Mount Lucas Management LP

13F Portfolio Filings

Most recent 13F
Q4 2023
Location
Newtown, PA
CIK
0001185072
All SEC filings
View on sec.gov
Holdings Value
Quarter Holdings Value ($000) Top Holdings Form Type Date Filed Filing ID
Q4 2023 142 347,634 BABA calls, QQQ, KWEB calls, FXI calls 13F-HR 2/7/2024 000114036124006062
Q3 2023 129 283,142 RPV, SHY, ISHARES CHINA LARGE-CAP ETF calls, PAYPAL HOLDINGS INC calls 13F-HR 11/14/2023 000114036123053158
Q2 2023 139 299,051 RPV, SHY, WALT DISNEY CO/THE calls, PAYPAL HOLDINGS INC calls 13F-HR 8/14/2023 000114036123039524
Q1 2023 113 378,803 ISHARES MSCI EMERGING MARKET calls, SHY, QQQ, WALT DISNEY CO/THE calls 13F-HR 5/12/2023 000114036123024323
Q4 2022 107 305,199 SCHO, SHY, RPV, IWD 13F-HR 2/14/2023 000114036123006693
Q3 2022 93 290,369 SHY, RPV, ADM, NUE RESTATEMENT 11/14/2022 000114036122041231
Q2 2022 90 298,602 SHY, RPV, NUE, ADM 13F-HR 8/10/2022 000156761922015436
Q1 2022 111 343,328 SHY, MOS, RPV, EFV 13F-HR 5/12/2022 000156761922010227
Q4 2021 129 349,933 SHY, HPQ, MOS, WHR 13F-HR 2/14/2022 000156761922004139
Q3 2021 108 330,996 SHY, KRANESHARES CSI CHINA INTERN calls, MS, ALL 13F-HR 11/15/2021 000156761921020236
Q2 2021 111 376,103 GE, SHY, MS, ALL 13F-HR 8/16/2021 000156761921015651
Q1 2021 111 339,684 KSS, IVZ, MGM, ALK 13F-HR 5/17/2021 000156761921010397
Q4 2020 114 475,245 SHY, ENERGY SELECT SECTOR SPDR calls, KSS, XLU 13F-HR 2/16/2021 000156761921003957
Q3 2020 77 479,653 SHY, XLB, XLI, XLP 13F-HR 11/16/2020 000156761920019826
Q2 2020 65 505,113 SHY, XLK, XLY, XLC 13F-HR 8/14/2020 000156761920015272
Q1 2020 41 486,057 SHY, XLK, XLU, XRX 13F-HR 5/15/2020 000156761920010231
Q4 2019 90 501,783 SHY, IEI, IEF, XLU 13F-HR 2/14/2020 000156761920003707
Q3 2019 104 558,206 SHY, IEI, IEF, DAL 13F-HR 11/14/2019 000156761919021486
Q2 2019 93 590,966 IEF, IEI, SHY, XLU 13F-HR 8/14/2019 000156761919016847
Q1 2019 84 604,349 IEF, IEI, SHY, XLU 13F-HR 5/15/2019 000156761919011029
Q4 2018 55 788,149 SHY, IEF, IEI, ISHARES MSCI EMERGING MARKET calls 13F-HR 2/14/2019 000156761919004351
Q3 2018 74 681,883 SHY, LUMN, M, VLO 13F-HR 11/14/2018 000156761918006173
Q2 2018 74 660,047 SHY, M, KSS, F 13F-HR 8/14/2018 000156761918000878
Q1 2018 87 621,714 SHY, KSS, M, F 13F-HR 5/15/2018 000114036118023710
Q4 2017 101 578,636 SHY, BBY, UNM, EWJ 13F-HR 2/14/2018 000114036118008017
Q3 2017 101 554,332 BBY, UNM, SHY, EWJ 13F-HR 11/14/2017 000114036117042319
Q2 2017 141 531,229 SHY, BBY, GLW, PFG 13F-HR 8/14/2017 000114036117032000
Q1 2017 142 502,074 SHY, BBY, UNM, PFG 13F-HR 5/15/2017 000114036117020223
Q4 2016 143 527,149 SHY, UNM, GM, PRU 13F-HR 2/14/2017 000114036117006644
Q3 2016 157 561,904 SHY, UNM, GM, T 13F-HR 11/14/2016 000114036116086322
Q2 2016 143 588,675 SHY, HIG, F, GM 13F-HR 8/15/2016 000114036116076406
Q1 2016 123 575,240 SHY, GM, HIG, F 13F-HR 5/16/2016 000114036116065447
Q4 2015 114 675,004 SHY, TRV, ANDV, BBY 13F-HR 2/16/2016 000114036116053146
Q3 2015 93 792,392 ISHARES MSCI EMERGING MARKET calls, SHY, IPATH S&P 500 VIX S/T FU ETN puts, TRV 13F-HR 11/16/2015 000114036115041420
Q2 2015 105 521,476 SHY, ISHARES CHINA LARGE-CAP ETF calls, GHC, VLO 13F-HR 8/14/2015 000114036115032025
Q1 2015 105 591,950 SHY, ALL, RIG, GHC NEW HOLDINGS 5/15/2015 000114036115020427
Q1 2015 105 562,385 SHY, ALL, GHC, VLO 13F-HR 5/15/2015 000114036115020034
Q4 2014 87 902,966 ENERGY SELECT SECTOR SPDR calls, SHY, ISHARES CHINA LARGE-CAP ETF puts, DAL 13F-HR 2/17/2015 000114036115007154
Q3 2014 91 578,162 ISHARES CHINA LARGE-CAP ETF puts, SHY, AIZ, DAL 13F-HR 11/14/2014 000114036114041903
Q2 2014 111 761,785 FINANCIAL SELECT SECTOR SPDR calls, ISHARES MSCI EMERGING MARKET calls, F, XLK 13F-HR 8/14/2014 000114036114032549
Q1 2014 87 729,589 FINANCIAL SELECT SECTOR SPDR calls, ISHARES MSCI EMERGING MARKET calls, F, TSN 13F-HR 5/14/2014 000114036114020795
Q4 2013 88 457,893 SWY, MUR, NOC, STX 13F-HR 2/14/2014 000114036114007501
Additional filings from Mount Lucas Management LP that have since been restated