Mount Lucas Management LP

13F filer, CIK 1185072, Newtown, PA

Mount Lucas Management LP reported $293,594,546 across 145 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-06. Its ten largest share positions make up 43.62% of the portfolio.

Filed 2024-11-06 (acceptance time not in the bulk data set), ingested 2026-10-07 18:26:56 UTC13F-HR 0001140361-24-045415

Period: 2024-09-30
Reported value: $294M
Holdings: 145
Top 10 weight: 43.62%
New: 10
Sold out: 21

Largest buys vs the previous quarter

Security	Shares change	Approx. value
KWEBadded	+1,300,000	$44.2M
BABAnew	+200,000	$21.2M
JDnew	+200,000	$8M
QQQadded	+14,015	$6.84M
SVOLnew	+83,100	$1.82M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
RPVexited	-69,108	-$5.76M
HIGreduced	-40,050	-$4.71M
Lreduced	-50,724	-$4.01M
PHMreduced	-24,541	-$3.52M
DVAreduced	-20,522	-$3.36M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q3 2024

Share positions as resolved from 13F-HR 0001140361-24-045415, largest first. % of portfolio is the value over $293,594,546, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
KWEBKRANESHARES TRUST	1,385,000	$47.1M	16.05%	+1,300,000	Timeline
QQQINVESCO QQQ TR	53,283	$26M	8.86%	+14,015	Timeline
BABAALIBABA GROUP HLDG LTD	200,000	$21.2M	7.23%	new	Timeline
JDJD.COM INC	200,000	$8M	2.72%	new	Timeline
AGNCAGNC INVT CORP	509,500	$5.33M	1.82%	+17,500	Timeline
NLYANNALY CAPITAL MANAGEMENT IN	262,000	$5.26M	1.79%	+8,000	Timeline
HIGHARTFORD INSURANCE GROUP INC	38,431	$4.52M	1.54%	-40,050	Timeline
EWAISHARES INC	132,087	$3.58M	1.22%	+554	Timeline
COSTCOSTCO WHOLESALE CORPORATION	4,031	$3.57M	1.22%	-3,161	Timeline
LLOEWS CORP	43,879	$3.47M	1.18%	-50,724	Timeline
BBJPJ P MORGAN EXCHANGE TRADED F	57,391	$3.4M	1.16%	+1,176	Timeline
ACGLARCH CAP GROUP LTD	30,208	$3.38M	1.15%	-28,195	Timeline
RSGREPUBLIC SVCS INC	16,332	$3.28M	1.12%	-12,811	Timeline
JPMJPMORGAN CHASE & CO	14,999	$3.16M	1.08%	-13,407	Timeline
DALDELTA AIR LINES INC	58,813	$2.99M	1.02%	-55,767	Timeline
SYFSYNCHRONY FINANCIAL	55,684	$2.78M	0.95%	-64,513	Timeline
CWBSPDR SERIES TRUST	35,946	$2.75M	0.94%	+1,046	Timeline
PFFISHARES TR	82,800	$2.75M	0.94%	+3,742	Timeline
IEFISHARES TR	27,411	$2.69M	0.92%	-1,104	Timeline
REMISHARES TR	113,160	$2.69M	0.91%	+12,677	Timeline
IEIISHARES TR	22,412	$2.68M	0.91%	-6,091	Timeline
BKLNINVESCO EXCH TRADED FD TR II	127,414	$2.68M	0.91%	+8,506	Timeline
SHYISHARES TR	32,136	$2.67M	0.91%	-15,631	Timeline
UALUNITED AIRLS HLDGS INC	46,491	$2.65M	0.9%	-54,341	Timeline
EMHYISHARES INC	66,307	$2.59M	0.88%	+2,942	Timeline
EMBISHARES TR	27,567	$2.58M	0.88%	+913	Timeline
DWXSPDR INDEX SHS FDS	66,862	$2.57M	0.87%	-941	Timeline
PBPINVESCO EXCHANGE TRADED FD T	112,356	$2.57M	0.87%	+4,198	Timeline
VYMVANGUARD WHITEHALL FDS	19,970	$2.56M	0.87%	+131	Timeline
PCARPACCAR INC	24,021	$2.37M	0.81%	-25,272	Timeline
PHMPULTE GROUP INC	16,289	$2.34M	0.8%	-24,541	Timeline
DVADAVITA INC	13,611	$2.23M	0.76%	-20,522	Timeline
EGEVEREST GROUP LTD	5,689	$2.23M	0.76%	-6,597	Timeline
QQQMINVESCO EXCH TRADED FD TR II	10,158	$2.04M	0.69%	+2,259	Timeline
AIZASSURANT INC	9,927	$1.97M	0.67%	-14,859	Timeline
SVOLSIMPLIFY EXCHANGE TRADED FUN	83,100	$1.82M	0.62%	new	Timeline
GHYGISHARES INC	39,495	$1.81M	0.62%	+1,441	Timeline
HYGVFLEXSHARES TR	43,329	$1.81M	0.61%	+1,930	Timeline
JNKSPDR SERIES TRUST	18,455	$1.8M	0.61%	+712	Timeline
SHYGISHARES TR	41,512	$1.8M	0.61%	+1,835	Timeline
FALNISHARES TR	65,857	$1.8M	0.61%	+2,535	Timeline
CTASCINTAS CORP	8,268	$1.7M	0.58%	+4,496	Timeline
KGCKINROSS GOLD CORP	179,664	$1.68M	0.57%	+4,771	Timeline
AJGGALLAGHER ARTHUR J & CO	5,868	$1.65M	0.56%	-4,425	Timeline
CBOECBOE GLOBAL MKTS INC	7,943	$1.63M	0.55%	-5,950	Timeline
THCTENET HEALTHCARE CORP	9,785	$1.63M	0.55%	+228	Timeline
TMUST-MOBILE US INC	7,859	$1.62M	0.55%	-8,622	Timeline
BROBROWN & BROWN INC	15,629	$1.62M	0.55%	-12,865	Timeline
BRBROADRIDGE FINL SOLUTIONS IN	7,463	$1.6M	0.55%	-5,611	Timeline
CPRTCOPART INC	29,698	$1.56M	0.53%	-22,475	Timeline
TJXTJX COS INC NEW	13,162	$1.55M	0.53%	-10,793	Timeline
CMECME GROUP INC	6,896	$1.52M	0.52%	-5,165	Timeline
VVISA INC	5,533	$1.52M	0.52%	-4,172	Timeline
ROPROPER TECHNOLOGIES INC	2,628	$1.46M	0.5%	-1,993	Timeline
APHAMPHENOL CORP	21,647	$1.41M	0.48%	-17,807	Timeline
VNQIVANGUARD INTL EQUITY INDEX F	29,900	$1.4M	0.48%	-36	Timeline
PRPERMIAN RESOURCES CORP	102,701	$1.4M	0.48%	+3,821	Timeline
VNQVANGUARD INDEX FDS	14,112	$1.37M	0.47%	+401	Timeline
URIUNITED RENTALS INC	1,631	$1.32M	0.45%	-2,457	Timeline
HCAHCA HEALTHCARE INC	3,133	$1.27M	0.43%	-4,728	Timeline
RCLROYAL CARIBBEAN GROUP	7,073	$1.25M	0.43%	+182	Timeline
BNYBANK OF NY MELLON CORP	16,741	$1.2M	0.41%	-24,939	Timeline
MCKMCKESSON CORP	2,401	$1.19M	0.4%	-1,982	Timeline
FTITECHNIPFMC PLC	43,612	$1.14M	0.39%	+1,094	Timeline
TRGPTARGA RES CORP	7,490	$1.11M	0.38%	-11,197	Timeline
UHSUNIVERSAL HLTH SVCS INC	4,690	$1.07M	0.37%	-7,067	Timeline
LENLENNAR CORP	5,724	$1.07M	0.37%	-8,593	Timeline
METMETLIFE INC	12,642	$1.04M	0.36%	-18,839	Timeline
CCLCARNIVAL CORP	55,929	$1.03M	0.35%	+1,310	Timeline
DKNGDRAFTKINGS INC NEW	26,291	$1.03M	0.35%	+618	Timeline
FXIISHARES TR	32,286	$1.03M	0.35%	+2,258	Timeline
WFCWELLS FARGO & CO	17,782	$1M	0.34%	-26,489	Timeline
THDISHARES INC	13,879	$962K	0.33%	new	Timeline
CBCHUBB LIMITED	3,303	$953K	0.32%	-4,974	Timeline
VRTVERTIV HOLDINGS CO	9,411	$936K	0.32%	+223	Timeline
WRBBERKLEY W R CORP	16,497	$936K	0.32%	-11,006	Timeline
SOFISOFI TECHNOLOGIES INC	117,000	$920K	0.31%	new	Timeline
EZAISHARES INC	18,191	$917K	0.31%	-1,721	Timeline
EPUISHARES TR	20,999	$907K	0.31%	+2,440	Timeline
EPHEISHARES TR	30,997	$903K	0.31%	new	Timeline
EWMISHARES INC	32,958	$892K	0.3%	-2,232	Timeline
EIDOISHARES TR	39,240	$883K	0.3%	new	Timeline
GREKGLOBAL X FDS	20,398	$881K	0.3%	+976	Timeline
APPAPPLOVIN CORP	6,717	$877K	0.3%	+158	Timeline
INDAISHARES TR	14,800	$866K	0.3%	-245	Timeline
GMGENERAL MTRS CO	19,258	$864K	0.29%	-28,998	Timeline
EWTISHARES INC	15,879	$855K	0.29%	+30	Timeline
AIGAMERICAN INTL GROUP INC	11,666	$854K	0.29%	-17,504	Timeline
EPOLISHARES TR	34,769	$843K	0.29%	+2,600	Timeline
NVDANVIDIA CORPORATION	6,734	$818K	0.28%	+156	Timeline
CMCSACOMCAST CORP NEW	19,503	$815K	0.28%	-29,020	Timeline
FFORD MTR CO	76,951	$813K	0.28%	-113,135	Timeline
FANGDIAMONDBACK ENERGY INC	4,671	$805K	0.27%	-6,916	Timeline
EWPISHARES INC	22,406	$791K	0.27%	+1,054	Timeline
EWGISHARES INC	23,271	$787K	0.27%	+703	Timeline
CECELANESE CORP DEL	5,760	$783K	0.27%	-8,619	Timeline
EWDISHARES INC	18,007	$782K	0.27%	+871	Timeline
EWQISHARES INC	19,041	$769K	0.26%	+1,712	Timeline
RNMBYRHEINMETALL AG UNSPONSORED ADR	7,100	$768K	0.26%	0	Timeline
EWIISHARES INC	19,546	$762K	0.26%	+914	Timeline
EWNISHARES INC	14,951	$760K	0.26%	+972	Timeline
EWUISHARES TR	20,232	$757K	0.26%	+394	Timeline
LQDISHARES TR	6,681	$755K	0.26%	+169	Timeline
WIPSPDR SERIES TRUST	18,698	$753K	0.26%	new	Timeline
MUBISHARES TR	6,894	$749K	0.26%	+319	Timeline
EWLISHARES INC	14,368	$749K	0.25%	-306	Timeline
IGSBISHARES TR	14,197	$748K	0.25%	+590	Timeline
FLRNSPDR SERIES TRUST	24,129	$744K	0.25%	+1,557	Timeline
EWOISHARES INC	32,604	$744K	0.25%	+1,292	Timeline
XLUSELECT SECTOR SPDR TR	9,043	$730K	0.25%	-184	Timeline
MUMICRON TECHNOLOGY INC	7,000	$726K	0.25%	+6,014	Timeline
THLLYTHALES UNSPONSORED ADR (FRANCE	22,800	$722K	0.25%	0	Timeline
CHTRCHARTER COMMUNICATIONS INC	2,187	$709K	0.24%	-3,293	Timeline
FIXCOMFORT SYS USA INC	1,724	$673K	0.23%	+40	Timeline
PGRPROGRESSIVE CORP	2,493	$633K	0.22%	+59	Timeline
KKRKKR & CO INC	4,720	$616K	0.21%	+116	Timeline
ALLALLSTATE CORP	3,229	$612K	0.21%	+89	Timeline
EMEEMCOR GROUP INC	1,388	$598K	0.2%	+34	Timeline
BURLBURLINGTON STORES INC	2,266	$597K	0.2%	+54	Timeline
FCNCAFIRST CTZNS BANCSHARES INC D	315	$580K	0.2%	+8	Timeline
RGAREINSURANCE GROUP AMER INC	2,592	$565K	0.19%	+72	Timeline
PRUPRUDENTIAL FINL INC	4,596	$557K	0.19%	+157	Timeline
CAHCARDINAL HEALTH INC	4,530	$501K	0.17%	+129	Timeline
NUNU HLDGS LTD	35,000	$478K	0.16%	new	Timeline
NCLHNORWEGIAN CRUISE LINE HLDGS	22,055	$452K	0.15%	+516	Timeline
EWYISHARES INC	6,832	$437K	0.15%	-4,773	Timeline
MGMMGM RESORTS INTERNATIONAL	10,416	$407K	0.14%	+244	Timeline
GXOGXO LOGISTICS INCORPORATED	7,327	$382K	0.13%	+173	Timeline
DUOLDUOLINGO INC	1,340	$378K	0.13%	+32	Timeline
SCHPSCHWAB STRATEGIC TR	14,017	$376K	0.13%	+582	Timeline
ARISTA NETWORKS INCARISTA NETWORKS INC	954	$366K	0.12%	+22
DASHDOORDASH INC	2,209	$315K	0.11%	+51	Timeline
HWMHOWMET AEROSPACE INC	3,123	$313K	0.11%	+74	Timeline
AVGOBROADCOM INC	1,782	$307K	0.1%	+1,608	Timeline
WBDWARNER BROS DISCOVERY INC	36,630	$302K	0.1%	+859	Timeline
MELIMERCADOLIBRE INC	143	$293K	0.1%	+5	Timeline
ECHISHARES INC	10,681	$291K	0.1%	+1,263	Timeline
WWDWOODWARD INC	1,439	$247K	0.08%	+37	Timeline
HUBSHUBSPOT INC	404	$215K	0.07%	+10	Timeline
DDOGDATADOG INC	1,830	$211K	0.07%	+44	Timeline
CRWDCROWDSTRIKE HLDGS INC	676	$190K	0.06%	+17	Timeline
ESTCELASTIC N V	2,326	$179K	0.06%	+53	Timeline
ZSZSCALER INC	1,013	$173K	0.06%	+24	Timeline
SNOWSNOWFLAKE INC	1,128	$130K	0.04%	+27	Timeline
SMCISUPER MICRO COMPUTER INC	339	$14.1K	<0.01%	new	Timeline

Sold out in Q3 2024

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
BABAALIBABA GROUP HLDG LTD	750,000	$54M	call
KWEBKRANESHARES TRUST	500,000	$13.5M	call
RPVINVESCO EXCHANGE TRADED FD T	69,108	$5.76M	shares
MTBASIMPLIFY EXCHANGE TRADED FUN	61,500	$3.1M	shares
TURISHARES INC	19,062	$801K	shares
IWDISHARES TR	2,762	$482K	shares
MDLZMONDELEZ INTL INC	4,948	$324K	shares
ADPAUTOMATIC DATA PROCESSING IN	1,339	$320K	shares
MSFTMICROSOFT CORP	672	$300K	shares
VRTXVERTEX PHARMACEUTICALS INC	640	$300K	shares
SUPER MICRO COMPUTER INCSUPER MICRO COMPUTER INC	331	$271K	shares
AMZNAMAZON COM INC	1,245	$241K	shares
GILDGILEAD SCIENCES INC	3,089	$212K	shares
AMATAPPLIED MATLS INC	773	$182K	shares
METAMETA PLATFORMS INC	339	$171K	shares
TELLURIAN INC NEWTELLURIAN INC NEW	243,000	$168K	shares
ORCLORACLE CORP	1,165	$164K	shares
QCOMQUALCOMM INC	783	$156K	shares
KOCOCA COLA CO	600	$38.2K	shares
GOOGLALPHABET INC	100	$18.2K	shares
NFLXNETFLIX INC.	12	$8.1K	shares

How Q3 2024 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001140361-24-045415	base		2024-11-06	acceptance time not in the bulk data set	2026-10-07 18:26:56 UTC