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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q3 2024

Holdings as of Sep 30, 2024, filed Nov 6, 2024. Long positions only; changes compare share counts with Q2 2024.

Institution overview
Positions
145
−9 vs. Q2 2024
Portfolio value
$293.6M
+$11.7M (+4.2%) vs. Q2 2024
Filed
Nov 6, 2024
SEC
Holdings of Mount Lucas Management LP in Q3 2024
SecurityClassSharesValue% of portfolioShare changeActionHistory
Kraneshares Trust500767306CSI CHI INTERNET1,385,000$47.1M16.0%+1,300,000+1,529.4%Added–
Invesco QQQ Trust Series I46090E103ETF53,283$26.0M8.9%+14,015+35.7%Added–
BABAAlibaba Group Holding LtdADR200,000$21.2M7.2%+200,000NewHistory
JDJD.com, Inc.SPON ADS CL A200,000$8.00M2.7%+200,000NewHistory
AGNCAGNC Investment Corp.REIT509,500$5.33M1.8%+17,500+3.6%AddedHistory
NLYAnnaly Capital Management IncREIT262,000$5.26M1.8%+8,000+3.1%AddedHistory
HIGHartford Insurance Group, Inc.Stock38,431$4.52M1.5%−40,050−51.0%ReducedHistory
iShares Inc464286103MSCI AUST ETF132,087$3.58M1.2%+554+0.4%Added–
COSTCostco Wholesale CorpStock4,031$3.57M1.2%−3,161−44.0%ReducedHistory
LLoews CorpCOM43,879$3.47M1.2%−50,724−53.6%ReducedHistory
J P Morgan Exchange Traded F46641Q217BETABULDRS JAPAN57,391$3.40M1.2%+1,176+2.1%Added–
ACGLArch Capital Group Ltd.Stock30,208$3.38M1.2%−28,195−48.3%ReducedHistory
RSGRepublic Services, Inc.COM16,332$3.28M1.1%−12,811−44.0%ReducedHistory
JPMJPMorgan Chase & CoStock14,999$3.16M1.1%−13,407−47.2%ReducedHistory
DALDelta Air Lines, Inc.COM NEW58,813$2.99M1.0%−55,767−48.7%ReducedHistory
SYFSynchrony FinancialCOM55,684$2.78M0.9%−64,513−53.7%ReducedHistory
State Street SPDR Bloomberg Convertible Securities ETF78464A359ETF35,946$2.75M0.9%+1,046+3.0%Added–
iShares Tr464288687PFD AND INCM SEC82,800$2.75M0.9%+3,742+4.7%Added–
iShares Tr4642874407-10 YR TRSY BD27,411$2.69M0.9%−1,104−3.9%Reduced–
iShares Tr46435G342MORTGE REL ETF113,160$2.69M0.9%+12,677+12.6%Added–
iShares Tr4642886613 7 YR TREAS BD22,412$2.68M0.9%−6,091−21.4%Reduced–
Invesco Exch Traded FD Tr II46138G508SR LN ETF127,414$2.68M0.9%+8,506+7.2%Added–
iShares Tr4642874571 3 YR TREAS BD32,136$2.67M0.9%−15,631−32.7%Reduced–
UALUnited Airlines Holdings, Inc.COM46,491$2.65M0.9%−54,341−53.9%ReducedHistory
iShares Inc464286285JP MRGN EM HI BD66,307$2.59M0.9%+2,942+4.6%Added–
iShares Tr464288281JPMORGAN USD EMG27,567$2.58M0.9%+913+3.4%Added–
SPDR Index Shs FDS78463X772ST S&P INTL ETF66,862$2.57M0.9%−941−1.4%Reduced–
Invesco Exchange Traded FD T46137V399S&P500 BUY WRT112,356$2.57M0.9%+4,198+3.9%Added–
Vanguard High Dividend Yield Index ETF921946406ETF19,970$2.56M0.9%+131+0.7%Added–
PCARPaccar IncCOM24,021$2.37M0.8%−25,272−51.3%ReducedHistory
PHMPultegroup IncCOM16,289$2.34M0.8%−24,541−60.1%ReducedHistory
DVADavita Inc.COM13,611$2.23M0.8%−20,522−60.1%ReducedHistory
EGEverest Group, Ltd.COM5,689$2.23M0.8%−6,597−53.7%ReducedHistory
Invesco Nasdaq 100 ETF46138G649ETF10,158$2.04M0.7%+2,259+28.6%Added–
AIZAssurant, Inc.Stock9,927$1.97M0.7%−14,859−59.9%ReducedHistory
Simplify Exchange Traded Fun82889N863VOLATILITY PREM83,100$1.82M0.6%+83,100New–
iShares Inc464286178US INTL HGH YLD39,495$1.81M0.6%+1,441+3.8%Added–
Flexshares Tr33939L662HIG YLD VL ETF43,329$1.81M0.6%+1,930+4.7%Added–
SPDR Series Trust78468R622ST BLOO HIGH ETF18,455$1.80M0.6%+712+4.0%Added–
iShares Tr46434V4070-5YR HI YL CP41,512$1.80M0.6%+1,835+4.6%Added–
iShares Tr46435G474FALN ANGLS USD65,857$1.80M0.6%+2,535+4.0%Added–
CTASCintas CorpStock8,268$1.70M0.6%−6,820−45.2%ReducedConverted for a 4-for-1 splitHistory
KGCKinross Gold CorpCOM179,664$1.68M0.6%+4,771+2.7%AddedHistory
AJGArthur J. Gallagher & Co.COM5,868$1.65M0.6%−4,425−43.0%ReducedHistory
CBOECboe Global Markets, Inc.COM7,943$1.63M0.6%−5,950−42.8%ReducedHistory
THCTenet Healthcare CorpCOM NEW9,785$1.63M0.6%+228+2.4%AddedHistory
TMUST-Mobile US, Inc.Stock7,859$1.62M0.6%−8,622−52.3%ReducedHistory
BROBrown & Brown, Inc.Stock15,629$1.62M0.6%−12,865−45.1%ReducedHistory
BRBroadridge Financial Solutions, Inc.Stock7,463$1.60M0.5%−5,611−42.9%ReducedHistory
CPRTCopart IncCOM29,698$1.56M0.5%−22,475−43.1%ReducedHistory
TJXTJX Companies IncStock13,162$1.55M0.5%−10,793−45.1%ReducedHistory
CMECME Group Inc.COM6,896$1.52M0.5%−5,165−42.8%ReducedHistory
VVisa Inc.Stock5,533$1.52M0.5%−4,172−43.0%ReducedHistory
ROPRoper Technologies IncStock2,628$1.46M0.5%−1,993−43.1%ReducedHistory
APHAmphenol CorpCL A21,647$1.41M0.5%−17,807−45.1%ReducedHistory
Vanguard Intl Equity Index F922042676GLB EX US ETF29,900$1.40M0.5%−36−0.1%Reduced–
PRPermian Resources CorpCLASS A COM102,701$1.40M0.5%+3,821+3.9%AddedHistory
Vanguard Real Estate ETF922908553ETF14,112$1.37M0.5%+401+2.9%Added–
URIUnited Rentals, Inc.COM1,631$1.32M0.4%−2,457−60.1%ReducedHistory
HCAHCA Healthcare, Inc.COM3,133$1.27M0.4%−4,728−60.1%ReducedHistory
RCLRoyal Caribbean Cruises LtdCOM7,073$1.25M0.4%+182+2.6%AddedHistory
BNYBank of New York Mellon CorpStock16,741$1.20M0.4%−24,939−59.8%ReducedHistory
MCKMcKesson CorpStock2,401$1.19M0.4%−1,982−45.2%ReducedHistory
FTITechnipFMC plcCOM43,612$1.14M0.4%+1,094+2.6%AddedHistory
TRGPTarga Resources Corp.COM7,490$1.11M0.4%−11,197−59.9%ReducedHistory
UHSUniversal Health Services IncCL B4,690$1.07M0.4%−7,067−60.1%ReducedHistory
LENLennar CorpCL A5,724$1.07M0.4%−8,593−60.0%ReducedHistory
METMetlife IncStock12,642$1.04M0.4%−18,839−59.8%ReducedHistory
CCLCarnival Corp Ltd.UNIT 99/99/999955,929$1.03M0.4%+1,310+2.4%AddedHistory
DKNGDraftKings Inc.Stock26,291$1.03M0.4%+618+2.4%AddedHistory
iShares Tr464287184CHINA LG-CAP ETF32,286$1.03M0.3%+2,258+7.5%Added–
WFCWells Fargo & CompanyStock17,782$1.00M0.3%−26,489−59.8%ReducedHistory
iShares Inc464286624MSCI THAILND ETF13,879$961.5K0.3%+13,879New–
CBChubb LtdStock3,303$952.6K0.3%−4,974−60.1%ReducedHistory
VRTVertiv Holdings CoCOM CL A9,411$936.3K0.3%+223+2.4%AddedHistory
WRBBerkley W R CorpCOM16,497$935.9K0.3%−11,006−40.0%ReducedHistory
SOFISoFi Technologies, Inc.Stock117,000$919.6K0.3%+117,000NewHistory
iShares Inc464286780MSCI STH AFR ETF18,191$916.8K0.3%−1,721−8.6%Reduced–
iShares Tr464289842MSCI PERU GL ETF20,999$906.7K0.3%+2,440+13.1%Added–
iShares Tr46429B408MSCI PHILIPS ETF30,997$902.9K0.3%+30,997New–
iShares Inc46434G814MSCI MLY ETF NEW32,958$891.5K0.3%−2,232−6.3%Reduced–
iShares Tr46429B309MSCI INDONIA ETF39,240$882.9K0.3%+39,240New–
Global X FDS37954Y319MSCI GREECE ETF20,398$881.0K0.3%+976+5.0%Added–
APPAppLovin CorpCOM CL A6,717$876.9K0.3%+158+2.4%AddedHistory
iShares MSCI India ETF46429B598ETF14,800$866.2K0.3%−245−1.6%Reduced–
GMGeneral Motors CoCOM19,258$863.5K0.3%−28,998−60.1%ReducedHistory
iShares Inc46434G772MSCI TAIWAN ETF15,879$855.4K0.3%+30+0.2%Added–
AIGAmerican International Group, Inc.Stock11,666$854.3K0.3%−17,504−60.0%ReducedHistory
iShares Tr46429B606MSCI POLAND ETF34,769$842.8K0.3%+2,600+8.1%Added–
NVDANVIDIA CorpStock6,734$817.8K0.3%+156+2.4%AddedHistory
CMCSAComcast CorpStock19,503$814.6K0.3%−29,020−59.8%ReducedHistory
FFord Motor CoStock76,951$812.6K0.3%−113,135−59.5%ReducedHistory
FANGDiamondback Energy, Inc.Stock4,671$805.3K0.3%−6,916−59.7%ReducedHistory
iShares Inc464286764MSCI SPAIN ETF22,406$790.7K0.3%+1,054+4.9%Added–
iShares Inc464286806MSCI GERMANY ETF23,271$787.5K0.3%+703+3.1%Added–
CECelanese CorpStock5,760$783.1K0.3%−8,619−59.9%ReducedHistory
iShares Inc464286756MSCI SWEDEN ETF18,007$781.7K0.3%+871+5.1%Added–
iShares Inc464286707MSCI FRANCE ETF19,041$769.3K0.3%+1,712+9.9%Added–
Rheinmetall AG76206K107ADR7,100$768.0K0.3%00.0%Unchanged–
iShares Inc46434G830MSCI ITALY ETF19,546$761.5K0.3%+914+4.9%Added–

Sold out since Q2 2024 (19)

Positions held at the end of Q2 2024 that are gone from this filing.

Positions of Mount Lucas Management LP sold out since Q2 2024
SecurityClassShares in Q2 2024Value in Q2 2024% of portfolio in Q2 2024History
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL69,108$5.76M2.0%–
Simplify Exchange Traded Fun82889N525MBS ETF61,500$3.10M1.1%–
iShares Inc464286715MSCI TURKEY ETF19,062$801.0K0.3%–
iShares Russell 1000 Value ETF464287598ETF2,762$481.9K0.2%–
MDLZMondelez International, Inc.Stock4,948$323.8K0.1%History
ADPAutomatic Data Processing IncStock1,339$319.6K0.1%History
MSFTMicrosoft CorpStock672$300.4K0.1%History
VRTXVertex Pharmaceuticals IncStock640$300.0K0.1%History
SMCISuper Micro Computer, Inc.COM331$271.2K0.1%History
AMZNAmazon Com IncStock1,245$240.6K0.1%History
GILDGilead Sciences, Inc.Stock3,089$211.9K0.1%History
AMATApplied Materials IncStock773$182.4K0.1%History
METAMeta Platforms, Inc.Stock339$170.9K0.1%History
TELLTellurian Inc.COM243,000$168.3K0.1%History
ORCLOracle CorpStock1,165$164.5K0.1%History
QCOMQualcomm IncStock783$156.0K0.1%History
KOCoca Cola CoStock600$38.2K<0.1%History
GOOGLAlphabet Inc.Stock100$18.2K<0.1%History
NFLXNetflix IncStock12$8.10K<0.1%History