13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2024-09-30, filed 2024-11-06, with 145 holding rows worth $293,594,546.
- Accession
- 0001140361-24-045415
- Filer
- CIK 1185072
- Filed
- 2024-11-06
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2024
A holdings report, 146 entries on the cover page, a total value of $293,594,546 stated on the cover page (in dollars after the unit check, H1), rows summing to $293,594,546 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 |
|---|---|---|---|---|---|---|
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 1,385,000 | $47,117,700 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 53,283 | $26,005,834 | dollars as filed | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 200,000 | $21,224,000 | dollars as filed | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 200,000 | $8,000,000 | dollars as filed | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 509,500 | $5,329,370 | dollars as filed | |
| ANNALY CAPITAL MANAGEMENT INC COM NEW | 035710839 | REIT | 262,000 | $5,258,340 | dollars as filed | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 38,431 | $4,519,870 | dollars as filed | |
| ISHARES INC | 464286103 | MSCI AUST ETF | 132,087 | $3,580,879 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 4,031 | $3,573,562 | dollars as filed | |
| LOEWS CORP COM | 540424108 | Stock | 43,879 | $3,468,635 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F BETABULDRS JAPAN | 46641Q217 | BETABULDRS JAPAN | 57,391 | $3,402,138 | dollars as filed | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 30,208 | $3,379,671 | dollars as filed | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 16,332 | $3,280,119 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 14,999 | $3,162,689 | dollars as filed | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 58,813 | $2,987,112 | dollars as filed | |
| SYNCHRONYFINL | 87165B103 | STOK | 55,684 | $2,777,518 | dollars as filed | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 35,946 | $2,753,104 | dollars as filed | |
| ISHARES TR | 464288687 | COM | 82,800 | $2,751,444 | dollars as filed | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 27,411 | $2,689,567 | dollars as filed | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 113,160 | $2,685,287 | dollars as filed | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 22,412 | $2,680,587 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 127,414 | $2,676,968 | dollars as filed | |
| ISHARES TR | 464287457 | COM | 32,136 | $2,672,108 | dollars as filed | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 46,491 | $2,652,776 | dollars as filed | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 66,307 | $2,587,299 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 27,567 | $2,579,720 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 66,862 | $2,567,233 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 112,356 | $2,566,211 | dollars as filed | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 19,970 | $2,560,154 | dollars as filed | |
| PACCAR INC COM | 693718108 | Stock | 24,021 | $2,370,392 | dollars as filed | |
| PULTE GROUP INC COM | 745867101 | Stock | 16,289 | $2,337,960 | dollars as filed | |
| DAVITA INC COM | 23918K108 | Stock | 13,611 | $2,231,251 | dollars as filed | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 5,689 | $2,229,121 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G649 | COM | 10,158 | $2,040,234 | dollars as filed | |
| ASSURANT INC COM | 04621X108 | Stock | 9,927 | $1,974,083 | dollars as filed | |
| SIMPLIFY EXCHANGE TRADED FUN | 82889N863 | N VOLATILITY PREM | 83,100 | $1,824,876 | dollars as filed | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 39,495 | $1,808,034 | dollars as filed | |
| FLEXSHARES TR | 33939L662 | HIG YLD VL ETF | 43,329 | $1,805,303 | dollars as filed | |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 18,455 | $1,804,714 | dollars as filed | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 41,512 | $1,802,451 | dollars as filed | |
| ISHARES FALLEN ANGELS USD BOND ETF | 46435G474 | ETF | 65,857 | $1,800,530 | dollars as filed | |
| CINTAS CORP COM | 172908105 | Stock | 8,268 | $1,702,216 | dollars as filed | |
| KINROSS GOLD CORP | 496902404 | COM | 179,664 | $1,681,655 | dollars as filed | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 5,868 | $1,651,079 | dollars as filed | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 7,943 | $1,627,282 | dollars as filed | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 9,785 | $1,626,267 | dollars as filed | |
| T-Mobile US,Inc. | 872590104 | COM | 7,859 | $1,621,783 | dollars as filed | |
| BROWN & BROWN INC COM | 115236101 | Stock | 15,629 | $1,619,164 | dollars as filed | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 7,463 | $1,604,769 | dollars as filed | |
| COPART INC COM | 217204106 | Stock | 29,698 | $1,556,175 | dollars as filed | |
| TJX Companies Inc | 872540109 | COM | 13,162 | $1,547,061 | dollars as filed | |
| CME Group Inc. Class A | 12572Q105 | COM | 6,896 | $1,521,602 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 5,533 | $1,521,298 | dollars as filed | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 2,628 | $1,462,324 | dollars as filed | |
| AMPHENOL CORP NEW | 032095101 | COM | 21,647 | $1,410,519 | dollars as filed | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 29,900 | $1,402,609 | dollars as filed | |
| PERMIAN RESOURCES CORP CLASS A COM | 71424F105 | Stock | 102,701 | $1,397,761 | dollars as filed | |
| Vanguard Real Estate | 922908553 | SHS | 14,112 | $1,374,791 | dollars as filed | |
| UNITED RENTALS INC COM | 911363109 | Stock | 1,631 | $1,320,670 | dollars as filed | |
| HCA Healthcare Inc | 40412C101 | COM | 3,133 | $1,273,345 | dollars as filed | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 7,073 | $1,254,467 | dollars as filed | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 16,741 | $1,203,008 | dollars as filed | |
| MCKESSON CORP COM | 58155Q103 | Stock | 2,401 | $1,187,102 | dollars as filed | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 43,612 | $1,143,943 | dollars as filed | |
| TARGA RES CORP COM | 87612G101 | Stock | 7,490 | $1,108,595 | dollars as filed | |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 4,690 | $1,074,057 | dollars as filed | |
| LENNAR CORP CL A | 526057104 | Stock | 5,724 | $1,073,136 | dollars as filed | |
| METLIFE INC COM | 59156R108 | Stock | 12,642 | $1,042,712 | dollars as filed | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 55,929 | $1,033,568 | dollars as filed | |
| DRAFTKINGS INC NEW | 26142V105 | COM CL A | 26,291 | $1,030,607 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 32,286 | $1,026,049 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 17,782 | $1,004,505 | dollars as filed | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 13,879 | $961,537 | dollars as filed | |
| Chubb Limited | H1467J104 | COM | 3,303 | $952,552 | dollars as filed | |
| VERTIV HOLDINGS CO COM CL A | 92537N108 | Stock | 9,411 | $936,300 | dollars as filed | |
| BERKLEY W R CORP COM | 084423102 | Stock | 16,497 | $935,875 | dollars as filed | |
| SOFI TECHNOLOGIES INC COM | 83406F102 | Stock | 117,000 | $919,620 | dollars as filed | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 18,191 | $916,826 | dollars as filed | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 20,999 | $906,737 | dollars as filed | |
| ISHARES TR | 46429B408 | CMN | 30,997 | $902,943 | dollars as filed | |
| ISHARES INC | 46434G814 | MSCI MLY ETF NEW | 32,958 | $891,514 | dollars as filed | |
| ISHARES TR | 46429B309 | MSCI INDONIA ETF | 39,240 | $882,900 | dollars as filed | |
| GLOBAL X FDS | 37954Y319 | CMN | 20,398 | $880,990 | dollars as filed | |
| APPLOVIN CORP COM CL A | 03831W108 | Stock | 6,717 | $876,904 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 14,800 | $866,244 | dollars as filed | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 19,258 | $863,529 | dollars as filed | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 15,879 | $855,402 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 11,666 | $854,301 | dollars as filed | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 34,769 | $842,801 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 6,734 | $817,777 | dollars as filed | |
| Comcast Corp | 20030N101 | COM | 19,503 | $814,640 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 76,951 | $812,603 | dollars as filed | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 4,671 | $805,280 | dollars as filed | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 22,406 | $790,708 | dollars as filed | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 23,271 | $787,491 | dollars as filed | |
| CELANESE CORP DEL COM | 150870103 | Stock | 5,760 | $783,130 | dollars as filed | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 18,007 | $781,684 | dollars as filed | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 19,041 | $769,256 | dollars as filed | |
| RHEINMETALL AG ADR | 76206K107 | ADR | 7,100 | $768,007 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 19,546 | $761,512 | dollars as filed | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 14,951 | $760,408 | dollars as filed | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 20,232 | $756,879 | dollars as filed | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 6,681 | $754,819 | dollars as filed | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 18,698 | $753,342 | dollars as filed | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 6,894 | $748,895 | dollars as filed | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 14,368 | $748,573 | dollars as filed | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 14,197 | $747,614 | dollars as filed | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 24,129 | $744,380 | dollars as filed | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 32,604 | $744,186 | dollars as filed | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 9,043 | $730,494 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 7,000 | $725,970 | dollars as filed | |
| THALES UNSPONSORD ADR | 883219206 | USD | 22,800 | $721,848 | dollars as filed | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 2,187 | $708,763 | dollars as filed | |
| COMFORT SYS USA INC COM | 199908104 | Stock | 1,724 | $672,963 | dollars as filed | |
| Progressive Corporation | 743315103 | COM | 2,493 | $632,624 | dollars as filed | |
| KKR & CO INC | 48251W104 | COM | 4,720 | $616,338 | dollars as filed | |
| ALLSTATE CORP COM | 020002101 | Stock | 3,229 | $612,380 | dollars as filed | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 1,388 | $597,576 | dollars as filed | |
| BURLINGTON STORES INC COM | 122017106 | Stock | 2,266 | $597,046 | dollars as filed | |
| FIRST CTZNS BANCSHARES INC DEL CL A | 31946M103 | Stock | 315 | $579,899 | dollars as filed | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 2,592 | $564,719 | dollars as filed | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 4,596 | $556,576 | dollars as filed | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 4,530 | $500,656 | dollars as filed | |
| NU HLDGS LTD | G6683N103 | ORD SHS CL A | 35,000 | $477,750 | dollars as filed | |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 22,055 | $452,348 | dollars as filed | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 6,832 | $436,975 | dollars as filed | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 10,416 | $407,161 | dollars as filed | |
| GXO LOGISTICS INCORPORATED COMMON STOCK | 36262G101 | Stock | 7,327 | $381,517 | dollars as filed | |
| DUOLINGO INC CL A COM | 26603R106 | Stock | 1,340 | $377,907 | dollars as filed | |
| Schwab US TIPS ETF | 808524870 | SHS | 14,017 | $375,866 | dollars as filed | |
| ARISTA NETWORKS INC | 040413106 | COM | 954 | $366,164 | dollars as filed | |
| DOORDASH INC CL A | 25809K105 | Stock | 2,209 | $315,291 | dollars as filed | |
| HOWMET AEROSPACE INC COM | 443201108 | Stock | 3,123 | $313,081 | dollars as filed | |
| Broadcom Inc. | 11135F101 | COM | 1,782 | $307,395 | dollars as filed | |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 36,630 | $302,198 | dollars as filed | |
| MERCADOLIBREINC | 58733R102 | STOK | 143 | $293,430 | dollars as filed | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 10,681 | $291,378 | dollars as filed | |
| WOODWARD INC COM | 980745103 | Stock | 1,439 | $246,803 | dollars as filed | |
| HUBSPOTINC | 443573100 | STOK | 404 | $214,766 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 1,830 | $210,560 | dollars as filed | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 676 | $189,598 | dollars as filed | |
| ELASTIC N V ORD SHS | N14506104 | Stock | 2,326 | $178,544 | dollars as filed | |
| ZSCALERINC | 98980G102 | STOK | 1,013 | $173,162 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 1,128 | $129,562 | dollars as filed | |
| SUPER MICRO COMPUTER INC | 86800U302 | COM NEW | 339 | $14,116 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-24-045415 | this filing | 2024-11-06 | acceptance time not in the bulk data set |