOCOPHILLIPS
Common Stock
20825C104
3231725
26976
SH
SOLE
26976
0
0
COUPANG INC
Common Stock
22266T109
540566
31798
SH
SOLE
31798
0
0
COTERRA ENERGY INC
Common Stock
127097103
3279758
121248
SH
SOLE
121248
0
0
CENOVUS ENERGY INC
Common Stock
15135U109
860074
41310
SH
SOLE
41310
0
0
CHEVRON CORP
Common Stock
166764100
2786614
16526
SH
SOLE
16526
0
0
SPDR BLOOMBERG CONVERTIBLE S
ETP
78464A359
2520533
37176
SH
SOLE
37176
0
0
DELTA AIR LINES INC
Common Stock
247361702
2637582
71286
SH
SOLE
71286
0
0
HF SINCLAIR CORP
Common Stock
403949100
568275
9982
SH
SOLE
9982
0
0
DRAFTKINGS INC-CL A
Common Stock
26142V105
296637
10076
SH
SOLE
10076
0
0
DEVON ENERGY CORP
Common Stock
25179M103
196810
4126
SH
SOLE
4126
0
0
SPDR S&P INTER DVD ETF
ETP
78463X772
2371597
72085
SH
SOLE
72085
0
0
EVEREST GROUP LTD
Common Stock
G3223R108
2101422
5654
SH
SOLE
5654
0
0
ISHARES JP MORGAN USD EMERGI
ETP
464288281
1696694
20561
SH
SOLE
20561
0
0
ISHARES J.P. MORGAN EM HIGH
ETP
464286285
2404858
70648
SH
SOLE
70648
0
0
ENPHASE ENERGY INC
Common Stock
29355A107
96721
805
SH
SOLE
805
0
0
EOG RESOURCES INC
Common Stock
26875P101
771588
6087
SH
SOLE
6087
0
0
ISHARES MSCI POLAND ETF
ETP
46429B606
740161
43259
SH
SOLE
43259
0
0
ISHARES MSCI PERU AND GLOBAL
ETP
464289842
780576
25864
SH
SOLE
25864
0
0
EQT CORP
Common Stock
26884L109
5335418
131479
SH
SOLE
131479
0
0
ISHARES MSCI GERMANY ETF
ETP
464286806
493582
18839
SH
SOLE
18839
0
0
ISHARES MSCI ITALY ETF
ETP
46434G830
697804
22939
SH
SOLE
22939
0
0
ISHARES MSCI SWITZERLAND ETF
ETP
464286749
496785
11402
SH
SOLE
11402
0
0
ISHARES MSCI AUSTRIA ETF
ETP
464286202
647245
32933
SH
SOLE
32933
0
0
ISHARES MSCI SPAIN ETF
ETP
464286764
711040
25856
SH
SOLE
25856
0
0
ISHARES MSCI FRANCE ETF
ETP
464286707
629623
17691
SH
SOLE
17691
0
0
ISHARES MSCI TAIWAN ETF
ETP
46434G772
809340
18167
SH
SOLE
18167
0
0
ISHARES MSCI UNITED KINGDOM
ETP
46435G334
728100
23012
SH
SOLE
23012
0
0
ISHARES MSCI MEXICO ETF
ETP
464286822
782320
13435
SH
SOLE
13435
0
0
ISHARES MSCI SOUTH KOREA ETF
ETP
464286772
558457
9475
SH
SOLE
9475
0
0
ISHARES MSCI BRAZIL ETF
ETP
464286400
823582
26853
SH
SOLE
26853
0
0
FORD MOTOR CO
Common Stock
345370860
2244778
180739
SH
SOLE
180739
0
0
ISHARES FALLEN ANGELS ETF
ETP
46435G474
1207090
48673
SH
SOLE
48673
0
0
DIAMONDBACK ENERGY INC
Common Stock
25278X109
2620415
16919
SH
SOLE
16919
0
0
SPDR BLOOMBERG INVESTMENT GR
ETP
78468R200
541932
17641
SH
SOLE
17641
0
0
FORTINET INC
Common Stock
34959E109
220989
3766
SH
SOLE
3766
0
0
ISHARES US&INTL HIGH YIELD C
ETP
464286178
1208911
29120
SH
SOLE
29120
0
0
GLOBE LIFE INC
Common Stock
37959E102
2574400
23677
SH
SOLE
23677
0
0
GENERAL MOTORS CO
Common Stock
37045V100
2079385
63069
SH
SOLE
63069
0
0
GENUINE PARTS CO
Common Stock
372460105
2256804
15631
SH
SOLE
15631
0
0
GLOBAL X MSCI GREECE ETF
ETP
37954Y319
732522
22044
SH
SOLE
22044
0
0
HYATT HOTELS CORP - CL A
Common Stock
448579102
459963
4336
SH
SOLE
4336
0
0
HCA HEALTHCARE INC
Common Stock
40412C101
1888634
7678
SH
SOLE
7678
0
0
HESS CORP
Common Stock
42809H107
283509
1853
SH
SOLE
1853
0
0
HARTFORD FINANCIAL SVCS GRP
Common Stock
416515104
2084612
29398
SH
SOLE
29398
0
0
HEWLETT PACKARD ENTERPRISE
Common Stock
42824C109
2492230
143479
SH
SOLE
143479
0
0
HERSHEY CO/THE
Common Stock
427866108
1913165
9562
SH
SOLE
9562
0
0
HUMANA INC
Common Stock
444859102
2438925
5013
SH
SOLE
5013
0
0
FLEXSHARES HIGH YIELD VALUE
ETP
33939L662
1216298
30591
SH
SOLE
30591
0
0
ISHARES 1-5Y INV GRADE CORP
ETP
464288646
536370
10764
SH
SOLE
10764
0
0
IMPERIAL OIL LTD
Common Stock
453038408
604506
9815
SH
SOLE
9815
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
833105
18840
SH
SOLE
18840
0
0
ISHARES RUSSELL 1000 VALUE E
ETP
464287598
2154781
14193
SH
SOLE
14193
0
0
JABIL INC
Common Stock
466313103
684064
5391
SH
SOLE
5391
0
0
JACK HENRY & ASSOCIATES INC
Common Stock
426281101
2329067
15410
SH
SOLE
15410
0
0
JOHNSON & JOHNSON
Common Stock
478160104
2534520
16273
SH
SOLE
16273
0
0
SPDR BLOOMBERG HIGH YIELD BO
ETP
78468R622
1211812
13405
SH
SOLE
13405
0
0
LENNAR CORP-A
Common Stock
526057104
2113403
18831
SH
SOLE
18831
0
0
LAS VEGAS SANDS CORP
Common Stock
517834107
397112
8663
SH
SOLE
8663
0
0
LAMB WESTON HOLDINGS INC
Common Stock
513272104
2116687
22893
SH
SOLE
22893
0
0
MCDONALD'S CORP
Common Stock
580135101
2323804
8821
SH
SOLE
8821
0
0
MCKESSON CORP
Common Stock
58155Q103
5469108
12577
SH
SOLE
12577
0
0
MONGODB INC
Common Stock
60937P106
236914
685
SH
SOLE
685
0
0
MONDELEZ INTERNATIONAL INC-A
Common Stock
609207105
2319903
33428
SH
SOLE
33428
0
0
MERCADOLIBRE INC
Common Stock
58733R102
527438
416
SH
SOLE
416
0
0
MGM RESORTS INTERNATIONAL
Common Stock
552953101
2316615
63020
SH
SOLE
63020
0
0
MONSTER BEVERAGE CORP
Common Stock
61174X109
2295912
43360
SH
SOLE
43360
0
0
MOSAIC CO/THE
Common Stock
61945C103
2102928
59071
SH
SOLE
59071
0
0
MARATHON PETROLEUM CORP
Common Stock
56585A102
3895340
25739
SH
SOLE
25739
0
0
MARATHON OIL CORP
Common Stock
565849106
2971470
111083
SH
SOLE
111083
0
0
ISHARES NATIONAL MUNI BOND E
ETP
464288414
225793
2202
SH
SOLE
2202
0
0
NORWEGIAN CRUISE LINE HOLDIN
Common Stock
G66721104
488945
29669
SH
SOLE
29669
0
0
ANNALY CAPITAL MANAGEMENT IN
Common Stock
035710839
3698046
196600
SH
SOLE
196600
0
0
O'REILLY AUTOMOTIVE INC
Common Stock
67103H107
2443925
2689
SH
SOLE
2689
0
0
OVINTIV INC
Common Stock
69047Q102
479743
10085
SH
SOLE
10085
0
0
OCCIDENTAL PETROLEUM CORP
Common Stock
674599105
2824616
43536
SH
SOLE
43536
0
0
INVESCO S&P 500 BUYWRITE ETF
ETP
46137V399
2381772
111618
SH
SOLE
111618
0
0
PACCAR INC
Common Stock
693718108
3017275
35489
SH
SOLE
35489
0
0
ISHARES PREFERRED & INCOME S
ETP
464288687
1812769
60125
SH
SOLE
60125
0
0
PRINCIPAL FINANCIAL GROUP
Common Stock
74251V102
1867766
25916
SH
SOLE
25916
0
0
PROGRESSIVE CORP
Common Stock
743315103
2991050
21472
SH
SOLE
21472
0
0
PHINIA INC
Common Stock
71880K101
233100
8701
SH
SOLE
8701
0
0
PULTEGROUP INC
Common Stock
745867101
2814492
38008
SH
SOLE
38008
0
0
PHILLIPS 66
Common Stock
718546104
3319624
27629
SH
SOLE
27629
0
0
PIONEER NATURAL RESOURCES CO
Common Stock
723787107
2416014
10525
SH
SOLE
10525
0
0
ROYAL CARIBBEAN CRUISES LTD
Common Stock
V7780T103
511008
5546
SH
SOLE
5546
0
0
ISHARES MORTGAGE REAL ESTATE
ETP
46435G342
2398311
107355
SH
SOLE
107355
0
0
INVESCO S&P 500 PURE VALUE E
ETP
46137V258
23286746
316482
SH
SOLE
316482
0
0
ISHARES 1-3 YEAR TREASURY BO
ETP
464287457
22951108
283452
SH
SOLE
283452
0
0
ISHARES 0-5 YR HY CORP BOND
ETP
46434V407
1222120
29786
SH
SOLE
29786
0
0
JM SMUCKER CO/THE
Common Stock
832696405
2080620
16928
SH
SOLE
16928
0
0
SNOWFLAKE INC-CLASS A
Common Stock
833445109
228086
1493
SH
SOLE
1493
0
0
SAREPTA THERAPEUTICS INC
Common Stock
803607100
239288
1974
SH
SOLE
1974
0
0
SHOCKWAVE MEDICAL INC
Common Stock
82489T104
174810
878
SH
SOLE
878
0
0
TELLURIAN INC
Common Stock
87968A104
889998
767240
SH
SOLE
767240
0
0
TAPESTRY INC
Common Stock
876030107
1448051
50367
SH
SOLE
50367
0
0
TAIWAN SEMICONDUCTOR-SP ADR
Common Stock
874039100
2363680
27200
SH
SOLE
27200
0
0
TRADE DESK INC/THE -CLASS A
Common Stock
88339J105
267820
3427
SH
SOLE
3427
0
0
ISHARES MSCI TURKEY ETF
ETP
464286715
852523
22109
SH
SOLE
22109
0
0
UNITED AIRLINES HOLDINGS INC
Common Stock
910047109
2727800
64487
SH
SOLE
64487
0
0
UBER TECHNOLOGIES INC
Common Stock
90353T100
893448
19427
SH
SOLE
19427
0
0
UNITED RENTALS INC
Common Stock
911363109
2706098
6087
SH
SOLE
6087
0
0
VALERO ENERGY CORP
Common Stock
91913Y100
3375249
23818
SH
SOLE
23818
0
0
VANGUARD HIGH DVD YIELD ETF
ETP
921946406
1695481
16410
SH
SOLE
16410
0
0
WYNN RESORTS LTD
Common Stock
983134107
453179
4904
SH
SOLE
4904
0
0
EXXON MOBIL CORP
Common Stock
30231G102
3495066
29725
SH
SOLE
29725
0
0
ISHARES CHINA LARGE-CAP ETF
ETP
464287904
13265000
500000
SH
Call
SOLE
500000
0
0
PAYPAL HOLDINGS INC
Common Stock
70450Y903
7307500
125000
SH
Call
SOLE
125000
0
0