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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q2 2024

Holdings as of Jun 30, 2024, filed Aug 6, 2024. Long positions only; changes compare share counts with Q1 2024.

Institution overview
Positions
154
+12 vs. Q1 2024
Portfolio value
$281.8M
−$16.7M (−5.6%) vs. Q1 2024
Filed
Aug 6, 2024
SEC
Holdings of Mount Lucas Management LP in Q2 2024
SecurityClassSharesValue% of portfolioShare changeActionHistory
Invesco QQQ Trust Series I46090E103ETF39,268$18.8M6.7%+25,222+179.6%Added–
HIGHartford Insurance Group, Inc.Stock78,481$7.89M2.8%+24,691+45.9%AddedHistory
LLoews CorpCOM94,603$7.07M2.5%+28,516+43.1%AddedHistory
COSTCostco Wholesale CorpStock7,192$6.11M2.2%+3,009+71.9%AddedHistory
ACGLArch Capital Group Ltd.Stock58,403$5.89M2.1%+19,995+52.1%AddedHistory
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL69,108$5.76M2.0%−153,040−68.9%Reduced–
JPMJPMorgan Chase & CoStock28,406$5.75M2.0%+12,700+80.9%AddedHistory
SYFSynchrony FinancialCOM120,197$5.67M2.0%+61,814+105.9%AddedHistory
RSGRepublic Services, Inc.COM29,143$5.66M2.0%+13,652+88.1%AddedHistory
DALDelta Air Lines, Inc.COM NEW114,580$5.44M1.9%−13,054−10.2%ReducedHistory
PCARPaccar IncCOM49,293$5.07M1.8%−13,982−22.1%ReducedHistory
UALUnited Airlines Holdings, Inc.COM100,832$4.91M1.7%−8,937−8.1%ReducedHistory
NLYAnnaly Capital Management IncREIT254,000$4.84M1.7%+1,035+0.4%AddedHistory
DVADavita Inc.COM34,133$4.73M1.7%+15,104+79.4%AddedHistory
AGNCAGNC Investment Corp.REIT492,000$4.69M1.7%+5,080+1.0%AddedHistory
EGEverest Group, Ltd.COM12,286$4.68M1.7%+404+3.4%AddedHistory
PHMPultegroup IncCOM40,830$4.50M1.6%−15,748−27.8%ReducedHistory
AIZAssurant, Inc.Stock24,786$4.12M1.5%+12,529+102.2%AddedHistory
iShares Tr4642874571 3 YR TREAS BD47,767$3.90M1.4%+7,812+19.6%Added–
iShares Tr4642886613 7 YR TREAS BD28,503$3.29M1.2%+4,769+20.1%Added–
iShares Inc464286103MSCI AUST ETF131,533$3.21M1.1%−7,704−5.5%Reduced–
J P Morgan Exchange Traded F46641Q217BETABULDRS JAPAN56,215$3.17M1.1%−2,639−4.5%Reduced–
Simplify Exchange Traded Fun82889N525MBS ETF61,500$3.10M1.1%−860−1.4%Reduced–
TMUST-Mobile US, Inc.Stock16,481$2.90M1.0%+16,481NewHistory
CPRTCopart IncCOM52,173$2.83M1.0%−539−1.0%ReducedHistory
iShares Tr4642874407-10 YR TRSY BD28,515$2.67M0.9%+4,944+21.0%Added–
AJGArthur J. Gallagher & Co.COM10,293$2.67M0.9%−97−0.9%ReducedHistory
APHAmphenol CorpCL A39,454$2.66M0.9%+39,454NewHistory
URIUnited Rentals, Inc.COM4,088$2.64M0.9%−5,728−58.4%ReducedHistory
CTASCintas CorpStock3,772$2.64M0.9%+3,772NewHistory
TJXTJX Companies IncStock23,955$2.64M0.9%+23,955NewHistory
WFCWells Fargo & CompanyStock44,271$2.63M0.9%−458−1.0%ReducedHistory
ROPRoper Technologies IncStock4,621$2.60M0.9%−42−0.9%ReducedHistory
BRBroadridge Financial Solutions, Inc.Stock13,074$2.58M0.9%−75−0.6%ReducedHistory
MCKMcKesson CorpStock4,383$2.56M0.9%−368−7.7%ReducedHistory
BROBrown & Brown, Inc.Stock28,494$2.55M0.9%+28,494NewHistory
VVisa Inc.Stock9,705$2.55M0.9%−84−0.9%ReducedHistory
HCAHCA Healthcare, Inc.COM7,861$2.53M0.9%−7,251−48.0%ReducedHistory
State Street SPDR Bloomberg Convertible Securities ETF78464A359ETF34,900$2.51M0.9%−1,459−4.0%Reduced–
Invesco Exch Traded FD Tr II46138G508SR LN ETF118,908$2.50M0.9%−5,051−4.1%Reduced–
BNYBank of New York Mellon CorpStock41,680$2.50M0.9%−368−0.9%ReducedHistory
iShares Tr464288687PFD AND INCM SEC79,058$2.49M0.9%−2,185−2.7%Reduced–
TRGPTarga Resources Corp.COM18,687$2.41M0.9%+18,687NewHistory
Invesco Exchange Traded FD T46137V399S&P500 BUY WRT108,158$2.40M0.9%−4,187−3.7%Reduced–
FFord Motor CoStock190,086$2.38M0.8%−174,914−47.9%ReducedHistory
CMECME Group Inc.COM12,061$2.37M0.8%−91−0.7%ReducedHistory
CBOECboe Global Markets, Inc.COM13,893$2.36M0.8%−131−0.9%ReducedHistory
iShares Tr464288281JPMORGAN USD EMG26,654$2.36M0.8%−1,380−4.9%Reduced–
Vanguard High Dividend Yield Index ETF921946406ETF19,839$2.35M0.8%−1,630−7.6%Reduced–
iShares Inc464286285JP MRGN EM HI BD63,365$2.35M0.8%−3,853−5.7%Reduced–
SPDR Index Shs FDS78463X772ST S&P INTL ETF67,803$2.33M0.8%−3,864−5.4%Reduced–
FANGDiamondback Energy, Inc.Stock11,587$2.32M0.8%+11,587NewHistory
Kraneshares Trust500767306CSI CHI INTERNET85,000$2.30M0.8%−90,000−51.4%Reduced–
GMGeneral Motors CoCOM48,256$2.24M0.8%−10,442−17.8%ReducedHistory
iShares Tr46435G342MORTGE REL ETF100,483$2.23M0.8%−16,530−14.1%Reduced–
METMetlife IncStock31,481$2.21M0.8%+31,481NewHistory
UHSUniversal Health Services IncCL B11,757$2.17M0.8%+11,757NewHistory
AIGAmerican International Group, Inc.Stock29,170$2.17M0.8%+29,170NewHistory
LENLennar CorpCL A14,317$2.15M0.8%−3,227−18.4%ReducedHistory
CBChubb LtdStock8,277$2.11M0.7%+8,277NewHistory
CECelanese CorpStock14,379$1.94M0.7%−171−1.2%ReducedHistory
CMCSAComcast CorpStock48,523$1.90M0.7%−429−0.9%ReducedHistory
iShares Tr46434V4070-5YR HI YL CP39,677$1.67M0.6%−1,444−3.5%Reduced–
SPDR Series Trust78468R622ST BLOO HIGH ETF17,743$1.67M0.6%−681−3.7%Reduced–
Flexshares Tr33939L662HIG YLD VL ETF41,399$1.67M0.6%−1,221−2.9%Reduced–
iShares Inc464286178US INTL HGH YLD38,054$1.66M0.6%−1,646−4.1%Reduced–
iShares Tr46435G474FALN ANGLS USD63,322$1.66M0.6%−2,333−3.6%Reduced–
CHTRCharter Communications, Inc.CL A5,480$1.64M0.6%−85−1.5%ReducedHistory
PRPermian Resources CorpCLASS A COM98,880$1.60M0.6%+48,116+94.8%AddedHistory
Invesco Nasdaq 100 ETF46138G649ETF7,899$1.56M0.6%+5,159+188.3%Added–
KGCKinross Gold CorpCOM174,893$1.46M0.5%+100,380+134.7%AddedHistory
WRBBerkley W R CorpCOM27,503$1.44M0.5%+27,503NewHistory
THCTenet Healthcare CorpCOM NEW9,557$1.27M0.5%+3,622+61.0%AddedHistory
Vanguard Intl Equity Index F922042676GLB EX US ETF29,936$1.21M0.4%−2,408−7.4%Reduced–
Vanguard Real Estate ETF922908553ETF13,711$1.15M0.4%−1,610−10.5%Reduced–
FTITechnipFMC plcCOM42,518$1.11M0.4%+20,200+90.5%AddedHistory
RCLRoyal Caribbean Cruises LtdCOM6,891$1.10M0.4%−1,846−21.1%ReducedHistory
CCLCarnival Corp Ltd.UNIT 99/99/999954,619$1.02M0.4%−4,966−8.3%ReducedHistory
DKNGDraftKings Inc.Stock25,673$979.9K0.3%+3,777+17.2%AddedHistory
iShares Inc464286780MSCI STH AFR ETF19,912$862.6K0.3%+19,912New–
iShares Inc46434G772MSCI TAIWAN ETF15,849$858.9K0.3%−2,123−11.8%Reduced–
iShares MSCI India ETF46429B598ETF15,045$839.2K0.3%−1,230−7.6%Reduced–
NVDANVIDIA CorpStock6,578$812.6K0.3%+1,998+43.6%AddedConverted for a 10-for-1 splitHistory
iShares Inc464286715MSCI TURKEY ETF19,062$801.0K0.3%−3,148−14.2%Reduced–
VRTVertiv Holdings CoCOM CL A9,188$795.4K0.3%−183−2.0%ReducedHistory
iShares Inc46434G814MSCI MLY ETF NEW35,190$790.4K0.3%−3,127−8.2%Reduced–
iShares Tr46429B606MSCI POLAND ETF32,169$789.1K0.3%−3,551−9.9%Reduced–
iShares Tr464287184CHINA LG-CAP ETF30,028$780.4K0.3%+30,028New–
Global X FDS37954Y319MSCI GREECE ETF19,422$772.4K0.3%−1,332−6.4%Reduced–
iShares Inc464286772MSCI STH KOR ETF11,605$767.0K0.3%−1,382−10.6%Reduced–
iShares Tr464289842MSCI PERU GL ETF18,559$746.6K0.3%−5,129−21.7%Reduced–
Thales SA883219206ADR22,800$725.7K0.3%+22,800New–
Rheinmetall AG76206K107ADR7,100$721.6K0.3%+7,100New–
iShares Inc464286749MSCI SWITZERLAND14,674$707.4K0.3%−1,135−7.2%Reduced–
iShares Inc464286814MSCI NETHERL ETF13,979$702.2K0.2%−1,524−9.8%Reduced–
iShares Tr464288414NATIONAL MUN ETF6,575$700.6K0.2%−135−2.0%Reduced–
Schwab US Tips ETF808524870ETF13,435$698.8K0.2%−524−3.8%Reduced–
iShares Iboxx $ Investment Grade Corporate Bond ETF464287242ETF6,512$697.6K0.2%−223−3.3%Reduced–
iShares Tr464288646ISHS 1-5YR INVS13,607$697.2K0.2%−585−4.1%Reduced–
SPDR Series Trust78468R200ST STR RATE ETF22,572$696.3K0.2%−985−4.2%Reduced–

Options (2)

Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.

Option positions of Mount Lucas Management LP in Q2 2024
SecurityClassPutsCalls
BABAAlibaba Group Holding LtdADR–$54.0M
Kraneshares Trust500767306CSI CHI INTERNET–$13.5M

Sold out since Q1 2024 (34)

Positions held at the end of Q1 2024 that are gone from this filing.

Positions of Mount Lucas Management LP sold out since Q1 2024
SecurityClassShares in Q1 2024Value in Q1 2024% of portfolio in Q1 2024History
BSXBoston Scientific CorpStock44,409$3.04M1.0%History
AZOAutoZone IncCOM952$3.00M1.0%History
ORLYO Reilly Automotive IncStock2,482$2.80M0.9%History
CICigna GroupStock7,633$2.77M0.9%History
AALAmerican Airlines Group Inc.Stock166,345$2.55M0.9%History
MNSTMonster Beverage CorpCOM40,059$2.37M0.8%History
MCDMcDonalds CorpStock8,246$2.32M0.8%History
LWLamb Weston Holdings, Inc.Stock21,288$2.27M0.8%History
TPRTapestry, Inc.COM47,488$2.25M0.8%History
SJMJ M SMUCKER CoStock15,913$2.00M0.7%History
EQTEQT CorpStock51,918$1.92M0.6%History
HSYHershey CoCOM8,949$1.74M0.6%History
HUMHumana IncStock4,646$1.61M0.5%History
BIDUBaidu, Inc.ADR15,000$1.58M0.5%History
BWABorgwarner IncCOM40,140$1.39M0.5%History
UBERUber Technologies, IncStock17,826$1.37M0.5%History
iShares Inc464286822MSCI MEXICO ETF12,763$884.6K0.3%–
iShares Tr46429B408MSCI PHILIPS ETF30,322$837.8K0.3%–
iShares Inc464286400MSCI BRAZIL ETF25,224$817.8K0.3%–
APOApollo Global Management, Inc.COM6,562$737.9K0.2%History
SPDR Series Trust78464A490ST STR FTSE ETF18,113$724.2K0.2%–
JBLJabil IncStock4,951$663.2K0.2%History
HHyatt Hotels CorpCOM CL A3,985$636.1K0.2%History
iShares Tr46429B309MSCI INDONIA ETF26,586$599.0K0.2%–
CPNGCoupang, Inc.CL A29,178$519.1K0.2%History
WYNNWynn Resorts LtdCOM4,521$462.2K0.2%History
LVSLas Vegas Sands CorpCOM8,012$414.2K0.1%History
PHINPhinia Inc.COMMON STOCK8,131$312.5K0.1%History
TTDTrade Desk, Inc.Stock3,143$274.8K0.1%History
SWAVShockwave Medical, Inc.COM805$262.1K0.1%History
FTNTFortinet, Inc.Stock3,456$236.1K0.1%History
SRPTSarepta Therapeutics, Inc.COM1,810$234.3K0.1%History
MDBMongoDB, Inc.CL A628$225.2K0.1%History
CFLTConfluent, Inc.CLASS A COM6,729$205.4K0.1%History