13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q3 2024 · Filed November 6, 2024 · Accession 0001140361-24-045415
Total Value
$293.6M
Positions
146
Other Managers
0
Confidential Omitted
No
Holdings (146)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | KRANESHARES CSI CHINA INTERN | 500767306 | 1,300,000 | $44.2M | 15.06% |
| 2 | INVESCO QQQ TRUST SERIES 1 | IVZ | 53,283 | $26.0M | 8.86% |
| 3 | ALIBABA GROUP HOLDING-SP ADR | BBAAY | 200,000 | $21.2M | 7.23% |
| 4 | JD.COM INC-ADR | JDCMF | 200,000 | $8.0M | 2.72% |
| 5 | AGNC INVESTMENT CORP | 00123Q104 | 509,500 | $5.3M | 1.82% |
| 6 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 262,000 | $5.3M | 1.79% |
| 7 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 38,431 | $4.5M | 1.54% |
| 8 | ISHARES MSCI AUSTRALIA ETF | 464286103 | 132,087 | $3.6M | 1.22% |
| 9 | COSTCO WHOLESALE CORP | 22160K105 | 4,031 | $3.6M | 1.22% |
| 10 | LOEWS CORP | L | 43,879 | $3.5M | 1.18% |
| 11 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 57,391 | $3.4M | 1.16% |
| 12 | ARCH CAPITAL GROUP LTD | G0450A105 | 30,208 | $3.4M | 1.15% |
| 13 | REPUBLIC SERVICES INC | 760759100 | 16,332 | $3.3M | 1.12% |
| 14 | JPMORGAN CHASE & CO | VYLD | 14,999 | $3.2M | 1.08% |
| 15 | DELTA AIR LINES INC | DAL | 58,813 | $3.0M | 1.02% |
| 16 | KRANESHARES CSI CHINA INTERN | 500767306 | 85,000 | $2.9M | 0.98% |
| 17 | SYNCHRONY FINANCIAL | SYF-PB | 55,684 | $2.8M | 0.95% |
| 18 | SPDR BLOOMBERG CONVERTIBLE S | 78464A359 | 35,946 | $2.8M | 0.94% |
| 19 | ISHARES PREFERRED & INCOME S | 464288687 | 82,800 | $2.8M | 0.94% |
| 20 | ISHARES 7-10 YEAR TREASURY B | 464287440 | 27,411 | $2.7M | 0.92% |
| 21 | ISHARES MORTGAGE REAL ESTATE | 46435G342 | 113,160 | $2.7M | 0.91% |
| 22 | ISHARES 3-7 YEAR TREASURY BO | 464288661 | 22,412 | $2.7M | 0.91% |
| 23 | INVESCO SENIOR LOAN ETF | IVZ | 127,414 | $2.7M | 0.91% |
| 24 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 32,136 | $2.7M | 0.91% |
| 25 | UNITED AIRLINES HOLDINGS INC | UNTCW | 46,491 | $2.7M | 0.90% |
| 26 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 66,307 | $2.6M | 0.88% |
| 27 | ISHARES JP MORGAN USD EMERGI | 464288281 | 27,567 | $2.6M | 0.88% |
| 28 | SPDR S&P INTER DVD ETF | 78463X772 | 66,862 | $2.6M | 0.87% |
| 29 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 112,356 | $2.6M | 0.87% |
| 30 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 19,970 | $2.6M | 0.87% |
| 31 | PACCAR INC | PCAR | 24,021 | $2.4M | 0.81% |
| 32 | PULTEGROUP INC | 745867101 | 16,289 | $2.3M | 0.80% |
| 33 | DAVITA INC | DVA | 13,611 | $2.2M | 0.76% |
| 34 | EVEREST GROUP LTD | EG | 5,689 | $2.2M | 0.76% |
| 35 | INVESCO NASDAQ 100 ETF | IVZ | 10,158 | $2.0M | 0.69% |
| 36 | ASSURANT INC | AIZN | 9,927 | $2.0M | 0.67% |
| 37 | SIMPLIFY VOLATILITY PREMIUM | 82889N863 | 83,100 | $1.8M | 0.62% |
| 38 | ISHARES US&INTL HIGH YIELD C | 464286178 | 39,495 | $1.8M | 0.62% |
| 39 | FLEXSHARES HIGH YIELD VALUE | FLEX | 43,329 | $1.8M | 0.61% |
| 40 | SPDR BLOOMBERG HIGH YIELD BO | 78468R622 | 18,455 | $1.8M | 0.61% |
| 41 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 41,512 | $1.8M | 0.61% |
| 42 | ISHARES FALLEN ANGELS ETF | 46435G474 | 65,857 | $1.8M | 0.61% |
| 43 | CINTAS CORP | CTAS | 8,268 | $1.7M | 0.58% |
| 44 | KINROSS GOLD CORP | KGCRF | 179,664 | $1.7M | 0.57% |
| 45 | ARTHUR J GALLAGHER & CO | 363576109 | 5,868 | $1.7M | 0.56% |
| 46 | CBOE GLOBAL MARKETS INC | 12503M108 | 7,943 | $1.6M | 0.55% |
| 47 | TENET HEALTHCARE CORP | THC | 9,785 | $1.6M | 0.55% |
| 48 | T-MOBILE US INC | TMUSZ | 7,859 | $1.6M | 0.55% |
| 49 | BROWN & BROWN INC | BRO | 15,629 | $1.6M | 0.55% |
| 50 | BROADRIDGE FINANCIAL SOLUTIO | 11133T103 | 7,463 | $1.6M | 0.55% |
| 51 | COPART INC | CPRT | 29,698 | $1.6M | 0.53% |
| 52 | TJX COMPANIES INC | 872540109 | 13,162 | $1.5M | 0.53% |
| 53 | CME GROUP INC | CME | 6,896 | $1.5M | 0.52% |
| 54 | VISA INC-CLASS A SHARES | V | 5,533 | $1.5M | 0.52% |
| 55 | ROPER TECHNOLOGIES INC | ROP | 2,628 | $1.5M | 0.50% |
| 56 | AMPHENOL CORP-CL A | 032095101 | 21,647 | $1.4M | 0.48% |
| 57 | VANGUARD GLBL EX-US REAL EST | 922042676 | 29,900 | $1.4M | 0.48% |
| 58 | PERMIAN RESOURCES CORP | PR | 102,701 | $1.4M | 0.48% |
| 59 | VANGUARD REAL ESTATE ETF | 922908553 | 14,112 | $1.4M | 0.47% |
| 60 | UNITED RENTALS INC | URI | 1,631 | $1.3M | 0.45% |
| 61 | HCA HEALTHCARE INC | HCA | 3,133 | $1.3M | 0.43% |
| 62 | ROYAL CARIBBEAN CRUISES LTD | V7780T103 | 7,073 | $1.3M | 0.43% |
| 63 | BANK OF NEW YORK MELLON CORP | 064058100 | 16,741 | $1.2M | 0.41% |
| 64 | MCKESSON CORP | MCK | 2,401 | $1.2M | 0.40% |
| 65 | TECHNIPFMC PLC | FTI | 43,612 | $1.1M | 0.39% |
| 66 | TARGA RESOURCES CORP | TRGP | 7,490 | $1.1M | 0.38% |
| 67 | UNIVERSAL HEALTH SERVICES-B | 913903100 | 4,690 | $1.1M | 0.37% |
| 68 | LENNAR CORP-A | LEN-B | 5,724 | $1.1M | 0.37% |
| 69 | METLIFE INC | MET-PF | 12,642 | $1.0M | 0.36% |
| 70 | CARNIVAL CORP | CUKPF | 55,929 | $1.0M | 0.35% |
| 71 | DRAFTKINGS INC-CL A | DKNG | 26,291 | $1.0M | 0.35% |
| 72 | ISHARES CHINA LARGE-CAP ETF | 464287184 | 32,286 | $1.0M | 0.35% |
| 73 | WELLS FARGO & CO | 949746101 | 17,782 | $1.0M | 0.34% |
| 74 | ISHARES MSCI THAILAND ETF | 464286624 | 13,879 | $961,537 | 0.33% |
| 75 | CHUBB LTD | CB | 3,303 | $952,552 | 0.32% |
| 76 | VERTIV HOLDINGS CO-A | VRT | 9,411 | $936,300 | 0.32% |
| 77 | WR BERKLEY CORP | WRB-PH | 16,497 | $935,875 | 0.32% |
| 78 | SOFI TECHNOLOGIES INC | SOFI | 117,000 | $919,620 | 0.31% |
| 79 | ISHARES MSCI SOUTH AFRICA ET | 464286780 | 18,191 | $916,826 | 0.31% |
| 80 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 20,999 | $906,737 | 0.31% |
| 81 | ISHARES MSCI PHILIPPINES ETF | 46429B408 | 30,997 | $902,943 | 0.31% |
| 82 | ISHARES MSCI MALAYSIA ETF | 46434G814 | 32,958 | $891,514 | 0.30% |
| 83 | ISHARES MSCI INDONESIA ETF | 46429B309 | 39,240 | $882,900 | 0.30% |
| 84 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 20,398 | $880,990 | 0.30% |
| 85 | APPLOVIN CORP-CLASS A | APP | 6,717 | $876,904 | 0.30% |
| 86 | ISHARES MSCI INDIA ETF | 46429B598 | 14,800 | $866,244 | 0.30% |
| 87 | GENERAL MOTORS CO | 37045V100 | 19,258 | $863,529 | 0.29% |
| 88 | ISHARES MSCI TAIWAN ETF | 46434G772 | 15,879 | $855,402 | 0.29% |
| 89 | AMERICAN INTERNATIONAL GROUP | 026874784 | 11,666 | $854,301 | 0.29% |
| 90 | ISHARES MSCI POLAND ETF | 46429B606 | 34,769 | $842,801 | 0.29% |
| 91 | NVIDIA CORP | NVDA | 6,734 | $817,777 | 0.28% |
| 92 | COMCAST CORP-CLASS A | CCZ | 19,503 | $814,640 | 0.28% |
| 93 | FORD MOTOR CO | 345370860 | 76,951 | $812,603 | 0.28% |
| 94 | DIAMONDBACK ENERGY INC | FANG | 4,671 | $805,280 | 0.27% |
| 95 | ISHARES MSCI SPAIN ETF | 464286764 | 22,406 | $790,708 | 0.27% |
| 96 | ISHARES MSCI GERMANY ETF | 464286806 | 23,271 | $787,491 | 0.27% |
| 97 | CELANESE CORP | CE | 5,760 | $783,130 | 0.27% |
| 98 | ISHARES MSCI SWEDEN ETF | 464286756 | 18,007 | $781,684 | 0.27% |
| 99 | ISHARES MSCI FRANCE ETF | 464286707 | 19,041 | $769,256 | 0.26% |
| 100 | RHEINMETALL AG-UNSP ADR | RH | 7,100 | $768,007 | 0.26% |
| 101 | ISHARES MSCI ITALY ETF | 46434G830 | 19,546 | $761,512 | 0.26% |
| 102 | ISHARES MSCI NETHERLANDS ETF | 464286814 | 14,951 | $760,408 | 0.26% |
| 103 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 20,232 | $756,879 | 0.26% |
| 104 | ISHARES IBOXX INVESTMENT GRA | 464287242 | 6,681 | $754,819 | 0.26% |
| 105 | SPDR FTSE INTERNATIONAL GOVE | 78464A490 | 18,698 | $753,342 | 0.26% |
| 106 | ISHARES NATIONAL MUNI BOND E | 464288414 | 6,894 | $748,895 | 0.26% |
| 107 | ISHARES MSCI SWITZERLAND ETF | 464286749 | 14,368 | $748,573 | 0.25% |
| 108 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 14,197 | $747,614 | 0.25% |
| 109 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 24,129 | $744,380 | 0.25% |
| 110 | ISHARES MSCI AUSTRIA ETF | 464286202 | 32,604 | $744,186 | 0.25% |
| 111 | UTILITIES SELECT SECTOR SPDR | 81369Y886 | 9,043 | $730,494 | 0.25% |
| 112 | MICRON TECHNOLOGY INC | MU | 7,000 | $725,970 | 0.25% |
| 113 | THALES SA - UNSP ADR | 883219206 | 22,800 | $721,848 | 0.25% |
| 114 | CHARTER COMMUNICATIONS INC-A | 16119P108 | 2,187 | $708,763 | 0.24% |
| 115 | COMFORT SYSTEMS USA INC | 199908104 | 1,724 | $672,963 | 0.23% |
| 116 | PROGRESSIVE CORP | 743315103 | 2,493 | $632,624 | 0.22% |
| 117 | KKR & CO INC | KKRT | 4,720 | $616,338 | 0.21% |
| 118 | ALLSTATE CORP | ALL-PJ | 3,229 | $612,380 | 0.21% |
| 119 | EMCOR GROUP INC | EME | 1,388 | $597,576 | 0.20% |
| 120 | BURLINGTON STORES INC | BURL | 2,266 | $597,046 | 0.20% |
| 121 | FIRST CITIZENS BCSHS -CL A | 31946M103 | 315 | $579,899 | 0.20% |
| 122 | REINSURANCE GROUP OF AMERICA | 759351604 | 2,592 | $564,719 | 0.19% |
| 123 | PRUDENTIAL FINANCIAL INC | PUKPF | 4,596 | $556,576 | 0.19% |
| 124 | CARDINAL HEALTH INC | CAH | 4,530 | $500,656 | 0.17% |
| 125 | NU HOLDINGS LTD/CAYMAN ISL-A | NU | 35,000 | $477,750 | 0.16% |
| 126 | NORWEGIAN CRUISE LINE HOLDIN | NCLH | 22,055 | $452,348 | 0.15% |
| 127 | ISHARES MSCI SOUTH KOREA ETF | 464286772 | 6,832 | $436,975 | 0.15% |
| 128 | MGM RESORTS INTERNATIONAL | MGM | 10,416 | $407,161 | 0.14% |
| 129 | GXO LOGISTICS INC | GXO | 7,327 | $381,517 | 0.13% |
| 130 | DUOLINGO | DUOL | 1,340 | $377,907 | 0.13% |
| 131 | SCHWAB U.S. TIPS ETF | 808524870 | 14,017 | $375,866 | 0.13% |
| 132 | ARISTA NETWORKS INC | ANET | 954 | $366,164 | 0.12% |
| 133 | DOORDASH INC - A | DASH | 2,209 | $315,291 | 0.11% |
| 134 | HOWMET AEROSPACE INC | HWM | 3,123 | $313,081 | 0.11% |
| 135 | BROADCOM INC | AVGO | 1,782 | $307,395 | 0.10% |
| 136 | WARNER BROS DISCOVERY INC | WBD | 36,630 | $302,198 | 0.10% |
| 137 | MERCADOLIBRE INC | MELI | 143 | $293,430 | 0.10% |
| 138 | ISHARES MSCI CHILE ETF | 464286640 | 10,681 | $291,378 | 0.10% |
| 139 | WOODWARD INC | WWD | 1,439 | $246,803 | 0.08% |
| 140 | HUBSPOT INC | HUBS | 404 | $214,766 | 0.07% |
| 141 | DATADOG INC - CLASS A | DDOG | 1,830 | $210,560 | 0.07% |
| 142 | CROWDSTRIKE HOLDINGS INC - A | CRWD | 676 | $189,598 | 0.06% |
| 143 | ELASTIC NV | ESTC | 2,326 | $178,544 | 0.06% |
| 144 | ZSCALER INC | ZS | 1,013 | $173,162 | 0.06% |
| 145 | SNOWFLAKE INC-CLASS A | SNOW | 1,128 | $129,562 | 0.04% |
| 146 | SUPER MICRO COMPUTER INC | SMCI | 339 | $14,116 | 0.00% |