13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q2 2024 · Filed August 6, 2024 · Accession 0001140361-24-035864
Total Value
$349.4M
Positions
158
Other Managers
0
Confidential Omitted
No
Holdings (158)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | ALIBABA GROUP HOLDING-SP ADR | BBAAY | 500,000 | $36.0M | 10.30% |
| 2 | INVESCO QQQ TRUST SERIES 1 | IVZ | 39,268 | $18.8M | 5.39% |
| 3 | KRANESHARES CSI CHINA INTERN | 500767306 | 500,000 | $13.5M | 3.87% |
| 4 | ALIBABA GROUP HOLDING-SP ADR | BBAAY | 150,000 | $10.8M | 3.09% |
| 5 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 78,481 | $7.9M | 2.26% |
| 6 | ALIBABA GROUP HOLDING-SP ADR | BBAAY | 100,000 | $7.2M | 2.06% |
| 7 | LOEWS CORP | L | 94,603 | $7.1M | 2.02% |
| 8 | COSTCO WHOLESALE CORP | 22160K105 | 7,192 | $6.1M | 1.75% |
| 9 | ARCH CAPITAL GROUP LTD | G0450A105 | 58,403 | $5.9M | 1.69% |
| 10 | INVESCO S&P 500 PURE VALUE E | IVZ | 69,108 | $5.8M | 1.65% |
| 11 | JPMORGAN CHASE & CO | VYLD | 28,406 | $5.7M | 1.64% |
| 12 | SYNCHRONY FINANCIAL | SYF-PB | 120,197 | $5.7M | 1.62% |
| 13 | REPUBLIC SERVICES INC | 760759100 | 29,143 | $5.7M | 1.62% |
| 14 | DELTA AIR LINES INC | DAL | 114,580 | $5.4M | 1.56% |
| 15 | PACCAR INC | PCAR | 49,293 | $5.1M | 1.45% |
| 16 | UNITED AIRLINES HOLDINGS INC | UNTCW | 100,832 | $4.9M | 1.40% |
| 17 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 254,000 | $4.8M | 1.39% |
| 18 | DAVITA INC | DVA | 34,133 | $4.7M | 1.35% |
| 19 | AGNC INVESTMENT CORP | 00123Q104 | 492,000 | $4.7M | 1.34% |
| 20 | EVEREST GROUP LTD | EG | 12,286 | $4.7M | 1.34% |
| 21 | PULTEGROUP INC | 745867101 | 40,830 | $4.5M | 1.29% |
| 22 | ASSURANT INC | AIZN | 24,786 | $4.1M | 1.18% |
| 23 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 47,767 | $3.9M | 1.12% |
| 24 | ISHARES 3-7 YEAR TREASURY BO | 464288661 | 28,503 | $3.3M | 0.94% |
| 25 | ISHARES MSCI AUSTRALIA ETF | 464286103 | 131,533 | $3.2M | 0.92% |
| 26 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 56,215 | $3.2M | 0.91% |
| 27 | SIMPLIFY MBS ETF | 82889N525 | 61,500 | $3.1M | 0.89% |
| 28 | T-MOBILE US INC | TMUSZ | 16,481 | $2.9M | 0.83% |
| 29 | COPART INC | CPRT | 52,173 | $2.8M | 0.81% |
| 30 | ISHARES 7-10 YEAR TREASURY B | 464287440 | 28,515 | $2.7M | 0.76% |
| 31 | ARTHUR J GALLAGHER & CO | 363576109 | 10,293 | $2.7M | 0.76% |
| 32 | AMPHENOL CORP-CL A | 032095101 | 39,454 | $2.7M | 0.76% |
| 33 | UNITED RENTALS INC | URI | 4,088 | $2.6M | 0.76% |
| 34 | CINTAS CORP | CTAS | 3,772 | $2.6M | 0.76% |
| 35 | TJX COMPANIES INC | 872540109 | 23,955 | $2.6M | 0.75% |
| 36 | WELLS FARGO & CO | 949746101 | 44,271 | $2.6M | 0.75% |
| 37 | ROPER TECHNOLOGIES INC | ROP | 4,621 | $2.6M | 0.75% |
| 38 | BROADRIDGE FINANCIAL SOLUTIO | 11133T103 | 13,074 | $2.6M | 0.74% |
| 39 | MCKESSON CORP | MCK | 4,383 | $2.6M | 0.73% |
| 40 | BROWN & BROWN INC | BRO | 28,494 | $2.5M | 0.73% |
| 41 | VISA INC-CLASS A SHARES | V | 9,705 | $2.5M | 0.73% |
| 42 | HCA HEALTHCARE INC | HCA | 7,861 | $2.5M | 0.72% |
| 43 | SPDR BLOOMBERG CONVERTIBLE S | 78464A359 | 34,900 | $2.5M | 0.72% |
| 44 | INVESCO SENIOR LOAN ETF | IVZ | 118,908 | $2.5M | 0.72% |
| 45 | BANK OF NEW YORK MELLON CORP | 064058100 | 41,680 | $2.5M | 0.71% |
| 46 | ISHARES PREFERRED & INCOME S | 464288687 | 79,058 | $2.5M | 0.71% |
| 47 | TARGA RESOURCES CORP | TRGP | 18,687 | $2.4M | 0.69% |
| 48 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 108,158 | $2.4M | 0.69% |
| 49 | FORD MOTOR CO | 345370860 | 190,086 | $2.4M | 0.68% |
| 50 | CME GROUP INC | CME | 12,061 | $2.4M | 0.68% |
| 51 | CBOE GLOBAL MARKETS INC | 12503M108 | 13,893 | $2.4M | 0.68% |
| 52 | ISHARES JP MORGAN USD EMERGI | 464288281 | 26,654 | $2.4M | 0.68% |
| 53 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 19,839 | $2.4M | 0.67% |
| 54 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 63,365 | $2.3M | 0.67% |
| 55 | SPDR S&P INTER DVD ETF | 78463X772 | 67,803 | $2.3M | 0.67% |
| 56 | DIAMONDBACK ENERGY INC | FANG | 11,587 | $2.3M | 0.66% |
| 57 | KRANESHARES CSI CHINA INTERN | 500767306 | 85,000 | $2.3M | 0.66% |
| 58 | GENERAL MOTORS CO | 37045V100 | 48,256 | $2.2M | 0.64% |
| 59 | ISHARES MORTGAGE REAL ESTATE | 46435G342 | 100,483 | $2.2M | 0.64% |
| 60 | METLIFE INC | MET-PF | 31,481 | $2.2M | 0.63% |
| 61 | UNIVERSAL HEALTH SERVICES-B | 913903100 | 11,757 | $2.2M | 0.62% |
| 62 | AMERICAN INTERNATIONAL GROUP | 026874784 | 29,170 | $2.2M | 0.62% |
| 63 | LENNAR CORP-A | LEN-B | 14,317 | $2.1M | 0.61% |
| 64 | CHUBB LTD | CB | 8,277 | $2.1M | 0.60% |
| 65 | CELANESE CORP | CE | 14,379 | $1.9M | 0.56% |
| 66 | COMCAST CORP-CLASS A | CCZ | 48,523 | $1.9M | 0.54% |
| 67 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 39,677 | $1.7M | 0.48% |
| 68 | SPDR BLOOMBERG HIGH YIELD BO | 78468R622 | 17,743 | $1.7M | 0.48% |
| 69 | FLEXSHARES HIGH YIELD VALUE | FLEX | 41,399 | $1.7M | 0.48% |
| 70 | ISHARES US&INTL HIGH YIELD C | 464286178 | 38,054 | $1.7M | 0.48% |
| 71 | ISHARES FALLEN ANGELS ETF | 46435G474 | 63,322 | $1.7M | 0.47% |
| 72 | CHARTER COMMUNICATIONS INC-A | 16119P108 | 5,480 | $1.6M | 0.47% |
| 73 | PERMIAN RESOURCES CORP | PR | 98,880 | $1.6M | 0.46% |
| 74 | INVESCO NASDAQ 100 ETF | IVZ | 7,899 | $1.6M | 0.45% |
| 75 | KINROSS GOLD CORP | KGCRF | 174,893 | $1.5M | 0.42% |
| 76 | WR BERKLEY CORP | WRB-PH | 27,503 | $1.4M | 0.41% |
| 77 | TENET HEALTHCARE CORP | THC | 9,557 | $1.3M | 0.36% |
| 78 | VANGUARD GLBL EX-US REAL EST | 922042676 | 29,936 | $1.2M | 0.35% |
| 79 | VANGUARD REAL ESTATE ETF | 922908553 | 13,711 | $1.1M | 0.33% |
| 80 | TECHNIPFMC PLC | FTI | 42,518 | $1.1M | 0.32% |
| 81 | ROYAL CARIBBEAN CRUISES LTD | V7780T103 | 6,891 | $1.1M | 0.31% |
| 82 | CARNIVAL CORP | CUKPF | 54,619 | $1.0M | 0.29% |
| 83 | DRAFTKINGS INC-CL A | DKNG | 25,673 | $979,938 | 0.28% |
| 84 | ISHARES MSCI SOUTH AFRICA ET | 464286780 | 19,912 | $862,588 | 0.25% |
| 85 | ISHARES MSCI TAIWAN ETF | 46434G772 | 15,849 | $858,857 | 0.25% |
| 86 | ISHARES MSCI INDIA ETF | 46429B598 | 15,045 | $839,210 | 0.24% |
| 87 | NVIDIA CORP | NVDA | 6,578 | $812,646 | 0.23% |
| 88 | ISHARES MSCI TURKEY ETF | 464286715 | 19,062 | $800,985 | 0.23% |
| 89 | VERTIV HOLDINGS CO-A | VRT | 9,188 | $795,405 | 0.23% |
| 90 | ISHARES MSCI MALAYSIA ETF | 46434G814 | 35,190 | $790,367 | 0.23% |
| 91 | ISHARES MSCI POLAND ETF | 46429B606 | 32,169 | $789,106 | 0.23% |
| 92 | ISHARES CHINA LARGE-CAP ETF | 464287184 | 30,028 | $780,428 | 0.22% |
| 93 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 19,422 | $772,413 | 0.22% |
| 94 | ISHARES MSCI SOUTH KOREA ETF | 464286772 | 11,605 | $766,974 | 0.22% |
| 95 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 18,559 | $746,629 | 0.21% |
| 96 | THALES SA - UNSP ADR | 883219206 | 22,800 | $725,724 | 0.21% |
| 97 | RHEINMETALL AG-UNSP ADR | RH | 7,100 | $721,573 | 0.21% |
| 98 | ISHARES MSCI SWITZERLAND ETF | 464286749 | 14,674 | $707,434 | 0.20% |
| 99 | ISHARES MSCI NETHERLANDS ETF | 464286814 | 13,979 | $702,165 | 0.20% |
| 100 | ISHARES NATIONAL MUNI BOND E | 464288414 | 6,575 | $700,566 | 0.20% |
| 101 | SCHWAB U.S. TIPS ETF | 808524870 | 13,435 | $698,754 | 0.20% |
| 102 | ISHARES IBOXX INVESTMENT GRA | 464287242 | 6,512 | $697,565 | 0.20% |
| 103 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 13,607 | $697,223 | 0.20% |
| 104 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 22,572 | $696,346 | 0.20% |
| 105 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 19,838 | $691,949 | 0.20% |
| 106 | ISHARES MSCI GERMANY ETF | 464286806 | 22,568 | $691,032 | 0.20% |
| 107 | ISHARES MSCI SWEDEN ETF | 464286756 | 17,136 | $689,724 | 0.20% |
| 108 | ISHARES MSCI AUSTRIA ETF | 464286202 | 31,312 | $684,199 | 0.20% |
| 109 | ISHARES MSCI ITALY ETF | 46434G830 | 18,632 | $667,957 | 0.19% |
| 110 | ISHARES MSCI SPAIN ETF | 464286764 | 21,352 | $666,823 | 0.19% |
| 111 | ISHARES MSCI FRANCE ETF | 464286707 | 17,329 | $654,690 | 0.19% |
| 112 | UTILITIES SELECT SECTOR SPDR | 81369Y886 | 9,227 | $628,728 | 0.18% |
| 113 | APPLOVIN CORP-CLASS A | APP | 6,559 | $545,840 | 0.16% |
| 114 | BURLINGTON STORES INC | BURL | 2,212 | $530,880 | 0.15% |
| 115 | PRUDENTIAL FINANCIAL INC | PUKPF | 4,439 | $520,206 | 0.15% |
| 116 | REINSURANCE GROUP OF AMERICA | 759351604 | 2,520 | $517,280 | 0.15% |
| 117 | FIRST CITIZENS BCSHS -CL A | 31946M103 | 307 | $516,868 | 0.15% |
| 118 | COMFORT SYSTEMS USA INC | 199908104 | 1,684 | $512,138 | 0.15% |
| 119 | PROGRESSIVE CORP | 743315103 | 2,434 | $505,566 | 0.14% |
| 120 | ALLSTATE CORP | ALL-PJ | 3,140 | $501,332 | 0.14% |
| 121 | EMCOR GROUP INC | EME | 1,354 | $494,318 | 0.14% |
| 122 | KKR & CO INC | KKRT | 4,604 | $484,525 | 0.14% |
| 123 | ISHARES RUSSELL 1000 VALUE E | 464287598 | 2,762 | $481,886 | 0.14% |
| 124 | MGM RESORTS INTERNATIONAL | MGM | 10,172 | $452,044 | 0.13% |
| 125 | CARDINAL HEALTH INC | CAH | 4,401 | $432,706 | 0.12% |
| 126 | NORWEGIAN CRUISE LINE HOLDIN | NCLH | 21,539 | $404,718 | 0.12% |
| 127 | GXO LOGISTICS INC | GXO | 7,154 | $361,277 | 0.10% |
| 128 | ARISTA NETWORKS INC | ANET | 932 | $326,647 | 0.09% |
| 129 | MONDELEZ INTERNATIONAL INC-A | 609207105 | 4,948 | $323,797 | 0.09% |
| 130 | AUTOMATIC DATA PROCESSING | ADP | 1,339 | $319,606 | 0.09% |
| 131 | MICROSOFT CORP | MSFT | 672 | $300,350 | 0.09% |
| 132 | VERTEX PHARMACEUTICALS INC | VRTX | 640 | $299,981 | 0.09% |
| 133 | DUOLINGO | DUOL | 1,308 | $272,940 | 0.08% |
| 134 | SUPER MICRO COMPUTER INC | SMCI | 331 | $271,205 | 0.08% |
| 135 | WARNER BROS DISCOVERY INC | WBD | 35,771 | $266,136 | 0.08% |
| 136 | ELASTIC NV | ESTC | 2,273 | $258,917 | 0.07% |
| 137 | CROWDSTRIKE HOLDINGS INC - A | CRWD | 659 | $252,522 | 0.07% |
| 138 | WOODWARD INC | WWD | 1,402 | $244,481 | 0.07% |
| 139 | ISHARES MSCI CHILE ETF | 464286640 | 9,418 | $243,644 | 0.07% |
| 140 | AMAZON.COM INC | AMZN | 1,245 | $240,596 | 0.07% |
| 141 | HOWMET AEROSPACE INC | HWM | 3,049 | $236,694 | 0.07% |
| 142 | DOORDASH INC - A | DASH | 2,158 | $234,747 | 0.07% |
| 143 | HUBSPOT INC | HUBS | 394 | $232,377 | 0.07% |
| 144 | DATADOG INC - CLASS A | DDOG | 1,786 | $231,626 | 0.07% |
| 145 | MERCADOLIBRE INC | MELI | 138 | $226,789 | 0.06% |
| 146 | GILEAD SCIENCES INC | GILD | 3,089 | $211,936 | 0.06% |
| 147 | ZSCALER INC | ZS | 989 | $190,076 | 0.05% |
| 148 | APPLIED MATERIALS INC | 038222105 | 773 | $182,420 | 0.05% |
| 149 | META PLATFORMS INC-CLASS A | META | 339 | $170,931 | 0.05% |
| 150 | TELLURIAN INC | 87968A104 | 243,000 | $168,302 | 0.05% |
| 151 | ORACLE CORP | ORCL-PD | 1,165 | $164,498 | 0.05% |
| 152 | QUALCOMM INC | QCOM | 783 | $155,958 | 0.04% |
| 153 | SNOWFLAKE INC-CLASS A | SNOW | 1,101 | $148,734 | 0.04% |
| 154 | MICRON TECHNOLOGY INC | MU | 986 | $129,689 | 0.04% |
| 155 | COCA-COLA CO/THE | KO | 600 | $38,190 | 0.01% |
| 156 | BROADCOM INC | AVGO | 174 | $27,936 | 0.01% |
| 157 | ALPHABET INC-CL A | GOOG | 100 | $18,215 | 0.01% |
| 158 | NETFLIX INC | NFLX | 12 | $8,099 | 0.00% |