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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q4 2024

Holdings as of Dec 31, 2024, filed Feb 7, 2025. Long positions only; changes compare share counts with Q3 2024.

Institution overview
Positions
135
−10 vs. Q3 2024
Portfolio value
$287.3M
−$6.34M (−2.2%) vs. Q3 2024
Filed
Feb 7, 2025
SEC
Holdings of Mount Lucas Management LP in Q4 2024
SecurityClassSharesValue% of portfolioShare changeActionHistory
Kraneshares Trust500767306CSI CHI INTERNET1,507,900$44.1M15.3%+122,900+8.9%Added–
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL273,745$24.7M8.6%+273,745New–
DBX ETF Tr233051879XTRACK HRVST CSI700,000$18.5M6.5%+700,000New–
iShares Tr4642874571 3 YR TREAS BD198,611$16.3M5.7%+166,475+518.0%Added–
JDJD.com, Inc.SPON ADS CL A400,000$13.9M4.8%+200,000+100.0%AddedHistory
iShares Tr4642886613 7 YR TREAS BD79,224$9.15M3.2%+56,812+253.5%Added–
AGNCAGNC Investment Corp.REIT522,300$4.81M1.7%+12,800+2.5%AddedHistory
NLYAnnaly Capital Management IncREIT262,000$4.79M1.7%00.0%UnchangedHistory
UALUnited Airlines Holdings, Inc.COM42,560$4.13M1.4%−3,931−8.5%ReducedHistory
HIGHartford Insurance Group, Inc.Stock35,829$3.92M1.4%−2,602−6.8%ReducedHistory
LLoews CorpCOM41,506$3.52M1.2%−2,373−5.4%ReducedHistory
COSTCostco Wholesale CorpStock3,831$3.51M1.2%−200−5.0%ReducedHistory
JPMJPMorgan Chase & CoStock13,937$3.34M1.2%−1,062−7.1%ReducedHistory
SYFSynchrony FinancialCOM51,206$3.33M1.2%−4,478−8.0%ReducedHistory
DALDelta Air Lines, Inc.COM NEW53,037$3.21M1.1%−5,776−9.8%ReducedHistory
RSGRepublic Services, Inc.COM15,555$3.13M1.1%−777−4.8%ReducedHistory
Invesco Exch Traded FD Tr II46138G508SR LN ETF131,480$2.77M1.0%+4,066+3.2%Added–
Invesco Exchange Traded FD T46137V399S&P500 BUY WRT114,007$2.69M0.9%+1,651+1.5%Added–
iShares Tr464288687PFD AND INCM SEC84,626$2.66M0.9%+1,826+2.2%Added–
State Street SPDR Bloomberg Convertible Securities ETF78464A359ETF33,902$2.64M0.9%−2,044−5.7%Reduced–
ACGLArch Capital Group Ltd.Stock28,478$2.63M0.9%−1,730−5.7%ReducedHistory
iShares Inc464286285JP MRGN EM HI BD68,328$2.60M0.9%+2,021+3.0%Added–
iShares Tr464288281JPMORGAN USD EMG28,853$2.57M0.9%+1,286+4.7%Added–
Vanguard High Dividend Yield Index ETF921946406ETF19,647$2.51M0.9%−323−1.6%Reduced–
PCARPaccar IncCOM22,250$2.31M0.8%−1,771−7.4%ReducedHistory
iShares Tr4642874407-10 YR TRSY BD23,211$2.15M0.7%−4,200−15.3%Reduced–
AIZAssurant, Inc.Stock9,370$2.00M0.7%−557−5.6%ReducedHistory
iShares Russell 1000 Value ETF464287598ETF10,710$1.98M0.7%+10,710New–
DVADavita Inc.COM12,810$1.92M0.7%−801−5.9%ReducedHistory
EGEverest Group, Ltd.COM5,237$1.90M0.7%−452−7.9%ReducedHistory
iShares Tr46434V4070-5YR HI YL CP42,985$1.83M0.6%+1,473+3.5%Added–
Flexshares Tr33939L662HIG YLD VL ETF44,889$1.83M0.6%+1,560+3.6%Added–
SPDR Series Trust78468R622ST BLOO HIGH ETF19,099$1.82M0.6%+644+3.5%Added–
iShares Inc464286178US INTL HGH YLD41,328$1.82M0.6%+1,833+4.6%Added–
iShares Tr46435G474FALN ANGLS USD68,023$1.82M0.6%+2,166+3.3%Added–
APPAppLovin CorpCOM CL A5,544$1.80M0.6%−1,173−17.5%ReducedHistory
Simplify Exchange Traded Fun82889N863VOLATILITY PREM86,264$1.79M0.6%+3,164+3.8%Added–
PHMPultegroup IncCOM15,360$1.67M0.6%−929−5.7%ReducedHistory
VVisa Inc.Stock5,265$1.66M0.6%−268−4.8%ReducedHistory
TMUST-Mobile US, Inc.Stock7,490$1.65M0.6%−369−4.7%ReducedHistory
CPRTCopart IncCOM28,210$1.62M0.6%−1,488−5.0%ReducedHistory
BRBroadridge Financial Solutions, Inc.Stock7,116$1.61M0.6%−347−4.6%ReducedHistory
AJGArthur J. Gallagher & Co.COM5,584$1.59M0.6%−284−4.8%ReducedHistory
CMECME Group Inc.COM6,722$1.56M0.5%−174−2.5%ReducedHistory
BROBrown & Brown, Inc.Stock14,863$1.52M0.5%−766−4.9%ReducedHistory
TJXTJX Companies IncStock12,536$1.51M0.5%−626−4.8%ReducedHistory
CBOECboe Global Markets, Inc.COM7,555$1.48M0.5%−388−4.9%ReducedHistory
CTASCintas CorpStock7,867$1.44M0.5%−401−4.9%ReducedHistory
APHAmphenol CorpCL A20,614$1.43M0.5%−1,033−4.8%ReducedHistory
iShares Tr46435G342MORTGE REL ETF66,284$1.42M0.5%−46,876−41.4%Reduced–
KGCKinross Gold CorpCOM148,707$1.38M0.5%−30,957−17.2%ReducedHistory
RCLRoyal Caribbean Cruises LtdCOM5,849$1.35M0.5%−1,224−17.3%ReducedHistory
MCKMcKesson CorpStock2,281$1.30M0.5%−120−5.0%ReducedHistory
ROPRoper Technologies IncStock2,498$1.30M0.5%−130−4.9%ReducedHistory
Vanguard Real Estate ETF922908553ETF14,185$1.26M0.4%+73+0.5%Added–
TRGPTarga Resources Corp.COM7,078$1.26M0.4%−412−5.5%ReducedHistory
PRPermian Resources CorpCLASS A COM85,599$1.23M0.4%−17,102−16.7%ReducedHistory
BNYBank of New York Mellon CorpStock15,849$1.22M0.4%−892−5.3%ReducedHistory
WFCWells Fargo & CompanyStock16,825$1.18M0.4%−957−5.4%ReducedHistory
J P Morgan Exchange Traded F46641Q217BETABULDRS JAPAN21,510$1.18M0.4%−35,881−62.5%Reduced–
CCLCarnival Corp Ltd.UNIT 99/99/999946,153$1.15M0.4%−9,776−17.5%ReducedHistory
iShares Inc464286103MSCI AUST ETF46,843$1.12M0.4%−85,244−64.5%Reduced–
URIUnited Rentals, Inc.COM1,540$1.08M0.4%−91−5.6%ReducedHistory
SPDR Index Shs FDS78463X772ST S&P INTL ETF30,965$1.08M0.4%−35,897−53.7%Reduced–
FTITechnipFMC plcCOM36,053$1.04M0.4%−7,559−17.3%ReducedHistory
THCTenet Healthcare CorpCOM NEW8,075$1.02M0.4%−1,710−17.5%ReducedHistory
METMetlife IncStock11,977$980.7K0.3%−665−5.3%ReducedHistory
GMGeneral Motors CoCOM18,177$968.3K0.3%−1,081−5.6%ReducedHistory
WRBBerkley W R CorpCOM15,683$917.8K0.3%−814−4.9%ReducedHistory
iShares Tr464287184CHINA LG-CAP ETF29,746$905.5K0.3%−2,540−7.9%Reduced–
iShares Inc46434G814MSCI MLY ETF NEW36,749$901.5K0.3%+3,791+11.5%Added–
iShares Inc46434G772MSCI TAIWAN ETF17,215$891.0K0.3%+1,336+8.4%Added–
HCAHCA Healthcare, Inc.COM2,952$886.0K0.3%−181−5.8%ReducedHistory
VRTVertiv Holdings CoCOM CL A7,769$882.6K0.3%−1,642−17.4%ReducedHistory
CBChubb LtdStock3,120$862.1K0.3%−183−5.5%ReducedHistory
iShares Tr464289842MSCI PERU GL ETF21,439$849.2K0.3%+440+2.1%Added–
iShares Inc464286780MSCI STH AFR ETF19,591$821.1K0.3%+1,400+7.7%Added–
DKNGDraftKings Inc.Stock21,697$807.1K0.3%−4,594−17.5%ReducedHistory
AIGAmerican International Group, Inc.Stock11,050$804.4K0.3%−616−5.3%ReducedHistory
UHSUniversal Health Services IncCL B4,415$792.1K0.3%−275−5.9%ReducedHistory
iShares Inc464286806MSCI GERMANY ETF24,526$780.4K0.3%+1,255+5.4%Added–
MRVLMarvell Technology, Inc.COM7,000$773.1K0.3%+7,000NewHistory
SPDR Series Trust78468R200ST STR RATE ETF25,073$770.5K0.3%+944+3.9%Added–
iShares Tr464288646ISHS 1-5YR INVS14,803$765.3K0.3%+606+4.3%Added–
CIENCiena CorpCOM NEW9,000$763.3K0.3%+9,000NewHistory
iShares Tr464288414NATIONAL MUN ETF7,099$756.4K0.3%+205+3.0%Added–
Schwab US Tips ETF808524870ETF29,226$754.9K0.3%+1,192+4.3%AddedConverted for a 2-for-1 split–
NVDANVIDIA CorpStock5,558$746.4K0.3%−1,176−17.5%ReducedHistory
iShares Iboxx $ Investment Grade Corporate Bond ETF464287242ETF6,983$746.1K0.3%+302+4.5%Added–
FFord Motor CoStock73,364$726.3K0.3%−3,587−4.7%ReducedHistory
FANGDiamondback Energy, Inc.Stock4,360$714.3K0.2%−311−6.7%ReducedHistory
LENLennar CorpCL A5,399$707.5K0.2%−325−5.7%ReducedHistory
CHTRCharter Communications, Inc.CL A2,060$706.1K0.2%−127−5.8%ReducedHistory
iShares Inc464286624MSCI THAILND ETF11,513$695.8K0.2%−2,366−17.0%Reduced–
CMCSAComcast CorpStock18,482$693.6K0.2%−1,021−5.2%ReducedHistory
COHRCoherent Corp.COM6,500$615.7K0.2%+6,500NewHistory
State Street Utilities Select Sector SPDR ETF81369Y886ETF8,016$606.7K0.2%−1,027−11.4%Reduced–
FIXComfort Systems USA IncCOM1,423$603.4K0.2%−301−17.5%ReducedHistory
MUMicron Technology IncStock7,000$589.1K0.2%00.0%UnchangedHistory
KKRKKR & Co. Inc.COM3,899$576.7K0.2%−821−17.4%ReducedHistory

Sold out since Q3 2024 (17)

Positions held at the end of Q3 2024 that are gone from this filing.

Positions of Mount Lucas Management LP sold out since Q3 2024
SecurityClassShares in Q3 2024Value in Q3 2024% of portfolio in Q3 2024History
Invesco QQQ Trust Series I46090E103ETF53,283$26.0M8.9%–
BABAAlibaba Group Holding LtdADR200,000$21.2M7.2%History
Invesco Nasdaq 100 ETF46138G649ETF10,158$2.04M0.7%–
Vanguard Intl Equity Index F922042676GLB EX US ETF29,900$1.40M0.5%–
SOFISoFi Technologies, Inc.Stock117,000$919.6K0.3%History
iShares Tr46429B408MSCI PHILIPS ETF30,997$902.9K0.3%–
iShares Tr46429B309MSCI INDONIA ETF39,240$882.9K0.3%–
iShares Tr46429B606MSCI POLAND ETF34,769$842.8K0.3%–
iShares Inc464286756MSCI SWEDEN ETF18,007$781.7K0.3%–
iShares Inc464286707MSCI FRANCE ETF19,041$769.3K0.3%–
Rheinmetall AG76206K107ADR7,100$768.0K0.3%–
iShares Inc464286814MSCI NETHERL ETF14,951$760.4K0.3%–
SPDR Series Trust78464A490ST STR FTSE ETF18,698$753.3K0.3%–
iShares Inc464286749MSCI SWITZERLAND14,368$748.6K0.3%–
Thales SA883219206ADR22,800$721.8K0.2%–
iShares Inc464286772MSCI STH KOR ETF6,832$437.0K0.1%–
iShares Inc464286640MSCI CHILE ETF10,681$291.4K0.1%–