13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q1 2024 · Filed May 10, 2024 · Accession 0001140361-24-025380
Total Value
$366.0M
Positions
145
Other Managers
0
Confidential Omitted
No
Holdings (145)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | ALIBABA GROUP HOLDING-SP ADR | BBAAY | 500,000 | $36.2M | 9.89% |
| 2 | INVESCO S&P 500 PURE VALUE E | IVZ | 222,148 | $19.6M | 5.37% |
| 3 | ALIBABA GROUP HOLDING-SP ADR | BBAAY | 250,000 | $18.1M | 4.94% |
| 4 | KRANESHARES CSI CHINA INTERN | 500767306 | 500,000 | $13.1M | 3.59% |
| 5 | PACCAR INC | PCAR | 63,275 | $7.8M | 2.14% |
| 6 | UNITED RENTALS INC | URI | 9,816 | $7.1M | 1.93% |
| 7 | PULTEGROUP INC | 745867101 | 56,578 | $6.8M | 1.86% |
| 8 | CARDINAL HEALTH INC | CAH | 60,384 | $6.8M | 1.85% |
| 9 | INVESCO QQQ TRUST SERIES 1 | IVZ | 14,046 | $6.2M | 1.70% |
| 10 | DELTA AIR LINES INC | DAL | 127,634 | $6.1M | 1.67% |
| 11 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 53,790 | $5.5M | 1.51% |
| 12 | UNITED AIRLINES HOLDINGS INC | UNTCW | 109,769 | $5.3M | 1.44% |
| 13 | LOEWS CORP | L | 66,087 | $5.2M | 1.41% |
| 14 | HCA HEALTHCARE INC | HCA | 15,112 | $5.0M | 1.38% |
| 15 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 252,965 | $5.0M | 1.36% |
| 16 | FORD MOTOR CO | 345370860 | 365,000 | $4.8M | 1.32% |
| 17 | AGNC INVESTMENT CORP | 00123Q104 | 486,920 | $4.8M | 1.32% |
| 18 | EVEREST GROUP LTD | EG | 11,882 | $4.7M | 1.29% |
| 19 | KRANESHARES CSI CHINA INTERN | 500767306 | 175,000 | $4.6M | 1.26% |
| 20 | ARCH CAPITAL GROUP LTD | G0450A105 | 38,408 | $3.6M | 0.97% |
| 21 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 58,854 | $3.4M | 0.94% |
| 22 | ISHARES MSCI AUSTRALIA ETF | 464286103 | 139,237 | $3.4M | 0.94% |
| 23 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 39,955 | $3.3M | 0.89% |
| 24 | MGM RESORTS INTERNATIONAL | MGM | 68,581 | $3.2M | 0.88% |
| 25 | SIMPLIFY MBS ETF | 82889N525 | 62,360 | $3.2M | 0.87% |
| 26 | JPMORGAN CHASE & CO | VYLD | 15,706 | $3.1M | 0.86% |
| 27 | COSTCO WHOLESALE CORP | 22160K105 | 4,183 | $3.1M | 0.84% |
| 28 | COPART INC | CPRT | 52,712 | $3.1M | 0.83% |
| 29 | BOSTON SCIENTIFIC CORP | BSX | 44,409 | $3.0M | 0.83% |
| 30 | LENNAR CORP-A | LEN-B | 17,544 | $3.0M | 0.82% |
| 31 | AUTOZONE INC | AZO | 952 | $3.0M | 0.82% |
| 32 | REPUBLIC SERVICES INC | 760759100 | 15,491 | $3.0M | 0.81% |
| 33 | O'REILLY AUTOMOTIVE INC | 67103H107 | 2,482 | $2.8M | 0.77% |
| 34 | THE CIGNA GROUP | 125523100 | 7,633 | $2.8M | 0.76% |
| 35 | ISHARES 3-7 YEAR TREASURY BO | 464288661 | 23,734 | $2.7M | 0.75% |
| 36 | VISA INC-CLASS A SHARES | V | 9,789 | $2.7M | 0.75% |
| 37 | ISHARES MORTGAGE REAL ESTATE | 46435G342 | 117,013 | $2.7M | 0.74% |
| 38 | BROADRIDGE FINANCIAL SOLUTIO | 11133T103 | 13,149 | $2.7M | 0.74% |
| 39 | GENERAL MOTORS CO | 37045V100 | 58,698 | $2.7M | 0.73% |
| 40 | SPDR BLOOMBERG CONVERTIBLE S | 78464A359 | 36,359 | $2.7M | 0.73% |
| 41 | DAVITA INC | DVA | 19,029 | $2.6M | 0.72% |
| 42 | INVESCO SENIOR LOAN ETF | IVZ | 123,959 | $2.6M | 0.72% |
| 43 | ISHARES PREFERRED & INCOME S | 464288687 | 81,243 | $2.6M | 0.72% |
| 44 | CME GROUP INC | CME | 12,152 | $2.6M | 0.71% |
| 45 | ROPER TECHNOLOGIES INC | ROP | 4,663 | $2.6M | 0.71% |
| 46 | ARTHUR J GALLAGHER & CO | 363576109 | 10,390 | $2.6M | 0.71% |
| 47 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 21,469 | $2.6M | 0.71% |
| 48 | WELLS FARGO & CO | 949746101 | 44,729 | $2.6M | 0.71% |
| 49 | CBOE GLOBAL MARKETS INC | 12503M108 | 14,024 | $2.6M | 0.70% |
| 50 | AMERICAN AIRLINES GROUP INC | 02376R102 | 166,345 | $2.6M | 0.70% |
| 51 | MCKESSON CORP | MCK | 4,751 | $2.6M | 0.70% |
| 52 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 112,345 | $2.5M | 0.69% |
| 53 | SPDR S&P INTER DVD ETF | 78463X772 | 71,667 | $2.5M | 0.69% |
| 54 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 67,218 | $2.5M | 0.69% |
| 55 | SYNCHRONY FINANCIAL | SYF-PB | 58,383 | $2.5M | 0.69% |
| 56 | ISHARES JP MORGAN USD EMERGI | 464288281 | 28,034 | $2.5M | 0.69% |
| 57 | CELANESE CORP | CE | 14,550 | $2.5M | 0.68% |
| 58 | BANK OF NEW YORK MELLON CORP | 064058100 | 42,048 | $2.4M | 0.66% |
| 59 | MONSTER BEVERAGE CORP | MNST | 40,059 | $2.4M | 0.65% |
| 60 | MCDONALD'S CORP | MCD | 8,246 | $2.3M | 0.64% |
| 61 | ASSURANT INC | AIZN | 12,257 | $2.3M | 0.63% |
| 62 | LAMB WESTON HOLDINGS INC | LW | 21,288 | $2.3M | 0.62% |
| 63 | TAPESTRY INC | TPR | 47,488 | $2.3M | 0.62% |
| 64 | ISHARES 7-10 YEAR TREASURY B | 464287440 | 23,571 | $2.2M | 0.61% |
| 65 | MONDELEZ INTERNATIONAL INC-A | 609207105 | 31,251 | $2.2M | 0.60% |
| 66 | COMCAST CORP-CLASS A | CCZ | 48,952 | $2.1M | 0.58% |
| 67 | JM SMUCKER CO/THE | 832696405 | 15,913 | $2.0M | 0.55% |
| 68 | EQT CORP | EQT | 51,918 | $1.9M | 0.53% |
| 69 | ISHARES FALLEN ANGELS ETF | 46435G474 | 65,655 | $1.8M | 0.48% |
| 70 | SPDR BLOOMBERG HIGH YIELD BO | 78468R622 | 18,424 | $1.8M | 0.48% |
| 71 | ISHARES US&INTL HIGH YIELD C | 464286178 | 39,700 | $1.8M | 0.48% |
| 72 | FLEXSHARES HIGH YIELD VALUE | FLEX | 42,620 | $1.8M | 0.48% |
| 73 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 41,121 | $1.7M | 0.48% |
| 74 | HERSHEY CO/THE | HSY | 8,949 | $1.7M | 0.48% |
| 75 | CHARTER COMMUNICATIONS INC-A | 16119P108 | 5,565 | $1.6M | 0.44% |
| 76 | HUMANA INC | HUM | 4,646 | $1.6M | 0.44% |
| 77 | BAIDU INC - SPON ADR | BAIDF | 15,000 | $1.6M | 0.43% |
| 78 | ISHARES RUSSELL 1000 VALUE E | 464287598 | 8,671 | $1.6M | 0.42% |
| 79 | BORGWARNER INC | BWA | 40,140 | $1.4M | 0.38% |
| 80 | UBER TECHNOLOGIES INC | UBER | 17,826 | $1.4M | 0.38% |
| 81 | VANGUARD GLBL EX-US REAL EST | 922042676 | 32,344 | $1.4M | 0.37% |
| 82 | VANGUARD REAL ESTATE ETF | 922908553 | 15,321 | $1.3M | 0.36% |
| 83 | ROYAL CARIBBEAN CRUISES LTD | V7780T103 | 8,737 | $1.2M | 0.33% |
| 84 | NORWEGIAN CRUISE LINE HOLDIN | NCLH | 49,184 | $1.0M | 0.28% |
| 85 | DRAFTKINGS INC-CL A | DKNG | 21,896 | $994,297 | 0.27% |
| 86 | CARNIVAL CORP | CUKPF | 59,585 | $973,619 | 0.27% |
| 87 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 23,688 | $927,859 | 0.25% |
| 88 | PERMIAN RESOURCES CORP | PR | 50,764 | $896,492 | 0.24% |
| 89 | ISHARES MSCI MEXICO ETF | 464286822 | 12,763 | $884,604 | 0.24% |
| 90 | ISHARES MSCI TAIWAN ETF | 46434G772 | 17,972 | $874,877 | 0.24% |
| 91 | ISHARES MSCI SOUTH KOREA ETF | 464286772 | 12,987 | $871,558 | 0.24% |
| 92 | ISHARES MSCI POLAND ETF | 46429B606 | 35,720 | $842,635 | 0.23% |
| 93 | ISHARES MSCI INDIA ETF | 46429B598 | 16,275 | $839,627 | 0.23% |
| 94 | ISHARES MSCI PHILIPPINES ETF | 46429B408 | 30,322 | $837,797 | 0.23% |
| 95 | ISHARES MSCI MALAYSIA ETF | 46434G814 | 38,317 | $834,927 | 0.23% |
| 96 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 20,754 | $830,368 | 0.23% |
| 97 | ISHARES MSCI BRAZIL ETF | 464286400 | 25,224 | $817,762 | 0.22% |
| 98 | ISHARES MSCI SPAIN ETF | 464286764 | 25,294 | $813,708 | 0.22% |
| 99 | ISHARES MSCI TURKEY ETF | 464286715 | 22,210 | $798,227 | 0.22% |
| 100 | MERCADOLIBRE INC | MELI | 520 | $786,219 | 0.21% |
| 101 | ISHARES MSCI ITALY ETF | 46434G830 | 20,772 | $783,520 | 0.21% |
| 102 | ISHARES MSCI AUSTRIA ETF | 464286202 | 35,851 | $778,634 | 0.21% |
| 103 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 22,599 | $773,112 | 0.21% |
| 104 | ISHARES MSCI NETHERLANDS ETF | 464286814 | 15,503 | $767,088 | 0.21% |
| 105 | ISHARES MSCI GERMANY ETF | 464286806 | 24,155 | $766,921 | 0.21% |
| 106 | VERTIV HOLDINGS CO-A | VRT | 9,371 | $765,330 | 0.21% |
| 107 | ISHARES MSCI FRANCE ETF | 464286707 | 18,407 | $762,234 | 0.21% |
| 108 | ISHARES MSCI SWITZERLAND ETF | 464286749 | 15,809 | $752,508 | 0.21% |
| 109 | ISHARES MSCI SWEDEN ETF | 464286756 | 18,718 | $747,971 | 0.20% |
| 110 | APOLLO GLOBAL MANAGEMENT INC | 03769M106 | 6,562 | $737,897 | 0.20% |
| 111 | ISHARES IBOXX INVESTMENT GRA | 464287242 | 6,735 | $733,576 | 0.20% |
| 112 | SCHWAB U.S. TIPS ETF | 808524870 | 13,959 | $728,101 | 0.20% |
| 113 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 14,192 | $727,766 | 0.20% |
| 114 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 23,557 | $726,262 | 0.20% |
| 115 | SPDR FTSE INTERNATIONAL GOVE | 78464A490 | 18,113 | $724,158 | 0.20% |
| 116 | ISHARES NATIONAL MUNI BOND E | 464288414 | 6,710 | $721,996 | 0.20% |
| 117 | ARISTA NETWORKS INC | ANET | 2,440 | $707,551 | 0.19% |
| 118 | JABIL INC | JBL | 4,951 | $663,186 | 0.18% |
| 119 | HYATT HOTELS CORP - CL A | H | 3,985 | $636,086 | 0.17% |
| 120 | TENET HEALTHCARE CORP | THC | 5,935 | $623,828 | 0.17% |
| 121 | ISHARES MSCI INDONESIA ETF | 46429B309 | 26,586 | $598,983 | 0.16% |
| 122 | TECHNIPFMC PLC | FTI | 22,318 | $560,405 | 0.15% |
| 123 | COUPANG INC | CPNG | 29,178 | $519,077 | 0.14% |
| 124 | FIRST CITIZENS BCSHS -CL A | 31946M103 | 312 | $510,120 | 0.14% |
| 125 | INVESCO NASDAQ 100 ETF | IVZ | 2,740 | $500,571 | 0.14% |
| 126 | WYNN RESORTS LTD | WYNN | 4,521 | $462,182 | 0.13% |
| 127 | KINROSS GOLD CORP | KGCRF | 74,513 | $456,765 | 0.12% |
| 128 | LAS VEGAS SANDS CORP | LVS | 8,012 | $414,220 | 0.11% |
| 129 | NVIDIA CORP | NVDA | 458 | $413,830 | 0.11% |
| 130 | SNOWFLAKE INC-CLASS A | SNOW | 2,495 | $403,192 | 0.11% |
| 131 | GXO LOGISTICS INC | GXO | 7,295 | $392,179 | 0.11% |
| 132 | UTILITIES SELECT SECTOR SPDR | 81369Y886 | 5,748 | $377,356 | 0.10% |
| 133 | WARNER BROS DISCOVERY INC | WBD | 36,476 | $318,435 | 0.09% |
| 134 | PHINIA INC | PHIN | 8,131 | $312,474 | 0.09% |
| 135 | DOORDASH INC - A | DASH | 2,201 | $303,122 | 0.08% |
| 136 | TRADE DESK INC/THE -CLASS A | 88339J105 | 3,143 | $274,761 | 0.08% |
| 137 | SHOCKWAVE MEDICAL INC | 82489T104 | 805 | $262,132 | 0.07% |
| 138 | HUBSPOT INC | HUBS | 402 | $251,877 | 0.07% |
| 139 | FORTINET INC | FTNT | 3,456 | $236,079 | 0.06% |
| 140 | SAREPTA THERAPEUTICS INC | SRPT | 1,810 | $234,323 | 0.06% |
| 141 | DATADOG INC - CLASS A | DDOG | 1,823 | $225,323 | 0.06% |
| 142 | MONGODB INC | MDB | 628 | $225,226 | 0.06% |
| 143 | CONFLUENT INC-CLASS A | 20717M103 | 6,729 | $205,369 | 0.06% |
| 144 | ZSCALER INC | ZS | 1,009 | $194,364 | 0.05% |
| 145 | TELLURIAN INC | 87968A104 | 250,000 | $165,350 | 0.05% |