13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2024-06-30, filed 2024-08-06, with 156 holding rows worth $349,354,978.
- Accession
- 0001140361-24-035864
- Filer
- CIK 1185072
- Filed
- 2024-08-06
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, 158 entries on the cover page, a total value of $349,354,978 stated on the cover page (in dollars after the unit check, H1), rows summing to $349,354,978 with VALUE read as dollars as filed, 13F file number 028-11021. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 750,000 | $54,000,000 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 39,268 | $18,813,691 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 500,000 | $13,510,000 | dollars as filed | call |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 78,481 | $7,890,480 | dollars as filed | |
| LOEWS CORP COM | 540424108 | Stock | 94,603 | $7,070,628 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 7,192 | $6,113,128 | dollars as filed | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 58,403 | $5,892,279 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V258 | S&P500 PUR VAL | 69,108 | $5,764,989 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 28,406 | $5,745,398 | dollars as filed | |
| SYNCHRONYFINL | 87165B103 | STOK | 120,197 | $5,672,096 | dollars as filed | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 29,143 | $5,663,651 | dollars as filed | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 114,580 | $5,435,675 | dollars as filed | |
| PACCAR INC COM | 693718108 | Stock | 49,293 | $5,074,221 | dollars as filed | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 100,832 | $4,906,485 | dollars as filed | |
| ANNALY CAPITAL MANAGEMENT INC COM NEW | 035710839 | REIT | 254,000 | $4,841,240 | dollars as filed | |
| DAVITA INC COM | 23918K108 | Stock | 34,133 | $4,729,810 | dollars as filed | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 492,000 | $4,693,680 | dollars as filed | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 12,286 | $4,681,212 | dollars as filed | |
| PULTE GROUP INC COM | 745867101 | Stock | 40,830 | $4,495,383 | dollars as filed | |
| ASSURANT INC COM | 04621X108 | Stock | 24,786 | $4,120,673 | dollars as filed | |
| ISHARES TR | 464287457 | COM | 47,767 | $3,900,176 | dollars as filed | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 28,503 | $3,291,241 | dollars as filed | |
| ISHARES INC | 464286103 | MSCI AUST ETF | 131,533 | $3,213,351 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F BETABULDRS JAPAN | 46641Q217 | BETABULDRS JAPAN | 56,215 | $3,172,212 | dollars as filed | |
| SIMPLIFY EXCHANGE TRADED FUN | 82889N525 | MBS ETF | 61,500 | $3,097,140 | dollars as filed | |
| T-Mobile US,Inc. | 872590104 | COM | 16,481 | $2,903,623 | dollars as filed | |
| COPART INC COM | 217204106 | Stock | 52,173 | $2,825,690 | dollars as filed | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 28,515 | $2,670,430 | dollars as filed | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 10,293 | $2,669,078 | dollars as filed | |
| AMPHENOL CORP NEW | 032095101 | COM | 39,454 | $2,658,016 | dollars as filed | |
| UNITED RENTALS INC COM | 911363109 | Stock | 4,088 | $2,643,832 | dollars as filed | |
| CINTAS CORP COM | 172908105 | Stock | 3,772 | $2,641,381 | dollars as filed | |
| TJX Companies Inc | 872540109 | COM | 23,955 | $2,637,446 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 44,271 | $2,629,255 | dollars as filed | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 4,621 | $2,604,673 | dollars as filed | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 13,074 | $2,575,578 | dollars as filed | |
| MCKESSON CORP COM | 58155Q103 | Stock | 4,383 | $2,559,847 | dollars as filed | |
| BROWN & BROWN INC COM | 115236101 | Stock | 28,494 | $2,547,649 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 9,705 | $2,547,271 | dollars as filed | |
| HCA Healthcare Inc | 40412C101 | COM | 7,861 | $2,525,582 | dollars as filed | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 34,900 | $2,514,894 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 118,908 | $2,501,824 | dollars as filed | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 41,680 | $2,496,215 | dollars as filed | |
| ISHARES TR | 464288687 | COM | 79,058 | $2,494,280 | dollars as filed | |
| TARGA RES CORP COM | 87612G101 | Stock | 18,687 | $2,406,512 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 108,158 | $2,396,781 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 190,086 | $2,383,678 | dollars as filed | |
| CME Group Inc. Class A | 12572Q105 | COM | 12,061 | $2,371,193 | dollars as filed | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 13,893 | $2,362,644 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 26,654 | $2,358,346 | dollars as filed | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 19,839 | $2,352,905 | dollars as filed | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 63,365 | $2,347,673 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 67,803 | $2,334,457 | dollars as filed | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 11,587 | $2,319,602 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 85,000 | $2,296,700 | dollars as filed | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 48,256 | $2,241,974 | dollars as filed | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 100,483 | $2,226,703 | dollars as filed | |
| METLIFE INC COM | 59156R108 | Stock | 31,481 | $2,209,651 | dollars as filed | |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 11,757 | $2,174,222 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 29,170 | $2,165,581 | dollars as filed | |
| LENNAR CORP CL A | 526057104 | Stock | 14,317 | $2,145,689 | dollars as filed | |
| Chubb Limited | H1467J104 | COM | 8,277 | $2,111,297 | dollars as filed | |
| CELANESE CORP DEL COM | 150870103 | Stock | 14,379 | $1,939,583 | dollars as filed | |
| Comcast Corp | 20030N101 | COM | 48,523 | $1,900,161 | dollars as filed | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 39,677 | $1,674,369 | dollars as filed | |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 17,743 | $1,672,633 | dollars as filed | |
| FLEXSHARES TR | 33939L662 | HIG YLD VL ETF | 41,399 | $1,672,520 | dollars as filed | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 38,054 | $1,663,340 | dollars as filed | |
| ISHARES FALLEN ANGELS USD BOND ETF | 46435G474 | ETF | 63,322 | $1,658,403 | dollars as filed | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 5,480 | $1,638,301 | dollars as filed | |
| PERMIAN RESOURCES CORP CLASS A COM | 71424F105 | Stock | 98,880 | $1,596,912 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G649 | COM | 7,899 | $1,556,972 | dollars as filed | |
| KINROSS GOLD CORP | 496902404 | COM | 174,893 | $1,455,110 | dollars as filed | |
| BERKLEY W R CORP COM | 084423102 | Stock | 27,503 | $1,440,791 | dollars as filed | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 9,557 | $1,271,368 | dollars as filed | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 29,936 | $1,214,504 | dollars as filed | |
| Vanguard Real Estate | 922908553 | SHS | 13,711 | $1,148,433 | dollars as filed | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 42,518 | $1,111,846 | dollars as filed | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 6,891 | $1,098,632 | dollars as filed | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 54,619 | $1,022,468 | dollars as filed | |
| DRAFTKINGS INC NEW | 26142V105 | COM CL A | 25,673 | $979,938 | dollars as filed | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 19,912 | $862,588 | dollars as filed | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 15,849 | $858,857 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 15,045 | $839,210 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 6,578 | $812,646 | dollars as filed | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 19,062 | $800,985 | dollars as filed | |
| VERTIV HOLDINGS CO COM CL A | 92537N108 | Stock | 9,188 | $795,405 | dollars as filed | |
| ISHARES INC | 46434G814 | MSCI MLY ETF NEW | 35,190 | $790,367 | dollars as filed | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 32,169 | $789,106 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 30,028 | $780,428 | dollars as filed | |
| GLOBAL X FDS | 37954Y319 | CMN | 19,422 | $772,413 | dollars as filed | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 11,605 | $766,974 | dollars as filed | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 18,559 | $746,629 | dollars as filed | |
| THALES UNSPONSORD ADR | 883219206 | USD | 22,800 | $725,724 | dollars as filed | |
| RHEINMETALL AG ADR | 76206K107 | ADR | 7,100 | $721,573 | dollars as filed | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 14,674 | $707,434 | dollars as filed | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 13,979 | $702,165 | dollars as filed | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 6,575 | $700,566 | dollars as filed | |
| Schwab US TIPS ETF | 808524870 | SHS | 13,435 | $698,754 | dollars as filed | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 6,512 | $697,565 | dollars as filed | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 13,607 | $697,223 | dollars as filed | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 22,572 | $696,346 | dollars as filed | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 19,838 | $691,949 | dollars as filed | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 22,568 | $691,032 | dollars as filed | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 17,136 | $689,724 | dollars as filed | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 31,312 | $684,199 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 18,632 | $667,957 | dollars as filed | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 21,352 | $666,823 | dollars as filed | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 17,329 | $654,690 | dollars as filed | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 9,227 | $628,728 | dollars as filed | |
| APPLOVIN CORP COM CL A | 03831W108 | Stock | 6,559 | $545,840 | dollars as filed | |
| BURLINGTON STORES INC COM | 122017106 | Stock | 2,212 | $530,880 | dollars as filed | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 4,439 | $520,206 | dollars as filed | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 2,520 | $517,280 | dollars as filed | |
| FIRST CTZNS BANCSHARES INC DEL CL A | 31946M103 | Stock | 307 | $516,868 | dollars as filed | |
| COMFORT SYS USA INC COM | 199908104 | Stock | 1,684 | $512,138 | dollars as filed | |
| Progressive Corporation | 743315103 | COM | 2,434 | $505,566 | dollars as filed | |
| ALLSTATE CORP COM | 020002101 | Stock | 3,140 | $501,332 | dollars as filed | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 1,354 | $494,318 | dollars as filed | |
| KKR & CO INC | 48251W104 | COM | 4,604 | $484,525 | dollars as filed | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 2,762 | $481,886 | dollars as filed | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 10,172 | $452,044 | dollars as filed | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 4,401 | $432,706 | dollars as filed | |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 21,539 | $404,718 | dollars as filed | |
| GXO LOGISTICS INCORPORATED COMMON STOCK | 36262G101 | Stock | 7,154 | $361,277 | dollars as filed | |
| ARISTA NETWORKS INC | 040413106 | COM | 932 | $326,647 | dollars as filed | |
| Mondelez International,Inc. Class A | 609207105 | COM | 4,948 | $323,797 | dollars as filed | |
| Automatic Data Processing,Inc. | 053015103 | COM | 1,339 | $319,606 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 672 | $300,350 | dollars as filed | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 640 | $299,981 | dollars as filed | |
| DUOLINGO INC CL A COM | 26603R106 | Stock | 1,308 | $272,940 | dollars as filed | |
| SUPER MICRO COMPUTER INC | 86800U104 | COM | 331 | $271,205 | dollars as filed | |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 35,771 | $266,136 | dollars as filed | |
| ELASTIC N V ORD SHS | N14506104 | Stock | 2,273 | $258,917 | dollars as filed | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 659 | $252,522 | dollars as filed | |
| WOODWARD INC COM | 980745103 | Stock | 1,402 | $244,481 | dollars as filed | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 9,418 | $243,644 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 1,245 | $240,596 | dollars as filed | |
| HOWMET AEROSPACE INC COM | 443201108 | Stock | 3,049 | $236,694 | dollars as filed | |
| DOORDASH INC CL A | 25809K105 | Stock | 2,158 | $234,747 | dollars as filed | |
| HUBSPOTINC | 443573100 | STOK | 394 | $232,377 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 1,786 | $231,626 | dollars as filed | |
| MERCADOLIBREINC | 58733R102 | STOK | 138 | $226,789 | dollars as filed | |
| Gilead Sciences,Inc. | 375558103 | COM | 3,089 | $211,936 | dollars as filed | |
| ZSCALERINC | 98980G102 | STOK | 989 | $190,076 | dollars as filed | |
| Applied Materials,Inc. | 038222105 | COM | 773 | $182,420 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 339 | $170,931 | dollars as filed | |
| TELLURIAN INC NEW | 87968A104 | COM | 243,000 | $168,302 | dollars as filed | |
| Oracle Corporation | 68389X105 | COM | 1,165 | $164,498 | dollars as filed | |
| Qualcomm Incorporated | 747525103 | COM | 783 | $155,958 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 1,101 | $148,734 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 986 | $129,689 | dollars as filed | |
| Coca-Cola Company | 191216100 | COM | 600 | $38,190 | dollars as filed | |
| Broadcom Inc. | 11135F101 | COM | 174 | $27,936 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 100 | $18,215 | dollars as filed | |
| Netflix, Inc | 64110L106 | COM | 12 | $8,099 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-24-035864 | this filing | 2024-08-06 | acceptance time not in the bulk data set |