Mount Lucas Management LP
- SEC CIK
- 0001185072
- Latest filing
- Aug 10, 2026
Holdings in Q1 2024
Holdings as of Mar 31, 2024, filed May 10, 2024. Long positions only; changes compare share counts with Q4 2023.
- Positions
- 142
- +3 vs. Q4 2023
- Portfolio value
- $298.6M
- +$15.2M (+5.4%) vs. Q4 2023
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Invesco Exchange Traded FD T46137V258 | S&P500 PUR VAL | 222,148 | $19.6M | 6.6% | +147,034+195.7% | Added | – |
| PCARPaccar Inc | COM | 63,275 | $7.84M | 2.6% | −5,644−8.2% | Reduced | History |
| URIUnited Rentals, Inc. | COM | 9,816 | $7.08M | 2.4% | −880−8.2% | Reduced | History |
| PHMPultegroup Inc | COM | 56,578 | $6.82M | 2.3% | −5,114−8.3% | Reduced | History |
| CAHCardinal Health Inc | Stock | 60,384 | $6.76M | 2.3% | −4,999−7.6% | Reduced | History |
| Invesco QQQ Trust Series I46090E103 | ETF | 14,046 | $6.24M | 2.1% | −31,119−68.9% | Reduced | – |
| DALDelta Air Lines, Inc. | COM NEW | 127,634 | $6.11M | 2.0% | −11,411−8.2% | Reduced | History |
| HIGHartford Insurance Group, Inc. | Stock | 53,790 | $5.54M | 1.9% | −4,685−8.0% | Reduced | History |
| UALUnited Airlines Holdings, Inc. | COM | 109,769 | $5.26M | 1.8% | −10,084−8.4% | Reduced | History |
| LLoews Corp | COM | 66,087 | $5.17M | 1.7% | −5,684−7.9% | Reduced | History |
| HCAHCA Healthcare, Inc. | COM | 15,112 | $5.04M | 1.7% | −1,368−8.3% | Reduced | History |
| NLYAnnaly Capital Management Inc | REIT | 252,965 | $4.98M | 1.7% | +8,333+3.4% | Added | History |
| FFord Motor Co | Stock | 365,000 | $4.85M | 1.6% | −23,644−6.1% | Reduced | History |
| AGNCAGNC Investment Corp. | REIT | 486,920 | $4.82M | 1.6% | +6,000+1.2% | Added | History |
| EGEverest Group, Ltd. | COM | 11,882 | $4.72M | 1.6% | −1,040−8.0% | Reduced | History |
| Kraneshares Trust500767306 | CSI CHI INTERNET | 175,000 | $4.59M | 1.5% | +75,000+75.0% | Added | – |
| ACGLArch Capital Group Ltd. | Stock | 38,408 | $3.55M | 1.2% | −3,507−8.4% | Reduced | History |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 58,854 | $3.45M | 1.2% | −4,552−7.2% | Reduced | – |
| iShares Inc464286103 | MSCI AUST ETF | 139,237 | $3.43M | 1.1% | +2,420+1.8% | Added | – |
| iShares Tr464287457 | 1 3 YR TREAS BD | 39,955 | $3.27M | 1.1% | −2,561−6.0% | Reduced | – |
| MGMMGM Resorts International | Stock | 68,581 | $3.24M | 1.1% | −6,285−8.4% | Reduced | History |
| Simplify Exchange Traded Fun82889N525 | MBS ETF | 62,360 | $3.17M | 1.1% | +610+1.0% | Added | – |
| JPMJPMorgan Chase & Co | Stock | 15,706 | $3.15M | 1.1% | −1,437−8.4% | Reduced | History |
| COSTCostco Wholesale Corp | Stock | 4,183 | $3.06M | 1.0% | −341−7.5% | Reduced | History |
| CPRTCopart Inc | COM | 52,712 | $3.05M | 1.0% | −4,339−7.6% | Reduced | History |
| BSXBoston Scientific Corp | Stock | 44,409 | $3.04M | 1.0% | −3,648−7.6% | Reduced | History |
| LENLennar Corp | CL A | 17,544 | $3.02M | 1.0% | −1,615−8.4% | Reduced | History |
| AZOAutoZone Inc | COM | 952 | $3.00M | 1.0% | −77−7.5% | Reduced | History |
| RSGRepublic Services, Inc. | COM | 15,491 | $2.97M | 1.0% | −1,275−7.6% | Reduced | History |
| ORLYO Reilly Automotive Inc | Stock | 2,482 | $2.80M | 0.9% | −204−7.6% | Reduced | History |
| CICigna Group | Stock | 7,633 | $2.77M | 0.9% | −677−8.1% | Reduced | History |
| iShares Tr464288661 | 3 7 YR TREAS BD | 23,734 | $2.75M | 0.9% | −6,045−20.3% | Reduced | – |
| VVisa Inc. | Stock | 9,789 | $2.73M | 0.9% | −786−7.4% | Reduced | History |
| iShares Tr46435G342 | MORTGE REL ETF | 117,013 | $2.72M | 0.9% | +6,924+6.3% | Added | – |
| BRBroadridge Financial Solutions, Inc. | Stock | 13,149 | $2.69M | 0.9% | −1,036−7.3% | Reduced | History |
| GMGeneral Motors Co | COM | 58,698 | $2.66M | 0.9% | −5,261−8.2% | Reduced | History |
| State Street SPDR Bloomberg Convertible Securities ETF78464A359 | ETF | 36,359 | $2.66M | 0.9% | +364+1.0% | Added | – |
| DVADavita Inc. | COM | 19,029 | $2.63M | 0.9% | −1,754−8.4% | Reduced | History |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 123,959 | $2.62M | 0.9% | +654+0.5% | Added | – |
| iShares Tr464288687 | PFD AND INCM SEC | 81,243 | $2.62M | 0.9% | −2,021−2.4% | Reduced | – |
| CMECME Group Inc. | COM | 12,152 | $2.62M | 0.9% | −937−7.2% | Reduced | History |
| ROPRoper Technologies Inc | Stock | 4,663 | $2.62M | 0.9% | −383−7.6% | Reduced | History |
| AJGArthur J. Gallagher & Co. | COM | 10,390 | $2.60M | 0.9% | −829−7.4% | Reduced | History |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 21,469 | $2.60M | 0.9% | −605−2.7% | Reduced | – |
| WFCWells Fargo & Company | Stock | 44,729 | $2.59M | 0.9% | −3,783−7.8% | Reduced | History |
| CBOECboe Global Markets, Inc. | COM | 14,024 | $2.58M | 0.9% | −1,111−7.3% | Reduced | History |
| AALAmerican Airlines Group Inc. | Stock | 166,345 | $2.55M | 0.9% | −15,298−8.4% | Reduced | History |
| MCKMcKesson Corp | Stock | 4,751 | $2.55M | 0.9% | −435−8.4% | Reduced | History |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 112,345 | $2.53M | 0.8% | −1,893−1.7% | Reduced | – |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 71,667 | $2.52M | 0.8% | +2,353+3.4% | Added | – |
| iShares Inc464286285 | JP MRGN EM HI BD | 67,218 | $2.52M | 0.8% | −571−0.8% | Reduced | – |
| SYFSynchrony Financial | COM | 58,383 | $2.52M | 0.8% | −5,001−7.9% | Reduced | History |
| iShares Tr464288281 | JPMORGAN USD EMG | 28,034 | $2.51M | 0.8% | +366+1.3% | Added | – |
| CECelanese Corp | Stock | 14,550 | $2.50M | 0.8% | −1,272−8.0% | Reduced | History |
| BNYBank of New York Mellon Corp | Stock | 42,048 | $2.42M | 0.8% | −3,869−8.4% | Reduced | History |
| MNSTMonster Beverage Corp | COM | 40,059 | $2.37M | 0.8% | −3,298−7.6% | Reduced | History |
| MCDMcDonalds Corp | Stock | 8,246 | $2.32M | 0.8% | −627−7.1% | Reduced | History |
| AIZAssurant, Inc. | Stock | 12,257 | $2.31M | 0.8% | −1,079−8.1% | Reduced | History |
| LWLamb Weston Holdings, Inc. | Stock | 21,288 | $2.27M | 0.8% | −1,669−7.3% | Reduced | History |
| TPRTapestry, Inc. | COM | 47,488 | $2.25M | 0.8% | −4,012−7.8% | Reduced | History |
| iShares Tr464287440 | 7-10 YR TRSY BD | 23,571 | $2.23M | 0.7% | −12,613−34.9% | Reduced | – |
| MDLZMondelez International, Inc. | Stock | 31,251 | $2.19M | 0.7% | −2,389−7.1% | Reduced | History |
| CMCSAComcast Corp | Stock | 48,952 | $2.12M | 0.7% | −4,522−8.5% | Reduced | History |
| SJMJ M SMUCKER Co | Stock | 15,913 | $2.00M | 0.7% | −1,165−6.8% | Reduced | History |
| EQTEQT Corp | Stock | 51,918 | $1.92M | 0.6% | −4,543−8.0% | Reduced | History |
| iShares Tr46435G474 | FALN ANGLS USD | 65,655 | $1.76M | 0.6% | +18,812+40.2% | Added | – |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 18,424 | $1.75M | 0.6% | +5,369+41.1% | Added | – |
| iShares Inc464286178 | US INTL HGH YLD | 39,700 | $1.75M | 0.6% | +11,740+42.0% | Added | – |
| Flexshares Tr33939L662 | HIG YLD VL ETF | 42,620 | $1.75M | 0.6% | +12,361+40.9% | Added | – |
| iShares Tr46434V407 | 0-5YR HI YL CP | 41,121 | $1.75M | 0.6% | +11,829+40.4% | Added | – |
| HSYHershey Co | COM | 8,949 | $1.74M | 0.6% | −670−7.0% | Reduced | History |
| CHTRCharter Communications, Inc. | CL A | 5,565 | $1.62M | 0.5% | −517−8.5% | Reduced | History |
| HUMHumana Inc | Stock | 4,646 | $1.61M | 0.5% | −418−8.3% | Reduced | History |
| BIDUBaidu, Inc. | ADR | 15,000 | $1.58M | 0.5% | +15,000 | New | History |
| iShares Russell 1000 Value ETF464287598 | ETF | 8,671 | $1.55M | 0.5% | +5,676+189.5% | Added | – |
| BWABorgwarner Inc | COM | 40,140 | $1.39M | 0.5% | −3,556−8.1% | Reduced | History |
| UBERUber Technologies, Inc | Stock | 17,826 | $1.37M | 0.5% | −1,594−8.2% | Reduced | History |
| Vanguard Intl Equity Index F922042676 | GLB EX US ETF | 32,344 | $1.36M | 0.5% | +1,856+6.1% | Added | – |
| Vanguard Real Estate ETF922908553 | ETF | 15,321 | $1.32M | 0.4% | +625+4.3% | Added | – |
| RCLRoyal Caribbean Cruises Ltd | COM | 8,737 | $1.21M | 0.4% | −783−8.2% | Reduced | History |
| NCLHNorwegian Cruise Line Holdings Ltd. | SHS | 49,184 | $1.03M | 0.3% | −4,398−8.2% | Reduced | History |
| DKNGDraftKings Inc. | Stock | 21,896 | $994.3K | 0.3% | −1,956−8.2% | Reduced | History |
| CCLCarnival Corp Ltd. | UNIT 99/99/9999 | 59,585 | $973.6K | 0.3% | −5,327−8.2% | Reduced | History |
| iShares Tr464289842 | MSCI PERU GL ETF | 23,688 | $927.9K | 0.3% | −527−2.2% | Reduced | – |
| PRPermian Resources Corp | CLASS A COM | 50,764 | $896.5K | 0.3% | −4,096−7.5% | Reduced | History |
| iShares Inc464286822 | MSCI MEXICO ETF | 12,763 | $884.6K | 0.3% | +493+4.0% | Added | – |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 17,972 | $874.9K | 0.3% | −115−0.6% | Reduced | – |
| iShares Inc464286772 | MSCI STH KOR ETF | 12,987 | $871.6K | 0.3% | +12,987 | New | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 35,720 | $842.6K | 0.3% | −1,036−2.8% | Reduced | – |
| iShares MSCI India ETF46429B598 | ETF | 16,275 | $839.6K | 0.3% | −782−4.6% | Reduced | – |
| iShares Tr46429B408 | MSCI PHILIPS ETF | 30,322 | $837.8K | 0.3% | −1,711−5.3% | Reduced | – |
| iShares Inc46434G814 | MSCI MLY ETF NEW | 38,317 | $834.9K | 0.3% | −861−2.2% | Reduced | – |
| Global X FDS37954Y319 | MSCI GREECE ETF | 20,754 | $830.4K | 0.3% | −1,716−7.6% | Reduced | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 25,224 | $817.8K | 0.3% | +1,410+5.9% | Added | – |
| iShares Inc464286764 | MSCI SPAIN ETF | 25,294 | $813.7K | 0.3% | +1,127+4.7% | Added | – |
| iShares Inc464286715 | MSCI TURKEY ETF | 22,210 | $798.2K | 0.3% | +11,156+100.9% | Added | – |
| MELIMercadolibre Inc | COM | 520 | $786.2K | 0.3% | −46−8.1% | Reduced | History |
| iShares Inc46434G830 | MSCI ITALY ETF | 20,772 | $783.5K | 0.3% | −1,038−4.8% | Reduced | – |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 35,851 | $778.6K | 0.3% | +1,606+4.7% | Added | – |
| iShares Tr46435G334 | MSCI UK ETF NEW | 22,599 | $773.1K | 0.3% | +209+0.9% | Added | – |
Options (2)
Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.
| Security | Class | Puts | Calls |
|---|---|---|---|
| BABAAlibaba Group Holding Ltd | ADR | – | $54.3M |
| Kraneshares Trust500767306 | CSI CHI INTERNET | – | $13.1M |
Sold out since Q4 2023 (1)
Positions held at the end of Q4 2023 that are gone from this filing.