SEC 13F Intelligence

Managers / Q2 2024 · view latest →

Mount Lucas Management LP

CIK 0001185072 · 405 SOUTH STATE STREET, NEWTOWN, PA, 18940 · 267-759-3500

Reported Value
$349M
Q2 2024
Positions
158
Filings on Record
31
2019–present window
Filed
Aug 6, 2024
original filing

Summary

Mount Lucas Management LP reported $349M in U.S.-listed holdings across 158 positions for Q2 2024.

Its largest position, NDQ, represents 5.4% of the portfolio.

Compared with Q1 2024, the fund opened 46 new positions and exited 34.

Portfolio Metrics

Turnover
+22.7%
vs prior filed quarter
Top-10 Concentration
+21.2%
share of reported value
Largest Position
+5.4%
Invesco Qqq
New / Exited
46 / 34
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $788MQ4 ’18Q1 ’19: $604MQ2 ’19: $591MQ3 ’19: $558MQ4 ’19: $502MQ4 ’19Q1 ’20: $486MQ2 ’20: $505MQ3 ’20: $480MQ4 ’20: $475MQ4 ’20Q1 ’21: $340MQ2 ’21: $376MQ3 ’21: $331MQ4 ’21: $350MQ4 ’21Q1 ’22: $343MQ2 ’22: $299MQ3 ’22: $290MQ4 ’22: $305MQ4 ’22Q1 ’23: $379MQ2 ’23: $299MQ3 ’23: $283MQ4 ’23: $348MQ4 ’23Q1 ’24: $366MQ2 ’24: $349MQ3 ’24: $294MQ4 ’24: $287MQ4 ’24Q1 ’25: $311MQ2 ’25: $235MQ3 ’25: $243MQ4 ’25: $250MQ4 ’25Q1 ’26: $271Mfilingsflow.com

Portfolio Composition

By security type
Common Stock: 44.7%ETP: 32.2%ADR: 15.9%Other: 4.5%REIT: 2.7%
  • Common Stock · 44.7% · $156M
  • ETP · 32.2% · $113M
  • ADR · 15.9% · $55M
  • Other · 4.5% · $16M
  • REIT · 2.7% · $10M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
TMUST-MOBILE US INCNEW+16.5K16.5K+$3M$3M
APHAMPHENOL CORP-CL ANEW+39.5K39.5K+$3M$3M
CITCINTAS CORPNEW+3.8K3.8K+$3M$3M
TJXTJX COMPANIES INCNEW+24.0K24.0K+$3M$3M
BROBROWN & BROWN INCNEW+28.5K28.5K+$3M$3M
TRGPTARGA RESOURCES CORPNEW+18.7K18.7K+$2M$2M
FANGDIAMONDBACK ENERGY INCNEW+11.6K11.6K+$2M$2M
METMETLIFE INCNEW+31.5K31.5K+$2M$2M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q2 2024

46 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1NDQINVESCO QQQ TRUST SERIES 1history →ETP5.39%$19M39.3K
2HIGHARTFORD FINANCIAL SVCS GRPhistory →Common Stock2.26%$8M78.5K
3LLOEWS CORPhistory →Common Stock2.02%$7M94.6K
4COSTCOSTCO WHOLESALE CORPhistory →Common Stock1.75%$6M7.2K
5ARCH CAPITAL GROUP LTDCommon Stock1.69%$6M58.4K
6INVESCO S&P 500 PURE VALUE EETP1.65%$6M69.1K
7JPMJPMORGAN CHASE & COhistory →Common Stock1.64%$6M28.4K
8SYFSYNCHRONY FINANCIALhistory →Common Stock1.62%$6M120.2K
9RSGREPUBLIC SERVICES INChistory →Common Stock1.62%$6M29.1K
10DALDELTA AIR LINES INChistory →Common Stock1.56%$5M114.6K
11PCARPACCAR INChistory →Common Stock1.45%$5M49.3K
12UALUNITED AIRLINES HOLDINGS INChistory →Common Stock1.40%$5M100.8K
13NLYANNALY CAPITAL MANAGEMENT INhistory →Common Stock1.39%$5M254.0K
14TRLDAVITA INChistory →Common Stock1.35%$5M34.1K
15AGNCAGNC INVESTMENT CORPhistory →Common Stock1.34%$5M492.0K
16EVEREST GROUP LTDCommon Stock1.34%$5M12.3K
17PHMPULTEGROUP INChistory →Common Stock1.29%$4M40.8K
18AIZASSURANT INChistory →Common Stock1.18%$4M24.8K
19ISHARES 1-3 YEAR TREASURY BOETP1.12%$4M47.8K
20ISHARES 3-7 YEAR TREASURY BOETP0.94%$3M28.5K
21ISHARES MSCI AUSTRALIA ETFETP0.92%$3M131.5K
22JPMORGAN BETABUILDERS JAPANETP0.91%$3M56.2K
23SIMPLIFY MBS ETFETP0.89%$3M61.5K
24TMUST-MOBILE US INCCommon Stock0.83%$3M16.5K
25CPRTCOPART INCCommon Stock0.81%$3M52.2K
26ISHARES 7-10 YEAR TREASURY BETP0.76%$3M28.5K
27AJGARTHUR J GALLAGHER & COCommon Stock0.76%$3M10.3K
28APHAMPHENOL CORP-CL ACommon Stock0.76%$3M39.5K
29URIUNITED RENTALS INCCommon Stock0.76%$3M4.1K
30CITCINTAS CORPCommon Stock0.76%$3M3.8K
31TJXTJX COMPANIES INCCommon Stock0.75%$3M24.0K
32WFCWELLS FARGO & COCommon Stock0.75%$3M44.3K
33ROPROPER TECHNOLOGIES INCCommon Stock0.75%$3M4.6K
34BRBROADRIDGE FINANCIAL SOLUTIOCommon Stock0.74%$3M13.1K
35MCKMCKESSON CORPCommon Stock0.73%$3M4.4K
36BROBROWN & BROWN INCCommon Stock0.73%$3M28.5K
37VVISA INC-CLASS A SHARESCommon Stock0.73%$3M9.7K
38HCAHCA HEALTHCARE INCCommon Stock0.72%$3M7.9K
39SPDR BLOOMBERG CONVERTIBLE SETP0.72%$3M34.9K
40INVESCO SENIOR LOAN ETFETP0.72%$3M118.9K
41BNYBANK OF NEW YORK MELLON CORPCommon Stock0.71%$2M41.7K
42ISHARES PREFERRED & INCOME SETP0.71%$2M79.1K
43TRGPTARGA RESOURCES CORPCommon Stock0.69%$2M18.7K
44INVESCO S&P 500 BUYWRITE ETFETP0.69%$2M108.2K
45FFORD MOTOR COCommon Stock0.68%$2M190.1K
46CMECME GROUP INCCommon Stock0.68%$2M12.1K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$271M167May 5, 202613F-HRchanges · EDGAR ↗
Q4 2025$250M171Feb 5, 202613F-HRchanges · EDGAR ↗
Q3 2025$243M163Nov 10, 202513F-HRchanges · EDGAR ↗
Q2 2025$235M159Aug 11, 202513F-HRchanges · EDGAR ↗
Q1 2025$311M150May 6, 202513F-HRchanges · EDGAR ↗
Q4 2024$287M137Feb 7, 202513F-HRchanges · EDGAR ↗
Q3 2024$294M146Nov 6, 202413F-HRchanges · EDGAR ↗
Q2 2024$349M158Aug 6, 202413F-HRchanges · EDGAR ↗
Q1 2024$366M145May 10, 202413F-HRchanges · EDGAR ↗
Q4 2023$348M142Feb 7, 202413F-HRchanges · EDGAR ↗
Q3 2023$283M129Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$299M139Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$379M113May 12, 202313F-HRchanges · EDGAR ↗
Q4 2022$305M107Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$290M93Nov 14, 2022RESTATEMENTchanges · EDGAR ↗
Q2 2022$299M90Aug 10, 202213F-HRchanges · EDGAR ↗
Q1 2022$343M111May 12, 202213F-HRchanges · EDGAR ↗
Q4 2021$350M129Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$331M108Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$376M111Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$340M111May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$475M114Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$480M77Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$505M65Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$486M41May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$502M90Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$558M140Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$591M132Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$604M124May 15, 201913F-HRchanges · EDGAR ↗
Q4 2018$788M93Feb 14, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.